通貨ペア | EURUSD (Euro vs US Dollar) |
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=-4; EntryLevel=14; 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=""; |
|
Bars in test | 24542 | Ticks modelled | 783816 | Modelling quality | n/a |
Mismatched charts errors | 117372 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 163.00 | Gross profit | 346.00 | Gross loss | -183.00 |
Profit factor | 1.89 | Expected payoff | 4.08 | | |
Absolute drawdown | 55.00 | Maximal drawdown | 440.00 (4.24%) | Relative drawdown | 4.24% (440.00) |
|
Total trades | 40 | Short positions (won %) | 29 (62.07%) | Long positions (won %) | 11 (100.00%) |
| Profit trades (% of total) | 29 (72.50%) | Loss trades (% of total) | 11 (27.50%) |
Largest | profit trade | 26.00 | loss trade | -30.00 |
Average | profit trade | 11.93 | loss trade | -16.64 |
Maximum | consecutive wins (profit in money) | 15 (177.00) | consecutive losses (loss in money) | 10 (-182.00) |
Maximal | consecutive profit (count of wins) | 177.00 (15) | consecutive loss (count of losses) | -182.00 (10) |
Average | consecutive wins | 10 | consecutive losses | 6 |