Strategy Tester
Report
PARADOX 5
Pepperstone-Demo
(Build 500)
|
通貨ペア |
EURUSD
(Euro vs US Dollar) |
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|
期間 |
5分足(M5) 2010.01.04
00:00 - 2013.06.14 23:50 (2010.01.01 - 2013.06.17) |
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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=1;
UseMM=false; PercentageMM=0; GMT=3; MagicNumber1=1; MagicNumber2=2; |
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|
Bars
in test |
250051 |
Ticks
modelled |
56495840 |
Modelling
quality |
90.00% |
|
Mismatched
charts errors |
0 |
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|
Initial
deposit |
10000.00 |
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|
Total
net profit |
10377.56 |
Gross
profit |
15976.66 |
Gross
loss |
-5599.10 |
|
Profit
factor |
2.85 |
Expected
payoff |
19.65 |
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|
Absolute
drawdown |
95.53 |
Maximal
drawdown |
731.36 (5.02%) |
Relative
drawdown |
5.43% (614.07) |
|
Total
trades |
528 |
Short
positions (won %) |
323 (90.71%) |
Long
positions (won %) |
205 (80.49%) |
|
Profit
trades (% of total) |
458 (86.74%) |
Loss
trades (% of total) |
70 (13.26%) |
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|
Largest |
profit
trade |
357.47 |
loss
trade |
-353.53 |
|
|
Average |
profit
trade |
34.88 |
loss
trade |
-79.99 |
|
|
Maximum |
consecutive
wins (profit in money) |
32 (1178.94) |
consecutive
losses (loss in money) |
2 (-6.06) |
|
|
Maximal |
consecutive
profit (count of wins) |
1258.57 (31) |
consecutive
loss (count of losses) |
-353.53 (1) |
|
|
Average |
consecutive
wins |
8 |
consecutive
losses |
1 |
|