通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 5分足(M5) 2010.12.01 00:00 - 2011.02.28 12:50 (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=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=-5; EntryLevel=-4; CloseLevel=-2; 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 | 18754 | Ticks modelled | 294843 | Modelling quality | 90.00% |
Mismatched charts errors | 16 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 746.60 | Gross profit | 947.96 | Gross loss | -201.36 |
Profit factor | 4.71 | Expected payoff | 7.32 | | |
Absolute drawdown | 49.72 | Maximal drawdown | 122.80 (1.22%) | Relative drawdown | 1.22% (122.80) |
|
Total trades | 102 | Short positions (won %) | 68 (79.41%) | Long positions (won %) | 34 (91.18%) |
| Profit trades (% of total) | 85 (83.33%) | Loss trades (% of total) | 17 (16.67%) |
Largest | profit trade | 45.71 | loss trade | -36.52 |
Average | profit trade | 11.15 | loss trade | -11.84 |
Maximum | consecutive wins (profit in money) | 32 (474.96) | consecutive losses (loss in money) | 3 (-60.59) |
Maximal | consecutive profit (count of wins) | 474.96 (32) | consecutive loss (count of losses) | -69.39 (2) |
Average | consecutive wins | 9 | consecutive losses | 2 |