GBPJPY・1 hour
CycleTrapCCI2_GBPJPY
出品者yumokinいいね35542プロフィットファクター 1.47※バックテスト参考値
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Strategy Tester Report
CycleTrapCCI
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 | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | FUNDA=0; magic=20160115; lots1=0.1; lots2=0.2; profitPipsST1=400; profitPipsST2=200; losscutPips=150; trapIntervalPips=20; EntryStartHourJPN=15; EntryEndHourJPN=24; MondayTRADEOFF=0; TuesdayTRADEOFF=0; WednesdayTRADEOFF=0; ThursdayTRADEOFF=0; FridayTRADEOFF=1; modifyPatternST1=9; modifyPatternST2=7; TestGMTOffset=3; | ||||
| Bars in test | 73261 | Ticks modelled | 230213683 | Modelling quality | 89.88% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 20 | ||
| Total net profit | 9597.52 | Gross profit | 30144.46 | Gross loss | -20546.94 |
| Profit factor | 1.47 | Expected payoff | 17.17 | ||
| Absolute drawdown | 1175.74 | Maximal drawdown | 1664.80 (13.21%) | Relative drawdown | 13.21% (1664.80) |
| Total trades | 559 | Short positions (won %) | 289 (35.99%) | Long positions (won %) | 270 (48.89%) |
| Profit trades (% of total) | 236 (42.22%) | Loss trades (% of total) | 323 (57.78%) | ||
| Largest | profit trade | 354.71 | loss trade | -178.59 | |
| Average | profit trade | 127.73 | loss trade | -63.61 | |
| Maximum | consecutive wins (profit in money) | 9 (1064.81) | consecutive losses (loss in money) | 12 (-1152.07) | |
| Maximal | consecutive profit (count of wins) | 1064.81 (9) | consecutive loss (count of losses) | -1152.07 (12) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |