通貨ペア |
EURUSD (Euro vs US Dollar) |
期間 |
5分足(M5) 2006.01.01 23:00 - 2006.12.29 21:55 (2006.01.01 -
2006.12.31) |
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 |
75249 |
Ticks modelled |
1858901 |
Modelling quality |
90.00% |
Mismatched charts errors |
0 |
|
|
|
|
|
Initial deposit |
10000.00 |
|
|
|
|
Total net profit |
27002.03 |
Gross profit |
36220.94 |
Gross loss |
-9218.90 |
Profit factor |
3.93 |
Expected payoff |
4.79 |
|
|
Absolute drawdown |
14.00 |
Maximal drawdown |
1048.60 (2.91%) |
Relative drawdown |
2.91% (1048.60) |
|
Total trades |
5641 |
Short positions (won %) |
2261 (87.84%) |
Long positions (won %) |
3380 (88.85%) |
|
Profit trades (% of total) |
4989 (88.44%) |
Loss trades (% of total) |
652 (11.56%) |
Largest |
profit trade |
114.00 |
loss trade |
-132.00 |
Average |
profit trade |
7.26 |
loss trade |
-14.14 |
Maximum |
consecutive wins (profit in money) |
60 (405.40) |
consecutive losses (loss in money) |
1 (-132.00) |
Maximal |
consecutive profit (count of wins) |
405.40 (60) |
consecutive loss (count of losses) |
-132.00 (1) |
Average |
consecutive wins |
8 |
consecutive losses |
1 |