Strategy Tester Report

DEELOYD

FXDD-MT4 Demo Server (Build 438)

 

通貨ペア

USDJPY (United States Dollar vs. Japanese Yen)

期間

1分足(M1) 2006.10.02 01:02 - 2012.10.08 23:59 (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

MagicNumber=0; Lots=0.01;

Bars in test

1857727

Ticks modelled

32762911

Modelling quality

25.00%

Mismatched charts errors

0

Initial deposit

10000.00

Total net profit

16685.39

Gross profit

28016.39

Gross loss

-11331.00

Profit factor

2.47

Expected payoff

7.14

Absolute drawdown

437.07

Maximal drawdown

1600.90 (6.33%)

Relative drawdown

13.27% (1592.76)

Total trades

2338

Short positions (won %)

1136 (70.60%)

Long positions (won %)

1202 (67.55%)

Profit trades (% of total)

1614 (69.03%)

Loss trades (% of total)

724 (30.97%)

Largest

profit trade

716.99

loss trade

-117.31

Average

profit trade

17.36

loss trade

-15.65

Maximum

consecutive wins (profit in money)

15 (56.13)

consecutive losses (loss in money)

7 (-500.23)

Maximal

consecutive profit (count of wins)

931.23 (3)

consecutive loss (count of losses)

-500.38 (6)

Average

consecutive wins

3

consecutive losses

2