| 通貨ペア | EURUSD (Euro vs US Dollar) | ||||
| 期間 | 5分足(M5) 2000.01.02 23:00 - 2000.12.29 22:30 (2000.01.01 - 2000.12.31) | ||||
| 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 | 74743 | Ticks modelled | 1359754 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 44248.62 | Gross profit | 105885.26 | Gross loss | -61636.64 |
| Profit factor | 1.72 | Expected payoff | 5.90 | ||
| Absolute drawdown | 65.00 | Maximal drawdown | 16982.54 (28.33%) | Relative drawdown | 28.33% (16982.54) |
| Total trades | 7494 | Short positions (won %) | 3948 (83.92%) | Long positions (won %) | 3546 (85.28%) |
| Profit trades (% of total) | 6337 (84.56%) | Loss trades (% of total) | 1157 (15.44%) | ||
| Largest | profit trade | 1036.80 | loss trade | -3000.00 | |
| Average | profit trade | 16.71 | loss trade | -53.27 | |
| Maximum | consecutive wins (profit in money) | 65 (321.30) | consecutive losses (loss in money) | 6 (-11778.00) | |
| Maximal | consecutive profit (count of wins) | 3480.80 (11) | consecutive loss (count of losses) | -11778.00 (6) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
