ここで、私が考える理想を追求した、EAを紹介します。
示すのは、日本円を基本通貨とし、通貨ペアはJPYを基軸として、USD・GBP・CHF・CADとなります。
X_SARAEのUSDJPY プロダクト・レポート
|
Strategy Tester Report
X_SARAE_JXDIDAe09
FXDD-MT4 Demo Server 2 (Build 432)
通貨ペア |
USDJPY (United
States Dollar vs.
Japanese Yen) |
期間 |
5分足(M5) 2009.01.10
00:00 - 2012.06.14
23:55 (2009.01.10 -
2012.06.15) |
モデル |
Every tick (the most
precise method based
on all available
least timeframes) |
パラメーター |
CommentMode=0;
TimeDiff=9;
Bet=0.02; Get_CONST=1.46;
slippage=10;
REG_VARI=78;
LAG_VARI=80;
MTG_MGC=0;
P_AV1=0.22;
A_PIPS1=0.14;
UNREALIZ_LOSS_STOP=0;
MAIL=true;
BUY_OPEN_ENBL=true;
SELL_OPEN_ENBL=true;
Evade=false;
Avoid=false; |
|
Bars in test |
229562 |
Ticks modelled |
26467869 |
Modelling quality |
90.00% |
Mismatched charts
errors |
0 |
|
|
|
|
|
Initial deposit |
10000000.00 |
|
|
|
|
Total net profit |
1312751.64 |
Gross profit |
2728777.80 |
Gross loss |
-1416026.16 |
Profit factor |
1.93 |
Expected payoff |
912.27 |
|
|
Absolute drawdown |
103716.55 |
Maximal drawdown |
198560.00 (1.91%) |
Relative drawdown |
1.91% (198560.00) |
|
Total trades |
1439 |
Short positions (won
%) |
775 (74.19%) |
Long positions (won
%) |
664 (67.92%) |
|
Profit trades (% of
total) |
1026 (71.30%) |
Loss trades (% of
total) |
413 (28.70%) |
Largest |
profit trade |
207637.37 |
loss trade |
-89424.00 |
Average |
profit trade |
2659.63 |
loss trade |
-3428.63 |
Maximum |
consecutive wins
(profit in money) |
13 (10368.52) |
consecutive losses
(loss in money) |
3 (-102815.00) |
Maximal |
consecutive profit
(count of wins) |
209101.37 (2) |
consecutive loss
(count of losses) |
-102815.00 (3) |
Average |
consecutive wins |
3 |
consecutive losses |
1 |
|
|
|
X_SARAEのGBPJPY プロダクト・レポート
|
FXDD-MT4 Demo Server 2 (Build 419)
通貨ペア |
GBPJPY (Great Britain Pound vs.
Japanese Yen) |
期間 |
5分足(M5) 2009.01.10 00:00 -
2012.01.13 20:55 (2009.01.10 - 2012.04.22) |
モデル |
Every tick (the most precise
method based on all available least timeframes) |
パラメーター |
CommentMode=0; TimeDiff=9;
Bet=0.01; Get_CONST=0.64; slippage=10; EnbleSW=155; MTG_MGC=0;
P_AV1=1.13; P_AV2=1.28; P_AV3=0.66; P_AV4=1.28; P_AV5=1.28;
P_AV6=1.28; P_AV7=1.28; A_PIPS1=0.28; A_PIPS2=0.24;
A_PIPS3=0.28; A_PIPS4=0.28; A_PIPS5=0.28; A_PIPS6=0.28;
A_PIPS7=0.28; UNREALIZ_LOSS_STOP=0; MAIL=true;
BUY_OPEN_ENBL=true; SELL_OPEN_ENBL=true; Evade=false;
Avoid=false;
|
|
Bars in test |
223,742 |
Ticks modelled |
49,630,552 | Modelling
quality | 90.00% |
Mismatched charts errors |
0 | | | | |
|
Initial deposit |
1000000.00 |
| | | |
Total net profit |
1191352.51 |
Gross profit |
3,560,966.75 |
Gross loss |
-236,9614.24 |
Profit factor |
1.50 |
Expected payoff |
484.29 | | |
Absolute drawdown |
146866.19 |
Maximal drawdown |
221807.64 (11.34%) |
Relative drawdown |
17.75% (21,6840.21) |
|
Total trades |
2460 |
Short positions (won %) |
1284 (71.11%) |
Long positions (won %) |
1,176 (71.00%) |
|
Profit trades (% of
total) | 1748 (71.06%) |
Loss trades (% of total) |
712 (28.94%) |
Largest |
profit trade |
125580.00 |
loss trade |
-100,800.00 |
Average |
profit trade |
2037.17 |
loss trade | -3328.11 |
Maximum |
consecutive wins
(profit in money) | 9 (52854.37) |
consecutive losses (loss in money) |
3 (-123,480.00) |
Maximal |
consecutive profit
(count of wins) | 128,894.69
(6) | consecutive loss (count of losses) |
-123,480.00 (3) |
Average |
consecutive wins |
3 |
consecutive losses | 1 |
|
|
|
X_SARAEのCHFJPY プロダクト・レポート
|
FXDD-MT4 Demo Server 2 (Build 419)
通貨ペア |
CHFJPY (Swiss Franc vs. Japanese
Yen) |
期間 |
5分足(M5) 2009.01.26 06:25 -
2012.01.09 23:55 (2009.01.10 - 2012.01.10) |
モデル |
Every tick (the most precise
method based on all available least timeframes) |
パラメーター |
CommentMode=0; TimeDiff=9;
Bet=0.02; Get_CONST=0.84; slippage=10; EnbleSW=155; REG_VARI=62;
LAG_VARI=72; MTG_MGC=0; P_AV1=1.18; P_AV2=0.65; P_AV3=0.75;
P_AV4=1.13; P_AV5=1.13; P_AV6=1.13; P_AV7=1.13; A_PIPS1=0.48;
A_PIPS2=0.36; A_PIPS3=0.37; A_PIPS4=0.46; A_PIPS5=0.46;
A_PIPS6=0.46; A_PIPS7=0.46; UNREALIZ_LOSS_STOP=0; MAIL=true;
BUY_OPEN_ENBL=true; SELL_OPEN_ENBL=true; Evade=false;
Avoid=false;
|
|
Bars in test |
219645 | Ticks modelled |
40157541 | Modelling
quality | 90.00% |
Mismatched charts errors |
36 | | | | |
|
Initial deposit |
1,000,000.00 | | | | |
Total net profit |
939,794.55 |
Gross profit |
2,786,072.59 |
Gross loss |
-1,846,278.04 |
Profit factor |
1.51 |
Expected payoff | 636.29 | | |
Absolute drawdown |
95417.39 |
Maximal drawdown |
226737.56 (12.36%) |
Relative drawdown |
15.88% (170747.36) |
|
Total trades |
1,477 |
Short positions (won %) |
753
(70.39%) | Long positions (won %) |
724 (73.76%) |
| Profit trades
(% of total) | 1,064 (72.04%) |
Loss trades (% of total) |
413 (27.96%) |
Largest |
profit trade |
124214.00 |
loss trade |
-69035.41 |
Average |
profit trade |
2618.49 |
loss trade | -4470.41 |
Maximum |
consecutive wins (profit in money) |
12 (15396.19) |
consecutive losses (loss in money) |
4 (-122944.93) |
Maximal |
consecutive profit (count of wins) |
127596.00 (5) |
consecutive loss (count of losses) |
-122944.93 (4) |
Average |
consecutive wins |
4 |
consecutive losses | 1 |
|
|
|
X_SARAEのCADJPY プロダクト・レポート
|
FXDD-MT4 Demo Server 2 (Build 419)
通貨ペア |
CADJPY (Canadian Dollar vs.
Japanese Yen) |
期間 |
5分足(M5) 2009.01.26 06:05 -
2012.04.20 22:55 (2009.01.10 - 2012.04.22) |
モデル |
Every tick (the most precise
method based on all available least timeframes) |
パラメーター |
CommentMode=0; TimeDiff=9;
Bet=0.02; Get_CONST=0.66; slippage=10; EnbleSW=155; MTG_MGC=0;
P_AV1=0.25; P_AV2=0.99; P_AV3=1.42; P_AV4=1.42; P_AV5=1.42;
P_AV6=1.42; P_AV7=1.42; A_PIPS1=0.32; A_PIPS2=0.26;
A_PIPS3=0.24; A_PIPS4=0.16; A_PIPS5=0.16; A_PIPS6=0.16;
A_PIPS7=0.16; UNREALIZ_LOSS_STOP=0; MAIL=true;
BUY_OPEN_ENBL=true; SELL_OPEN_ENBL=true; Evade=false;
Avoid=false;
|
|
Bars in test |
19,4051 |
Ticks modelled |
35152586 |
Modelling
quality | 90.00% |
Mismatched charts errors |
0 | | | | |
|
Initial deposit |
1,000,000.00 | | | | |
Total net profit |
1,039,303.43 |
Gross profit |
3234817.98 |
Gross loss |
-2,195,514.55 |
Profit factor |
1.47 |
Expected payoff | 435.40 | | |
Absolute drawdown |
106,012.83 |
Maximal drawdown |
168,998.01 (10.03%) |
Relative drawdown |
14.62% (153107.45) |
|
Total trades |
2387 |
Short positions (won %) |
1,222 (74.14%) | Long positions (won %) |
1,165 (75.19%) |
| Profit trades
(% of total) | 1,782 (74.65%) |
Loss trades (% of total) |
605 (25.35%) |
Largest |
profit trade |
9,0950.00 |
loss trade |
-73,003.57 |
Average |
profit trade |
1815.27 |
loss trade | -3628.95 |
Maximum |
consecutive wins (profit in money) |
25 (17103.28) |
consecutive losses (loss in money) |
5 (-15820.49) |
Maximal |
consecutive profit (count of wins) |
96,043.71 (13) |
consecutive loss (count of losses) |
-90,787.60 (3) |
Average |
consecutive wins |
5 |
consecutive losses | 2 |
|
|
|
|