Strategy Tester Report
WIN5DAYIS.jr 8PAIR
FXDDMalta-MT4 Live
Server 3 (Build 226)
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通貨ペア |
USDCHF
(United States Dollar vs. Swiss Franc) |
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期間 |
15分足(M15) 2006.10.02 01:00 -
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=false; Use_MM7=0; Lots7=0.1; EighthPAIR="USDCHF";
Trade_PAIR8=true; Use_MM8=0; Lots8=0.1; |
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Bars
in test |
94120 |
Ticks
modelled |
19144902 |
Modelling
quality |
90.00% |
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Mismatched
charts errors |
45 |
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Initial
deposit |
10000.00 |
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Total
net profit |
879.26 |
Gross
profit |
1390.91 |
Gross
loss |
-511.65 |
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Profit
factor |
2.72 |
Expected
payoff |
2.11 |
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Absolute
drawdown |
4.02 |
Maximal
drawdown |
129.51 (1.25%) |
Relative
drawdown |
1.25% (129.51) |
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Total
trades |
417 |
Short
positions (won %) |
133 (78.95%) |
Long
positions (won %) |
284 (79.58%) |
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Profit
trades (% of total) |
331 (79.38%) |
Loss
trades (% of total) |
86 (20.62%) |
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Largest |
profit
trade |
22.85 |
loss
trade |
-48.90 |
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Average |
profit
trade |
4.20 |
loss
trade |
-5.95 |
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Maximum |
consecutive
wins (profit in money) |
23 (169.41) |
consecutive
losses (loss in money) |
4 (-82.93) |
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Maximal |
consecutive
profit (count of wins) |
169.41 (23) |
consecutive
loss (count of losses) |
-82.93 (4) |
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Average |
consecutive
wins |
5 |
consecutive
losses |
1 |
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