更新情報
EA:miniea
2011年 1月〜2011年 12月 EUR/USD 検証結果
Strategy Tester Report
miniea
FXDD-MT4 Live Server 7 (Build 419)
通貨ペア | EURUSD (Euro vs. United States Dollar) | ||||
期間 | 15分足(M15) 2011.01.01 00:00 - 2011.12.30 23:45 (2011.01.01 - 2011.12.31) | ||||
モデル | Every tick (the most precise method based on all available least timeframes) | ||||
パラメーター | MagicNumber=111; Lots=0.1; Lots_1=0.3; Lots_2=0.6; Monday_Trade=false; Friday_Trade=true; | ||||
Bars in test | 25710 | Ticks modelled | 17360872 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 251.78 | Gross profit | 2837.34 | Gross loss | -2585.56 |
Profit factor | 1.10 | Expected payoff | 1.46 | ||
Absolute drawdown | 279.92 | Maximal drawdown | 825.70 (7.83%) | Relative drawdown | 7.83% (825.70) |
Total trades | 172 | Short positions (won %) | 91 (59.34%) | Long positions (won %) | 81 (67.90%) |
Profit trades (% of total) | 109 (63.37%) | Loss trades (% of total) | 63 (36.63%) | ||
Largest | profit trade | 132.60 | loss trade | -191.40 | |
Average | profit trade | 26.03 | loss trade | -41.04 | |
Maximum | consecutive wins (profit in money) | 8 (108.70) | consecutive losses (loss in money) | 4 (-348.70) | |
Maximal | consecutive profit (count of wins) | 282.70 (6) | consecutive loss (count of losses) | -348.70 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
2011年 1月〜2011年 12月 GBP/USD 検証結果
Strategy Tester Report
miniea
FXDD-MT4 Live Server 7 (Build 419)
通貨ペア | GBPUSD (Great Britain Pound vs. United States Dollar) | ||||
期間 | 15分足(M15) 2011.01.01 00:00 - 2011.12.30 23:45 (2011.01.01 - 2011.12.31) | ||||
モデル | Every tick (the most precise method based on all available least timeframes) | ||||
パラメーター | MagicNumber=111; Lots=0.1; Lots_1=0.3; Lots_2=0.6; Monday_Trade=false; Friday_Trade=true; | ||||
Bars in test | 25711 | Ticks modelled | 17874434 | Modelling quality | 90.00% |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 82.37 | Gross profit | 2586.31 | Gross loss | -2503.95 |
Profit factor | 1.03 | Expected payoff | 0.41 | ||
Absolute drawdown | 420.38 | Maximal drawdown | 705.20 (6.85%) | Relative drawdown | 6.85% (705.20) |
Total trades | 202 | Short positions (won %) | 113 (64.60%) | Long positions (won %) | 89 (66.29%) |
Profit trades (% of total) | 132 (65.35%) | Loss trades (% of total) | 70 (34.65%) | ||
Largest | profit trade | 148.20 | loss trade | -206.10 | |
Average | profit trade | 19.59 | loss trade | -35.77 | |
Maximum | consecutive wins (profit in money) | 12 (257.93) | consecutive losses (loss in money) | 5 (-212.50) | |
Maximal | consecutive profit (count of wins) | 270.10 (6) | consecutive loss (count of losses) | -271.90 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
2011年 1月〜2011年 12月 USD/CHF 検証結果
Strategy Tester Report
miniea
FXDD-MT4 Live Server 7 (Build 419)
通貨ペア | USDCHF (United States Dollar vs. Swiss Franc) | ||||
期間 | 15分足(M15) 2011.04.07 21:45 - 2011.12.30 22:45 (2011.01.01 - 2011.12.31) | ||||
モデル | Every tick (the most precise method based on all available least timeframes) | ||||
パラメーター | MagicNumber=111; Lots=0.1; Lots_1=0.3; Lots_2=0.6; Monday_Trade=false; Friday_Trade=true; | ||||
Bars in test | 18276 | Ticks modelled | 12000614 | Modelling quality | 24.87% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1053.59 | Gross profit | 2311.78 | Gross loss | -1258.19 |
Profit factor | 1.84 | Expected payoff | 9.32 | ||
Absolute drawdown | 585.62 | Maximal drawdown | 687.65 (6.81%) | Relative drawdown | 6.81% (687.65) |
Total trades | 113 | Short positions (won %) | 74 (54.05%) | Long positions (won %) | 39 (71.79%) |
Profit trades (% of total) | 68 (60.18%) | Loss trades (% of total) | 45 (39.82%) | ||
Largest | profit trade | 255.31 | loss trade | -140.14 | |
Average | profit trade | 34.00 | loss trade | -27.96 | |
Maximum | consecutive wins (profit in money) | 9 (232.01) | consecutive losses (loss in money) | 5 (-218.55) | |
Maximal | consecutive profit (count of wins) | 452.96 (5) | consecutive loss (count of losses) | -218.55 (5) | |
Average | consecutive wins | 3 | consecutive losses | 2 |