Strategy Tester Report
Pipmaker_V15
AlpariUK-Demo (Build 216)

通貨ペアGBPUSD (Great Britain Pound vs US Dollar)
期間1時間足(H1) 2008.01.02 09:00 - 2008.05.20 09:00 (2008.01.01 - 2008.05.21)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターTradeShort=true; TradeLong=true; OpenOnTick=0; UseTMA=false; MAperiod=240; UseARSI=true; RSI_period=15; RSI_bars=14; ARSI_trigger=0.007; UseCCI=false; CCI_Period=60; CCI_lenght=60; cci_trigger=25; Use_iTrend=false; iTrendPeriod=60; ReverseDirection=true; MoneyMangement=false; MicroAccount=true; MaximumRisk=0.5; LotSize=0.01; LotIncrement=0.01; Multiplier=0; CounterTrendMultiplier=0; ProfitTarget=1; ProfitSkew=1; ProfitMode=1; ProfitTrailing=true; MaxRetrace=20; ForcedStart=0; SL=999; AutoSpacing=true; StDevTF=15; StDevPer=14; StDevMode=0; Spacing=15; TrendSpacing=15; CloseDelay=91; CeaseTrading=false; PauseTrading="Pause Trading at Timeinterval"; StartTime=0; EndTime=0; QuitTrading="Quit Trading at Time"; endDayHourMinute=0; RightSideLabel=false; SessionTarget=10000; MaximumBuyOrders=10; MaximumSellOrders=10; LossManagement="What to do if things are going wrong"; Warning="This feature is in early stage and is not finished!"; AllowRecovery=false; MaxLossPercent=1; ExitAllTrades=true; StopTrading=true; PlaceRecoveryOrders=true; MaxRecoveryOrders=2; RecoveryTakeProfit=5; RecoveryStopLoss=200; RecoveryLotMultiplier=1; RecReverse=false;
Bars in test3356Ticks modelled996661Modelling quality90.00%
Mismatched charts errors67
Initial deposit5000.00
Total net profit1539.82Gross profit3543.94Gross loss-2004.12
Profit factor1.77Expected payoff0.84
Absolute drawdown193.75Maximal drawdown771.79 (13.84%)Relative drawdown13.84% (771.79)
Total trades1836Short positions (won %)902 (61.09%)Long positions (won %)934 (60.92%)
Profit trades (% of total)1120 (61.00%)Loss trades (% of total)716 (39.00%)
Largestprofit trade63.22loss trade-31.74
Averageprofit trade3.16loss trade-2.80
Maximumconsecutive wins (profit in money)11 (15.20)consecutive losses (loss in money)7 (-127.67)
Maximalconsecutive profit (count of wins)162.64 (4)consecutive loss (count of losses)-127.67 (7)
Averageconsecutive wins3consecutive losses2
Graph