Strategy Tester
Report
QQQ
FXDD-MT4 Live
Server 3 (Build 419)
|
通貨ペア |
USDJPY
(United States Dollar vs. Japanese Yen) |
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|
期間 |
15分足(M15) 2006.10.02
01:00 - 2012.05.23 23:45 (2006.10.01 - 2012.05.24) |
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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=0.1;
MM=false; MagicNumber=0; Digits_5=true; |
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|
Bars
in test |
131127 |
Ticks
modelled |
32691291 |
Modelling quality |
90.00% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
12861.83 |
Gross
profit |
23396.83 |
Gross
loss |
-10534.99 |
|
Profit
factor |
2.22 |
Expected
payoff |
9.15 |
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|
Absolute
drawdown |
1393.32 |
Maximal
drawdown |
4661.30 (22.97%) |
Relative
drawdown |
22.97% (4661.30) |
|
Total
trades |
1406 |
Short
positions (won %) |
805 (61.86%) |
Long
positions (won %) |
601 (62.23%) |
|
Profit
trades (% of total) |
872 (62.02%) |
Loss
trades (% of total) |
534 (37.98%) |
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|
Largest |
profit
trade |
281.40 |
loss
trade |
-120.82 |
|
|
Average |
profit
trade |
26.83 |
loss
trade |
-19.73 |
|
|
Maximum |
consecutive
wins (profit in money) |
13 (145.59) |
consecutive
losses (loss in money) |
3 (-271.35) |
|
|
Maximal |
consecutive
profit (count of wins) |
375.14 (6) |
consecutive
loss (count of losses) |
-271.35 (3) |
|
|
Average |
consecutive
wins |
2 |
consecutive
losses |
2 |
|