Strategy Tester Report
TRENDIS.jr SP
FXDDMalta-MT4 Live
Server 3 (Build 226)
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通貨ペア |
EURUSD
(Euro vs. |
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期間 |
5分足(M5) 2006.10.02 01:00 - 2010.09.17
22:55 (2006.10.01 - 2010.09.20) |
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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 |
MM=false;
Lots=0.1; Magic=0; Digits_5=false; |
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Bars
in test |
274977 |
Ticks
modelled |
21700387 |
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 |
14909.66 |
Gross
profit |
24924.10 |
Gross
loss |
-10014.44 |
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Profit
factor |
2.49 |
Expected
payoff |
7.66 |
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Absolute
drawdown |
338.39 |
Maximal
drawdown |
1581.00 (6.43%) |
Relative
drawdown |
7.95% (1523.00) |
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Total
trades |
1946 |
Short
positions (won %) |
1056 (63.92%) |
Long
positions (won %) |
890 (64.38%) |
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Profit
trades (% of total) |
1248 (64.13%) |
Loss
trades (% of total) |
698 (35.87%) |
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Largest |
profit
trade |
200.00 |
loss
trade |
-157.13 |
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Average |
profit
trade |
19.97 |
loss
trade |
-14.35 |
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Maximum |
consecutive
wins (profit in money) |
16 (189.00) |
consecutive
losses (loss in money) |
3 (-175.00) |
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Maximal |
consecutive
profit (count of wins) |
264.00 (6) |
consecutive
loss (count of losses) |
-175.00 (3) |
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Average |
consecutive
wins |
2 |
consecutive
losses |
1 |
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