マネーマネジメントを導入したところ、ある程度カイゼンしました。
でも、グラフのプロフィットカーブはかえって悪化しました。
もっと綺麗な上昇ラインを描いて欲しいのですが。
まだまだのようです。
検証期間
2006/1/1～2009/12/12
Expert Advisors Report ～
Bars in test 2024
Ticks modelled 9549304
Modelling quality 51.02%
Mismatched charts errors 2
Initial deposit 10000.00
Total net profit 25263.29
Gross profit 44210.40
Gross loss -18947.11
Profit factor 2.33
Expected payoff 371.52
Absolute drawdown 2143.28
Maximal drawdown 6930.27 (18.82%)
Relative drawdown 30.13% (6392.07)
Total trades 68
Short positions (won %) 43 (65.12%)
Long positions (won %) 25 (44.00%)
Profit trades (% of total) 39 (57.35%)
Loss trades (% of total) 29 (42.65%)
Largest
profit trade 6564.57
loss trade -3093.19
Average
profit trade 1133.60
loss trade -653.35
Maximum
consecutive wins (profit in money) 4 (1882.65)
consecutive losses (loss in money) 4 (-1816.06)
Maximal
consecutive profit (count of wins) 11396.71 (3)
consecutive loss (count of losses) -3093.19 (1)
Average
consecutive wins 2
consecutive losses 2
