通貨ペア | USDCHF (United States Dollar vs. Swiss Franc) |
期間 | 5分足(M5) 2010.08.02 00:10 - 2010.08.31 04:45 (2010.08.01 - 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=90; TakeProfit=90; 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 | 6999 | Ticks modelled | 129682 | Modelling quality | 89.97% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 404.96 | Gross profit | 414.49 | Gross loss | -9.53 |
Profit factor | 43.49 | Expected payoff | 14.46 | | |
Absolute drawdown | 201.36 | Maximal drawdown | 201.36 (2.01%) | Relative drawdown | 2.01% (201.36) |
|
Total trades | 28 | Short positions (won %) | 15 (100.00%) | Long positions (won %) | 13 (76.92%) |
| Profit trades (% of total) | 25 (89.29%) | Loss trades (% of total) | 3 (10.71%) |
Largest | profit trade | 33.30 | loss trade | -5.72 |
Average | profit trade | 16.58 | loss trade | -3.18 |
Maximum | consecutive wins (profit in money) | 24 (410.67) | consecutive losses (loss in money) | 3 (-9.53) |
Maximal | consecutive profit (count of wins) | 410.67 (24) | consecutive loss (count of losses) | -9.53 (3) |
Average | consecutive wins | 13 | consecutive losses | 3 |