Strategy Tester Report

WIN5DAYIS.jr 8PAIR

FXDDMalta-MT4 Live Server 3 (Build 226)

 

通貨ペア

EURUSD (Euro vs. United States Dollar)

期間

15分足(M15) 2006.10.02 01:00 - 2010.10.08 23:45 (2006.10.01 - 2010.10.12)

モデル

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

パラメーター

GMT=3; FirstPAIR="EURCHF"; Trade_PAIR1=false; Use_MM1=0; Lots1=0.1; SecondPAIR="EURCAD"; Trade_PAIR2=false; Use_MM2=0; Lots2=0.1; ThirdPAIR="EURUSD"; Trade_PAIR3=true; Use_MM3=0; Lots3=0.1; FourthPAIR="CHFJPY"; TradePAIR4=false; Use_MM4=0; Lots4=0.1; FifthPAIR="USDJPY"; TradePAIR5=false; Use_MM5=0; Lots5=0.1; SixthPAIR="USDCAD"; Trade_PAIR6=false; Use_MM6=0; Lots6=0.1; SeventhPAIR="CADJPY"; Trade_PAIR7=false; Use_MM7=0; Lots7=0.1; EighthPAIR="USDCHF"; Trade_PAIR8=false; Use_MM8=0; Lots8=0.1;

 

 

 

 

 

Bars in test

94079

Ticks modelled

22326210

Modelling quality

90.00%

Mismatched charts errors

0

 

 

 

 

 

Initial deposit

10000.00

 

 

 

 

Total net profit

1691.00

Gross profit

2953.50

Gross loss

-1262.50

Profit factor

2.34

Expected payoff

2.41

 

 

Absolute drawdown

4.00

Maximal drawdown

210.00 (1.96%)

Relative drawdown

1.96% (210.00)

 

Total trades

702

Short positions (won %)

388 (78.35%)

Long positions (won %)

314 (79.62%)

 

Profit trades (% of total)

554 (78.92%)

Loss trades (% of total)

148 (21.08%)

Largest

profit trade

20.00

loss trade

-57.00

Average

profit trade

5.33

loss trade

-8.53

Maximum

consecutive wins (profit in money)

23 (212.90)

consecutive losses (loss in money)

4 (-15.00)

Maximal

consecutive profit (count of wins)

212.90 (23)

consecutive loss (count of losses)

-99.00 (2)

Average

consecutive wins

5

consecutive losses

1