Strategy Tester
Report
HUAU
Forex.GRAIL-1
Pepperstone-Demo01
(Build 509)
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通貨ペア |
AUDNZD
(Australian Dollar vs New Zealand Dollar) |
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期間 |
5分足(M5) 2011.03.01
00:00 - 2013.09.06 23:50 (2011.03.01 - 2013.09.08) |
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モデル |
全ティック (利用可能な最小時間枠による最も正確な方法) |
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パラメーター |
MagicNumber=0;
EmergencyCloseAll=false; LabelAcc="Account Trading Settings:";
ShutDown=false; StopTradePercent=100; NanoAccount=false; PortionPC=100;
MaxDDPercent=100; MaxSpread=10; UseHolidayShutdown=false;
Holidays="18/12-01/01"; PlaySounds=false; AlertSound="Alert.wav";
LabelIES="Indicator / Entry Settings:"; B3Traditional=false;
ForceMarketCond=3; UseAnyEntry=false; MAEntry=0; CCIEntry=0;
BollingerEntry=1; StochEntry=0; MACDEntry=0; LabelLS="Lot Size
Settings:"; MoneyManagement=true; Risk=7; Lot=0.1; Multiplier=1.6;
LabelGS="Grid Settings:"; AutoCal=false; LabelATRTFr="0:Chart,
1:M1, 2:M5, 3:M15, 4:M30, 5:H1, 6:H4, 7:D1, 8:W1, 9:MN1"; ATRTF=0;
ATRPeriods=21; GAF=0.4; EntryDelay=1200; EntryOffset=0; UseSmartGrid=false;
LabelTS="Trading Settings:"; MaxTrades=15; BreakEvenTrade=5;
BEPlusPips=0; UseCloseOldest=false; CloseTradesLevel=5;
ForceCloseOldest=true; MaxCloseTrades=4; CloseTPPips=10; ForceTPPips=0;
MinTPPips=0; LabelHS="Hedge Settings:"; HedgeSymbol="";
CorrPeriod=30; UseHedge=false; DDorLevel="DD"; HedgeStart=10;
hLotMult=1; hMaxLossPips=30; hTakeProfit=30; hReEntryPC=5;
StopTrailAtBE=false; ReduceTrailStop=false; LabelES="Indicator / Entry
Settings:"; MaximizeProfit=true; ProfitSet=90; MoveTP=4; TotalMoves=20;
UseStopLoss=false; SLPips=30; TSLPips=10; TSLPipsMin=3; UsePowerOutSL=false;
POSLPips=600; UseFIFO=false; LabelEE="Early Exit Settings:";
UseEarlyExit=false; EEStartHours=3; EEFirstTrade=true; EEHoursPC=0.5;
EEStartLevel=5; EELevelPC=10; EEAllowLoss=false; LabelAdv="Advanced
Settings Change sparingly"; LabelGrid="Grid Size Settings:";
SetCountArray="2,2,2,2"; GridSetArray="55,100,115,160";
TP_SetArray="10,15,15,15"; LabelMA="MA Entry Settings:";
MAPeriod=50; MADistance=5; LabelCCI="CCI Entry Settings:";
CCIPeriod=14; LabelBBS="BollingerStoch Entry Settings:";
BollPeriod=20; BollDistance=-1; BollDeviation=3; LabelSto="Stochastic
Entry Settings:"; BuySellStochZone=20; KPeriod=10; DPeriod=2; Slowing=2;
LabelMACD="MACD Entry Settings:"; LabelMACDTF="0:Chart, 1:M1,
2:M5, 3:M15, 4:M30, 5:H1, 6:H4, 7:D1, 8:W1, 9:MN1"; MACD_TF=0;
FastPeriod=12; SlowPeriod=26; SignalPeriod=9; MACDPrice=0;
LabelSG="Smart Grid Settings:"; LabelSGTF="0:Chart, 1:M1,
2:M5, 3:M15, 4:M30, 5:H1, 6:H4, 7:D1, 8:W1, 9:MN1"; RSI_TF=15;
RSI_Period=14; RSI_Price=0; RSI_MA_Period=10; RSI_MA_Method=0;
LabelOS="Other Settings:"; RecoupClosedLoss=true; Level=7; slip=99;
SaveStats=false; StatsPeriod=3600; StatsInitialise=true; LabelUE="Set to
'true' if you would like warnings sent by Email"; UseEmail=false;
LabelEDD="At what DD% would you like Email warnings (Max: 49, Disable:
0)?"; EmailDD1=25; EmailDD2=35; EmailDD3=45; LabelEH="Number of
hours before DD timer resets"; EmailHours=1; LabelDisplay="Used to
Adjust Overlay"; displayLogo=false; displayXcord=100; displayYcord=22;
displayCCIxCord=10; displayFont="Arial Bold"; displayFontSize=9;
displaySpacing=14; displayRatio=1; displayColor=Lime;
displayColorProfit=Green; displayColorLoss=Red; displayColorFGnd=White;
Debug=false; LabelOpt="These values can only be used while
optimizing"; UseGridOpt=false; SetArray1=3; SetArray2=2; SetArray3=2;
SetArray4=2; GridArray1=55; GridArray2=100; GridArray3=115; GridArray4=160;
GridArray5=0; TPArray1=10; TPArray2=10; TPArray3=10; TPArray4=10; TPArray5=0;
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テストバー数 |
181221 |
モデルティック数 |
33834516 |
モデリング品質 |
90.00% |
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不整合チャートエラー |
0 |
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初期証拠金 |
10000.00 |
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総損益 |
3268609.65 |
総利益 |
6195214.32 |
総損失 |
-2926604.67 |
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プロフィットファクター |
2.12 |
期待利得 |
400.37 |
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絶対ドローダウン |
6535.22 |
最大ドローダウン |
1289059.90 (53.39%) |
相対ドローダウン |
85.28% (1228950.78) |
|
総取引数 |
8164 |
ショートポジション(勝率%） |
4041 (89.01%) |
ロングポジション(勝率%） |
4123 (88.41%) |
|
勝率(%) |
7242 (88.71%) |
負率 (%) |
922 (11.29%) |
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最大 |
勝トレード |
427237.33 |
負トレード |
-138577.00 |
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平均 |
勝トレード |
855.46 |
負トレード |
-3174.19 |
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最大 |
連勝(金額) |
87 (2749.36) |
連敗(金額) |
5 (-478526.65) |
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最大化 |
連勝(トレード数) |
525693.16 (15) |
連敗(トレード数) |
-478526.65 (5) |
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平均 |
連勝 |
11 |
連敗 |
1 |
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