Strategy Tester Report

UPCORE

FXDD-MT4 Demo Server (Build 438)

 

通貨ペア

EURGBP (Euro vs. Great Britain Pound)

期間

15分足(M15) 2006.10.02 01:00 - 2012.10.08 23:45 (2006.10.01 - 2012.10.09)

モデル

Every tick (the most precise method based on all available least timeframes)

パラメーター

Lots=0.01; MagicNumber=0;

Bars in test

123582

Ticks modelled

34296368

Modelling quality

90.00%

Mismatched charts errors

0

Initial deposit

10000.00

Total net profit

10820.51

Gross profit

22908.16

Gross loss

-12087.64

Profit factor

1.90

Expected payoff

6.65

Absolute drawdown

3250.55

Maximal drawdown

4525.58 (34.96%)

Relative drawdown

34.96% (4525.58)

Total trades

1626

Short positions (won %)

817 (71.24%)

Long positions (won %)

809 (72.81%)

Profit trades (% of total)

1171 (72.02%)

Loss trades (% of total)

455 (27.98%)

Largest

profit trade

2052.52

loss trade

-435.22

Average

profit trade

19.56

loss trade

-26.57

Maximum

consecutive wins (profit in money)

20 (60.40)

consecutive losses (loss in money)

6 (-1551.74)

Maximal

consecutive profit (count of wins)

2232.95 (12)

consecutive loss (count of losses)

-1551.74 (6)

Average

consecutive wins

4

consecutive losses

2