Strategy Tester Report
OCUTOPUS
FXDDMalta-MT4 Live
Server 3 (Build 401)
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通貨ペア |
AUDCAD
(Australian Dollar vs. Canadian Dollar) |
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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=0.1; Takeprofit=28;
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Bars
in test |
985748 |
Ticks
modelled |
28650602 |
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 |
59417.82 |
Gross
profit |
89619.26 |
Gross
loss |
-30201.43 |
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Profit
factor |
2.97 |
Expected
payoff |
51.05 |
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Absolute
drawdown |
5233.79 |
Maximal
drawdown |
12249.36 (18.30%) |
Relative
drawdown |
54.38% (5680.54) |
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Total
trades |
1164 |
Short
positions (won %) |
630 (68.89%) |
Long
positions (won %) |
534 (73.78%) |
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Profit
trades (% of total) |
828 (71.13%) |
Loss
trades (% of total) |
336 (28.87%) |
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Largest |
profit
trade |
3777.18 |
loss
trade |
-720.73 |
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Average |
profit
trade |
108.24 |
loss
trade |
-89.89 |
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Maximum |
consecutive
wins (profit in money) |
17 (882.93) |
consecutive
losses (loss in money) |
6 (-3148.68) |
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Maximal |
consecutive
profit (count of wins) |
4696.36 (3) |
consecutive
loss (count of losses) |
-3148.68 (6) |
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Average |
consecutive
wins |
3 |
consecutive
losses |
1 |
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