StrategyTester_Matthew_2008-2013_0.5lot

Strategy Tester Report
W2C-Matthew_ver1.00
AlpariJapan-Demo-1 (Build 509)

Symbol USDJPY (US Dollar vs Japanese Yen)
Period 1 Hour (H1) 2008.01.01 22:00 - 2013.12.30 23:00 (2008.01.01 - 2013.12.31)
Model Every tick (the most precise method based on all available least timeframes)
Parameters MagicNumber=12345678; Lots=0.5;
Bars in test 37991 Ticks modelled 8991736 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 112163.96 Gross profit 386168.40 Gross loss -274004.44
Profit factor 1.41 Expected payoff 35.71
Absolute drawdown 5055.53 Maximal drawdown 8527.55 (8.69%) Relative drawdown 51.37% (5223.63)
Total trades 3141 Short positions (won %) 1486 (45.36%) Long positions (won %) 1655 (44.95%)
Profit trades (% of total) 1418 (45.14%) Loss trades (% of total) 1723 (54.86%)
Largest profit trade 1813.37 loss trade -496.17
Average profit trade 272.33 loss trade -159.03
Maximum consecutive wins (profit in money) 16 (2170.87) consecutive losses (loss in money) 17 (-2751.14)
Maximal consecutive profit (count of wins) 5187.64 (10) consecutive loss (count of losses) -3161.13 (13)
Average consecutive wins 3 consecutive losses 3

# Time Type Order Size Price S / L T / P Profit Balance
1 2008.01.01 23:00 buy 1 0.50 111.870 0.000 0.000
22008.01.01 23:00modify10.50111.870110.863115.785

問い合わせ → w2c-matthew.trgy.co.jp


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