通貨ペア | EURUSD (Euro vs. United States Dollar) |
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=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 | 7020 | Ticks modelled | 169182 | Modelling quality | 89.97% |
Mismatched charts errors | 4 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 322.00 | Gross profit | 460.00 | Gross loss | -138.00 |
Profit factor | 3.33 | Expected payoff | 11.50 | | |
Absolute drawdown | 207.00 | Maximal drawdown | 288.00 (2.86%) | Relative drawdown | 2.86% (288.00) |
|
Total trades | 28 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 22 (77.27%) |
| Profit trades (% of total) | 23 (82.14%) | Loss trades (% of total) | 5 (17.86%) |
Largest | profit trade | 34.00 | loss trade | -43.00 |
Average | profit trade | 20.00 | loss trade | -27.60 |
Maximum | consecutive wins (profit in money) | 14 (225.00) | consecutive losses (loss in money) | 5 (-138.00) |
Maximal | consecutive profit (count of wins) | 235.00 (9) | consecutive loss (count of losses) | -138.00 (5) |
Average | consecutive wins | 12 | consecutive losses | 5 |