Strategy Tester
Report
ASCALIS.jr
EURGBP
AlpariUK-Demo
(Build 225)
|
通貨ペア |
EURGBP
(Euro vs Great Britain Pound ) |
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|
期間 |
5分足(M5) 2007.01.02
00:00 - 2009.03.11 23:55 (2007.01.01 - 2009.03.12) |
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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 |
StartTime=21;
EndTime=5; MM=true; Risk=10; Lots=0.1; MaxSpread=5; Magic=0; |
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|
Bars
in test |
156323 |
Ticks
modelled |
4399075 |
Modelling
quality |
90.00% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
105136.17 |
Gross
profit |
216450.42 |
Gross
loss |
-111314.25 |
|
Profit
factor |
1.94 |
Expected
payoff |
30.94 |
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|
Absolute
drawdown |
207.69 |
Maximal
drawdown |
8809.28 (10.82%) |
Relative
drawdown |
12.61% (2471.33) |
|
Total
trades |
3398 |
Short
positions (won %) |
2069 (80.81%) |
Long
positions (won %) |
1329 (85.63%) |
|
Profit
trades (% of total) |
2810 (82.70%) |
Loss
trades (% of total) |
588 (17.30%) |
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|
Largest |
profit
trade |
352.89 |
loss
trade |
-1174.03 |
|
|
Average |
profit
trade |
77.03 |
loss
trade |
-189.31 |
|
|
Maximum |
consecutive
wins (profit in money) |
99 (6274.07) |
consecutive
losses (loss in money) |
9 (-1949.56) |
|
|
Maximal |
consecutive
profit (count of wins) |
6754.13 (53) |
consecutive
loss (count of losses) |
-4756.24 (6) |
|
|
Average |
consecutive
wins |
9 |
consecutive
losses |
2 |
|
