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=7; 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 | 5121.75 | Gross profit | 10093.24 | Gross loss | -4971.49 |
Profit factor | 2.03 | Expected payoff | 5.93 | | |
Absolute drawdown | 129.92 | Maximal drawdown | 1598.19 (12.61%) | Relative drawdown | 12.61% (1598.19) |
|
Total trades | 863 | Short positions (won %) | 362 (77.35%) | Long positions (won %) | 501 (75.45%) |
| Profit trades (% of total) | 658 (76.25%) | Loss trades (% of total) | 205 (23.75%) |
Largest | profit trade | 96.66 | loss trade | -105.33 |
Average | profit trade | 15.34 | loss trade | -24.25 |
Maximum | consecutive wins (profit in money) | 25 (778.16) | consecutive losses (loss in money) | 11 (-978.86) |
Maximal | consecutive profit (count of wins) | 778.16 (25) | consecutive loss (count of losses) | -978.86 (11) |
Average | consecutive wins | 7 | consecutive losses | 2 |