Strategy Tester Report
VolAveLeChange
MIG-Demo (Build 211)

通貨ペア USDJPY (US Dollar vs Japanese Yen)
期間 1時間足(H1) 2000.01.01 00:00 - 2006.12.29 23:00 (2000.01.01 - 2006.12.31)
モデル Every tick (the most precise method based on all available least timeframes)
パラメーター lev=10;
Bars in test 44679 Ticks modelled 13448036 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 927703.40 Gross profit 2741112.27 Gross loss -1813408.87
Profit factor 1.51 Expected payoff 549.91
Absolute drawdown 383.21 Maximal drawdown 108054.75 (14.27%) Relative drawdown 23.04% (27223.43)
Total trades 1687 Short positions (won %) 855 (80.58%) Long positions (won %) 832 (79.81%)
Profit trades (% of total) 1353 (80.20%) Loss trades (% of total) 334 (19.80%)
Largest profit trade 8661.18 loss trade -24436.03
Average profit trade 2025.95 loss trade -5429.37
Maximum consecutive wins (profit in money) 22 (14914.52) consecutive losses (loss in money) 5 (-50204.82)
Maximal consecutive profit (count of wins) 102119.11 (15) consecutive loss (count of losses) -58107.51 (3)
Average consecutive wins 5 consecutive losses 1
Graph