通貨ペア | USDCHF (US Dollar vs Swiss Franc) |
期間 | 5分足(M5) 2010.12.01 00:00 - 2010.12.31 23:55 (2010.12.01 - 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=4; 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=5; 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 | 7213 | Ticks modelled | 128000 | Modelling quality | 90.00% |
Mismatched charts errors | 5 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -193.09 | Gross profit | 171.19 | Gross loss | -364.28 |
Profit factor | 0.47 | Expected payoff | -4.20 | | |
Absolute drawdown | 411.12 | Maximal drawdown | 568.83 (5.60%) | Relative drawdown | 5.60% (568.83) |
|
Total trades | 46 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 30 (53.33%) |
| Profit trades (% of total) | 27 (58.70%) | Loss trades (% of total) | 19 (41.30%) |
Largest | profit trade | 15.37 | loss trade | -43.93 |
Average | profit trade | 6.34 | loss trade | -19.17 |
Maximum | consecutive wins (profit in money) | 14 (98.69) | consecutive losses (loss in money) | 9 (-114.43) |
Maximal | consecutive profit (count of wins) | 98.69 (14) | consecutive loss (count of losses) | -114.43 (9) |
Average | consecutive wins | 4 | consecutive losses | 3 |