Strategy Tester
Report
HUAU
Forex.GRAIL-1
Pepperstone-Demo01
(Build 509)
|
通貨ペア |
AUDNZD
(Australian Dollar vs New Zealand Dollar) |
||||
|
期間 |
5分足(M5) 2008.01.02
06:55 - 2013.09.06 23:50 (2008.01.01 - 2013.09.08) |
||||
|
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) |
||||
|
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=false; Risk=0; 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; |
||||
|
テストバー数 |
408252 |
モデルティック数 |
85470058 |
モデリング品質 |
90.00% |
|
不整合チャートエラー |
0 |
||||
|
初期証拠金 |
10000.00 |
||||
|
総損益 |
259009.39 |
総利益 |
301089.11 |
総損失 |
-42079.72 |
|
プロフィットファクター |
7.16 |
期待利得 |
4.51 |
||
|
絶対ドローダウン |
25.86 |
最大ドローダウン |
5249.70 (1.96%) |
相対ドローダウン |
6.64% (876.73) |
|
総取引数 |
57441 |
ショートポジション(勝率%） |
13944 (94.30%) |
ロングポジション(勝率%） |
43497 (97.11%) |
|
勝率(%) |
55391 (96.43%) |
負率 (%) |
2050 (3.57%) |
||
|
最大 |
勝トレード |
1157.48 |
負トレード |
-447.43 |
|
|
平均 |
勝トレード |
5.44 |
負トレード |
-20.53 |
|
|
最大 |
連勝(金額) |
785 (4009.84) |
連敗(金額) |
5 (-1343.93) |
|
|
最大化 |
連勝(トレード数) |
4009.84 (785) |
連敗(トレード数) |
-1343.93 (5) |
|
|
平均 |
連勝 |
34 |
連敗 |
1 |
|