Strategy Tester
Report
SEMIS.jr GBPJPY
FXDD-MT4 Live
Server (Build 225)
|
通貨ペア |
GBPJPY
(Great Britain Pound vs. Japanese Yen) |
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|
期間 |
1時間足(H1) 2007.01.02
02:00 - 2009.01.21 23:00 (2007.01.02 - 2009.01.22) |
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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 |
LotsBuy=0.01;
LotsSell=0.01; RiskMM=false; Risk=0; TimeFilter=false; StartHour=0;
EndHour=0; CloseFriday=false; CloseFridayHour=0; |
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|
Bars
in test |
13630 |
Ticks
modelled |
11995562 |
Modelling
quality |
90.00% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
43183.83 |
Gross
profit |
95085.56 |
Gross
loss |
-51901.73 |
|
Profit
factor |
1.83 |
Expected
payoff |
5.18 |
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|
Absolute
drawdown |
6039.18 |
Maximal
drawdown |
8259.55 (22.77%) |
Relative
drawdown |
66.28% (7784.02) |
|
Total
trades |
8340 |
Short
positions (won %) |
6023 (76.26%) |
Long
positions (won %) |
2317 (68.02%) |
|
Profit
trades (% of total) |
6169 (73.97%) |
Loss
trades (% of total) |
2171 (26.03%) |
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|
Largest |
profit
trade |
791.20 |
loss
trade |
-704.40 |
|
|
Average |
profit
trade |
15.41 |
loss
trade |
-23.91 |
|
|
Maximum |
consecutive
wins (profit in money) |
45 (324.11) |
consecutive
losses (loss in money) |
12 (-3053.81) |
|
|
Maximal |
consecutive
profit (count of wins) |
4190.47 (14) |
consecutive
loss (count of losses) |
-3053.81 (12) |
|
|
Average |
consecutive
wins |
6 |
consecutive
losses |
2 |
|
