通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 5分足(M5) 2010.09.01 00:00 - 2010.12.24 11:25 (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=0; EntryLevel=10; 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 | 24265 | Ticks modelled | 421729 | Modelling quality | 90.00% |
Mismatched charts errors | 43 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 305.46 | Gross profit | 334.78 | Gross loss | -29.32 |
Profit factor | 11.42 | Expected payoff | 9.55 | | |
Absolute drawdown | 671.47 | Maximal drawdown | 748.43 (7.43%) | Relative drawdown | 7.43% (748.43) |
|
Total trades | 32 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 30 (86.67%) |
| Profit trades (% of total) | 28 (87.50%) | Loss trades (% of total) | 4 (12.50%) |
Largest | profit trade | 25.66 | loss trade | -12.22 |
Average | profit trade | 11.96 | loss trade | -7.33 |
Maximum | consecutive wins (profit in money) | 16 (223.59) | consecutive losses (loss in money) | 4 (-29.32) |
Maximal | consecutive profit (count of wins) | 223.59 (16) | consecutive loss (count of losses) | -29.32 (4) |
Average | consecutive wins | 14 | consecutive losses | 4 |