Strategy Tester Report

WIN5DAYIS.jr 8PAIR

FXDDMalta-MT4 Live Server 3 (Build 226)

 

通貨ペア

USDJPY (United States Dollar vs. Japanese Yen)

期間

15分足(M15) 2006.10.02 01:00 - 2010.10.11 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=false; Use_MM3=0; Lots3=0.1; FourthPAIR="CHFJPY"; TradePAIR4=false; Use_MM4=0; Lots4=0.1; FifthPAIR="USDJPY"; TradePAIR5=true; 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

94161

Ticks modelled

19449511

Modelling quality

90.00%

Mismatched charts errors

74

 

 

 

 

 

Initial deposit

10000.00

 

 

 

 

Total net profit

908.83

Gross profit

2074.28

Gross loss

-1165.45

Profit factor

1.78

Expected payoff

2.21

 

 

Absolute drawdown

94.99

Maximal drawdown

180.76 (1.79%)

Relative drawdown

1.79% (180.76)

 

Total trades

411

Short positions (won %)

255 (79.61%)

Long positions (won %)

156 (64.74%)

 

Profit trades (% of total)

304 (73.97%)

Loss trades (% of total)

107 (26.03%)

Largest

profit trade

24.85

loss trade

-59.09

Average

profit trade

6.82

loss trade

-10.89

Maximum

consecutive wins (profit in money)

27 (165.44)

consecutive losses (loss in money)

4 (-104.65)

Maximal

consecutive profit (count of wins)

165.44 (27)

consecutive loss (count of losses)

-104.65 (4)

Average

consecutive wins

4

consecutive losses

1