通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 5分足(M5) 2011.01.03 00:00 - 2011.04.28 11:45 (2011.01.01 - 2012.01.01) |
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=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=20; EntryLevel=5; CloseLevel=-10; RiversOrder_Help="反対売買に関する設定 true:する/false:しない"; RiversOrderManagemant=true;
OpenAgeinOrder_Help="決済後の再取引に関する設定 true:する/false:しない"; OpenAgeinOrderManagemant=true;
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 | 24928 | Ticks modelled | 762786 | Modelling quality | 90.00% |
Mismatched charts errors | 94 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 766.00 | Gross profit | 910.00 | Gross loss | -144.00 |
Profit factor | 6.32 | Expected payoff | 9.70 | | |
Absolute drawdown | 154.00 | Maximal drawdown | 312.00 (2.87%) | Relative drawdown | 2.87% (312.00) |
|
Total trades | 79 | Short positions (won %) | 38 (94.74%) | Long positions (won %) | 41 (80.49%) |
| Profit trades (% of total) | 69 (87.34%) | Loss trades (% of total) | 10 (12.66%) |
Largest | profit trade | 46.00 | loss trade | -50.00 |
Average | profit trade | 13.19 | loss trade | -14.40 |
Maximum | consecutive wins (profit in money) | 27 (334.00) | consecutive losses (loss in money) | 3 (-30.00) |
Maximal | consecutive profit (count of wins) | 365.00 (20) | consecutive loss (count of losses) | -50.00 (1) |
Average | consecutive wins | 12 | consecutive losses | 2 |