通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 5分足(M5) 2010.08.02 00:00 - 2010.10.29 05:50 (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=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=25; EntryLevel=5; CloseLevel=-5; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 19455 | Ticks modelled | 520171 | Modelling quality | n/a |
Mismatched charts errors | 102414 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 702.00 | Gross profit | 1059.00 | Gross loss | -357.00 |
Profit factor | 2.97 | Expected payoff | 7.39 | | |
Absolute drawdown | 282.00 | Maximal drawdown | 375.00 (3.72%) | Relative drawdown | 3.72% (375.00) |
|
Total trades | 95 | Short positions (won %) | 36 (88.89%) | Long positions (won %) | 59 (66.10%) |
| Profit trades (% of total) | 71 (74.74%) | Loss trades (% of total) | 24 (25.26%) |
Largest | profit trade | 41.00 | loss trade | -48.00 |
Average | profit trade | 14.92 | loss trade | -14.88 |
Maximum | consecutive wins (profit in money) | 24 (341.00) | consecutive losses (loss in money) | 8 (-248.00) |
Maximal | consecutive profit (count of wins) | 403.00 (21) | consecutive loss (count of losses) | -248.00 (8) |
Average | consecutive wins | 12 | consecutive losses | 4 |