Strategy Tester
Report
PROLOGUE ALL
PAIR
Pepperstone-Demo
(Build 500)
|
通貨ペア |
EURCAD
(Euro vs Canadian Dollar) |
||||
|
期間 |
15分足(M15) 2010.01.04
00:00 - 2013.06.03 22:30 (2010.01.01 - 2013.06.04) |
||||
|
モデル |
Every
tick (the most precise method based on all available least timeframes) |
||||
|
パラメーター |
MAGIC=0;
lot=0.1; Risk=0; GMT_Offset=3; |
||||
|
Bars
in test |
82482 |
Ticks
modelled |
55719269 |
Modelling quality |
90.00% |
|
Mismatched
charts errors |
0 |
||||
|
Initial
deposit |
10000.00 |
||||
|
Total
net profit |
9481.43 |
Gross
profit |
11831.22 |
Gross
loss |
-2349.79 |
|
Profit
factor |
5.04 |
Expected
payoff |
6.21 |
||
|
Absolute
drawdown |
17.29 |
Maximal
drawdown |
101.52 (0.61%) |
Relative
drawdown |
0.71% (83.11) |
|
Total
trades |
1528 |
Short
positions (won %) |
722 (86.01%) |
Long
positions (won %) |
806 (82.75%) |
|
Profit
trades (% of total) |
1288 (84.29%) |
Loss
trades (% of total) |
240 (15.71%) |
||
|
Largest |
profit
trade |
57.64 |
loss
trade |
-59.54 |
|
|
Average |
profit
trade |
9.19 |
loss
trade |
-9.79 |
|
|
Maximum |
consecutive
wins (profit in money) |
50 (581.67) |
consecutive
losses (loss in money) |
4 (-42.88) |
|
|
Maximal |
consecutive
profit (count of wins) |
581.67 (50) |
consecutive
loss (count of losses) |
-71.34 (2) |
|
|
Average |
consecutive
wins |
6 |
consecutive
losses |
1 |
|