通貨ペア | GBPUSD (Great Britain Pound vs US Dollar) |
期間 | 1時間足(H1) 2010.01.03 23:00 - 2010.10.15 20:00 (2010.01.01 - 2010.10.31) |
モデル | Control points (a very crude method, the results must not be considered) |
パラメーター | Lots=200; StopLoss=2000; TakeProfit=0; TradeAtCloseBar=true;
TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false;
SendEmail=true;
TradeLog="MasterMind3"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; Crash=false;
TimeFrame=0; Length=5; Method=3; Smoothing=1; Filter=5; RealTime=true;
Steady=false;
Color=true;
Alerts=true;
EmailON=false;
SignalPrice=true;
SignalPriceBUY=Yellow; SignalPriceSELL=Aqua; CountBars=1485; |
|
Bars in test | 4432 | Ticks modelled | 87431 | Modelling quality | n/a |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -56.00 | Gross profit | 9748.90 | Gross loss | -9804.90 |
Profit factor | 0.99 | Expected payoff | -9.33 | | |
Absolute drawdown | 1246.70 | Maximal drawdown | 14529.90 (59.37%) | Relative drawdown | 59.37% (14529.90) |
|
Total trades | 6 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 4 (25.00%) |
| Profit trades (% of total) | 3 (50.00%) | Loss trades (% of total) | 3 (50.00%) |
Largest | profit trade | 3856.60 | loss trade | -4749.30 |
Average | profit trade | 3249.63 | loss trade | -3268.30 |
Maximum | consecutive wins (profit in money) | 3 (9748.90) | consecutive losses (loss in money) | 3 (-9804.90) |
Maximal | consecutive profit (count of wins) | 9748.90 (3) | consecutive loss (count of losses) | -9804.90 (3) |
Average | consecutive wins | 3 | consecutive losses | 3 |