Strategy Tester Report
REY509IS.jr ALLPAIR
AlpariUK-Demo (Build
226)
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通貨ペア |
USDCHF
(US Dollar vs Swiss Franc) |
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期間 |
15分足(M15) 2006.10.02 00:00 -
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 |
92483 |
Ticks
modelled |
20562483 |
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 |
3013.85 |
Gross
profit |
5460.71 |
Gross
loss |
-2446.86 |
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Profit
factor |
2.23 |
Expected
payoff |
4.80 |
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Absolute
drawdown |
4.11 |
Maximal
drawdown |
209.76 (1.80%) |
Relative
drawdown |
1.80% (209.76) |
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Total
trades |
628 |
Short
positions (won %) |
328 (73.48%) |
Long
positions (won %) |
300 (72.67%) |
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Profit
trades (% of total) |
459 (73.09%) |
Loss
trades (% of total) |
169 (26.91%) |
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Largest |
profit
trade |
55.60 |
loss
trade |
-98.31 |
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Average |
profit
trade |
11.90 |
loss
trade |
-14.48 |
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Maximum |
consecutive
wins (profit in money) |
18 (154.32) |
consecutive
losses (loss in money) |
5 (-104.08) |
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Maximal |
consecutive
profit (count of wins) |
190.81 (11) |
consecutive
loss (count of losses) |
-116.09 (4) |
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Average |
consecutive
wins |
4 |
consecutive
losses |
1 |
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