Strategy Tester
Report
USDJPY_EURUSD
PRO by HUAU&Choujya
FXDDMalta-MT4
Live Server 3 (Build 225)
通貨ペア |
USDJPY
(United States Dollar vs. Japanese Yen) |
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期間 |
5分足(M5) 2006.10.02
00:00 - 2010.12.17 23:45 (2006.10.01 - 2010.12.19) |
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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 |
STime="22:00";
ETime="5:00"; MM=false; Lots=0.1;
Magic=0; Digits_5=false; |
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Bars
in test |
289838 |
Ticks
modelled |
20997727 |
Modelling quality |
90.00% |
Mismatched
charts errors |
3 |
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Initial
deposit |
10000.00 |
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Total
net profit |
2635.83 |
Gross
profit |
4597.19 |
Gross
loss |
-1961.35 |
Profit
factor |
2.34 |
Expected
payoff |
5.35 |
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Absolute
drawdown |
1121.14 |
Maximal
drawdown |
1223.94 (12.11%) |
Relative
drawdown |
12.11% (1223.94) |
Total
trades |
493 |
Short
positions (won %) |
263 (68.82%) |
Long
positions (won %) |
230 (63.04%) |
Profit
trades (% of total) |
326 (66.13%) |
Loss
trades (% of total) |
167 (33.87%) |
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Largest |
profit
trade |
120.99 |
loss
trade |
-68.56 |
|
Average |
profit
trade |
14.10 |
loss
trade |
-11.74 |
|
Maximum |
consecutive
wins (profit in money) |
11 (87.53) |
consecutive
losses (loss in money) |
3 (-113.93) |
|
Maximal |
consecutive
profit (count of wins) |
165.40 (3) |
consecutive
loss (count of losses) |
-113.93 (3) |
|
Average |
consecutive
wins |
3 |
consecutive
losses |
1 |