通貨ペア | USDCHF (US Dollar vs Swiss Franc) |
期間 | 5分足(M5) 2010.10.01 00:00 - 2010.10.29 05:25 (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=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=1; CloseLevel=-1; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 6649 | Ticks modelled | 133567 | Modelling quality | 90.00% |
Mismatched charts errors | 3 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 407.12 | Gross profit | 621.78 | Gross loss | -214.66 |
Profit factor | 2.90 | Expected payoff | 8.14 | | |
Absolute drawdown | 60.94 | Maximal drawdown | 196.00 (1.88%) | Relative drawdown | 1.88% (196.00) |
|
Total trades | 50 | Short positions (won %) | 17 (82.35%) | Long positions (won %) | 33 (84.85%) |
| Profit trades (% of total) | 42 (84.00%) | Loss trades (% of total) | 8 (16.00%) |
Largest | profit trade | 36.81 | loss trade | -54.54 |
Average | profit trade | 14.80 | loss trade | -26.83 |
Maximum | consecutive wins (profit in money) | 30 (417.34) | consecutive losses (loss in money) | 4 (-175.12) |
Maximal | consecutive profit (count of wins) | 417.34 (30) | consecutive loss (count of losses) | -175.12 (4) |
Average | consecutive wins | 21 | consecutive losses | 4 |