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 |