Strategy Tester Report
OCUTOPUS
FXDDMalta-MT4 Live
Server 3 (Build 401)
通貨ペア |
USDJPY
( |
||||
期間 |
1分足(M1) 2008.01.02 11:01 - 2011.05.07
00:54 (2008.01.01 - 2011.05.09) |
||||
モデル |
Every
tick (the most precise method based on all available least timeframes) |
||||
パラメーター |
MagicNumber=0; Lots=0.1; Takeprofit=28;
|
||||
|
|
|
|
|
|
Bars
in test |
1102802 |
Ticks
modelled |
25258799 |
Modelling quality |
25.00% |
Mismatched
charts errors |
0 |
|
|
|
|
|
|||||
Initial
deposit |
10000.00 |
|
|
|
|
Total
net profit |
126064.65 |
Gross
profit |
214043.57 |
Gross
loss |
-87978.93 |
Profit
factor |
2.43 |
Expected
payoff |
69.84 |
|
|
Absolute
drawdown |
4458.09 |
Maximal
drawdown |
19920.83 (29.19%) |
Relative
drawdown |
61.80% (8967.10) |
|
|||||
Total
trades |
1805 |
Short
positions (won %) |
886 (69.19%) |
Long
positions (won %) |
919 (67.14%) |
|
Profit
trades (% of total) |
1230 (68.14%) |
Loss
trades (% of total) |
575 (31.86%) |
|
Largest |
profit
trade |
8450.90 |
loss
trade |
-1356.72 |
|
Average |
profit
trade |
174.02 |
loss
trade |
-153.01 |
|
Maximum |
consecutive
wins (profit in money) |
15 (931.07) |
consecutive
losses (loss in money) |
7 (-6083.36) |
|
Maximal |
consecutive
profit (count of wins) |
10791.92 (4) |
consecutive
loss (count of losses) |
-6083.36 (7) |
|
Average |
consecutive
wins |
3 |
consecutive
losses |
2 |