Strategy Tester
Report
SPACELOCK
FXDD-MT4 Live
Server 3 (Build 432)
|
通貨ペア |
EURGBP
(Euro vs. Great Britain Pound) |
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|
期間 |
1分足(M1) 2006.10.02
01:01 - 2012.06.26 21:49 (2006.10.01 - 2012.06.27) |
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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 |
MagicNumber=0; Lots=0.01; |
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|
Bars
in test |
1603206 |
Ticks
modelled |
35220962 |
Modelling quality |
25.00% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
12830.29 |
Gross
profit |
22647.08 |
Gross
loss |
-9816.80 |
|
Profit
factor |
2.31 |
Expected
payoff |
11.21 |
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|
Absolute
drawdown |
1052.77 |
Maximal
drawdown |
3661.60 (25.41%) |
Relative
drawdown |
25.41% (3661.60) |
|
Total
trades |
1145 |
Short
positions (won %) |
572 (65.91%) |
Long
positions (won %) |
573 (68.24%) |
|
Profit
trades (% of total) |
768 (67.07%) |
Loss
trades (% of total) |
377 (32.93%) |
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|
Largest |
profit
trade |
1374.17 |
loss
trade |
-276.64 |
|
|
Average |
profit
trade |
29.49 |
loss
trade |
-26.04 |
|
|
Maximum |
consecutive
wins (profit in money) |
13 (556.29) |
consecutive
losses (loss in money) |
7 (-1221.95) |
|
|
Maximal |
consecutive
profit (count of wins) |
1853.30 (3) |
consecutive
loss (count of losses) |
-1221.95 (7) |
|
|
Average |
consecutive
wins |
3 |
consecutive
losses |
2 |
|