通貨ペア | USDCHF (United States Dollar vs. Swiss Franc) |
期間 | 5分足(M5) 2009.01.02 06:55 - 2010.12.29 02:35 (2009.01.01 - 2011.01.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | 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=6; 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=18; EntryLevel=5; CloseLevel=-9; 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 | 147930 | Ticks modelled | 29428894 | Modelling quality | 90.00% |
Mismatched charts errors | 6 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 7331.06 | Gross profit | 10790.97 | Gross loss | -3459.91 |
Profit factor | 3.12 | Expected payoff | 5.98 | | |
Absolute drawdown | 188.42 | Maximal drawdown | 651.85 (4.60%) | Relative drawdown | 5.40% (650.45) |
|
Total trades | 1226 | Short positions (won %) | 577 (77.64%) | Long positions (won %) | 649 (79.97%) |
| Profit trades (% of total) | 967 (78.87%) | Loss trades (% of total) | 259 (21.13%) |
Largest | profit trade | 78.93 | loss trade | -76.72 |
Average | profit trade | 11.16 | loss trade | -13.36 |
Maximum | consecutive wins (profit in money) | 82 (1294.76) | consecutive losses (loss in money) | 16 (-163.98) |
Maximal | consecutive profit (count of wins) | 1294.76 (82) | consecutive loss (count of losses) | -320.10 (9) |
Average | consecutive wins | 13 | consecutive losses | 4 |