Strategy Tester
Report
INSPIRE
FXDDMalta-MT4
Live Server 3 (Build 406)
通貨ペア |
AUDNZD
(Australian Dollar vs. New Zealand Dollar) |
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期間 |
15分足(M15) 2007.05.14
05:30 - 2011.10.08 00:45 (2006.10.01 - 2011.10.10) |
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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 |
86249 |
Ticks
modelled |
35466889 |
Modelling
quality |
89.90% |
Mismatched
charts errors |
0 |
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Initial
deposit |
10000.00 |
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Total
net profit |
2166.88 |
Gross
profit |
4185.98 |
Gross
loss |
-2019.10 |
Profit
factor |
2.07 |
Expected
payoff |
3.32 |
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Absolute
drawdown |
1178.40 |
Maximal
drawdown |
2418.97 (20.49%) |
Relative
drawdown |
20.49% (2418.97) |
Total
trades |
653 |
Short
positions (won %) |
653 (70.75%) |
Long
positions (won %) |
0 (0.00%) |
Profit
trades (% of total) |
462 (70.75%) |
Loss
trades (% of total) |
191 (29.25%) |
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Largest |
profit
trade |
294.87 |
loss
trade |
-99.98 |
|
Average |
profit
trade |
9.06 |
loss
trade |
-10.57 |
|
Maximum |
consecutive
wins (profit in money) |
16 (23.53) |
consecutive
losses (loss in money) |
10 (-774.15) |
|
Maximal |
consecutive
profit (count of wins) |
871.64 (6) |
consecutive
loss (count of losses) |
-774.15 (10) |
|
Average |
consecutive
wins |
5 |
consecutive
losses |
2 |