通貨ペア |
EURUSD (Euro vs US Dollar) |
期間 |
5分足(M5) 2000.01.02 23:00 - 2000.12.29 22:30 (2000.01.01 -
2000.12.31) |
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 |
74743 |
Ticks modelled |
1359754 |
Modelling quality |
90.00% |
Mismatched charts errors |
0 |
|
|
|
|
|
Initial deposit |
10000.00 |
|
|
|
|
Total net profit |
44248.62 |
Gross profit |
105885.26 |
Gross loss |
-61636.64 |
Profit factor |
1.72 |
Expected payoff |
5.90 |
|
|
Absolute drawdown |
65.00 |
Maximal drawdown |
16982.54 (28.33%) |
Relative drawdown |
28.33% (16982.54) |
|
Total trades |
7494 |
Short positions (won %) |
3948 (83.92%) |
Long positions (won %) |
3546 (85.28%) |
|
Profit trades (% of total) |
6337 (84.56%) |
Loss trades (% of total) |
1157 (15.44%) |
Largest |
profit trade |
1036.80 |
loss trade |
-3000.00 |
Average |
profit trade |
16.71 |
loss trade |
-53.27 |
Maximum |
consecutive wins (profit in money) |
65 (321.30) |
consecutive losses (loss in money) |
6 (-11778.00) |
Maximal |
consecutive profit (count of wins) |
3480.80 (11) |
consecutive loss (count of losses) |
-11778.00 (6) |
Average |
consecutive wins |
6 |
consecutive losses |
1 |