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2016.07.01 11:45

Exp_Sidus.mq4 (2.62 KB) ビュー

ZIPとしてダウンロード, MetaEditorから直接ダウンロードする方法

このコードに基づいたロボットまたはインジケーターが必要なら、フリーランスでご注文くださいフリーランスに移動

Expert Advisor based on the Sidus indicator.

Forward:

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		1 Hour (H1) 2008.01.02 10:00 - 2009.02.15 23:59 (2008.01.01 - 2009.02.16)

Parameters		Lots=0.1; shif=1;

Bars in test	7896	Ticks modelled	14788	Modelling quality	n/a
Mismatched chart errors	0

Initial deposit	10000.00
Net profit	414.37	Gross profit	2445.16	Gross loss	-2030.79
Profit factor	1.20	Expected payoff	9.64
Absolute drawdown	540.03	Maximum drawdown	696.05 (6.26%)	Relative drawdown	6.74% (683.82)

Total trades	43	Short positions (won %)	25 (80.00%)	Long positions (won %)	18 (66.67%)
		Profit trades (% of total)	32 (74.42%)	Loss Trades (% of total)	11 (25.58%)
Largest		profit trade	80.36	loss trade	-203.30
Average		profit trade	76.41	loss trade	-184.62
Maximum		consecutive wins (profit in money)	12 (960.06)	consecutive losses (loss in money)	3 (-608.91)
Maximal		consecutive profit (count of wins)	960.06 (12)	consecutive loss (count)	-608.91 (3)
Average		consecutive wins	5	consecutive losses	2

Optimization:

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		1 Hour (H1) 2007.01.02 01:00 - 2007.12.28 23:59 (2007.01.01 - 2007.12.31)

Parameters		Lots=0.1; shif=1;

Bars in test	7124	Ticks modelled	13245	Modelling quality	n/a
Mismatched chart errors	0

Initial deposit	10000.00
Net profit	1257.69	Gross profit	1960.83	Gross loss	-703.14
Profit factor	2.79	Expected payoff	39.30
Absolute drawdown	195.21	Maximum drawdown	294.44 (2.73%)	Relative drawdown	2.73% (294.44)

Total trades	32	Short positions (won %)	12 (66.67%)	Long positions (won %)	20 (95.00%)
		Profit trades (% of total)	27 (84.38%)	Loss Trades (% of total)	5 (15.63%)
Largest		profit trade	80.81	loss trade	-205.10
Average		profit trade	72.62	loss trade	-140.63
Maximum		consecutive wins (profit in money)	12 (958.83)	consecutive losses (loss in money)	1 (-205.10)
Maximal		consecutive profit (count of wins)	958.83 (12)	consecutive loss (count)	-205.10 (1)
Average		consecutive wins	7	consecutive losses	1

MetaQuotes Ltdによってロシア語から翻訳されました。
元のコード: https://www.mql5.com/ru/code/8715

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Modernization of the first version of the script with the ability to manage multiple indicators

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Expert Advisor based on the Sidus indicator. - MetaTrader 4のためのエキスパート