Strategy Tester Report
KILL4XIS.jr 9PAIR
FXDDMalta-MT4 Demo
Server 2 (Build 225)
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通貨ペア |
CHFJPY
(Swiss Franc vs. Japanese Yen) |
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期間 |
15分足(M15) 2009.01.26 06:15 -
2010.07.05 23:45 (2009.01.01 - 2010.07.06) |
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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;
HourStartTrade=0; HourStopTrade=1;
TakeProfit=15; |
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Bars
in test |
32058 |
Ticks
modelled |
17020998 |
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 |
1560.32 |
Gross
profit |
2228.89 |
Gross
loss |
-668.57 |
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Profit
factor |
3.33 |
Expected
payoff |
5.78 |
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Absolute
drawdown |
183.24 |
Maximal
drawdown |
448.88 (3.86%) |
Relative
drawdown |
4.00% (447.84) |
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Total
trades |
270 |
Short
positions (won %) |
176 (91.48%) |
Long
positions (won %) |
94 (92.55%) |
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Profit
trades (% of total) |
248 (91.85%) |
Loss
trades (% of total) |
22 (8.15%) |
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Largest |
profit
trade |
29.57 |
loss
trade |
-155.02 |
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Average |
profit
trade |
8.99 |
loss
trade |
-30.39 |
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Maximum |
consecutive
wins (profit in money) |
37 (325.50) |
consecutive
losses (loss in money) |
3 (-307.73) |
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Maximal |
consecutive
profit (count of wins) |
325.50 (37) |
consecutive
loss (count of losses) |
-307.73 (3) |
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Average |
consecutive
wins |
13 |
consecutive
losses |
1 |
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