| 通貨ペア | EURUSD (Euro vs US Dollar) | ||||
| 期間 | 5分足(M5) 2007.01.01 23:00 - 2007.12.30 23:55 (2007.01.01 - 2007.12.31) | ||||
| 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 | 73760 | Ticks modelled | 1229628 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 4881.01 | Gross profit | 12482.92 | Gross loss | -7601.91 |
| Profit factor | 1.64 | Expected payoff | 3.17 | ||
| Absolute drawdown | 39.50 | Maximal drawdown | 1455.60 (11.31%) | Relative drawdown | 11.31% (1455.60) |
| Total trades | 1540 | Short positions (won %) | 671 (78.39%) | Long positions (won %) | 869 (79.29%) |
| Profit trades (% of total) | 1215 (78.90%) | Loss trades (% of total) | 325 (21.10%) | ||
| Largest | profit trade | 210.00 | loss trade | -268.16 | |
| Average | profit trade | 10.27 | loss trade | -23.39 | |
| Maximum | consecutive wins (profit in money) | 28 (63.00) | consecutive losses (loss in money) | 1 (-268.16) | |
| Maximal | consecutive profit (count of wins) | 736.00 (24) | consecutive loss (count of losses) | -268.16 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
