Strategy Tester Report
20XXIS.jr ALLPAIR
FXDDMalta-MT4 Live
Server 3 (Build 226)
通貨ペア |
AUDUSD
(Australian Dollar vs. |
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期間 |
5分足(M5) 2006.10.02 01:00 - 2010.10.12
23:55 (2006.10.01 - 2010.10.13) |
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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="USDJPY"; Trade_PAIR1=false; Use_MM1=0; Lots1=0.1;
SecondPAIR="EURUSD"; Trade_PAIR2=false; 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=true; 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; |
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Bars
in test |
278044 |
Ticks
modelled |
17224173 |
Modelling
quality |
90.00% |
Mismatched
charts errors |
1 |
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Initial
deposit |
10000.00 |
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Total
net profit |
502.80 |
Gross
profit |
1153.00 |
Gross
loss |
-650.20 |
Profit
factor |
1.77 |
Expected
payoff |
1.78 |
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|
Absolute
drawdown |
71.00 |
Maximal
drawdown |
170.00 (1.68%) |
Relative
drawdown |
1.68% (170.00) |
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Total
trades |
282 |
Short
positions (won %) |
153 (80.39%) |
Long
positions (won %) |
129 (87.60%) |
|
Profit
trades (% of total) |
236 (83.69%) |
Loss
trades (% of total) |
46 (16.31%) |
|
Largest |
profit
trade |
15.00 |
loss
trade |
-60.00 |
|
Average |
profit
trade |
4.89 |
loss
trade |
-14.13 |
|
Maximum |
consecutive
wins (profit in money) |
30 (142.80) |
consecutive
losses (loss in money) |
4 (-61.00) |
|
Maximal |
consecutive
profit (count of wins) |
142.80 (30) |
consecutive
loss (count of losses) |
-62.00 (2) |
|
Average |
consecutive
wins |
6 |
consecutive
losses |
1 |