Strategy Tester Report
20XXIS.jr ALLPAIR
FXDDMalta-MT4 Live
Server 3 (Build 226)
通貨ペア |
USDCAD
( |
||||
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=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=true; Use_MM10=0; Lots10=0.1; |
||||
|
|
|
|
|
|
Bars
in test |
272727 |
Ticks
modelled |
14053550 |
Modelling
quality |
90.00% |
Mismatched
charts errors |
0 |
|
|
|
|
|
|||||
Initial
deposit |
10000.00 |
|
|
|
|
Total
net profit |
1171.06 |
Gross
profit |
1896.25 |
Gross
loss |
-725.19 |
Profit
factor |
2.61 |
Expected
payoff |
2.87 |
|
|
Absolute
drawdown |
11.54 |
Maximal
drawdown |
131.56 (1.23%) |
Relative
drawdown |
1.23% (131.56) |
|
|||||
Total
trades |
408 |
Short
positions (won %) |
167 (82.04%) |
Long
positions (won %) |
241 (85.48%) |
|
Profit
trades (% of total) |
343 (84.07%) |
Loss
trades (% of total) |
65 (15.93%) |
|
Largest |
profit
trade |
13.47 |
loss
trade |
-40.76 |
|
Average |
profit
trade |
5.53 |
loss
trade |
-11.16 |
|
Maximum |
consecutive
wins (profit in money) |
35 (161.69) |
consecutive
losses (loss in money) |
3 (-15.33) |
|
Maximal |
consecutive
profit (count of wins) |
161.69 (35) |
consecutive
loss (count of losses) |
-53.38 (2) |
|
Average |
consecutive
wins |
6 |
consecutive
losses |
1 |