Strategy Tester
Report
SEM6XIS.jr_GBPUSD
FXDD-MT4 Live
Server (Build 225)
|
通貨ペア |
GBPUSD
(Great Britain Pound vs. United States Dollar) |
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|
期間 |
1時間足(H1) 2007.01.02
02:00 - 2009.05.13 23:00 (2007.01.01 - 2009.05.14) |
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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 |
15532 |
Ticks
modelled |
8326295 |
Modelling
quality |
90.00% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
9142.11 |
Gross
profit |
25050.65 |
Gross
loss |
-15908.55 |
|
Profit
factor |
1.57 |
Expected
payoff |
1.80 |
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|
Absolute
drawdown |
3781.70 |
Maximal
drawdown |
6348.40 (45.46%) |
Relative
drawdown |
45.46% (6348.40) |
|
Total
trades |
5071 |
Short
positions (won %) |
3547 (79.50%) |
Long
positions (won %) |
1524 (69.42%) |
|
Profit
trades (% of total) |
3878 (76.47%) |
Loss
trades (% of total) |
1193 (23.53%) |
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|
Largest |
profit
trade |
408.25 |
loss
trade |
-213.02 |
|
|
Average |
profit
trade |
6.46 |
loss
trade |
-13.33 |
|
|
Maximum |
consecutive
wins (profit in money) |
29 (51.90) |
consecutive
losses (loss in money) |
11 (-1166.08) |
|
|
Maximal |
consecutive
profit (count of wins) |
1751.29 (12) |
consecutive
loss (count of losses) |
-1166.08 (11) |
|
|
Average |
consecutive
wins |
6 |
consecutive
losses |
2 |
|
