Strategy Tester
Report
MONOLOGUE 7 PAIR
Pepperstone-Demo
(Build 500)
|
通貨ペア |
GBPCHF
(Great Britain Pound vs Swiss Franc) |
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|
期間 |
15分足(M15) 2010.01.04
00:00 - 2013.06.03 23:45 (2010.01.01 - 2013.06.04) |
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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 |
Lots=0.1;
MM=false; Risk=0; GMToffset=3; Magic=0; |
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|
Bars
in test |
82480 |
Ticks
modelled |
51056318 |
Modelling quality |
90.00% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
11095.61 |
Gross
profit |
13329.47 |
Gross
loss |
-2233.86 |
|
Profit
factor |
5.97 |
Expected
payoff |
6.45 |
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|
Absolute
drawdown |
12.06 |
Maximal
drawdown |
183.67 (1.01%) |
Relative
drawdown |
1.46% (156.54) |
|
Total
trades |
1720 |
Short
positions (won %) |
591 (79.53%) |
Long
positions (won %) |
1129 (88.93%) |
|
Profit
trades (% of total) |
1474 (85.70%) |
Loss
trades (% of total) |
246 (14.30%) |
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|
Largest |
profit
trade |
35.31 |
loss
trade |
-55.27 |
|
|
Average |
profit
trade |
9.04 |
loss
trade |
-9.08 |
|
|
Maximum |
consecutive
wins (profit in money) |
102 (1119.48) |
consecutive
losses (loss in money) |
5 (-50.97) |
|
|
Maximal |
consecutive
profit (count of wins) |
1119.48 (102) |
consecutive
loss (count of losses) |
-100.31 (3) |
|
|
Average |
consecutive
wins |
8 |
consecutive
losses |
1 |
|