Strategy Tester Report

OCUTOPUS

FXDDMalta-MT4 Live Server 3 (Build 401)

 

通貨ペア

USDJPY (United States Dollar vs. Japanese Yen)

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