通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 5分足(M5) 2010.08.02 00:00 - 2010.10.29 05:55 (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=-5; EntryLevel=6; CloseLevel=-2; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 19293 | Ticks modelled | 358875 | Modelling quality | 90.00% |
Mismatched charts errors | 21 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 302.78 | Gross profit | 419.42 | Gross loss | -116.64 |
Profit factor | 3.60 | Expected payoff | 7.04 | | |
Absolute drawdown | 711.53 | Maximal drawdown | 825.86 (8.17%) | Relative drawdown | 8.17% (825.86) |
|
Total trades | 43 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 36 (72.22%) |
| Profit trades (% of total) | 33 (76.74%) | Loss trades (% of total) | 10 (23.26%) |
Largest | profit trade | 30.81 | loss trade | -18.83 |
Average | profit trade | 12.71 | loss trade | -11.66 |
Maximum | consecutive wins (profit in money) | 23 (319.21) | consecutive losses (loss in money) | 5 (-36.64) |
Maximal | consecutive profit (count of wins) | 319.21 (23) | consecutive loss (count of losses) | -61.19 (4) |
Average | consecutive wins | 11 | consecutive losses | 3 |