| 通貨ペア | EURUSD (Euro vs US Dollar) | ||||
| 期間 | 5分足(M5) 2006.01.01 23:00 - 2006.12.29 21:55 (2006.01.01 - 2006.12.31) | ||||
| 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 | 75249 | Ticks modelled | 1858901 | Modelling quality | 90.00% | 
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 27002.03 | Gross profit | 36220.94 | Gross loss | -9218.90 | 
| Profit factor | 3.93 | Expected payoff | 4.79 | ||
| Absolute drawdown | 14.00 | Maximal drawdown | 1048.60 (2.91%) | Relative drawdown | 2.91% (1048.60) | 
| Total trades | 5641 | Short positions (won %) | 2261 (87.84%) | Long positions (won %) | 3380 (88.85%) | 
| Profit trades (% of total) | 4989 (88.44%) | Loss trades (% of total) | 652 (11.56%) | ||
| Largest | profit trade | 114.00 | loss trade | -132.00 | |
| Average | profit trade | 7.26 | loss trade | -14.14 | |
| Maximum | consecutive wins (profit in money) | 60 (405.40) | consecutive losses (loss in money) | 1 (-132.00) | |
| Maximal | consecutive profit (count of wins) | 405.40 (60) | consecutive loss (count of losses) | -132.00 (1) | |
| Average | consecutive wins | 8 | consecutive losses | 1 | |
