| 通貨ペア | EURUSD (Euro vs US Dollar) | ||||
| 期間 | 5分足(M5) 2001.01.01 07:00 - 2001.12.30 23:55 (2001.01.01 - 2001.12.31) | ||||
| 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 | 75060 | Ticks modelled | 1775286 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 16725.93 | Gross profit | 60454.15 | Gross loss | -43728.22 |
| Profit factor | 1.38 | Expected payoff | 2.23 | ||
| Absolute drawdown | 234.00 | Maximal drawdown | 8387.21 (26.06%) | Relative drawdown | 26.21% (4966.65) |
| Total trades | 7496 | Short positions (won %) | 3353 (87.18%) | Long positions (won %) | 4143 (86.89%) |
| Profit trades (% of total) | 6523 (87.02%) | Loss trades (% of total) | 973 (12.98%) | ||
| Largest | profit trade | 336.00 | loss trade | -1253.35 | |
| Average | profit trade | 9.27 | loss trade | -44.94 | |
| Maximum | consecutive wins (profit in money) | 66 (522.00) | consecutive losses (loss in money) | 5 (-2937.00) | |
| Maximal | consecutive profit (count of wins) | 1141.35 (8) | consecutive loss (count of losses) | -3376.49 (3) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
