| 通貨ペア | EURUSD (Euro vs US Dollar) | ||||
| 期間 | 5分足(M5) 2002.01.01 06:50 - 2002.12.30 23:55 (2002.01.01 - 2002.12.31) | ||||
| 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 | 75230 | Ticks modelled | 1874389 | Modelling quality | 89.99% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 24210.69 | Gross profit | 31191.31 | Gross loss | -6980.62 |
| Profit factor | 4.47 | Expected payoff | 4.45 | ||
| Absolute drawdown | 7.00 | Maximal drawdown | 897.60 (3.92%) | Relative drawdown | 5.59% (811.30) |
| Total trades | 5439 | Short positions (won %) | 2263 (90.23%) | Long positions (won %) | 3176 (91.53%) |
| Profit trades (% of total) | 4949 (90.99%) | Loss trades (% of total) | 490 (9.01%) | ||
| Largest | profit trade | 93.60 | loss trade | -124.27 | |
| Average | profit trade | 6.30 | loss trade | -14.25 | |
| Maximum | consecutive wins (profit in money) | 118 (630.80) | consecutive losses (loss in money) | 1 (-124.27) | |
| Maximal | consecutive profit (count of wins) | 630.80 (118) | consecutive loss (count of losses) | -124.27 (1) | |
| Average | consecutive wins | 10 | consecutive losses | 1 | |
