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)

期間

5分足(M5) 2006.10.02 00:00 - 2010.12.17 23:45 (2006.10.01 - 2010.12.19)

モデル

Every tick (the most precise method based on all available least timeframes)

パラメーター

STime="22:00"; ETime="5:00"; MM=false; Lots=0.1; Magic=0; Digits_5=false;

Bars in test

289838

Ticks modelled

20997727

Modelling quality

90.00%

Mismatched charts errors

3

Initial deposit

10000.00

Total net profit

2635.83

Gross profit

4597.19

Gross loss

-1961.35

Profit factor

2.34

Expected payoff

5.35

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%)

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