通貨ペア |
EURUSD (Euro vs US Dollar) |
期間 |
5分足(M5) 1999.01.04 17:40 - 1999.12.30 23:30 (1999.01.01 -
1999.12.31) |
モデル |
Every tick (the most precise method based on all available
least timeframes) |
パラメーター |
explanation10="最少単位での設定"; MaxLotSize=0.1; LotSize=0.01;
LotIncrement=0.01; MaxTotalLots=0.6; ProfitTarget=0.3; Spacing=5;
explanation20="移動平均線設定"; TrendTimeFrame=1; TrendPeriods=1500;
comment="PipShaker"; MagicNumber=777; trailingpips=5; stoploss=100;
mm=true; MinAC=2000; |
|
Bars in test |
70043 |
Ticks modelled |
1208182 |
Modelling quality |
89.87% |
Mismatched charts errors |
0 |
|
|
|
|
|
Initial deposit |
10000.00 |
|
|
|
|
Total net profit |
18866.97 |
Gross profit |
47656.36 |
Gross loss |
-28789.39 |
Profit factor |
1.66 |
Expected payoff |
3.08 |
|
|
Absolute drawdown |
707.63 |
Maximal drawdown |
3893.09 (29.53%) |
Relative drawdown |
29.53% (3893.09) |
|
Total trades |
6119 |
Short positions (won %) |
3515 (85.86%) |
Long positions (won %) |
2604 (86.52%) |
|
Profit trades (% of total) |
5271 (86.14%) |
Loss trades (% of total) |
848 (13.86%) |
Largest |
profit trade |
302.40 |
loss trade |
-906.40 |
Average |
profit trade |
9.04 |
loss trade |
-33.95 |
Maximum |
consecutive wins (profit in money) |
55 (302.40) |
consecutive losses (loss in money) |
11 (-3840.00) |
Maximal |
consecutive profit (count of wins) |
976.20 (15) |
consecutive loss (count of losses) |
-3840.00 (11) |
Average |
consecutive wins |
6 |
consecutive losses |
1 |