通貨ペア | USDCHF (US Dollar vs Swiss Franc) |
期間 | 5分足(M5) 2011.01.17 04:50 - 2011.04.28 11:45 (2011.01.01 - 2012.01.01) |
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; RiversOrder_Help="反対売買に関する設定 true:する/false:しない"; RiversOrderManagemant=true;
OpenAgeinOrder_Help="決済後の再取引に関する設定 true:する/false:しない"; OpenAgeinOrderManagemant=true;
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 | 21466 | Ticks modelled | 439920 | Modelling quality | n/a |
Mismatched charts errors | 113 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 750.30 | Gross profit | 1035.98 | Gross loss | -285.68 |
Profit factor | 3.63 | Expected payoff | 11.37 | | |
Absolute drawdown | 21.92 | Maximal drawdown | 867.35 (7.90%) | Relative drawdown | 7.90% (867.35) |
|
Total trades | 66 | Short positions (won %) | 13 (46.15%) | Long positions (won %) | 53 (77.36%) |
| Profit trades (% of total) | 47 (71.21%) | Loss trades (% of total) | 19 (28.79%) |
Largest | profit trade | 75.23 | loss trade | -35.53 |
Average | profit trade | 22.04 | loss trade | -15.04 |
Maximum | consecutive wins (profit in money) | 28 (865.84) | consecutive losses (loss in money) | 10 (-243.00) |
Maximal | consecutive profit (count of wins) | 865.84 (28) | consecutive loss (count of losses) | -243.00 (10) |
Average | consecutive wins | 7 | consecutive losses | 3 |