Strategy Tester Report

SEM3IS.jr AUDCAD

FXDD-MT4 Live Server 3 (Build 225)

 

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AUDCAD (Australian Dollar vs. Canadian Dollar)

1ԑ(H1) 2007.07.06 05:00 - 2009.02.28 00:00 (2007.01.01 - 2009.03.02)

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Every tick (the most precise method based on all available least timeframes)

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LotsBuy=0.01; LotsSell=0.01; RiskMM=false; Risk=0; TimeFilter=false; StartHour=0; EndHour=0; CloseFriday=false; CloseFridayHour=0;

 

 

 

 

 

Bars in test

8123

Ticks modelled

3869100

Modelling quality

88.89%

Mismatched charts errors

0

 

 

 

 

 

Initial deposit

10000.00

 

 

 

 

Total net profit

15905.00

Gross profit

27352.06

Gross loss

-11447.06

Profit factor

2.39

Expected payoff

12.18

 

 

Absolute drawdown

2444.13

Maximal drawdown

4491.72 (29.47%)

Relative drawdown

29.47% (4491.72)

 

Total trades

1306

Short positions (won %)

888 (78.04%)

Long positions (won %)

418 (58.61%)

 

Profit trades (% of total)

938 (71.82%)

Loss trades (% of total)

368 (28.18%)

Largest

profit trade

669.37

loss trade

-344.47

Average

profit trade

29.16

loss trade

-31.11

Maximum

consecutive wins (profit in money)

36 (602.88)

consecutive losses (loss in money)

8 (-414.26)

Maximal

consecutive profit (count of wins)

1549.76 (4)

consecutive loss (count of losses)

-1592.98 (7)

Average

consecutive wins

6

consecutive losses

2