Strategy Tester
Report
INSPIRE
FXDDMalta-MT4
Live Server 3 (Build 406)
|
通貨ペア |
USDJPY
(United States Dollar vs. Japanese Yen) |
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|
期間 |
15分足(M15) 2006.10.02
01:00 - 2011.10.28 22:45 (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 |
114416 |
Ticks
modelled |
31283531 |
Modelling quality |
90.00% |
|
Mismatched
charts errors |
2 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
5166.63 |
Gross
profit |
5997.45 |
Gross
loss |
-830.82 |
|
Profit
factor |
7.22 |
Expected
payoff |
5.48 |
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|
Absolute
drawdown |
508.45 |
Maximal
drawdown |
1438.13 (11.54%) |
Relative
drawdown |
11.54% (1438.13) |
|
Total
trades |
943 |
Short
positions (won %) |
943 (76.25%) |
Long
positions (won %) |
0 (0.00%) |
|
Profit
trades (% of total) |
719 (76.25%) |
Loss
trades (% of total) |
224 (23.75%) |
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|
Largest |
profit
trade |
233.87 |
loss
trade |
-45.50 |
|
|
Average |
profit
trade |
8.34 |
loss
trade |
-3.71 |
|
|
Maximum |
consecutive
wins (profit in money) |
20 (358.66) |
consecutive
losses (loss in money) |
7 (-178.92) |
|
|
Maximal |
consecutive
profit (count of wins) |
564.15 (9) |
consecutive
loss (count of losses) |
-178.92 (7) |
|
|
Average |
consecutive
wins |
5 |
consecutive
losses |
2 |
|