通貨ペア |
EURUSD (Euro vs US Dollar) |
期間 |
5分足(M5) 2001.01.01 07:00 - 2001.12.30 23:55 (2001.01.01 -
2001.12.31) |
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 |
75060 |
Ticks modelled |
1775286 |
Modelling quality |
90.00% |
Mismatched charts errors |
0 |
|
|
|
|
|
Initial deposit |
10000.00 |
|
|
|
|
Total net profit |
16725.93 |
Gross profit |
60454.15 |
Gross loss |
-43728.22 |
Profit factor |
1.38 |
Expected payoff |
2.23 |
|
|
Absolute drawdown |
234.00 |
Maximal drawdown |
8387.21 (26.06%) |
Relative drawdown |
26.21% (4966.65) |
|
Total trades |
7496 |
Short positions (won %) |
3353 (87.18%) |
Long positions (won %) |
4143 (86.89%) |
|
Profit trades (% of total) |
6523 (87.02%) |
Loss trades (% of total) |
973 (12.98%) |
Largest |
profit trade |
336.00 |
loss trade |
-1253.35 |
Average |
profit trade |
9.27 |
loss trade |
-44.94 |
Maximum |
consecutive wins (profit in money) |
66 (522.00) |
consecutive losses (loss in money) |
5 (-2937.00) |
Maximal |
consecutive profit (count of wins) |
1141.35 (8) |
consecutive loss (count of losses) |
-3376.49 (3) |
Average |
consecutive wins |
7 |
consecutive losses |
1 |