Strategy Tester Report
WIN5DAYIS.jr 8PAIR
FXDDMalta-MT4 Live
Server 3 (Build 226)
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通貨ペア |
CADJPY
(Canadian Dollar vs. Japanese Yen) |
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期間 |
15分足(M15) 2007.08.02 02:00 -
2010.10.11 23:45 (2006.10.01 - 2010.10.12) |
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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 |
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=false; Use_MM5=0; Lots5=0.1;
SixthPAIR="USDCAD"; Trade_PAIR6=false; Use_MM6=0; Lots6=0.1;
SeventhPAIR="CADJPY"; Trade_PAIR7=true; Use_MM7=0; Lots7=0.1;
EighthPAIR="USDCHF"; Trade_PAIR8=false; Use_MM8=0; Lots8=0.1; |
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Bars
in test |
64422 |
Ticks
modelled |
22094842 |
Modelling
quality |
89.86% |
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Mismatched
charts errors |
0 |
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Initial
deposit |
10000.00 |
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Total
net profit |
541.52 |
Gross
profit |
1802.32 |
Gross
loss |
-1260.80 |
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Profit
factor |
1.43 |
Expected
payoff |
2.29 |
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Absolute
drawdown |
249.34 |
Maximal
drawdown |
265.24 (2.65%) |
Relative
drawdown |
2.65% (265.24) |
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Total
trades |
236 |
Short
positions (won %) |
121 (75.21%) |
Long
positions (won %) |
115 (71.30%) |
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Profit
trades (% of total) |
173 (73.31%) |
Loss
trades (% of total) |
63 (26.69%) |
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Largest |
profit
trade |
30.07 |
loss
trade |
-75.79 |
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Average |
profit
trade |
10.42 |
loss
trade |
-20.01 |
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Maximum |
consecutive
wins (profit in money) |
20 (300.19) |
consecutive
losses (loss in money) |
3 (-154.06) |
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Maximal |
consecutive
profit (count of wins) |
300.19 (20) |
consecutive
loss (count of losses) |
-154.06 (3) |
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Average |
consecutive
wins |
4 |
consecutive
losses |
1 |
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