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

通貨ペア EURUSD (Euro vs US Dollar)
期間 5分足(M5) 2004.01.01 00:40 - 2004.12.30 23:55 (2004.01.01 - 2004.12.31)
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 75907 Ticks modelled 2258883 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 342928.17 Gross profit 493407.34 Gross loss -150479.17
Profit factor 3.28 Expected payoff 22.66
Absolute drawdown 58.00 Maximal drawdown 19987.00 (19.76%) Relative drawdown 19.76% (19987.00)
Total trades 15133 Short positions (won %) 7116 (88.01%) Long positions (won %) 8017 (89.35%)
Profit trades (% of total) 13426 (88.72%) Loss trades (% of total) 1707 (11.28%)
Largest profit trade 2205.00 loss trade -4635.00
Average profit trade 36.75 loss trade -88.15
Maximum consecutive wins (profit in money) 92 (3674.80) consecutive losses (loss in money) 4 (-7265.00)
Maximal consecutive profit (count of wins) 5853.60 (8) consecutive loss (count of losses) -8755.00 (2)
Average consecutive wins 8 consecutive losses 1
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