通貨ペア | AUDUSD (Australian Dollar vs US Dollar) |
期間 | 5分足(M5) 2010.07.01 00:00 - 2010.09.30 04:05 (2010.07.01 - 2011.01.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | Lot_Help="Order Send Setting"; MaxOrders=15; LotManagemant=false;
Lots=0.1; Leverage=5; Slippage=3; StopLoss=90; TakeProfit=90; TradeHourOffset_Help="Tradeing Time Offset"; TradeHourOffset=0; SpreadRange_Help="Allowed to Tradeing Spread"; SpreadRange=4; NextOrderMagin_Help="Next Order Pips Magin"; NextOrderMagin=2; NextOrderWait_Help="Next Order Wait Minute:[0]no wait"; NextOrderWaitMinute=0; WeekTrade_Help="Monday and Friday Trade"; MondayTrade=true;
FridayTrade=true;
Entry_and_Close_Help="Order Period and EntryClose Position"; PeriodLength=-14; EntryLevel=6; CloseLevel=0; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
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Bars in test | 19505 | Ticks modelled | 520714 | Modelling quality | 90.00% |
Mismatched charts errors | 4 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1027.00 | Gross profit | 1359.00 | Gross loss | -332.00 |
Profit factor | 4.09 | Expected payoff | 6.30 | | |
Absolute drawdown | 277.00 | Maximal drawdown | 425.00 (4.04%) | Relative drawdown | 4.09% (420.00) |
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Total trades | 163 | Short positions (won %) | 69 (78.26%) | Long positions (won %) | 94 (71.28%) |
| Profit trades (% of total) | 121 (74.23%) | Loss trades (% of total) | 42 (25.77%) |
Largest | profit trade | 41.00 | loss trade | -22.00 |
Average | profit trade | 11.23 | loss trade | -7.90 |
Maximum | consecutive wins (profit in money) | 30 (516.00) | consecutive losses (loss in money) | 11 (-132.00) |
Maximal | consecutive profit (count of wins) | 516.00 (30) | consecutive loss (count of losses) | -132.00 (11) |
Average | consecutive wins | 12 | consecutive losses | 4 |