Strategy Tester Report

SEM6XIS.jr_GBPUSD

FXDD-MT4 Live Server (Build 225)

 

通貨ペア

GBPUSD (Great Britain Pound vs. United States Dollar)

期間

1時間足(H1) 2007.01.02 02:00 - 2009.05.13 23:00 (2007.01.01 - 2009.05.14)

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

15532

Ticks modelled

8326295

Modelling quality

90.00%

Mismatched charts errors

0

Initial deposit

10000.00

Total net profit

9142.11

Gross profit

25050.65

Gross loss

-15908.55

Profit factor

1.57

Expected payoff

1.80

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%)

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

Graph