通貨ペア | CHFJPY (Swiss Franc vs Japanise Yen) |
期間 | 5分足(M5) 2010.12.01 00:00 - 2010.12.24 11:20 (2010.12.01 - 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=5; 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=20; EntryLevel=8; CloseLevel=-7; 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 | 5874 | Ticks modelled | 168110 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 65.83 | Gross profit | 65.83 | Gross loss | 0.00 |
Profit factor | | Expected payoff | 8.23 | | |
Absolute drawdown | 6.10 | Maximal drawdown | 21.94 (0.22%) | Relative drawdown | 0.22% (21.94) |
|
Total trades | 8 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 8 (100.00%) | Loss trades (% of total) | 0 (0.00%) |
Largest | profit trade | 18.29 | loss trade | 0.00 |
Average | profit trade | 8.23 | loss trade | 0.00 |
Maximum | consecutive wins (profit in money) | 8 (65.83) | consecutive losses (loss in money) | 0 (0.00) |
Maximal | consecutive profit (count of wins) | 65.83 (8) | consecutive loss (count of losses) | 0.00 (0) |
Average | consecutive wins | 8 | consecutive losses | 0 |