Strategy Tester Report
20XXIS.jr ALLPAIR
FXDDMalta-MT4 Live
Server 3 (Build 226)
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通貨ペア |
EURCAD
(Euro vs. Canadian Dollar) |
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期間 |
5分足(M5) 2007.08.01 09:20 - 2010.10.12
23:55 (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=false; 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=true; Use_MM9=0; Lots9=0.1;
TenthPAIR="USDCAD"; Trade_PAIR10=false; Use_MM10=0; Lots10=0.1; |
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Bars
in test |
193397 |
Ticks
modelled |
25613958 |
Modelling
quality |
89.95% |
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Mismatched
charts errors |
0 |
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Initial
deposit |
10000.00 |
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Total
net profit |
1027.90 |
Gross
profit |
1910.98 |
Gross
loss |
-883.08 |
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Profit
factor |
2.16 |
Expected
payoff |
2.54 |
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Absolute
drawdown |
89.64 |
Maximal
drawdown |
168.35 (1.67%) |
Relative
drawdown |
1.67% (168.35) |
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Total
trades |
405 |
Short
positions (won %) |
241 (61.41%) |
Long
positions (won %) |
164 (84.15%) |
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Profit
trades (% of total) |
286 (70.62%) |
Loss
trades (% of total) |
119 (29.38%) |
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Largest |
profit
trade |
15.14 |
loss
trade |
-74.73 |
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Average |
profit
trade |
6.68 |
loss
trade |
-7.42 |
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Maximum |
consecutive
wins (profit in money) |
21 (110.66) |
consecutive
losses (loss in money) |
5 (-40.85) |
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Maximal |
consecutive
profit (count of wins) |
143.47 (20) |
consecutive
loss (count of losses) |
-155.40 (3) |
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Average |
consecutive
wins |
4 |
consecutive
losses |
2 |
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