通貨ペア | CHFJPY (Swiss Franc vs Japanise Yen) |
期間 | 5分足(M5) 2010.10.01 00:00 - 2010.10.29 05:10 (2010.10.01 - 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=5; EntryLevel=2; CloseLevel=-5; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
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Bars in test | 6820 | Ticks modelled | 189954 | Modelling quality | 90.00% |
Mismatched charts errors | 7 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 458.67 | Gross profit | 689.26 | Gross loss | -230.59 |
Profit factor | 2.99 | Expected payoff | 5.96 | | |
Absolute drawdown | 79.31 | Maximal drawdown | 300.08 (2.88%) | Relative drawdown | 2.88% (300.08) |
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Total trades | 77 | Short positions (won %) | 33 (75.76%) | Long positions (won %) | 44 (88.64%) |
| Profit trades (% of total) | 64 (83.12%) | Loss trades (% of total) | 13 (16.88%) |
Largest | profit trade | 35.96 | loss trade | -58.27 |
Average | profit trade | 10.77 | loss trade | -17.74 |
Maximum | consecutive wins (profit in money) | 29 (388.02) | consecutive losses (loss in money) | 5 (-40.90) |
Maximal | consecutive profit (count of wins) | 388.02 (29) | consecutive loss (count of losses) | -167.37 (3) |
Average | consecutive wins | 11 | consecutive losses | 2 |