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

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
Graph