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

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
Graph