CycleTrapScalper_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
CycleTrapScalper_GBPJPY
プロフィットファクター
1.33
※バックテスト参考値
Strategy Tester Report
CycleTrapScalper
OANDA-Japan Practice (Build 1045)
| Symbol | GBPJPY (GBP/JPY) | ||||
| Period | 15 Minutes (M15) 2005.01.11 03:30 - 2016.12.30 23:45 (2005.01.01 - 2016.12.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | FUNDA=0; magic=20160501; lots1=0.1; lots2=0.2; profitPipsST1=300; profitPipsST2=150; losscutPips=100; trapIntervalPips=20; EntryStartHourJPN=15; EntryEndHourJPN=24; FridayTejimaiMode=1; FridayTejimaiHourJPN=20; MondayTRADEOFF=0; TuesdayTRADEOFF=0; WednesdayTRADEOFF=0; ThursdayTRADEOFF=0; FridayTRADEOFF=1; modifyPatternST1=9; modifyPatternST2=3; TestGMTOffset=3; | ||||
| Bars in test | 291855 | Ticks modelled | 230405982 | Modelling quality | 89.97% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 20 | ||
| Total net profit | 13227.54 | Gross profit | 52907.06 | Gross loss | -39679.52 |
| Profit factor | 1.33 | Expected payoff | 14.68 | ||
| Absolute drawdown | 431.49 | Maximal drawdown | 1407.96 (8.37%) | Relative drawdown | 8.37% (1407.96) |
| Total trades | 901 | Short positions (won %) | 453 (34.66%) | Long positions (won %) | 448 (43.30%) |
| Profit trades (% of total) | 351 (38.96%) | Loss trades (% of total) | 550 (61.04%) | ||
| Largest | profit trade | 266.26 | loss trade | -177.51 | |
| Average | profit trade | 150.73 | loss trade | -72.14 | |
| Maximum | consecutive wins (profit in money) | 5 (373.85) | consecutive losses (loss in money) | 10 (-948.32) | |
| Maximal | consecutive profit (count of wins) | 1064.70 (4) | consecutive loss (count of losses) | -948.32 (10) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
