Strategy Tester
Report
UPCORE
FXDD-MT4 Demo
Server (Build 438)
通貨ペア |
EURGBP
(Euro vs. Great Britain Pound) |
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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 |
Lots=0.01;
MagicNumber=0; |
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Bars
in test |
123582 |
Ticks
modelled |
34296368 |
Modelling quality |
90.00% |
Mismatched
charts errors |
0 |
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Initial
deposit |
10000.00 |
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Total
net profit |
10820.51 |
Gross
profit |
22908.16 |
Gross
loss |
-12087.64 |
Profit
factor |
1.90 |
Expected
payoff |
6.65 |
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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%) |
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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 |