Strategy Tester Report
HUAU & Cyoujya_Pro
EA
AlpariUK-Demo (Build
226)
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 -
2010.09.27 23:45 (2006.10.01 - 2010.09.28) |
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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 |
MagicNumber=111;
Lots=0.1; Lots_1=0.1; Lots_2=0.1; Monday_Trade=false; Friday_Trade=true; |
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|
Bars
in test |
93110 |
Ticks
modelled |
20697628 |
Modelling
quality |
90.00% |
Mismatched
charts errors |
0 |
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Initial
deposit |
10000.00 |
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|
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) |
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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 |