Strategy Tester Report

20XXIS.jr ALLPAIR

FXDDMalta-MT4 Live Server 3 (Build 226)

 

通貨ペア

USDCAD (United States Dollar vs. Canadian 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=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