Strategy Tester
Report
FRONTIER
FXDD-MT4 Demo
Server (Build 438)
|
通貨ペア |
USDJPY
(United States Dollar vs. Japanese Yen) |
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|
期間 |
1分足(M1) 2006.10.02
01:02 - 2012.10.08 23:59 (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 |
Lots=0.01;
MagicNumber=0; |
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|
Bars
in test |
1857727 |
Ticks
modelled |
32762911 |
Modelling quality |
25.00% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
58107.95 |
Gross
profit |
83769.37 |
Gross
loss |
-25661.42 |
|
Profit
factor |
3.26 |
Expected
payoff |
27.18 |
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|
Absolute
drawdown |
821.31 |
Maximal
drawdown |
6834.25 (19.06%) |
Relative
drawdown |
28.46% (3651.05) |
|
Total
trades |
2138 |
Short
positions (won %) |
997 (65.60%) |
Long
positions (won %) |
1141 (62.58%) |
|
Profit
trades (% of total) |
1368 (63.99%) |
Loss
trades (% of total) |
770 (36.01%) |
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|
Largest |
profit
trade |
3993.42 |
loss
trade |
-412.93 |
|
|
Average |
profit
trade |
61.23 |
loss
trade |
-33.33 |
|
|
Maximum |
consecutive
wins (profit in money) |
21 (113.20) |
consecutive
losses (loss in money) |
7 (-1508.16) |
|
|
Maximal |
consecutive
profit (count of wins) |
4653.50 (3) |
consecutive
loss (count of losses) |
-1508.16 (7) |
|
|
Average |
consecutive
wins |
3 |
consecutive
losses |
2 |
|