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

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
Graph