通貨ペア | EURGBP (Euro vs Great Britain Pound ) |
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=3; 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=18; EntryLevel=14; CloseLevel=-8; 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=""; |
|
Bars in test | 24520 | Ticks modelled | 792028 | Modelling quality | 90.00% |
Mismatched charts errors | 26 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 318.49 | Gross profit | 377.22 | Gross loss | -58.73 |
Profit factor | 6.42 | Expected payoff | 12.74 | | |
Absolute drawdown | 46.39 | Maximal drawdown | 86.56 (0.86%) | Relative drawdown | 0.86% (86.56) |
|
Total trades | 25 | Short positions (won %) | 18 (77.78%) | Long positions (won %) | 7 (100.00%) |
| Profit trades (% of total) | 21 (84.00%) | Loss trades (% of total) | 4 (16.00%) |
Largest | profit trade | 35.56 | loss trade | -23.19 |
Average | profit trade | 17.96 | loss trade | -14.68 |
Maximum | consecutive wins (profit in money) | 13 (214.91) | consecutive losses (loss in money) | 2 (-43.28) |
Maximal | consecutive profit (count of wins) | 214.91 (13) | consecutive loss (count of losses) | -43.28 (2) |
Average | consecutive wins | 7 | consecutive losses | 2 |