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- Views:
- 9445
- Rating:
- Published:
- 2009.05.22 06:14
- Updated:
- 2016.04.05 08:26
-
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Without the display adviser.
Strategy Tester Report
TST
Alpari-Demo (Build 223)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2009.04.01 00:00 - 2009.05.18 00:00 (2009.04.01 - 2009.05.18) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Bars in test | 4135 | Ticks modeled | 114766 | Modeling quality | n/a |
| Mismatched chart errors | 79 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 10318.31 | Gross profit | 108074.00 | Gross loss | -97755.69 |
| Profit factor | 1.11 | Expected payoff | 3.30 | ||
| Absolute drawdown | 1244.87 | Maximum drawdown | 9609.19 (49.91%) | Relative drawdown | 49.91% (9609.19) |
| Total trades | 3131 | Short positions (won %) | 1578 (60.96%) | Long positions (won %) | 1553 (77.98%) |
| Profit trades (% of total) | 2173 (69.40%) | Loss trades (% of total) | 958 (30.60%) | ||
| Largest | profit trade | 50.00 | loss trade | -103.39 | |
| Average | profit trade | 49.73 | loss trade | -102.04 | |
| Maximum | consecutive wins (profit in money) | 96 (4793.52) | consecutive losses (loss in money) | 25 (-2573.02) | |
| Maximal | consecutive profit (count of wins) | 4793.52 (96) | consecutive loss (count of losses) | -2573.02 (25) | |
| Average | consecutive wins | 6 | consecutive losses | 3 | |
Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/8936
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