通貨ペア |
EURUSD (Euro vs US Dollar) |
期間 |
5分足(M5) 2007.01.01 23:00 - 2007.12.30 23:55 (2007.01.01 -
2007.12.31) |
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 |
73760 |
Ticks modelled |
1229628 |
Modelling quality |
90.00% |
Mismatched charts errors |
0 |
|
|
|
|
|
Initial deposit |
10000.00 |
|
|
|
|
Total net profit |
4881.01 |
Gross profit |
12482.92 |
Gross loss |
-7601.91 |
Profit factor |
1.64 |
Expected payoff |
3.17 |
|
|
Absolute drawdown |
39.50 |
Maximal drawdown |
1455.60 (11.31%) |
Relative drawdown |
11.31% (1455.60) |
|
Total trades |
1540 |
Short positions (won %) |
671 (78.39%) |
Long positions (won %) |
869 (79.29%) |
|
Profit trades (% of total) |
1215 (78.90%) |
Loss trades (% of total) |
325 (21.10%) |
Largest |
profit trade |
210.00 |
loss trade |
-268.16 |
Average |
profit trade |
10.27 |
loss trade |
-23.39 |
Maximum |
consecutive wins (profit in money) |
28 (63.00) |
consecutive losses (loss in money) |
1 (-268.16) |
Maximal |
consecutive profit (count of wins) |
736.00 (24) |
consecutive loss (count of losses) |
-268.16 (1) |
Average |
consecutive wins |
4 |
consecutive losses |
1 |