Strategy Tester Report
D.T.F4IS.jr EURUSD
FXDD-MT4 Live Server 3
(Build 225)
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通貨ペア |
EURUSD (Euro vs. |
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期間 |
5分足(M5) 2006.12.01 00:00 - 2009.11.11 23:55 (2006.12.01 - 2009.11.12) |
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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 |
MagicNo=0; Magic_No=1; NFA_Rules=false; MM=false; RiskPercent=0; LotSize=0.1; |
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Bars in test |
216583 |
Ticks modelled |
15638433 |
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 |
11169.19 |
Gross profit |
11670.71 |
Gross loss |
-501.53 |
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Profit factor |
23.27 |
Expected payoff |
13.38 |
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Absolute drawdown |
109.68 |
Maximal drawdown |
545.53 (2.59%) |
Relative drawdown |
3.22% (367.00) |
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Total trades |
835 |
Short positions (won %) |
368 (99.46%) |
Long positions (won %) |
467 (100.00%) |
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Profit trades (% of total) |
833 (99.76%) |
Loss trades (% of total) |
2 (0.24%) |
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Largest |
profit trade |
25.00 |
loss trade |
-251.19 |
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Average |
profit trade |
14.01 |
loss trade |
-250.76 |
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Maximum |
consecutive wins (profit in money) |
789 (11075.12) |
consecutive losses (loss in money) |
2 (-501.53) |
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Maximal |
consecutive profit (count of wins) |
11075.12 (789) |
consecutive loss (count of losses) |
-501.53 (2) |
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Average |
consecutive wins |
417 |
consecutive losses |
2 |
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