通貨ペア | USDCHF (US Dollar vs Swiss Franc) |
期間 | 5分足(M5) 2010.09.01 00:00 - 2010.09.30 03:15 (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=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=20; EntryLevel=8; CloseLevel=-5; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 6869 | Ticks modelled | 135203 | Modelling quality | 90.00% |
Mismatched charts errors | 6 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 112.54 | Gross profit | 113.53 | Gross loss | -0.99 |
Profit factor | 114.68 | Expected payoff | 10.23 | | |
Absolute drawdown | 18.16 | Maximal drawdown | 38.14 (0.38%) | Relative drawdown | 0.38% (38.14) |
|
Total trades | 11 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 8 (87.50%) |
| Profit trades (% of total) | 10 (90.91%) | Loss trades (% of total) | 1 (9.09%) |
Largest | profit trade | 33.51 | loss trade | -0.99 |
Average | profit trade | 11.35 | loss trade | -0.99 |
Maximum | consecutive wins (profit in money) | 9 (108.60) | consecutive losses (loss in money) | 1 (-0.99) |
Maximal | consecutive profit (count of wins) | 108.60 (9) | consecutive loss (count of losses) | -0.99 (1) |
Average | consecutive wins | 5 | consecutive losses | 1 |