Strategy Tester
Report
INSPIRE
FXDDMalta-MT4
Live Server 3 (Build 406)
|
通貨ペア |
EURCHF
(Euro vs. Swiss Franc) |
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|
期間 |
15分足(M15) 2006.10.02
01:00 - 2011.10.28 22:45 (2006.10.01 - 2011.10.30) |
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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 |
111834 |
Ticks
modelled |
33596616 |
Modelling quality |
90.00% |
|
Mismatched
charts errors |
2 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
3218.79 |
Gross
profit |
4575.48 |
Gross
loss |
-1356.69 |
|
Profit
factor |
3.37 |
Expected
payoff |
6.20 |
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|
Absolute
drawdown |
930.08 |
Maximal
drawdown |
3240.80 (26.33%) |
Relative
drawdown |
26.33% (3240.80) |
|
Total
trades |
519 |
Short
positions (won %) |
519 (73.03%) |
Long
positions (won %) |
0 (0.00%) |
|
Profit
trades (% of total) |
379 (73.03%) |
Loss
trades (% of total) |
140 (26.97%) |
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|
Largest |
profit
trade |
375.07 |
loss
trade |
-99.63 |
|
|
Average |
profit
trade |
12.07 |
loss
trade |
-9.69 |
|
|
Maximum |
consecutive
wins (profit in money) |
20 (36.28) |
consecutive
losses (loss in money) |
10 (-662.04) |
|
|
Maximal |
consecutive
profit (count of wins) |
1261.01 (6) |
consecutive
loss (count of losses) |
-662.04 (10) |
|
|
Average |
consecutive
wins |
5 |
consecutive
losses |
2 |
|