通貨ペア | AUDUSD (Australian Dollar vs. United States Dollar) |
期間 | 5分足(M5) 2010.05.03 00:00 - 2010.07.30 09:20 (2010.05.01 - 2011.01.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
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=12; EntryLevel=9; CloseLevel=-5; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 19350 | Ticks modelled | 618854 | Modelling quality | 90.00% |
Mismatched charts errors | 4 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 3656.00 | Gross profit | 5205.00 | Gross loss | -1549.00 |
Profit factor | 3.36 | Expected payoff | 10.42 | | |
Absolute drawdown | 107.00 | Maximal drawdown | 1268.00 (11.36%) | Relative drawdown | 11.36% (1268.00) |
|
Total trades | 351 | Short positions (won %) | 137 (89.78%) | Long positions (won %) | 214 (83.18%) |
| Profit trades (% of total) | 301 (85.75%) | Loss trades (% of total) | 50 (14.25%) |
Largest | profit trade | 86.00 | loss trade | -90.00 |
Average | profit trade | 17.29 | loss trade | -30.98 |
Maximum | consecutive wins (profit in money) | 72 (939.00) | consecutive losses (loss in money) | 15 (-749.00) |
Maximal | consecutive profit (count of wins) | 939.00 (72) | consecutive loss (count of losses) | -749.00 (15) |
Average | consecutive wins | 22 | consecutive losses | 4 |