Strategy Tester
Report
INSPIRE
FXDDMalta-MT4
Live Server 3 (Build 406)
|
通貨ペア |
EURCAD
(Euro vs. Canadian Dollar) |
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|
期間 |
15分足(M15) 2007.05.11
19:45 - 2011.10.10 03:30 (2006.10.01 - 2011.10.29) |
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|
モデル |
Every
tick (the most precise method based on all available least timeframes) |
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|
パラメーター |
MoneyManagement=false;
Risk=1; MagicNumber=0; |
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|
Bars
in test |
86292 |
Ticks
modelled |
39955525 |
Modelling
quality |
89.90% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
6734.03 |
Gross
profit |
8737.18 |
Gross
loss |
-2003.15 |
|
Profit
factor |
4.36 |
Expected
payoff |
7.79 |
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|
Absolute
drawdown |
547.35 |
Maximal
drawdown |
2508.42 (20.10%) |
Relative
drawdown |
20.10% (2508.42) |
|
Total
trades |
864 |
Short
positions (won %) |
864 (73.50%) |
Long
positions (won %) |
0 (0.00%) |
|
Profit
trades (% of total) |
635 (73.50%) |
Loss
trades (% of total) |
229 (26.50%) |
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|
Largest |
profit
trade |
378.65 |
loss
trade |
-76.03 |
|
|
Average |
profit
trade |
13.76 |
loss
trade |
-8.75 |
|
|
Maximum |
consecutive
wins (profit in money) |
23 (433.57) |
consecutive
losses (loss in money) |
9 (-467.60) |
|
|
Maximal |
consecutive
profit (count of wins) |
1180.33 (13) |
consecutive
loss (count of losses) |
-467.60 (9) |
|
|
Average |
consecutive
wins |
5 |
consecutive
losses |
2 |
|