通貨ペア | AUDUSD (Australian Dollar vs US Dollar) |
期間 | 5分足(M5) 2010.09.01 00:00 - 2010.12.24 11:20 (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 | 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=4; 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=-3; EntryLevel=10; CloseLevel=-6; 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=""; |
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Bars in test | 24467 | Ticks modelled | 702950 | Modelling quality | 90.00% |
Mismatched charts errors | 20 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 296.00 | Gross profit | 1007.00 | Gross loss | -711.00 |
Profit factor | 1.42 | Expected payoff | 2.06 | | |
Absolute drawdown | 219.00 | Maximal drawdown | 686.00 (6.40%) | Relative drawdown | 6.40% (686.00) |
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Total trades | 144 | Short positions (won %) | 72 (76.39%) | Long positions (won %) | 72 (73.61%) |
| Profit trades (% of total) | 108 (75.00%) | Loss trades (% of total) | 36 (25.00%) |
Largest | profit trade | 34.00 | loss trade | -67.00 |
Average | profit trade | 9.32 | loss trade | -19.75 |
Maximum | consecutive wins (profit in money) | 28 (365.00) | consecutive losses (loss in money) | 13 (-546.00) |
Maximal | consecutive profit (count of wins) | 365.00 (28) | consecutive loss (count of losses) | -546.00 (13) |
Average | consecutive wins | 12 | consecutive losses | 5 |