Strategy Tester
Report
SEM5XIS.jr_AUDJPY
FXDD-MT4 Demo
Server 2 (Build 224)
|
通貨ペア |
AUDJPY
(Australian Dollar vs. Japanese Yen) |
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|
期間 |
15分足(M15) 2007.01.02
02:00 - 2009.03.24 23:45 (2007.01.01 - 2009.03.25) |
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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 |
47358 |
Ticks
modelled |
6242711 |
Modelling
quality |
90.00% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
9818.25 |
Gross
profit |
19621.95 |
Gross
loss |
-9803.70 |
|
Profit
factor |
2.00 |
Expected
payoff |
2.65 |
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|
Absolute
drawdown |
1997.87 |
Maximal
drawdown |
2438.39 (23.36%) |
Relative
drawdown |
23.36% (2438.39) |
|
Total
trades |
3709 |
Short
positions (won %) |
2422 (75.89%) |
Long
positions (won %) |
1287 (57.73%) |
|
Profit
trades (% of total) |
2581 (69.59%) |
Loss
trades (% of total) |
1128 (30.41%) |
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|
Largest |
profit
trade |
1538.95 |
loss
trade |
-82.20 |
|
|
Average |
profit
trade |
7.60 |
loss
trade |
-8.69 |
|
|
Maximum |
consecutive
wins (profit in money) |
26 (40.10) |
consecutive
losses (loss in money) |
9 (-522.49) |
|
|
Maximal |
consecutive
profit (count of wins) |
4695.65 (16) |
consecutive
loss (count of losses) |
-522.49 (9) |
|
|
Average |
consecutive
wins |
4 |
consecutive
losses |
2 |
|
