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

通貨ペア EURUSD (Euro vs US Dollar)
期間 5分足(M5) 2002.01.01 06:50 - 2002.12.30 23:55 (2002.01.01 - 2002.12.31)
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 75230 Ticks modelled 1874389 Modelling quality 89.99%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 24210.69 Gross profit 31191.31 Gross loss -6980.62
Profit factor 4.47 Expected payoff 4.45
Absolute drawdown 7.00 Maximal drawdown 897.60 (3.92%) Relative drawdown 5.59% (811.30)
Total trades 5439 Short positions (won %) 2263 (90.23%) Long positions (won %) 3176 (91.53%)
Profit trades (% of total) 4949 (90.99%) Loss trades (% of total) 490 (9.01%)
Largest profit trade 93.60 loss trade -124.27
Average profit trade 6.30 loss trade -14.25
Maximum consecutive wins (profit in money) 118 (630.80) consecutive losses (loss in money) 1 (-124.27)
Maximal consecutive profit (count of wins) 630.80 (118) consecutive loss (count of losses) -124.27 (1)
Average consecutive wins 10 consecutive losses 1
Graph