通貨ペア | EURUSD (Euro vs. United States Dollar) |
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=2; 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=13; EntryLevel=7; CloseLevel=2; 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 | 691864 | Modelling quality | 90.00% |
Mismatched charts errors | 4 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 4384.00 | Gross profit | 5219.00 | Gross loss | -835.00 |
Profit factor | 6.25 | Expected payoff | 18.58 | | |
Absolute drawdown | 27.00 | Maximal drawdown | 1120.00 (8.70%) | Relative drawdown | 8.70% (1120.00) |
|
Total trades | 236 | Short positions (won %) | 77 (97.40%) | Long positions (won %) | 159 (80.50%) |
| Profit trades (% of total) | 203 (86.02%) | Loss trades (% of total) | 33 (13.98%) |
Largest | profit trade | 90.00 | loss trade | -57.00 |
Average | profit trade | 25.71 | loss trade | -25.30 |
Maximum | consecutive wins (profit in money) | 58 (2090.00) | consecutive losses (loss in money) | 16 (-616.00) |
Maximal | consecutive profit (count of wins) | 2090.00 (58) | consecutive loss (count of losses) | -616.00 (16) |
Average | consecutive wins | 20 | consecutive losses | 4 |