通貨ペア | USDCHF (US Dollar vs Swiss Franc) |
期間 | 5分足(M5) 2011.04.01 00:00 - 2011.04.28 11:30 (2011.04.01 - 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=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=28; EntryLevel=1; CloseLevel=-4; 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 | 6430 | Ticks modelled | 103011 | Modelling quality | 90.00% |
Mismatched charts errors | 95 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -209.29 | Gross profit | 137.83 | Gross loss | -347.12 |
Profit factor | 0.40 | Expected payoff | -5.66 | | |
Absolute drawdown | 757.83 | Maximal drawdown | 867.35 (8.58%) | Relative drawdown | 8.58% (867.35) |
|
Total trades | 37 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 25 (52.00%) |
| Profit trades (% of total) | 23 (62.16%) | Loss trades (% of total) | 14 (37.84%) |
Largest | profit trade | 18.70 | loss trade | -41.32 |
Average | profit trade | 5.99 | loss trade | -24.79 |
Maximum | consecutive wins (profit in money) | 12 (52.70) | consecutive losses (loss in money) | 11 (-318.81) |
Maximal | consecutive profit (count of wins) | 85.13 (11) | consecutive loss (count of losses) | -318.81 (11) |
Average | consecutive wins | 12 | consecutive losses | 5 |