通貨ペア | EURGBP (Euro vs Great Britain Pound ) |
期間 | 5分足(M5) 2010.07.01 00:00 - 2010.09.30 04:35 (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=3; 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=-5; EntryLevel=4; CloseLevel=3; 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 | 19568 | Ticks modelled | 615157 | Modelling quality | 60.58% |
Mismatched charts errors | 6 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 148.62 | Gross profit | 392.33 | Gross loss | -243.71 |
Profit factor | 1.61 | Expected payoff | 3.30 | | |
Absolute drawdown | 123.44 | Maximal drawdown | 208.85 (2.06%) | Relative drawdown | 2.06% (208.85) |
|
Total trades | 45 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 31 (67.74%) |
| Profit trades (% of total) | 29 (64.44%) | Loss trades (% of total) | 16 (35.56%) |
Largest | profit trade | 25.32 | loss trade | -25.32 |
Average | profit trade | 13.53 | loss trade | -15.23 |
Maximum | consecutive wins (profit in money) | 12 (156.63) | consecutive losses (loss in money) | 7 (-110.78) |
Maximal | consecutive profit (count of wins) | 156.63 (12) | consecutive loss (count of losses) | -110.78 (7) |
Average | consecutive wins | 6 | consecutive losses | 4 |