Strategy Tester Report
REY509IS.jr ALLPAIR
AlpariUK-Demo (Build
226)
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通貨ペア |
EURCAD
(Euro vs Canadian Dollar) |
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期間 |
15分足(M15) 2007.08.02 01:00 -
2010.09.17 22:45 (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 |
Lots=0.1;
MM=false; Risk=0; MagicNumber=0; ECN=false; |
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Bars
in test |
62782 |
Ticks
modelled |
26014198 |
Modelling
quality |
89.86% |
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Mismatched
charts errors |
0 |
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Initial
deposit |
10000.00 |
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Total
net profit |
6853.98 |
Gross
profit |
8596.47 |
Gross
loss |
-1742.49 |
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Profit
factor |
4.93 |
Expected
payoff |
11.78 |
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Absolute
drawdown |
21.34 |
Maximal
drawdown |
213.79 (1.80%) |
Relative
drawdown |
1.80% (213.79) |
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Total
trades |
582 |
Short
positions (won %) |
296 (88.18%) |
Long
positions (won %) |
286 (80.77%) |
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Profit
trades (% of total) |
492 (84.54%) |
Loss
trades (% of total) |
90 (15.46%) |
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Largest |
profit
trade |
128.11 |
loss
trade |
-78.14 |
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Average |
profit
trade |
17.47 |
loss
trade |
-19.36 |
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Maximum |
consecutive
wins (profit in money) |
37 (608.77) |
consecutive
losses (loss in money) |
3 (-56.58) |
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Maximal |
consecutive
profit (count of wins) |
608.77 (37) |
consecutive
loss (count of losses) |
-126.62 (2) |
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Average |
consecutive
wins |
7 |
consecutive
losses |
1 |
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