| 通貨ペア | EURUSD (Euro vs US Dollar) | ||||
| 期間 | 5分足(M5) 2005.01.02 23:00 - 2005.12.30 22:50 (2005.01.01 - 2005.12.31) | ||||
| 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 | 75778 | Ticks modelled | 2283429 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 157228.72 | Gross profit | 197230.90 | Gross loss | -40002.17 |
| Profit factor | 4.93 | Expected payoff | 13.75 | ||
| Absolute drawdown | 222.50 | Maximal drawdown | 11234.70 (6.91%) | Relative drawdown | 7.46% (865.07) |
| Total trades | 11433 | Short positions (won %) | 6289 (90.89%) | Long positions (won %) | 5144 (90.71%) |
| Profit trades (% of total) | 10382 (90.81%) | Loss trades (% of total) | 1051 (9.19%) | ||
| Largest | profit trade | 680.40 | loss trade | -947.70 | |
| Average | profit trade | 19.00 | loss trade | -38.06 | |
| Maximum | consecutive wins (profit in money) | 75 (772.50) | consecutive losses (loss in money) | 2 (-316.00) | |
| Maximal | consecutive profit (count of wins) | 2039.00 (54) | consecutive loss (count of losses) | -947.70 (1) | |
| Average | consecutive wins | 10 | consecutive losses | 1 | |
