通貨ペア | EURGBP (Euro vs Great Britain Pound ) |
期間 | 5分足(M5) 2010.11.01 00:00 - 2010.11.30 23:55 (2010.11.01 - 2010.12.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | PassCode_Help="認証コード"; PassCode=""; Lot_Help="取引回数 & ロットに関する設定"; MaxOrders=15; LotManagemant=false;
Lots=0.1; Leverage=5; Slippage=0; Profit_and_Loss_Help="利損益確定に関する設定"; TakeProfit=90; StopLoss=90; ProfitManagemant=false;
ProfitCurrency=1000; LossManagemant=false;
LossCurrency=-1000; Time_Help="トレード時間に関する設定"; TradeHour=0; CloseHour=5; CloseMinute=0; MaxSpread_Help="スプレッドの最大許容範囲"; MaxSpread=3; NextOrderMagin_Help="前回取引からナンピンする値幅"; NextOrderMagin=2; NextOrderWait_Help="前回取引から次回取引を行う待ち時間(分)"; NextOrderWaitMinute=0; Entry_and_Close_Help="エントリー、クローズのタイミング設定"; PeriodLength=25; EntryLevel=11; CloseLevel=-10; Setting_Help="注文時のリトライ回数、マジックナンバー、コメント設定"; OrderRetryCount=30; MagicNo=11111111; Comments=""; |
|
Bars in test | 7325 | Ticks modelled | 238664 | Modelling quality | 90.00% |
Mismatched charts errors | 11 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 108.96 | Gross profit | 149.43 | Gross loss | -40.47 |
Profit factor | 3.69 | Expected payoff | 6.81 | | |
Absolute drawdown | 45.12 | Maximal drawdown | 112.05 (1.11%) | Relative drawdown | 1.11% (112.05) |
|
Total trades | 16 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 3 (0.00%) |
| Profit trades (% of total) | 10 (62.50%) | Loss trades (% of total) | 6 (37.50%) |
Largest | profit trade | 35.80 | loss trade | -10.89 |
Average | profit trade | 14.94 | loss trade | -6.75 |
Maximum | consecutive wins (profit in money) | 7 (54.48) | consecutive losses (loss in money) | 6 (-40.47) |
Maximal | consecutive profit (count of wins) | 94.95 (3) | consecutive loss (count of losses) | -40.47 (6) |
Average | consecutive wins | 5 | consecutive losses | 6 |