Strategy Tester
Report
MAGIC
FXDDMalta-MT4
Live Server 3 (Build 225)
|
通貨ペア |
EURUSD
(Euro vs. United States Dollar) |
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|
期間 |
5分足(M5) 2006.10.02
00:00 - 2011.02.18 23:55 (2006.10.01 - 2011.02.21) |
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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 |
Magic=0;
Lots=0.1; MM=false; Digits_5=true; |
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|
Bars
in test |
302354 |
Ticks
modelled |
29292171 |
Modelling quality |
90.00% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
9970.78 |
Gross
profit |
15446.25 |
Gross
loss |
-5475.47 |
|
Profit
factor |
2.82 |
Expected
payoff |
7.28 |
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|
Absolute
drawdown |
66.18 |
Maximal
drawdown |
3965.10 (20.14%) |
Relative
drawdown |
20.14% (3965.10) |
|
Total
trades |
1370 |
Short
positions (won %) |
697 (71.02%) |
Long
positions (won %) |
673 (73.11%) |
|
Profit
trades (% of total) |
987 (72.04%) |
Loss
trades (% of total) |
383 (27.96%) |
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|
Largest |
profit
trade |
307.50 |
loss
trade |
-420.90 |
|
|
Average |
profit
trade |
15.65 |
loss
trade |
-14.30 |
|
|
Maximum |
consecutive
wins (profit in money) |
22 (164.33) |
consecutive
losses (loss in money) |
3 (-184.70) |
|
|
Maximal |
consecutive
profit (count of wins) |
447.40 (7) |
consecutive
loss (count of losses) |
-420.90 (1) |
|
|
Average |
consecutive
wins |
4 |
consecutive
losses |
1 |
|