通貨ペア | USDJPY (United States Dollar vs. Japanese Yen) |
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=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=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=""; |
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Bars in test | 147907 | Ticks modelled | 24073041 | Modelling quality | 90.00% |
Mismatched charts errors | 15 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 9693.31 | Gross profit | 12236.81 | Gross loss | -2543.50 |
Profit factor | 4.81 | Expected payoff | 8.25 | | |
Absolute drawdown | 371.22 | Maximal drawdown | 995.98 (5.56%) | Relative drawdown | 6.27% (942.76) |
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Total trades | 1175 | Short positions (won %) | 549 (84.34%) | Long positions (won %) | 626 (84.19%) |
| Profit trades (% of total) | 990 (84.26%) | Loss trades (% of total) | 185 (15.74%) |
Largest | profit trade | 98.07 | loss trade | -105.35 |
Average | profit trade | 12.36 | loss trade | -13.75 |
Maximum | consecutive wins (profit in money) | 46 (454.33) | consecutive losses (loss in money) | 11 (-150.18) |
Maximal | consecutive profit (count of wins) | 1558.07 (30) | consecutive loss (count of losses) | -736.93 (7) |
Average | consecutive wins | 17 | consecutive losses | 3 |