通貨ペア | AUDUSD (Australian Dollar vs US Dollar) |
期間 | 5分足(M5) 2010.10.01 00:00 - 2010.10.29 05:10 (2010.10.01 - 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=4; 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=-14; EntryLevel=6; CloseLevel=0; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 6804 | Ticks modelled | 183494 | Modelling quality | 90.00% |
Mismatched charts errors | 4 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 276.00 | Gross profit | 296.00 | Gross loss | -20.00 |
Profit factor | 14.80 | Expected payoff | 9.52 | | |
Absolute drawdown | 55.00 | Maximal drawdown | 155.00 (1.53%) | Relative drawdown | 1.53% (155.00) |
|
Total trades | 29 | Short positions (won %) | 27 (92.59%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 27 (93.10%) | Loss trades (% of total) | 2 (6.90%) |
Largest | profit trade | 30.00 | loss trade | -11.00 |
Average | profit trade | 10.96 | loss trade | -10.00 |
Maximum | consecutive wins (profit in money) | 27 (296.00) | consecutive losses (loss in money) | 2 (-20.00) |
Maximal | consecutive profit (count of wins) | 296.00 (27) | consecutive loss (count of losses) | -20.00 (2) |
Average | consecutive wins | 27 | consecutive losses | 2 |