通貨ペア | CHFJPY (Swiss Franc vs. Japanese Yen) |
期間 | 5分足(M5) 2010.05.03 00:00 - 2010.07.30 09:25 (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=4; 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=0; EntryLevel=7; CloseLevel=-7; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
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Bars in test | 19391 | Ticks modelled | 2014837 | Modelling quality | 90.00% |
Mismatched charts errors | 7 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 4572.97 | Gross profit | 4994.09 | Gross loss | -421.12 |
Profit factor | 11.86 | Expected payoff | 15.40 | | |
Absolute drawdown | 6.94 | Maximal drawdown | 1016.99 (7.92%) | Relative drawdown | 7.92% (1016.99) |
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Total trades | 297 | Short positions (won %) | 167 (93.41%) | Long positions (won %) | 130 (80.00%) |
| Profit trades (% of total) | 260 (87.54%) | Loss trades (% of total) | 37 (12.46%) |
Largest | profit trade | 104.09 | loss trade | -30.08 |
Average | profit trade | 19.21 | loss trade | -11.38 |
Maximum | consecutive wins (profit in money) | 81 (2787.23) | consecutive losses (loss in money) | 12 (-194.41) |
Maximal | consecutive profit (count of wins) | 2787.23 (81) | consecutive loss (count of losses) | -194.41 (12) |
Average | consecutive wins | 26 | consecutive losses | 4 |