通貨ペア | AUDUSD (Australian Dollar vs US Dollar) |
期間 | 5分足(M5) 2010.12.01 00:00 - 2011.02.28 12:45 (2010.12.01 - 2012.01.01) |
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=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=4; EntryLevel=8; CloseLevel=-9; RiversOrder_Help="反対売買に関する設定 true:する/false:しない"; RiversOrderManagemant=true;
OpenAgeinOrder_Help="決済後の再取引に関する設定 true:する/false:しない"; OpenAgeinOrderManagemant=true;
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 | 18995 | Ticks modelled | 466714 | Modelling quality | 90.00% |
Mismatched charts errors | 19 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 390.00 | Gross profit | 712.00 | Gross loss | -322.00 |
Profit factor | 2.21 | Expected payoff | 3.36 | | |
Absolute drawdown | 197.00 | Maximal drawdown | 574.00 (5.51%) | Relative drawdown | 5.51% (574.00) |
|
Total trades | 116 | Short positions (won %) | 23 (95.65%) | Long positions (won %) | 93 (66.67%) |
| Profit trades (% of total) | 84 (72.41%) | Loss trades (% of total) | 32 (27.59%) |
Largest | profit trade | 30.00 | loss trade | -34.00 |
Average | profit trade | 8.48 | loss trade | -10.06 |
Maximum | consecutive wins (profit in money) | 20 (194.00) | consecutive losses (loss in money) | 14 (-199.00) |
Maximal | consecutive profit (count of wins) | 194.00 (20) | consecutive loss (count of losses) | -199.00 (14) |
Average | consecutive wins | 8 | consecutive losses | 3 |