Strategy Tester
Report
ACT09IS.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) 2009.01.02
08:00 - 2009.05.29 23:55 (2009.01.01 - 2009.05.30) |
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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 |
31085 |
Ticks
modelled |
3152725 |
Modelling
quality |
90.00% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
11331.96 |
Gross
profit |
25865.19 |
Gross
loss |
-14533.23 |
|
Profit
factor |
1.78 |
Expected
payoff |
5.47 |
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|
Absolute
drawdown |
1068.26 |
Maximal
drawdown |
5075.15 (29.54%) |
Relative
drawdown |
29.54% (5075.15) |
|
Total
trades |
2070 |
Short
positions (won %) |
1122 (83.24%) |
Long
positions (won %) |
948 (92.41%) |
|
Profit
trades (% of total) |
1810 (87.44%) |
Loss
trades (% of total) |
260 (12.56%) |
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|
Largest |
profit
trade |
16.02 |
loss
trade |
-217.39 |
|
|
Average |
profit
trade |
14.29 |
loss
trade |
-55.90 |
|
|
Maximum |
consecutive
wins (profit in money) |
245 (3520.23) |
consecutive
losses (loss in money) |
35 (-2412.62) |
|
|
Maximal |
consecutive
profit (count of wins) |
3520.23 (245) |
consecutive
loss (count of losses) |
-2715.87 (25) |
|
|
Average |
consecutive
wins |
60 |
consecutive
losses |
8 |
|
