Strategy Tester Report
20XXIS.jr ALLPAIR
FXDDMalta-MT4 Live
Server 3 (Build 226)
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通貨ペア |
USDCHF
(United States Dollar vs. Swiss Franc) |
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期間 |
5分足(M5) 2006.10.02 01:00 - 2010.10.12
22:40 (2006.10.01 - 2010.10.13) |
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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="USDJPY"; Trade_PAIR1=false; Use_MM1=0; Lots1=0.1;
SecondPAIR="EURUSD"; Trade_PAIR2=false; Use_MM2=0; Lots2=0.1;
ThirdPAIR="USDCHF"; Trade_PAIR3=true; Use_MM3=0; Lots3=0.1;
FourthPAIR="CHFJPY"; Trade_PAIR4=false; Use_MM4=0; Lots4=0.1;
FifthPAIR="CADJPY"; Trade_PAIR5=false; Use_MM5=0; Lots5=0.1;
SixthPAIR="AUDUSD"; Trade_PAIR6=false; Use_MM6=0; Lots6=0.1;
SevenPAIR="EURAUD"; Trade_PAIR7=false; Use_MM7=0; Lots7=0.1; EighthPAIR="GBPCHF";
Trade_PAIR8=false; Use_MM8=0; Lots8=0.1; NinthPAIR="EURCAD";
Trade_PAIR9=false; Use_MM9=0; Lots9=0.1; TenthPAIR="USDCAD";
Trade_PAIR10=false; Use_MM10=0; Lots10=0.1; |
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Bars
in test |
278246 |
Ticks
modelled |
19187711 |
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 |
1126.57 |
Gross
profit |
1931.34 |
Gross
loss |
-804.77 |
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Profit
factor |
2.40 |
Expected
payoff |
2.32 |
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Absolute
drawdown |
2.39 |
Maximal
drawdown |
88.18 (0.84%) |
Relative
drawdown |
0.84% (88.18) |
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Total
trades |
485 |
Short
positions (won %) |
166 (87.35%) |
Long
positions (won %) |
319 (87.15%) |
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Profit
trades (% of total) |
423 (87.22%) |
Loss
trades (% of total) |
62 (12.78%) |
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Largest |
profit
trade |
14.11 |
loss
trade |
-29.83 |
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Average |
profit
trade |
4.57 |
loss
trade |
-12.98 |
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Maximum |
consecutive
wins (profit in money) |
38 (207.28) |
consecutive
losses (loss in money) |
3 (-53.92) |
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Maximal |
consecutive
profit (count of wins) |
207.28 (38) |
consecutive
loss (count of losses) |
-53.92 (3) |
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Average |
consecutive
wins |
8 |
consecutive
losses |
1 |
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