Strategy Tester Report
REY509IS.jr ALLPAIR
AlpariUK-Demo (Build
226)
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通貨ペア |
CHFJPY
(Swiss Frank vs Japanese Yen) |
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期間 |
15分足(M15) 2006.11.30 10:45 -
2010.09.17 22:45 (2006.10.01 - 2010.09.20) |
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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=0.1;
MM=false; Risk=0; MagicNumber=0; ECN=false; |
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Bars
in test |
80080 |
Ticks
modelled |
26061463 |
Modelling
quality |
90.00% |
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Mismatched
charts errors |
0 |
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Initial
deposit |
10000.00 |
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Total
net profit |
4629.33 |
Gross
profit |
8267.68 |
Gross
loss |
-3638.35 |
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Profit
factor |
2.27 |
Expected
payoff |
6.05 |
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Absolute
drawdown |
0.35 |
Maximal
drawdown |
291.63 (2.00%) |
Relative
drawdown |
2.00% (291.63) |
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Total
trades |
765 |
Short
positions (won %) |
418 (81.10%) |
Long
positions (won %) |
347 (80.12%) |
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Profit
trades (% of total) |
617 (80.65%) |
Loss
trades (% of total) |
148 (19.35%) |
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Largest |
profit
trade |
80.48 |
loss
trade |
-128.40 |
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Average |
profit
trade |
13.40 |
loss
trade |
-24.58 |
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Maximum |
consecutive
wins (profit in money) |
26 (261.75) |
consecutive
losses (loss in money) |
4 (-84.35) |
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Maximal |
consecutive
profit (count of wins) |
502.80 (16) |
consecutive
loss (count of losses) |
-132.58 (2) |
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Average |
consecutive
wins |
5 |
consecutive
losses |
1 |
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