更新情報
EA:Silver
2011年 1月〜2011年 12月 EUR/USD 検証結果
Strategy Tester Report
Silver
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 | 17359481 | Modelling quality | 90.00% |
Mismatched charts errors | 3 | ||||
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
Silver
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 | 397.47 | Gross profit | 2825.38 | Gross loss | -2427.91 |
Profit factor | 1.16 | Expected payoff | 1.91 | ||
Absolute drawdown | 377.78 | Maximal drawdown | 680.00 (6.44%) | Relative drawdown | 6.44% (680.00) |
Total trades | 208 | Short positions (won %) | 113 (66.37%) | Long positions (won %) | 95 (68.42%) |
Profit trades (% of total) | 140 (67.31%) | Loss trades (% of total) | 68 (32.69%) | ||
Largest | profit trade | 150.60 | loss trade | -204.90 | |
Average | profit trade | 20.18 | loss trade | -35.70 | |
Maximum | consecutive wins (profit in money) | 7 (289.70) | consecutive losses (loss in money) | 5 (-201.90) | |
Maximal | consecutive profit (count of wins) | 289.70 (7) | consecutive loss (count of losses) | -271.60 (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
Silver
FXDD-MT4 Live Server 7 (Build 419)
通貨ペア | USDCHF (United States Dollar vs. Swiss Franc) | ||||
期間 | 15分足(M15) 2011.01.01 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 | 15147167 | Modelling quality | 90.00% |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -258.67 | Gross profit | 1610.15 | Gross loss | -1868.82 |
Profit factor | 0.86 | Expected payoff | -2.17 | ||
Absolute drawdown | 366.17 | Maximal drawdown | 825.52 (7.89%) | Relative drawdown | 7.89% (825.52) |
Total trades | 119 | Short positions (won %) | 77 (48.05%) | Long positions (won %) | 42 (57.14%) |
Profit trades (% of total) | 61 (51.26%) | Loss trades (% of total) | 58 (48.74%) | ||
Largest | profit trade | 205.83 | loss trade | -289.17 | |
Average | profit trade | 26.40 | loss trade | -32.22 | |
Maximum | consecutive wins (profit in money) | 7 (213.59) | consecutive losses (loss in money) | 5 (-30.04) | |
Maximal | consecutive profit (count of wins) | 455.11 (6) | consecutive loss (count of losses) | -453.38 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |