通貨ペア | GBPUSD (Great Britain Pound vs US Dollar) |
期間 | 1時間足(H1) 2008.01.02 09:00 - 2008.05.20 09:00 (2008.01.01 - 2008.05.21) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | TradeShort=true;
TradeLong=true;
OpenOnTick=0; UseTMA=false;
MAperiod=240; UseARSI=true;
RSI_period=15; RSI_bars=14; ARSI_trigger=0.007; UseCCI=false;
CCI_Period=60; CCI_lenght=60; cci_trigger=25; Use_iTrend=false;
iTrendPeriod=60; ReverseDirection=true;
MoneyMangement=false;
MicroAccount=true;
MaximumRisk=0.5; LotSize=0.01; LotIncrement=0.01; Multiplier=0; CounterTrendMultiplier=0; ProfitTarget=1; ProfitSkew=1; ProfitMode=1; ProfitTrailing=true;
MaxRetrace=20; ForcedStart=0; SL=999; AutoSpacing=true;
StDevTF=15; StDevPer=14; StDevMode=0; Spacing=15; TrendSpacing=15; CloseDelay=91; CeaseTrading=false;
PauseTrading="Pause Trading at Timeinterval"; StartTime=0; EndTime=0; QuitTrading="Quit Trading at Time"; endDayHourMinute=0; RightSideLabel=false;
SessionTarget=10000; MaximumBuyOrders=10; MaximumSellOrders=10; LossManagement="What to do if things are going wrong"; Warning="This feature is in early stage and is not finished!"; AllowRecovery=false;
MaxLossPercent=1; ExitAllTrades=true;
StopTrading=true;
PlaceRecoveryOrders=true;
MaxRecoveryOrders=2; RecoveryTakeProfit=5; RecoveryStopLoss=200; RecoveryLotMultiplier=1; RecReverse=false;
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|
Bars in test | 3356 | Ticks modelled | 996661 | Modelling quality | 90.00% |
Mismatched charts errors | 67 | | | | |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 1539.82 | Gross profit | 3543.94 | Gross loss | -2004.12 |
Profit factor | 1.77 | Expected payoff | 0.84 | | |
Absolute drawdown | 193.75 | Maximal drawdown | 771.79 (13.84%) | Relative drawdown | 13.84% (771.79) |
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Total trades | 1836 | Short positions (won %) | 902 (61.09%) | Long positions (won %) | 934 (60.92%) |
| Profit trades (% of total) | 1120 (61.00%) | Loss trades (% of total) | 716 (39.00%) |
Largest | profit trade | 63.22 | loss trade | -31.74 |
Average | profit trade | 3.16 | loss trade | -2.80 |
Maximum | consecutive wins (profit in money) | 11 (15.20) | consecutive losses (loss in money) | 7 (-127.67) |
Maximal | consecutive profit (count of wins) | 162.64 (4) | consecutive loss (count of losses) | -127.67 (7) |
Average | consecutive wins | 3 | consecutive losses | 2 |