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
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