通貨ペア |
EURUSD (Euro vs US Dollar) |
期間 |
5分足(M5) 2005.01.02 23:00 - 2005.12.30 22:50 (2005.01.01 -
2005.12.31) |
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 |
75778 |
Ticks modelled |
2283429 |
Modelling quality |
90.00% |
Mismatched charts errors |
0 |
|
|
|
|
|
Initial deposit |
10000.00 |
|
|
|
|
Total net profit |
157228.72 |
Gross profit |
197230.90 |
Gross loss |
-40002.17 |
Profit factor |
4.93 |
Expected payoff |
13.75 |
|
|
Absolute drawdown |
222.50 |
Maximal drawdown |
11234.70 (6.91%) |
Relative drawdown |
7.46% (865.07) |
|
Total trades |
11433 |
Short positions (won %) |
6289 (90.89%) |
Long positions (won %) |
5144 (90.71%) |
|
Profit trades (% of total) |
10382 (90.81%) |
Loss trades (% of total) |
1051 (9.19%) |
Largest |
profit trade |
680.40 |
loss trade |
-947.70 |
Average |
profit trade |
19.00 |
loss trade |
-38.06 |
Maximum |
consecutive wins (profit in money) |
75 (772.50) |
consecutive losses (loss in money) |
2 (-316.00) |
Maximal |
consecutive profit (count of wins) |
2039.00 (54) |
consecutive loss (count of losses) |
-947.70 (1) |
Average |
consecutive wins |
10 |
consecutive losses |
1 |