Strategy Tester Report
OCUTOPUS
FXDDMalta-MT4 Live
Server 3 (Build 401)
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通貨ペア |
USDJPY
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期間 |
1分足(M1) 2008.01.02 11:01 - 2011.05.07
00:54 (2008.01.01 - 2011.05.09) |
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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 |
MagicNumber=0; Lots=0.01; Takeprofit=28;
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Bars
in test |
1102801 |
Ticks
modelled |
25258769 |
Modelling quality |
25.00% |
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Mismatched
charts errors |
0 |
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Initial
deposit |
10000.00 |
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Total
net profit |
13365.62 |
Gross
profit |
23080.65 |
Gross
loss |
-9715.03 |
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Profit
factor |
2.38 |
Expected
payoff |
7.48 |
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Absolute
drawdown |
473.17 |
Maximal
drawdown |
1748.59 (8.67%) |
Relative
drawdown |
11.29% (1591.77) |
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Total
trades |
1787 |
Short
positions (won %) |
876 (68.38%) |
Long
positions (won %) |
911 (66.85%) |
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Profit
trades (% of total) |
1208 (67.60%) |
Loss
trades (% of total) |
579 (32.40%) |
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Largest |
profit
trade |
826.09 |
loss
trade |
-134.59 |
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Average |
profit
trade |
19.11 |
loss
trade |
-16.78 |
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Maximum |
consecutive
wins (profit in money) |
15 (97.07) |
consecutive
losses (loss in money) |
7 (-565.74) |
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Maximal |
consecutive
profit (count of wins) |
1078.55 (10) |
consecutive
loss (count of losses) |
-565.74 (7) |
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Average |
consecutive
wins |
3 |
consecutive
losses |
2 |
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