通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 5分足(M5) 2010.07.01 00:00 - 2010.09.30 05:05 (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=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=1; EntryLevel=1; CloseLevel=-7; 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 | 19474 | Ticks modelled | 408903 | Modelling quality | 90.00% |
Mismatched charts errors | 11 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 634.75 | Gross profit | 693.05 | Gross loss | -58.30 |
Profit factor | 11.89 | Expected payoff | 4.50 | | |
Absolute drawdown | 120.65 | Maximal drawdown | 137.76 (1.38%) | Relative drawdown | 1.38% (137.76) |
|
Total trades | 141 | Short positions (won %) | 75 (85.33%) | Long positions (won %) | 66 (93.94%) |
| Profit trades (% of total) | 126 (89.36%) | Loss trades (% of total) | 15 (10.64%) |
Largest | profit trade | 27.26 | loss trade | -16.88 |
Average | profit trade | 5.50 | loss trade | -3.89 |
Maximum | consecutive wins (profit in money) | 40 (244.10) | consecutive losses (loss in money) | 4 (-20.68) |
Maximal | consecutive profit (count of wins) | 244.10 (40) | consecutive loss (count of losses) | -20.68 (4) |
Average | consecutive wins | 11 | consecutive losses | 1 |