通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
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=7; EntryLevel=0; CloseLevel=-1; 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=0; Comments=""; |
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Bars in test | 19473 | Ticks modelled | 337860 | Modelling quality | 90.00% |
Mismatched charts errors | 36 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1317.81 | Gross profit | 1419.75 | Gross loss | -101.94 |
Profit factor | 13.93 | Expected payoff | 9.55 | | |
Absolute drawdown | 442.72 | Maximal drawdown | 825.86 (7.95%) | Relative drawdown | 7.95% (825.86) |
|
Total trades | 138 | Short positions (won %) | 49 (89.80%) | Long positions (won %) | 89 (92.13%) |
| Profit trades (% of total) | 126 (91.30%) | Loss trades (% of total) | 12 (8.70%) |
Largest | profit trade | 33.17 | loss trade | -23.85 |
Average | profit trade | 11.27 | loss trade | -8.49 |
Maximum | consecutive wins (profit in money) | 33 (382.13) | consecutive losses (loss in money) | 4 (-35.03) |
Maximal | consecutive profit (count of wins) | 382.13 (33) | consecutive loss (count of losses) | -35.03 (4) |
Average | consecutive wins | 16 | consecutive losses | 2 |