通貨ペア |
EURUSD (Euro vs US Dollar) |
期間 |
5分足(M5) 2000.01.02 23:00 - 2007.12.30 23:55 (2000.01.01 -
2007.12.31) |
モデル |
Every tick (the most precise method based on all available
least timeframes) |
パラメーター |
MaxLotSize=1; LotSize=0.2; LotIncrement=0.1; ProfitTarget=5;
Spacing=5; stoploss=50; explanation20="移動平均線設定"; TrendTimeFrame=1;
TrendPeriods=1200; comment="AMPM"; MagicNumber=777; |
|
Bars in test |
595268 |
Ticks modelled |
14843145 |
Modelling quality |
90.00% |
Mismatched charts errors |
0 |
|
|
|
|
|
Initial deposit |
10000.00 |
|
|
|
|
Total net profit |
31655.50 |
Gross profit |
51581.80 |
Gross loss |
-19926.30 |
Profit factor |
2.59 |
Expected payoff |
7.49 |
|
|
Absolute drawdown |
179.00 |
Maximal drawdown |
2631.00 (6.43%) |
Relative drawdown |
12.22% (1600.00) |
|
Total trades |
4224 |
Short positions (won %) |
1999 (85.94%) |
Long positions (won %) |
2225 (87.01%) |
|
Profit trades (% of total) |
3654 (86.51%) |
Loss trades (% of total) |
570 (13.49%) |
Largest |
profit trade |
266.00 |
loss trade |
-288.00 |
Average |
profit trade |
14.12 |
loss trade |
-34.96 |
Maximum |
consecutive wins (profit in money) |
52 (408.00) |
consecutive losses (loss in money) |
4 (-916.00) |
Maximal |
consecutive profit (count of wins) |
742.00 (8) |
consecutive loss (count of losses) |
-916.00 (4) |
Average |
consecutive wins |
7 |
consecutive losses |
1 |