通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 5分足(M5) 2010.07.01 00:00 - 2010.09.30 04:45 (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=19; EntryLevel=2; CloseLevel=-1; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 19704 | Ticks modelled | 543703 | Modelling quality | 90.00% |
Mismatched charts errors | 67 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1049.00 | Gross profit | 1400.00 | Gross loss | -351.00 |
Profit factor | 3.99 | Expected payoff | 8.33 | | |
Absolute drawdown | 70.00 | Maximal drawdown | 360.00 (3.46%) | Relative drawdown | 3.46% (360.00) |
|
Total trades | 126 | Short positions (won %) | 43 (86.05%) | Long positions (won %) | 83 (81.93%) |
| Profit trades (% of total) | 105 (83.33%) | Loss trades (% of total) | 21 (16.67%) |
Largest | profit trade | 32.00 | loss trade | -48.00 |
Average | profit trade | 13.33 | loss trade | -16.71 |
Maximum | consecutive wins (profit in money) | 45 (530.00) | consecutive losses (loss in money) | 7 (-161.00) |
Maximal | consecutive profit (count of wins) | 530.00 (45) | consecutive loss (count of losses) | -161.00 (7) |
Average | consecutive wins | 18 | consecutive losses | 4 |