通貨ペア | EURGBP (Euro vs Great Britain Pound ) |
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=3; 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=15; 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 | 19668 | Ticks modelled | 633774 | Modelling quality | 90.00% |
Mismatched charts errors | 22 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 345.92 | Gross profit | 509.47 | Gross loss | -163.55 |
Profit factor | 3.12 | Expected payoff | 6.78 | | |
Absolute drawdown | 42.07 | Maximal drawdown | 186.90 (1.81%) | Relative drawdown | 1.81% (186.90) |
|
Total trades | 51 | Short positions (won %) | 34 (79.41%) | Long positions (won %) | 17 (58.82%) |
| Profit trades (% of total) | 37 (72.55%) | Loss trades (% of total) | 14 (27.45%) |
Largest | profit trade | 37.39 | loss trade | -43.62 |
Average | profit trade | 13.77 | loss trade | -11.68 |
Maximum | consecutive wins (profit in money) | 25 (339.65) | consecutive losses (loss in money) | 8 (-68.52) |
Maximal | consecutive profit (count of wins) | 339.65 (25) | consecutive loss (count of losses) | -68.52 (8) |
Average | consecutive wins | 7 | consecutive losses | 4 |