通貨ペア | AUDUSD (Australian Dollar vs. United States Dollar) |
期間 | 5分足(M5) 2005.01.10 10:50 - 2010.04.01 00:00 (2005.01.01 - 2010.04.01) |
モデル | Control points (a very crude method, the results must not be considered) |
パラメーター | Lot_Help="Order Send Setting"; MaxOrders=15; LotManagemant=false;
Lots=0.1; Leverage=5; Slippage=3; StopLoss=0; TakeProfit=0; TradeHourOffset_Help="Tradeing Time Offset"; TradeHourOffset=0; SpreadRange_Help="Allowed to Tradeing Spread"; SpreadRange=3; NextOrderMagin_Help="Next Order Pips Magin"; NextOrderMagin=2; NextOrderWait_Help="Next Order Wait Minute:[0]no wait"; NextOrderWaitMinute=0; WeekTrade_Help="Monday and Friday Trade"; MondayTrade=true;
FridayTrade=true;
Entry_and_Close_Help="Order Period and EntryClose Position"; PeriodLength=; EntryLevel=; CloseLevel=; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 384294 | Ticks modelled | 7049826 | Modelling quality | n/a |
Mismatched charts errors | 140998 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 13123.90 | Gross profit | 32070.90 | Gross loss | -18947.00 |
Profit factor | 1.69 | Expected payoff | 4.65 | | |
Absolute drawdown | 338.10 | Maximal drawdown | 2344.00 (14.00%) | Relative drawdown | 17.57% (2267.00) |
|
Total trades | 2823 | Short positions (won %) | 1248 (74.60%) | Long positions (won %) | 1575 (75.17%) |
| Profit trades (% of total) | 2115 (74.92%) | Loss trades (% of total) | 708 (25.08%) |
Largest | profit trade | 90.00 | loss trade | -90.00 |
Average | profit trade | 15.16 | loss trade | -26.76 |
Maximum | consecutive wins (profit in money) | 61 (1036.00) | consecutive losses (loss in money) | 18 (-829.00) |
Maximal | consecutive profit (count of wins) | 2575.00 (55) | consecutive loss (count of losses) | -1170.00 (13) |
Average | consecutive wins | 13 | consecutive losses | 4 |