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

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
Graph