Strategy Tester
Report
MOUNTAIN
FXDD-MT4 Demo
Server (Build 438)
|
通貨ペア |
AUDNZD
(Australian Dollar vs. New Zealand 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 |
132592 |
Ticks
modelled |
57924117 |
Modelling quality |
90.00% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
2701.96 |
Gross
profit |
3495.39 |
Gross
loss |
-793.42 |
|
Profit
factor |
4.41 |
Expected
payoff |
3.19 |
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|
Absolute
drawdown |
699.54 |
Maximal
drawdown |
2038.40 (17.98%) |
Relative
drawdown |
17.98% (2038.40) |
|
Total
trades |
847 |
Short
positions (won %) |
847 (76.86%) |
Long
positions (won %) |
0 (0.00%) |
|
Profit
trades (% of total) |
651 (76.86%) |
Loss
trades (% of total) |
196 (23.14%) |
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|
Largest |
profit
trade |
292.32 |
loss
trade |
-53.17 |
|
|
Average |
profit
trade |
5.37 |
loss
trade |
-4.05 |
|
|
Maximum |
consecutive
wins (profit in money) |
40 (47.38) |
consecutive
losses (loss in money) |
9 (-294.60) |
|
|
Maximal |
consecutive
profit (count of wins) |
857.15 (11) |
consecutive
loss (count of losses) |
-294.60 (9) |
|
|
Average |
consecutive
wins |
5 |
consecutive
losses |
2 |
|