Strategy Tester
Report
SEM4IS.jr CHFJPY
FXDD-MT4 Live
Server (Build 225)
|
通貨ペア |
CHFJPY
(Swiss Franc vs. Japanese Yen) |
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|
期間 |
1時間足(H1) 2007.01.01
02:00 - 2009.03.16 23:00 (2007.01.01 - 2009.03.17) |
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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 |
12460 |
Ticks
modelled |
6694985 |
Modelling
quality |
90.00% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
36432.92 |
Gross
profit |
47434.48 |
Gross
loss |
-11001.56 |
|
Profit
factor |
4.31 |
Expected
payoff |
23.55 |
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|
Absolute
drawdown |
1585.55 |
Maximal
drawdown |
6696.90 (29.40%) |
Relative
drawdown |
43.78% (6551.70) |
|
Total
trades |
1547 |
Short
positions (won %) |
1021 (81.39%) |
Long
positions (won %) |
526 (60.65%) |
|
Profit
trades (% of total) |
1150 (74.34%) |
Loss
trades (% of total) |
397 (25.66%) |
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|
Largest |
profit
trade |
4856.56 |
loss
trade |
-319.61 |
|
|
Average |
profit
trade |
41.25 |
loss
trade |
-27.71 |
|
|
Maximum |
consecutive
wins (profit in money) |
44 (631.48) |
consecutive
losses (loss in money) |
10 (-1986.27) |
|
|
Maximal |
consecutive
profit (count of wins) |
18691.39 (38) |
consecutive
loss (count of losses) |
-1986.27 (10) |
|
|
Average |
consecutive
wins |
6 |
consecutive
losses |
2 |
|
