Strategy Tester Report
EVA1XIS.jr 4PAIR
FXDD-MT4 Live Server 3
(Build 225)
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通貨ペア |
USDCHF ( |
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期間 |
15分足(M15) 2008.04.01 00:00 - 2009.10.02 22:45 (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 |
38187 |
Ticks modelled |
10332042 |
Modelling quality |
90.00% |
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Mismatched charts errors |
71 |
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Initial deposit |
10000.00 |
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Total net profit |
3147.73 |
Gross profit |
5849.80 |
Gross loss |
-2702.07 |
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Profit factor |
2.16 |
Expected payoff |
4.03 |
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Absolute drawdown |
55.20 |
Maximal drawdown |
486.68 (4.55%) |
Relative drawdown |
4.55% (486.68) |
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Total trades |
781 |
Short positions (won %) |
447 (89.71%) |
Long positions (won %) |
334 (93.41%) |
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Profit trades (% of total) |
713 (91.29%) |
Loss trades (% of total) |
68 (8.71%) |
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Largest |
profit trade |
22.72 |
loss trade |
-72.31 |
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Average |
profit trade |
8.20 |
loss trade |
-39.74 |
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Maximum |
consecutive wins (profit in money) |
107 (1063.57) |
consecutive losses (loss in money) |
6 (-384.05) |
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Maximal |
consecutive profit (count of wins) |
1063.57 (107) |
consecutive loss (count of losses) |
-384.05 (6) |
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Average |
consecutive wins |
19 |
consecutive losses |
2 |
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