Strategy Tester Report

20XXIS.jr ALLPAIR

FXDDMalta-MT4 Live Server 3 (Build 226)

 

通貨ペア

EURUSD (Euro vs. United States Dollar)

期間

5分足(M5) 2006.10.02 01:00 - 2010.10.12 22:30 (2006.10.01 - 2010.10.13)

モデル

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

パラメーター

GMT=3; FirstPAIR="USDJPY"; Trade_PAIR1=false; Use_MM1=0; Lots1=0.1; SecondPAIR="EURUSD"; Trade_PAIR2=true; Use_MM2=0; Lots2=0.1; ThirdPAIR="USDCHF"; Trade_PAIR3=false; Use_MM3=0; Lots3=0.1; FourthPAIR="CHFJPY"; Trade_PAIR4=false; Use_MM4=0; Lots4=0.1; FifthPAIR="CADJPY"; Trade_PAIR5=false; Use_MM5=0; Lots5=0.1; SixthPAIR="AUDUSD"; Trade_PAIR6=false; Use_MM6=0; Lots6=0.1; SevenPAIR="EURAUD"; Trade_PAIR7=false; Use_MM7=0; Lots7=0.1; EighthPAIR="GBPCHF"; Trade_PAIR8=false; Use_MM8=0; Lots8=0.1; NinthPAIR="EURCAD"; Trade_PAIR9=false; Use_MM9=0; Lots9=0.1; TenthPAIR="USDCAD"; Trade_PAIR10=false; Use_MM10=0; Lots10=0.1;

 

 

 

 

 

Bars in test

279330

Ticks modelled

22382018

Modelling quality

90.00%

Mismatched charts errors

1

 

 

 

 

 

Initial deposit

10000.00

 

 

 

 

Total net profit

1507.40

Gross profit

2236.40

Gross loss

-729.00

Profit factor

3.07

Expected payoff

3.40

 

 

Absolute drawdown

4.00

Maximal drawdown

130.00 (1.22%)

Relative drawdown

1.22% (130.00)

 

Total trades

444

Short positions (won %)

266 (92.86%)

Long positions (won %)

178 (91.01%)

 

Profit trades (% of total)

409 (92.12%)

Loss trades (% of total)

35 (7.88%)

Largest

profit trade

15.00

loss trade

-35.00

Average

profit trade

5.47

loss trade

-20.83

Maximum

consecutive wins (profit in money)

112 (574.20)

consecutive losses (loss in money)

2 (-70.00)

Maximal

consecutive profit (count of wins)

574.20 (112)

consecutive loss (count of losses)

-70.00 (2)

Average

consecutive wins

13

consecutive losses

1