通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 5分足(M5) 2010.12.01 00:00 - 2010.12.31 19:55 (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=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=7; EntryLevel=0; CloseLevel=-1; 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=0; Comments=""; |
|
Bars in test | 7237 | Ticks modelled | 104288 | Modelling quality | 90.00% |
Mismatched charts errors | 7 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -117.87 | Gross profit | 102.88 | Gross loss | -220.75 |
Profit factor | 0.47 | Expected payoff | -4.06 | | |
Absolute drawdown | 147.41 | Maximal drawdown | 207.35 (2.06%) | Relative drawdown | 2.06% (207.35) |
|
Total trades | 29 | Short positions (won %) | 20 (40.00%) | Long positions (won %) | 9 (55.56%) |
| Profit trades (% of total) | 13 (44.83%) | Loss trades (% of total) | 16 (55.17%) |
Largest | profit trade | 13.11 | loss trade | -32.18 |
Average | profit trade | 7.91 | loss trade | -13.80 |
Maximum | consecutive wins (profit in money) | 5 (50.36) | consecutive losses (loss in money) | 6 (-85.93) |
Maximal | consecutive profit (count of wins) | 50.36 (5) | consecutive loss (count of losses) | -85.93 (6) |
Average | consecutive wins | 2 | consecutive losses | 3 |