Strategy Tester
Report
MOUNTAIN
FXDD-MT4 Demo
Server (Build 438)
|
通貨ペア |
AUDCAD
(Australian Dollar vs. Canadian Dollar) |
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|
期間 |
15分足(M15) 2006.10.02
01:00 - 2012.10.08 23:45 (2006.10.01 - 2012.10.09) |
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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;
Risk=1; Magic=0; |
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|
Bars
in test |
126750 |
Ticks
modelled |
54842164 |
Modelling quality |
90.00% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
2742.89 |
Gross
profit |
3864.78 |
Gross
loss |
-1121.89 |
|
Profit
factor |
3.44 |
Expected
payoff |
3.29 |
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|
Absolute
drawdown |
847.78 |
Maximal
drawdown |
2344.54 (20.39%) |
Relative
drawdown |
20.39% (2344.54) |
|
Total
trades |
833 |
Short
positions (won %) |
833 (74.43%) |
Long
positions (won %) |
0 (0.00%) |
|
Profit
trades (% of total) |
620 (74.43%) |
Loss
trades (% of total) |
213 (25.57%) |
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|
Largest |
profit
trade |
276.77 |
loss
trade |
-74.03 |
|
|
Average |
profit
trade |
6.23 |
loss
trade |
-5.27 |
|
|
Maximum |
consecutive
wins (profit in money) |
25 (48.22) |
consecutive
losses (loss in money) |
10 (-460.31) |
|
|
Maximal |
consecutive
profit (count of wins) |
633.81 (9) |
consecutive
loss (count of losses) |
-460.31 (10) |
|
|
Average |
consecutive
wins |
5 |
consecutive
losses |
2 |
|