Strategy Tester Report

AQUA

FXDDMalta-MT4 Demo Server 2 (Build 409)

 

通貨ペア

AUDCAD (Australian Dollar vs. Canadian Dollar)

期間

15分足(M15) 2007.05.10 07:45 - 2011.12.02 22:45 (2006.10.01 - 2011.12.05)

モデル

Every tick (the most precise method based on all available least timeframes)

パラメーター

Lots=0.01; Magic=0;

Bars in test

89700

Ticks modelled

35640531

Modelling quality

89.90%

Mismatched charts errors

0

Initial deposit

10000.00

Total net profit

7255.97

Gross profit

13760.49

Gross loss

-6504.53

Profit factor

2.12

Expected payoff

3.24

Absolute drawdown

2311.01

Maximal drawdown

2320.32 (23.18%)

Relative drawdown

23.18% (2320.32)

Total trades

2240

Short positions (won %)

1139 (74.45%)

Long positions (won %)

1101 (77.66%)

Profit trades (% of total)

1703 (76.03%)

Loss trades (% of total)

537 (23.97%)

Largest

profit trade

985.21

loss trade

-176.87

Average

profit trade

8.08

loss trade

-12.11

Maximum

consecutive wins (profit in money)

27 (60.84)

consecutive losses (loss in money)

6 (-649.52)

Maximal

consecutive profit (count of wins)

1111.02 (3)

consecutive loss (count of losses)

-649.52 (6)

Average

consecutive wins

5

consecutive losses

1