Strategy Tester Report
SEM3IS.jr AUDCAD
FXDD-MT4 Live Server 3
(Build 225)
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通貨ペア |
AUDCAD (Australian Dollar vs. Canadian Dollar) |
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期間 |
1時間足(H1) 2007.07.06 05:00 - 2009.02.28 00:00 (2007.01.01 - 2009.03.02) |
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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 |
LotsBuy=0.01; LotsSell=0.01; RiskMM=false; Risk=0; TimeFilter=false; StartHour=0; EndHour=0; CloseFriday=false; CloseFridayHour=0; |
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Bars in test |
8123 |
Ticks modelled |
3869100 |
Modelling quality |
88.89% |
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Mismatched charts errors |
0 |
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Initial deposit |
10000.00 |
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Total net profit |
15905.00 |
Gross profit |
27352.06 |
Gross loss |
-11447.06 |
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Profit factor |
2.39 |
Expected payoff |
12.18 |
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Absolute drawdown |
2444.13 |
Maximal drawdown |
4491.72 (29.47%) |
Relative drawdown |
29.47% (4491.72) |
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Total trades |
1306 |
Short positions (won %) |
888 (78.04%) |
Long positions (won %) |
418 (58.61%) |
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Profit trades (% of total) |
938 (71.82%) |
Loss trades (% of total) |
368 (28.18%) |
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Largest |
profit trade |
669.37 |
loss trade |
-344.47 |
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Average |
profit trade |
29.16 |
loss trade |
-31.11 |
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Maximum |
consecutive wins (profit in money) |
36 (602.88) |
consecutive losses (loss in money) |
8 (-414.26) |
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Maximal |
consecutive profit (count of wins) |
1549.76 (4) |
consecutive loss (count of losses) |
-1592.98 (7) |
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Average |
consecutive wins |
6 |
consecutive losses |
2 |
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