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

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
Graph