Strategy Tester
Report
NOGEIS.jr USDJPY
FXDD-MT4 Live
Server (Build 225)
|
通貨ペア |
USDJPY
(United States Dollar vs. Japanese Yen) |
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|
期間 |
5分足(M5) 2007.03.20
00:00 - 2009.03.24 23:55 (2007.03.20 - 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 |
MM=false;
Lots=0.1; Risk=0; |
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|
Bars
in test |
148880 |
Ticks
modelled |
6265389 |
Modelling
quality |
90.00% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
8866.29 |
Gross
profit |
14308.44 |
Gross
loss |
-5442.15 |
|
Profit
factor |
2.63 |
Expected
payoff |
6.78 |
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|
Absolute
drawdown |
13.73 |
Maximal
drawdown |
821.50 (5.18%) |
Relative
drawdown |
5.18% (821.50) |
|
Total
trades |
1307 |
Short
positions (won %) |
754 (86.34%) |
Long
positions (won %) |
553 (91.68%) |
|
Profit
trades (% of total) |
1158 (88.60%) |
Loss
trades (% of total) |
149 (11.40%) |
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|
Largest |
profit
trade |
14.88 |
loss
trade |
-165.33 |
|
|
Average |
profit
trade |
12.36 |
loss
trade |
-36.52 |
|
|
Maximum |
consecutive
wins (profit in money) |
54 (688.25) |
consecutive
losses (loss in money) |
5 (-283.97) |
|
|
Maximal |
consecutive
profit (count of wins) |
688.25 (54) |
consecutive
loss (count of losses) |
-358.33 (3) |
|
|
Average |
consecutive
wins |
11 |
consecutive
losses |
1 |
|
