Strategy Tester Report
WIN5DAYIS.jr 8PAIR
FXDDMalta-MT4 Live
Server 3 (Build 226)
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通貨ペア |
USDCAD
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期間 |
15分足(M15) 2006.10.02 01:00 -
2010.10.11 23:45 (2006.10.01 - 2010.10.12) |
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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 |
GMT=3;
FirstPAIR="EURCHF"; Trade_PAIR1=false; Use_MM1=0; Lots1=0.1;
SecondPAIR="EURCAD"; Trade_PAIR2=false; Use_MM2=0; Lots2=0.1;
ThirdPAIR="EURUSD"; Trade_PAIR3=false; Use_MM3=0; Lots3=0.1;
FourthPAIR="CHFJPY"; TradePAIR4=false; Use_MM4=0; Lots4=0.1;
FifthPAIR="USDJPY"; TradePAIR5=false; Use_MM5=0; Lots5=0.1;
SixthPAIR="USDCAD"; Trade_PAIR6=true; Use_MM6=0; Lots6=0.1;
SeventhPAIR="CADJPY"; Trade_PAIR7=false; Use_MM7=0; Lots7=0.1;
EighthPAIR="USDCHF"; Trade_PAIR8=false; Use_MM8=0; Lots8=0.1; |
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Bars
in test |
93875 |
Ticks
modelled |
14006831 |
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 |
1409.46 |
Gross
profit |
2209.43 |
Gross
loss |
-799.97 |
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Profit
factor |
2.76 |
Expected
payoff |
3.26 |
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Absolute
drawdown |
22.15 |
Maximal
drawdown |
158.33 (1.47%) |
Relative
drawdown |
1.47% (158.33) |
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Total
trades |
432 |
Short
positions (won %) |
206 (78.64%) |
Long
positions (won %) |
226 (77.43%) |
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Profit
trades (% of total) |
337 (78.01%) |
Loss
trades (% of total) |
95 (21.99%) |
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Largest |
profit
trade |
19.44 |
loss
trade |
-45.97 |
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Average |
profit
trade |
6.56 |
loss
trade |
-8.42 |
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Maximum |
consecutive
wins (profit in money) |
34 (288.36) |
consecutive
losses (loss in money) |
4 (-73.28) |
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Maximal |
consecutive
profit (count of wins) |
288.36 (34) |
consecutive
loss (count of losses) |
-87.37 (2) |
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Average |
consecutive
wins |
5 |
consecutive
losses |
1 |
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