通貨ペア | USDJPY (United States Dollar vs. Japanese Yen) |
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 | 384748 | Ticks modelled | 7639872 | Modelling quality | n/a |
Mismatched charts errors | 1798 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 11441.67 | Gross profit | 20773.43 | Gross loss | -9331.76 |
Profit factor | 2.23 | Expected payoff | 6.18 | | |
Absolute drawdown | 255.97 | Maximal drawdown | 2513.80 (16.31%) | Relative drawdown | 16.31% (2513.80) |
|
Total trades | 1852 | Short positions (won %) | 770 (78.96%) | Long positions (won %) | 1082 (74.03%) |
| Profit trades (% of total) | 1409 (76.08%) | Loss trades (% of total) | 443 (23.92%) |
Largest | profit trade | 96.66 | loss trade | -105.40 |
Average | profit trade | 14.74 | loss trade | -21.06 |
Maximum | consecutive wins (profit in money) | 52 (1316.58) | consecutive losses (loss in money) | 16 (-1463.80) |
Maximal | consecutive profit (count of wins) | 1730.35 (51) | consecutive loss (count of losses) | -1463.80 (16) |
Average | consecutive wins | 14 | consecutive losses | 4 |