通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 5分足(M5) 2010.09.01 00:00 - 2010.09.30 03:20 (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=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=-2; EntryLevel=5; CloseLevel=-5; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 6995 | Ticks modelled | 114159 | Modelling quality | 90.00% |
Mismatched charts errors | 10 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 121.83 | Gross profit | 123.02 | Gross loss | -1.19 |
Profit factor | 103.38 | Expected payoff | 10.15 | | |
Absolute drawdown | 4.76 | Maximal drawdown | 64.04 (0.63%) | Relative drawdown | 0.63% (64.04) |
|
Total trades | 12 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 11 (91.67%) | Loss trades (% of total) | 1 (8.33%) |
Largest | profit trade | 28.44 | loss trade | -1.19 |
Average | profit trade | 11.18 | loss trade | -1.19 |
Maximum | consecutive wins (profit in money) | 6 (92.47) | consecutive losses (loss in money) | 1 (-1.19) |
Maximal | consecutive profit (count of wins) | 92.47 (6) | consecutive loss (count of losses) | -1.19 (1) |
Average | consecutive wins | 6 | consecutive losses | 1 |