CycleTrapAsianBreak3_GBPJPY | 優秀なEAが無料で使える｜TRADERS-pro【トレプロ】トレーダーズプロ
CycleTrapAsianBreak3_GBPJPY
プロフィットファクター
1.63
※バックテスト参考値
Strategy Tester Report
CycleTrapBreakOut2
OANDA-Japan Practice (Build 1031)
| Symbol | GBPJPY (GBP/JPY) | ||||
| Period | 1 Hour (H1) 2005.01.14 06:00 - 2016.12.30 23:00 (2005.01.01 - 2016.12.31) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | FUNDA=0; magic=20161210; lots1=0.1; lots2=0.2; profitPipsST1=400; profitPipsST2=400; losscutPips=150; trapIntervalPips=20; EntryStartHourJPN=15; EntryEndHourJPN=25; FridayTejimaiMode=1; FridayTejimaiHourJPN=20; MondayTRADEOFF=0; TuesdayTRADEOFF=0; WednesdayTRADEOFF=0; ThursdayTRADEOFF=0; FridayTRADEOFF=1; modifyPatternST1=6; modifyPatternST2=4; TestGMTOffset=3; | ||||
| Bars in test | 73261 | Ticks modelled | 1792848 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 20 | ||
| Total net profit | 13308.48 | Gross profit | 34438.68 | Gross loss | -21130.20 |
| Profit factor | 1.63 | Expected payoff | 21.43 | ||
| Absolute drawdown | 165.90 | Maximal drawdown | 871.16 (5.93%) | Relative drawdown | 5.93% (871.16) |
| Total trades | 621 | Short positions (won %) | 286 (50.35%) | Long positions (won %) | 335 (57.91%) |
| Profit trades (% of total) | 338 (54.43%) | Loss trades (% of total) | 283 (45.57%) | ||
| Largest | profit trade | 543.50 | loss trade | -197.81 | |
| Average | profit trade | 101.89 | loss trade | -74.67 | |
| Maximum | consecutive wins (profit in money) | 7 (496.53) | consecutive losses (loss in money) | 6 (-729.18) | |
| Maximal | consecutive profit (count of wins) | 826.08 (3) | consecutive loss (count of losses) | -729.18 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
