Strategy Tester
Report
SEM2IS.jr USDJPY
FXDD-MT4 Demo
Server 2 (Build 224)
|
通貨ペア |
USDJPY
(United States Dollar vs. Japanese Yen) |
||||
|
期間 |
1時間足(H1) 2007.01.02
02:00 - 2009.01.27 23:00 (2007.01.01 - 2009.01.28) |
||||
|
モデル |
Every
tick (the most precise method based on all available least timeframes) |
||||
|
パラメーター |
LotsBuy=0.01;
LotsSell=0.01; RiskMM=false; Risk=0; TimeFilter=false; StartHour=0;
EndHour=0; CloseFriday=false; CloseFridayHour=0; |
||||
|
Bars
in test |
13725 |
Ticks
modelled |
5607980 |
Modelling
quality |
90.00% |
|
Mismatched
charts errors |
0 |
||||
|
Initial
deposit |
10000.00 |
||||
|
Total
net profit |
22387.83 |
Gross
profit |
41592.42 |
Gross
loss |
-19204.59 |
|
Profit
factor |
2.17 |
Expected
payoff |
7.17 |
||
|
Absolute
drawdown |
836.74 |
Maximal
drawdown |
7896.57 (24.37%) |
Relative
drawdown |
30.84% (5613.74) |
|
Total
trades |
3124 |
Short
positions (won %) |
2224 (81.21%) |
Long
positions (won %) |
900 (68.56%) |
|
Profit
trades (% of total) |
2423 (77.56%) |
Loss
trades (% of total) |
701 (22.44%) |
||
|
Largest |
profit
trade |
1049.77 |
loss
trade |
-413.36 |
|
|
Average |
profit
trade |
17.17 |
loss
trade |
-27.40 |
|
|
Maximum |
consecutive
wins (profit in money) |
39 (426.88) |
consecutive
losses (loss in money) |
9 (-444.61) |
|
|
Maximal |
consecutive
profit (count of wins) |
2078.55 (6) |
consecutive
loss (count of losses) |
-2183.85 (8) |
|
|
Average |
consecutive
wins |
6 |
consecutive
losses |
2 |
|
