Strategy Tester Report
HUAU ＆ Cyoujya_Pro
EA
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 -
2010.09.27 23:45 (2006.10.01 - 2010.09.28) |
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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 |
MagicNumber=111;
Lots=0.1; Lots_1=0.3; Lots_2=0.3; Monday_Trade=false; Friday_Trade=true; |
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Bars
in test |
80721 |
Ticks
modelled |
26366284 |
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 |
8123.69 |
Gross
profit |
12720.26 |
Gross
loss |
-4596.57 |
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Profit
factor |
2.77 |
Expected
payoff |
12.67 |
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Absolute
drawdown |
15.71 |
Maximal
drawdown |
692.84 (3.77%) |
Relative
drawdown |
3.77% (692.84) |
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Total
trades |
641 |
Short
positions (won %) |
361 (81.16%) |
Long
positions (won %) |
280 (80.36%) |
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Profit
trades (% of total) |
518 (80.81%) |
Loss
trades (% of total) |
123 (19.19%) |
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Largest |
profit
trade |
198.69 |
loss
trade |
-393.70 |
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Average |
profit
trade |
24.56 |
loss
trade |
-37.37 |
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Maximum |
consecutive
wins (profit in money) |
20 (600.72) |
consecutive
losses (loss in money) |
4 (-56.62) |
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Maximal |
consecutive
profit (count of wins) |
897.99 (16) |
consecutive
loss (count of losses) |
-393.70 (1) |
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Average |
consecutive
wins |
6 |
consecutive
losses |
1 |
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