Strategy Tester Report

HUAU Cyoujya_Pro EA

AlpariUK-Demo (Build 226)

 

通貨ペア

USDCHF (US Dollar vs Swiss Franc)

期間

15分足(M15) 2006.10.02 00:00 - 2010.09.27 23:45 (2006.10.01 - 2010.09.28)

モデル

Every tick (the most precise method based on all available least timeframes)

パラメーター

MagicNumber=111; Lots=0.1; Lots_1=0.1; Lots_2=0.1; Monday_Trade=false; Friday_Trade=true;

 

 

 

 

 

Bars in test

93110

Ticks modelled

20697628

Modelling quality

90.00%

Mismatched charts errors

0

 

 

 

 

 

Initial deposit

10000.00

 

 

 

 

Total net profit

2844.50

Gross profit

4550.35

Gross loss

-1705.85

Profit factor

2.67

Expected payoff

5.64

 

 

Absolute drawdown

3.89

Maximal drawdown

207.10 (1.80%)

Relative drawdown

1.80% (207.10)

 

Total trades

504

Short positions (won %)

277 (75.09%)

Long positions (won %)

227 (76.21%)

 

Profit trades (% of total)

381 (75.60%)

Loss trades (% of total)

123 (24.40%)

Largest

profit trade

55.41

loss trade

-98.31

Average

profit trade

11.94

loss trade

-13.87

Maximum

consecutive wins (profit in money)

18 (161.70)

consecutive losses (loss in money)

5 (-75.71)

Maximal

consecutive profit (count of wins)

220.25 (12)

consecutive loss (count of losses)

-113.22 (4)

Average

consecutive wins

4

consecutive losses

1