通貨ペア | CHFJPY (Swiss Franc vs Japanise Yen) |
期間 | 5分足(M5) 2010.08.02 00:00 - 2010.10.29 07:20 (2010.08.01 - 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=5; 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=-15; EntryLevel=9; CloseLevel=-8; 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 | 19507 | Ticks modelled | 613222 | Modelling quality | 90.00% |
Mismatched charts errors | 12 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 706.03 | Gross profit | 797.88 | Gross loss | -91.85 |
Profit factor | 8.69 | Expected payoff | 10.09 | | |
Absolute drawdown | 291.64 | Maximal drawdown | 291.64 (2.92%) | Relative drawdown | 2.92% (291.64) |
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Total trades | 70 | Short positions (won %) | 34 (73.53%) | Long positions (won %) | 36 (86.11%) |
| Profit trades (% of total) | 56 (80.00%) | Loss trades (% of total) | 14 (20.00%) |
Largest | profit trade | 37.23 | loss trade | -16.13 |
Average | profit trade | 14.25 | loss trade | -6.56 |
Maximum | consecutive wins (profit in money) | 35 (570.83) | consecutive losses (loss in money) | 6 (-58.33) |
Maximal | consecutive profit (count of wins) | 570.83 (35) | consecutive loss (count of losses) | -58.33 (6) |
Average | consecutive wins | 11 | consecutive losses | 4 |