Strategy Tester Report
REY509IS.jr ALLPAIR
AlpariUK-Demo (Build
226)
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通貨ペア |
EURGBP
(Euro vs Great Britain Pound ) |
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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 |
92202 |
Ticks
modelled |
19230659 |
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 |
2273.19 |
Gross
profit |
3099.31 |
Gross
loss |
-826.12 |
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Profit
factor |
3.75 |
Expected
payoff |
11.25 |
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Absolute
drawdown |
3.67 |
Maximal
drawdown |
160.69 (1.32%) |
Relative
drawdown |
1.32% (160.69) |
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Total
trades |
202 |
Short
positions (won %) |
105 (72.38%) |
Long
positions (won %) |
97 (80.41%) |
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Profit
trades (% of total) |
154 (76.24%) |
Loss
trades (% of total) |
48 (23.76%) |
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Largest |
profit
trade |
55.83 |
loss
trade |
-53.69 |
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Average |
profit
trade |
20.13 |
loss
trade |
-17.21 |
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Maximum |
consecutive
wins (profit in money) |
12 (244.72) |
consecutive
losses (loss in money) |
5 (-117.73) |
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Maximal |
consecutive
profit (count of wins) |
306.64 (8) |
consecutive
loss (count of losses) |
-117.73 (5) |
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Average |
consecutive
wins |
5 |
consecutive
losses |
1 |
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