Strategy Tester Report

HUAU PRO1 6PAIR

FXDDMalta-MT4 Live Server 3 (Build 225)

 

通貨ペア

GBPCHF (Great Britain Pound vs. Swiss Franc)

期間

1時間足(H1) 2006.12.04 15:00 - 2010.03.26 22:00 (2006.10.01 - 2010.03.29)

モデル

Every tick (the most precise method based on all available least timeframes)

パラメーター

NFA=false; GmtOffset=3; Majic1=3; Majic2=7; LotSize=0.1; RiskLevel=0;

 

 

 

 

 

Bars in test

21148

Ticks modelled

30070173

Modelling quality

90.00%

Mismatched charts errors

39

 

 

 

 

 

Initial deposit

10000.00

 

 

 

 

Total net profit

813.62

Gross profit

1423.38

Gross loss

-609.76

Profit factor

2.33

Expected payoff

3.39

 

 

Absolute drawdown

41.35

Maximal drawdown

228.27 (2.24%)

Relative drawdown

2.24% (228.27)

 

Total trades

240

Short positions (won %)

172 (97.67%)

Long positions (won %)

68 (94.12%)

 

Profit trades (% of total)

232 (96.67%)

Loss trades (% of total)

8 (3.33%)

Largest

profit trade

21.62

loss trade

-117.44

Average

profit trade

6.14

loss trade

-76.22

Maximum

consecutive wins (profit in money)

58 (437.81)

consecutive losses (loss in money)

1 (-117.44)

Maximal

consecutive profit (count of wins)

437.81 (58)

consecutive loss (count of losses)

-117.44 (1)

Average

consecutive wins

26

consecutive losses

1