通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 5分足(M5) 2010.09.01 00:00 - 2010.09.30 03:15 (2010.09.01 - 2011.01.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | Lot_Help="Order Send Setting"; MaxOrders=15; LotManagemant=false;
Lots=0.1; Leverage=5; Slippage=3; StopLoss=90; TakeProfit=90; TradeHourOffset_Help="Tradeing Time Offset"; TradeHourOffset=0; SpreadRange_Help="Allowed to Tradeing Spread"; SpreadRange=3; NextOrderMagin_Help="Next Order Pips Magin"; NextOrderMagin=2; NextOrderWait_Help="Next Order Wait Minute:[0]no wait"; NextOrderWaitMinute=0; WeekTrade_Help="Monday and Friday Trade"; MondayTrade=true;
FridayTrade=true;
Entry_and_Close_Help="Order Period and EntryClose Position"; PeriodLength=20; EntryLevel=9; CloseLevel=-5; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 7060 | Ticks modelled | 137559 | Modelling quality | 90.00% |
Mismatched charts errors | 10 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 121.00 | Gross profit | 188.00 | Gross loss | -67.00 |
Profit factor | 2.81 | Expected payoff | 4.84 | | |
Absolute drawdown | 23.00 | Maximal drawdown | 200.00 (1.97%) | Relative drawdown | 1.97% (200.00) |
|
Total trades | 25 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 18 (66.67%) |
| Profit trades (% of total) | 18 (72.00%) | Loss trades (% of total) | 7 (28.00%) |
Largest | profit trade | 22.00 | loss trade | -31.00 |
Average | profit trade | 10.44 | loss trade | -9.57 |
Maximum | consecutive wins (profit in money) | 9 (112.00) | consecutive losses (loss in money) | 6 (-36.00) |
Maximal | consecutive profit (count of wins) | 112.00 (9) | consecutive loss (count of losses) | -36.00 (6) |
Average | consecutive wins | 9 | consecutive losses | 4 |