Strategy Tester Report
VolAveLever
MIG-Demo (Build 211)

通貨ペア USDJPY (US Dollar vs Japanese Yen)
期間 1時間足(H1) 2006.01.02 01:00 - 2006.12.29 23:00 (2006.01.01 - 2006.12.31)
モデル Every tick (the most precise method based on all available least timeframes)
Bars in test 7199 Ticks modelled 1808988 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 5665.02 Gross profit 18467.44 Gross loss -12802.43
Profit factor 1.44 Expected payoff 28.04
Absolute drawdown 761.07 Maximal drawdown 1987.92 (16.19%) Relative drawdown 16.19% (1987.92)
Total trades 202 Short positions (won %) 99 (79.80%) Long positions (won %) 103 (73.79%)
Profit trades (% of total) 155 (76.73%) Loss trades (% of total) 47 (23.27%)
Largest profit trade 241.09 loss trade -632.27
Average profit trade 119.14 loss trade -272.39
Maximum consecutive wins (profit in money) 17 (2407.69) consecutive losses (loss in money) 3 (-837.36)
Maximal consecutive profit (count of wins) 2522.53 (15) consecutive loss (count of losses) -837.36 (3)
Average consecutive wins 4 consecutive losses 1
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