通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 5分足(M5) 2010.10.01 00:00 - 2010.10.29 05:25 (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=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=19; EntryLevel=2; CloseLevel=-1; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 6818 | Ticks modelled | 166761 | Modelling quality | n/a |
Mismatched charts errors | 102413 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 180.00 | Gross profit | 442.00 | Gross loss | -262.00 |
Profit factor | 1.69 | Expected payoff | 5.45 | | |
Absolute drawdown | 86.00 | Maximal drawdown | 334.00 (3.26%) | Relative drawdown | 3.26% (334.00) |
|
Total trades | 33 | Short positions (won %) | 20 (75.00%) | Long positions (won %) | 13 (53.85%) |
| Profit trades (% of total) | 22 (66.67%) | Loss trades (% of total) | 11 (33.33%) |
Largest | profit trade | 41.00 | loss trade | -64.00 |
Average | profit trade | 20.09 | loss trade | -23.82 |
Maximum | consecutive wins (profit in money) | 11 (216.00) | consecutive losses (loss in money) | 5 (-67.00) |
Maximal | consecutive profit (count of wins) | 216.00 (11) | consecutive loss (count of losses) | -97.00 (3) |
Average | consecutive wins | 6 | consecutive losses | 3 |