| 通貨ペア | EURUSD (Euro vs US Dollar) | ||||
| 期間 | 5分足(M5) 1999.01.04 17:40 - 1999.12.30 23:30 (1999.01.01 - 1999.12.31) | ||||
| 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 | 70043 | Ticks modelled | 1208182 | Modelling quality | 89.87% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 18866.97 | Gross profit | 47656.36 | Gross loss | -28789.39 |
| Profit factor | 1.66 | Expected payoff | 3.08 | ||
| Absolute drawdown | 707.63 | Maximal drawdown | 3893.09 (29.53%) | Relative drawdown | 29.53% (3893.09) |
| Total trades | 6119 | Short positions (won %) | 3515 (85.86%) | Long positions (won %) | 2604 (86.52%) |
| Profit trades (% of total) | 5271 (86.14%) | Loss trades (% of total) | 848 (13.86%) | ||
| Largest | profit trade | 302.40 | loss trade | -906.40 | |
| Average | profit trade | 9.04 | loss trade | -33.95 | |
| Maximum | consecutive wins (profit in money) | 55 (302.40) | consecutive losses (loss in money) | 11 (-3840.00) | |
| Maximal | consecutive profit (count of wins) | 976.20 (15) | consecutive loss (count of losses) | -3840.00 (11) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
