Strategy Tester
Report
NEVER
FXDD-MT4 Demo
Server 2 (Build 482)
|
通貨ペア |
NZDUSD
(New Zealand Dollar vs. United States Dollar) |
||||
|
期間 |
5分足(M5) 2005.04.11
10:35 - 2013.04.12 22:55 (2005.01.01 - 2013.04.14) |
||||
|
モデル |
Every
tick (the most precise method based on all available least timeframes) |
||||
|
パラメーター |
Lots=0.1;
MM=false; MagicNumber=0; Digits_5=true; |
||||
|
Bars
in test |
554139 |
Ticks
modelled |
54760619 |
Modelling
quality |
89.98% |
|
Mismatched
charts errors |
0 |
||||
|
Initial
deposit |
10000.00 |
||||
|
Total
net profit |
20793.55 |
Gross
profit |
41576.52 |
Gross
loss |
-20782.96 |
|
Profit
factor |
2.00 |
Expected
payoff |
7.30 |
||
|
Absolute
drawdown |
825.80 |
Maximal
drawdown |
5843.47 (25.96%) |
Relative
drawdown |
25.96% (5843.47) |
|
Total
trades |
2849 |
Short
positions (won %) |
1479 (58.15%) |
Long
positions (won %) |
1370 (56.72%) |
|
Profit
trades (% of total) |
1637 (57.46%) |
Loss
trades (% of total) |
1212 (42.54%) |
||
|
Largest |
profit
trade |
1826.53 |
loss
trade |
-112.00 |
|
|
Average |
profit
trade |
25.40 |
loss
trade |
-17.15 |
|
|
Maximum |
consecutive
wins (profit in money) |
19 (292.39) |
consecutive
losses (loss in money) |
4 (-210.40) |
|
|
Maximal |
consecutive
profit (count of wins) |
2739.79 (2) |
consecutive
loss (count of losses) |
-260.00 (3) |
|
|
Average |
consecutive
wins |
2 |
consecutive
losses |
2 |
|