Strategy Tester Report
EVA1XIS.jr 4PAIR
FXDD-MT4 Live Server 3
(Build 225)
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通貨ペア |
CHFJPY (Swiss Franc vs. Japanese Yen) |
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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 |
29897 |
Ticks modelled |
11843305 |
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 |
2716.15 |
Gross profit |
4733.37 |
Gross loss |
-2017.23 |
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Profit factor |
2.35 |
Expected payoff |
4.98 |
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Absolute drawdown |
5.57 |
Maximal drawdown |
496.84 (4.32%) |
Relative drawdown |
4.32% (496.84) |
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Total trades |
545 |
Short positions (won %) |
310 (91.94%) |
Long positions (won %) |
235 (92.34%) |
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Profit trades (% of total) |
502 (92.11%) |
Loss trades (% of total) |
43 (7.89%) |
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Largest |
profit trade |
40.09 |
loss trade |
-83.68 |
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Average |
profit trade |
9.43 |
loss trade |
-46.91 |
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Maximum |
consecutive wins (profit in money) |
73 (587.56) |
consecutive losses (loss in money) |
4 (-319.66) |
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Maximal |
consecutive profit (count of wins) |
587.56 (73) |
consecutive loss (count of losses) |
-319.66 (4) |
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Average |
consecutive wins |
21 |
consecutive losses |
2 |
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