Strategy Tester Report
Clab_EURGBP 5.0.0 Beta
FXCM-Real (Build 223)
| 通貨ペア | EURCHF (Euro vs Swiss Franc) | ||||
| 期間 | 5分足(M5) 2009.05.11 12:30 - 2009.07.17 15:55 (2009.05.11 - 2009.07.18) | ||||
| モデル | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 14033 | Ticks modelled | 2760301 | Modelling quality | 89.36% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 83.20 | Gross profit | 116.00 | Gross loss | -32.80 |
| Profit factor | 3.54 | Expected payoff | 1.70 | ||
| Absolute drawdown | 11.10 | Maximal drawdown | 49.00 (0.49%) | Relative drawdown | 0.49% (49.00) |
| Total trades | 49 | Short positions (won %) | 21 (76.19%) | Long positions (won %) | 28 (71.43%) |
| Profit trades (% of total) | 36 (73.47%) | Loss trades (% of total) | 13 (26.53%) | ||
| Largest | profit trade | 5.00 | loss trade | -6.30 | |
| Average | profit trade | 3.22 | loss trade | -2.52 | |
| Maximum | consecutive wins (profit in money) | 8 (29.70) | consecutive losses (loss in money) | 3 (-8.80) | |
| Maximal | consecutive profit (count of wins) | 29.70 (8) | consecutive loss (count of losses) | -8.80 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
