Strategy Tester Report
REY509IS.jr ALLPAIR
AlpariUK-Demo (Build
226)
|
通貨ペア |
AUDCAD
(Australian Dollar vs Canadian Dollar) |
||||
|
期間 |
15分足(M15) 2007.08.02 01:00 -
2010.09.17 22:45 (2006.10.01 - 2010.09.20) |
||||
|
モデル |
Every
tick (the most precise method based on all available least timeframes) |
||||
|
パラメーター |
Lots=0.1;
MM=false; Risk=0; MagicNumber=0; ECN=false; |
||||
|
|
|
|
|
|
|
|
Bars
in test |
62762 |
Ticks
modelled |
21170699 |
Modelling
quality |
89.86% |
|
Mismatched
charts errors |
1 |
|
|
|
|
|
|
|||||
|
Initial
deposit |
10000.00 |
|
|
|
|
|
Total
net profit |
3286.24 |
Gross
profit |
6549.23 |
Gross
loss |
-3262.99 |
|
Profit
factor |
2.01 |
Expected
payoff |
5.73 |
|
|
|
Absolute
drawdown |
3.12 |
Maximal
drawdown |
279.14 (2.12%) |
Relative
drawdown |
2.12% (279.14) |
|
|
|||||
|
Total
trades |
574 |
Short
positions (won %) |
298 (70.47%) |
Long
positions (won %) |
276 (76.45%) |
|
|
Profit
trades (% of total) |
421 (73.34%) |
Loss
trades (% of total) |
153 (26.66%) |
|
|
Largest |
profit
trade |
88.29 |
loss
trade |
-107.01 |
|
|
Average |
profit
trade |
15.56 |
loss
trade |
-21.33 |
|
|
Maximum |
consecutive
wins (profit in money) |
19 (270.24) |
consecutive
losses (loss in money) |
4 (-81.78) |
|
|
Maximal |
consecutive
profit (count of wins) |
305.00 (18) |
consecutive
loss (count of losses) |
-177.41 (3) |
|
|
Average |
consecutive
wins |
4 |
consecutive
losses |
1 |
|