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- 27050
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- Publié:
- 2008.06.26 07:44
- Mise à jour:
- 2014.04.21 14:52
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Strategy Tester Report
ThePuncher
AlpariUS-Demo (Build 216)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2008.04.01 00:00 - 2008.06.24 23:45 (2008.04.01 - 2008.06.25) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Lots=200; StopLoss=2000; TakeProfit=0; TradeAtCloseBar=true; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="MasterMind"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; Crash=false; TimeFrame=0; Length=5; Method=3; Smoothing=1; Filter=5; RealTime=true; Steady=false; Color=true; Alerts=true; EmailON=false; SignalPrice=true; SignalPriceBUY=Yellow; SignalPriceSELL=Aqua; CountBars=1485; | ||||
| Bars in test | 6809 | Ticks modelled | 603516 | Modelling quality | 76.07% |
| Mismatched charts errors | 52 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 25577.31 | Gross profit | 59931.34 | Gross loss | -34354.03 |
| Profit factor | 1.74 | Expected payoff | 177.62 | ||
| Absolute drawdown | 1989.57 | Maximal drawdown | 17947.80 (43.37%) | Relative drawdown | 43.37% (17947.80) |
| Total trades | 144 | Short positions (won %) | 72 (75.00%) | Long positions (won %) | 72 (70.83%) |
| Profit trades (% of total) | 105 (72.92%) | Loss trades (% of total) | 39 (27.08%) | ||
| Largest | profit trade | 1452.00 | loss trade | -2626.65 | |
| Average | profit trade | 570.77 | loss trade | -880.87 | |
| Maximum | consecutive wins (profit in money) | 24 (15650.10) | consecutive losses (loss in money) | 6 (-11677.76) | |
| Maximal | consecutive profit (count of wins) | 15650.10 (24) | consecutive loss (count of losses) | -11677.76 (6) | |
| Average | consecutive wins | 11 | consecutive losses | 4 | |
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