Strategy Tester Report
REY509IS.jr ALLPAIR
AlpariUK-Demo (Build
226)
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通貨ペア |
EURCHF
(Euro 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 |
92171 |
Ticks
modelled |
20558884 |
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 |
2783.83 |
Gross
profit |
4172.68 |
Gross
loss |
-1388.85 |
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Profit
factor |
3.00 |
Expected
payoff |
5.34 |
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Absolute
drawdown |
16.29 |
Maximal
drawdown |
182.01 (1.53%) |
Relative
drawdown |
1.53% (182.01) |
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Total
trades |
521 |
Short
positions (won %) |
267 (85.77%) |
Long
positions (won %) |
254 (74.02%) |
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Profit
trades (% of total) |
417 (80.04%) |
Loss
trades (% of total) |
104 (19.96%) |
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Largest |
profit
trade |
52.89 |
loss
trade |
-79.64 |
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Average |
profit
trade |
10.01 |
loss
trade |
-13.35 |
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Maximum |
consecutive
wins (profit in money) |
37 (289.19) |
consecutive
losses (loss in money) |
5 (-131.07) |
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Maximal |
consecutive
profit (count of wins) |
289.19 (37) |
consecutive
loss (count of losses) |
-159.23 (2) |
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Average |
consecutive
wins |
5 |
consecutive
losses |
1 |
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