Strategy Tester Report
KILL4XIS.jr 9PAIR
FXDDMalta-MT4 Demo
Server 2 (Build 225)
|
通貨ペア |
AUDCAD
(Australian Dollar vs. Canadian Dollar) |
||||
|
期間 |
15分足(M15) 2009.01.26 05:30 -
2010.07.05 23:45 (2009.01.01 - 2010.07.06) |
||||
|
モデル |
Every
tick (the most precise method based on all available least timeframes) |
||||
|
パラメーター |
Magic=0;
HourStartTrade=0; HourStopTrade=1;
TakeProfit=15; |
||||
|
|
|
|
|
|
|
|
Bars
in test |
32002 |
Ticks
modelled |
15352988 |
Modelling quality |
90.00% |
|
Mismatched
charts errors |
0 |
|
|
|
|
|
|
|||||
|
Initial
deposit |
10000.00 |
|
|
|
|
|
Total
net profit |
1448.56 |
Gross
profit |
2490.55 |
Gross
loss |
-1041.99 |
|
Profit
factor |
2.39 |
Expected
payoff |
4.13 |
|
|
|
Absolute
drawdown |
320.50 |
Maximal
drawdown |
592.99 (5.57%) |
Relative
drawdown |
5.73% (588.55) |
|
|
|||||
|
Total
trades |
351 |
Short
positions (won %) |
219 (89.50%) |
Long
positions (won %) |
132 (87.12%) |
|
|
Profit
trades (% of total) |
311 (88.60%) |
Loss
trades (% of total) |
40 (11.40%) |
|
|
Largest |
profit
trade |
50.98 |
loss
trade |
-172.82 |
|
|
Average |
profit
trade |
8.01 |
loss
trade |
-26.05 |
|
|
Maximum |
consecutive
wins (profit in money) |
28 (181.20) |
consecutive
losses (loss in money) |
4 (-510.88) |
|
|
Maximal |
consecutive
profit (count of wins) |
246.57 (20) |
consecutive
loss (count of losses) |
-510.88 (4) |
|
|
Average |
consecutive
wins |
10 |
consecutive
losses |
1 |
|