通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
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=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=1; EntryLevel=1; CloseLevel=-7; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 6750 | Ticks modelled | 101083 | Modelling quality | 90.00% |
Mismatched charts errors | 10 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 280.15 | Gross profit | 320.45 | Gross loss | -40.30 |
Profit factor | 7.95 | Expected payoff | 5.60 | | |
Absolute drawdown | 785.92 | Maximal drawdown | 825.86 (8.23%) | Relative drawdown | 8.23% (825.86) |
|
Total trades | 50 | Short positions (won %) | 13 (92.31%) | Long positions (won %) | 37 (81.08%) |
| Profit trades (% of total) | 42 (84.00%) | Loss trades (% of total) | 8 (16.00%) |
Largest | profit trade | 24.43 | loss trade | -12.21 |
Average | profit trade | 7.63 | loss trade | -5.04 |
Maximum | consecutive wins (profit in money) | 17 (168.25) | consecutive losses (loss in money) | 5 (-36.64) |
Maximal | consecutive profit (count of wins) | 168.25 (17) | consecutive loss (count of losses) | -36.64 (5) |
Average | consecutive wins | 8 | consecutive losses | 2 |