通貨ペア | CHFJPY (Swiss Franc vs Japanise Yen) |
期間 | 5分足(M5) 2010.09.01 00:00 - 2010.12.24 11:20 (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 | PassCode_Help="認証コード"; PassCode=""; Lot_Help="取引回数 & ロットに関する設定"; MaxOrders=15; LotManagemant=false;
Lots=0.1; Leverage=5; Slippage=0; Profit_and_Loss_Help="利損益確定に関する設定"; TakeProfit=90; StopLoss=90; ProfitManagemant=false;
ProfitCurrency=1000; LossManagemant=false;
LossCurrency=-1000; Time_Help="トレード時間に関する設定"; TradeHour=0; CloseHour=5; CloseMinute=0; MaxSpread_Help="スプレッドの最大許容範囲"; MaxSpread=5; NextOrderMagin_Help="前回取引からナンピンする値幅"; NextOrderMagin=2; NextOrderWait_Help="前回取引から次回取引を行う待ち時間(分)"; NextOrderWaitMinute=0; Entry_and_Close_Help="エントリー、クローズのタイミング設定"; PeriodLength=7; EntryLevel=12; CloseLevel=-9; Setting_Help="注文時のリトライ回数、マジックナンバー、コメント設定"; OrderRetryCount=30; MagicNo=11111111; Comments=""; |
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Bars in test | 24568 | Ticks modelled | 798041 | Modelling quality | 90.00% |
Mismatched charts errors | 17 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 537.97 | Gross profit | 556.05 | Gross loss | -18.08 |
Profit factor | 30.75 | Expected payoff | 11.45 | | |
Absolute drawdown | 38.60 | Maximal drawdown | 138.74 (1.37%) | Relative drawdown | 1.37% (138.74) |
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Total trades | 47 | Short positions (won %) | 27 (85.19%) | Long positions (won %) | 20 (100.00%) |
| Profit trades (% of total) | 43 (91.49%) | Loss trades (% of total) | 4 (8.51%) |
Largest | profit trade | 36.19 | loss trade | -7.23 |
Average | profit trade | 12.93 | loss trade | -4.52 |
Maximum | consecutive wins (profit in money) | 34 (469.20) | consecutive losses (loss in money) | 2 (-9.65) |
Maximal | consecutive profit (count of wins) | 469.20 (34) | consecutive loss (count of losses) | -9.65 (2) |
Average | consecutive wins | 11 | consecutive losses | 1 |