Strategy Tester
Report
MAGIC
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 - 2011.02.18 23:55 (2006.10.01 - 2011.02.21) |
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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 |
Magic=0;
Lots=1.5; MM=false; Digits_5=true; |
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|
Bars
in test |
302354 |
Ticks
modelled |
29292194 |
Modelling quality |
90.00% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
20000.00 |
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|
Total
net profit |
152635.03 |
Gross
profit |
225611.10 |
Gross
loss |
-72976.08 |
|
Profit
factor |
3.09 |
Expected
payoff |
109.89 |
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|
Absolute
drawdown |
542.75 |
Maximal
drawdown |
59413.50 (35.32%) |
Relative
drawdown |
35.32% (59413.50) |
|
Total
trades |
1389 |
Short
positions (won %) |
705 (71.35%) |
Long
positions (won %) |
684 (73.98%) |
|
Profit
trades (% of total) |
1009 (72.64%) |
Loss
trades (% of total) |
380 (27.36%) |
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|
Largest |
profit
trade |
2998.50 |
loss
trade |
-2177.87 |
|
|
Average |
profit
trade |
223.60 |
loss
trade |
-192.04 |
|
|
Maximum |
consecutive
wins (profit in money) |
23 (2645.01) |
consecutive
losses (loss in money) |
3 (-2797.50) |
|
|
Maximal |
consecutive
profit (count of wins) |
4386.13 (15) |
consecutive
loss (count of losses) |
-2797.50 (3) |
|
|
Average |
consecutive
wins |
4 |
consecutive
losses |
1 |
|