通貨ペア | AUDUSD (Australian Dollar vs US Dollar) |
期間 | 5分足(M5) 2010.09.01 00:00 - 2010.11.30 23:55 (2010.09.01 - 2010.12.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | PassCode_Help="認証コード"; PassCode=""; Lot_Help="取引回数 & ロットに関する設定"; MaxOrders=15; LotManagemant=false;
Lots=0.1; Leverage=5; Slippage=0; Profit_and_Loss_Help="利損益確定に関する設定"; TakeProfit=90; StopLoss=90; ProfitManagemant=false;
ProfitCurrency=1000; LossManagemant=false;
LossCurrency=-1000; Time_Help="トレード時間に関する設定"; TradeHour=0; CloseHour=5; CloseMinute=0; MaxSpread_Help="スプレッドの最大許容範囲"; MaxSpread=4; NextOrderMagin_Help="前回取引からナンピンする値幅"; NextOrderMagin=2; NextOrderWait_Help="前回取引から次回取引を行う待ち時間(分)"; NextOrderWaitMinute=0; Entry_and_Close_Help="エントリー、クローズのタイミング設定"; PeriodLength=8; EntryLevel=5; CloseLevel=-5; Setting_Help="注文時のリトライ回数、マジックナンバー、コメント設定"; OrderRetryCount=30; MagicNo=11111111; Comments=""; |
|
Bars in test | 19605 | Ticks modelled | 570214 | Modelling quality | 90.00% |
Mismatched charts errors | 15 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 757.00 | Gross profit | 1789.00 | Gross loss | -1032.00 |
Profit factor | 1.73 | Expected payoff | 3.84 | | |
Absolute drawdown | 190.00 | Maximal drawdown | 872.00 (7.53%) | Relative drawdown | 7.53% (872.00) |
|
Total trades | 197 | Short positions (won %) | 102 (77.45%) | Long positions (won %) | 95 (77.89%) |
| Profit trades (% of total) | 153 (77.66%) | Loss trades (% of total) | 44 (22.34%) |
Largest | profit trade | 39.00 | loss trade | -67.00 |
Average | profit trade | 11.69 | loss trade | -23.45 |
Maximum | consecutive wins (profit in money) | 48 (441.00) | consecutive losses (loss in money) | 8 (-476.00) |
Maximal | consecutive profit (count of wins) | 441.00 (48) | consecutive loss (count of losses) | -476.00 (8) |
Average | consecutive wins | 10 | consecutive losses | 3 |