Strategy Tester Report
REY509IS.jr ALLPAIR
AlpariUK-Demo (Build
226)
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通貨ペア |
GBPCHF
(Great Britain Pound vs Swiss Franc) |
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期間 |
15分足(M15) 2006.12.04 13:15 -
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 |
88300 |
Ticks
modelled |
36706696 |
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 |
7528.30 |
Gross
profit |
12691.73 |
Gross
loss |
-5163.43 |
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Profit
factor |
2.46 |
Expected
payoff |
9.13 |
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Absolute
drawdown |
7.96 |
Maximal
drawdown |
377.20 (2.14%) |
Relative
drawdown |
2.28% (341.24) |
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Total
trades |
825 |
Short
positions (won %) |
446 (81.61%) |
Long
positions (won %) |
379 (78.63%) |
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Profit
trades (% of total) |
662 (80.24%) |
Loss
trades (% of total) |
163 (19.76%) |
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Largest |
profit
trade |
172.30 |
loss
trade |
-109.74 |
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Average |
profit
trade |
19.17 |
loss
trade |
-31.68 |
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Maximum |
consecutive
wins (profit in money) |
19 (334.69) |
consecutive
losses (loss in money) |
4 (-106.25) |
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Maximal |
consecutive
profit (count of wins) |
546.26 (15) |
consecutive
loss (count of losses) |
-218.93 (2) |
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Average |
consecutive
wins |
5 |
consecutive
losses |
1 |
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