Strategy Tester Report
REY509IS.jr ALLPAIR
AlpariUK-Demo (Build
226)
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通貨ペア |
USDCAD
(US Dollar vs Canadian Dollar) |
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期間 |
15分足(M15) 2006.10.02 00:00 -
2010.09.10 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 |
91883 |
Ticks
modelled |
15103099 |
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 |
4759.66 |
Gross
profit |
7005.94 |
Gross
loss |
-2246.28 |
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Profit
factor |
3.12 |
Expected
payoff |
6.07 |
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Absolute
drawdown |
2.49 |
Maximal
drawdown |
207.00 (1.86%) |
Relative
drawdown |
1.86% (207.00) |
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Total
trades |
784 |
Short
positions (won %) |
404 (80.69%) |
Long
positions (won %) |
380 (83.68%) |
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Profit
trades (% of total) |
644 (82.14%) |
Loss
trades (% of total) |
140 (17.86%) |
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Largest |
profit
trade |
61.15 |
loss
trade |
-97.11 |
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Average |
profit
trade |
10.88 |
loss
trade |
-16.04 |
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Maximum |
consecutive
wins (profit in money) |
25 (255.48) |
consecutive
losses (loss in money) |
3 (-94.34) |
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Maximal |
consecutive
profit (count of wins) |
255.48 (25) |
consecutive
loss (count of losses) |
-97.11 (1) |
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Average |
consecutive
wins |
5 |
consecutive
losses |
1 |
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