Strategy Tester
Report
USDJPY_EURUSD
PRO by HUAU&Choujya
FXDDMalta-MT4
Live Server 3 (Build 225)
|
通貨ペア |
EURUSD
(Euro vs. United States Dollar) |
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|
期間 |
5分足(M5) 2006.10.02
00:00 - 2010.12.17 23:45 (2006.10.01 - 2010.12.19) |
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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 |
STime="22:00";
ETime="5:00"; MM=false; Lots=0.1;
Magic=0; Digits_5=false; |
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|
Bars
in test |
289457 |
Ticks
modelled |
24656666 |
Modelling quality |
90.00% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
4417.76 |
Gross
profit |
6764.53 |
Gross
loss |
-2346.77 |
|
Profit
factor |
2.88 |
Expected
payoff |
5.96 |
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|
Absolute
drawdown |
16.00 |
Maximal
drawdown |
1147.00 (9.28%) |
Relative
drawdown |
9.28% (1147.00) |
|
Total
trades |
741 |
Short
positions (won %) |
368 (68.48%) |
Long
positions (won %) |
373 (71.05%) |
|
Profit
trades (% of total) |
517 (69.77%) |
Loss
trades (% of total) |
224 (30.23%) |
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|
Largest |
profit
trade |
132.00 |
loss
trade |
-139.19 |
|
|
Average |
profit
trade |
13.08 |
loss
trade |
-10.48 |
|
|
Maximum |
consecutive
wins (profit in money) |
14 (89.81) |
consecutive
losses (loss in money) |
3 (-45.38) |
|
|
Maximal |
consecutive
profit (count of wins) |
178.81 (4) |
consecutive
loss (count of losses) |
-139.19 (1) |
|
|
Average |
consecutive
wins |
3 |
consecutive
losses |
1 |
|