Strategy Tester Report

20XXIS.jr ALLPAIR

FXDDMalta-MT4 Live Server 3 (Build 226)

 

通貨ペア

AUDUSD (Australian Dollar vs. United States Dollar)

期間

5分足(M5) 2006.10.02 01:00 - 2010.10.12 23:55 (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=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;

 

 

 

 

 

Bars in test

278044

Ticks modelled

17224173

Modelling quality

90.00%

Mismatched charts errors

1

 

 

 

 

 

Initial deposit

10000.00

 

 

 

 

Total net profit

502.80

Gross profit

1153.00

Gross loss

-650.20

Profit factor

1.77

Expected payoff

1.78

 

 

Absolute drawdown

71.00

Maximal drawdown

170.00 (1.68%)

Relative drawdown

1.68% (170.00)

 

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