Strategy Tester Report
PipShakerV4
InterbankFX-Demo Accounts (Build 215)

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
Graph