Strategy Tester
Report
AQUA
FXDDMalta-MT4
Demo Server 2 (Build 409)
|
通貨ペア |
USDJPY
(United States Dollar vs. Japanese Yen) |
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|
期間 |
15分足(M15) 2006.10.02
00:00 - 2011.12.02 22:45 (2006.10.01 - 2011.12.05) |
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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 |
Lots=0.01;
Magic=0; |
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|
Bars
in test |
112020 |
Ticks
modelled |
30240471 |
Modelling quality |
90.00% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
13059.81 |
Gross
profit |
28232.30 |
Gross
loss |
-15172.50 |
|
Profit
factor |
1.86 |
Expected
payoff |
3.82 |
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|
Absolute
drawdown |
4647.31 |
Maximal
drawdown |
5056.59 (48.58%) |
Relative
drawdown |
48.58% (5056.59) |
|
Total
trades |
3419 |
Short
positions (won %) |
1685 (75.73%) |
Long
positions (won %) |
1734 (73.88%) |
|
Profit
trades (% of total) |
2557 (74.79%) |
Loss
trades (% of total) |
862 (25.21%) |
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|
Largest |
profit
trade |
2183.93 |
loss
trade |
-440.02 |
|
|
Average |
profit
trade |
11.04 |
loss
trade |
-17.60 |
|
|
Maximum |
consecutive
wins (profit in money) |
24 (36.55) |
consecutive
losses (loss in money) |
7 (-1602.41) |
|
|
Maximal |
consecutive
profit (count of wins) |
2444.05 (2) |
consecutive
loss (count of losses) |
-1602.41 (7) |
|
|
Average |
consecutive
wins |
5 |
consecutive
losses |
2 |
|