Strategy Tester Report
EVA1XIS.jr 4PAIR
FXDD-MT4 Live Server 3
(Build 225)
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通貨ペア |
EURCHF (Euro vs. Swiss Franc) |
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期間 |
15分足(M15) 2008.04.01 00:00 - 2009.10.02 23:45 (2008.04.01 - 2009.10.05) |
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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 |
Magic=0; HourStartTrade=23;
MinuteStartTrade=30; HourStopTrade=1;
MinuteStopTrade=40; StopLoss=75;
TakeProfit=12; |
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Bars in test |
38188 |
Ticks modelled |
10441592 |
Modelling quality |
90.00% |
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Mismatched charts errors |
0 |
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Initial deposit |
10000.00 |
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Total net profit |
3519.75 |
Gross profit |
5034.28 |
Gross loss |
-1514.54 |
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Profit factor |
3.32 |
Expected payoff |
5.91 |
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Absolute drawdown |
15.47 |
Maximal drawdown |
537.45 (4.54%) |
Relative drawdown |
4.54% (537.45) |
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Total trades |
596 |
Short positions (won %) |
319 (94.98%) |
Long positions (won %) |
277 (88.81%) |
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Profit trades (% of total) |
549 (92.11%) |
Loss trades (% of total) |
47 (7.89%) |
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Largest |
profit trade |
33.87 |
loss trade |
-72.84 |
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Average |
profit trade |
9.17 |
loss trade |
-32.22 |
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Maximum |
consecutive wins (profit in money) |
63 (465.18) |
consecutive losses (loss in money) |
4 (-270.75) |
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Maximal |
consecutive profit (count of wins) |
465.18 (63) |
consecutive loss (count of losses) |
-270.75 (4) |
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Average |
consecutive wins |
16 |
consecutive losses |
1 |
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