通貨ペア | CHFJPY (Swiss Franc vs Japanise Yen) |
期間 | 5分足(M5) 2010.09.01 00:00 - 2010.09.30 03:10 (2010.09.01 - 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=5; 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=19; EntryLevel=14; CloseLevel=-8; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 7078 | Ticks modelled | 198570 | Modelling quality | 90.00% |
Mismatched charts errors | 4 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 137.32 | Gross profit | 137.32 | Gross loss | 0.00 |
Profit factor | | Expected payoff | 12.48 | | |
Absolute drawdown | 28.65 | Maximal drawdown | 59.70 (0.59%) | Relative drawdown | 0.59% (59.70) |
|
Total trades | 11 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 11 (100.00%) | Loss trades (% of total) | 0 (0.00%) |
Largest | profit trade | 21.49 | loss trade | 0.00 |
Average | profit trade | 12.48 | loss trade | 0.00 |
Maximum | consecutive wins (profit in money) | 11 (137.32) | consecutive losses (loss in money) | 0 (0.00) |
Maximal | consecutive profit (count of wins) | 137.32 (11) | consecutive loss (count of losses) | 0.00 (0) |
Average | consecutive wins | 11 | consecutive losses | 0 |