Strategy Tester Report

KILL4XIS.jr 9PAIR

FXDDMalta-MT4 Demo Server 2 (Build 225)

 

通貨ペア

USDCAD (United States Dollar vs. Canadian Dollar)

期間

15分足(M15) 2009.01.02 08:00 - 2010.07.05 23:45 (2009.01.01 - 2010.07.06)

モデル

Every tick (the most precise method based on all available least timeframes)

パラメーター

Magic=0; HourStartTrade=0; HourStopTrade=1; TakeProfit=15; Lot=0.1; UseMM=false; LotsPercent=0; Is5Digits=false;

 

 

 

 

 

Bars in test

35795

Ticks modelled

10101250

Modelling quality

90.00%

Mismatched charts errors

0

 

 

 

 

 

Initial deposit

10000.00

 

 

 

 

Total net profit

2471.54

Gross profit

2536.64

Gross loss

-65.09

Profit factor

38.97

Expected payoff

6.87

 

 

Absolute drawdown

214.86

Maximal drawdown

555.01 (5.22%)

Relative drawdown

5.22% (555.01)

 

Total trades

360

Short positions (won %)

220 (93.64%)

Long positions (won %)

140 (95.71%)

 

Profit trades (% of total)

340 (94.44%)

Loss trades (% of total)

20 (5.56%)

Largest

profit trade

37.63

loss trade

-4.07

Average

profit trade

7.46

loss trade

-3.25

Maximum

consecutive wins (profit in money)

80 (626.54)

consecutive losses (loss in money)

2 (-6.96)

Maximal

consecutive profit (count of wins)

626.54 (80)

consecutive loss (count of losses)

-6.96 (2)

Average

consecutive wins

18

consecutive losses

1
Graph

　

Strategy Tester Report

KILL4XIS.jr 9PAIR

FXDDMalta-MT4 Demo Server 2 (Build 225)

 

通貨ペア

EURCAD (Euro vs. Canadian Dollar)

期間

15分足(M15) 2009.01.26 06:30 - 2010.07.05 23:45 (2009.01.01 - 2010.07.06)

モデル

Every tick (the most precise method based on all available least timeframes)

パラメーター

Magic=0; HourStartTrade=0; HourStopTrade=1; TakeProfit=15; Lot=0.1; UseMM=false; LotsPercent=0; Is5Digits=false;

 

 

 

 

 

Bars in test

32051

Ticks modelled

18586537

Modelling quality

90.00%

Mismatched charts errors

0

 

 

 

 

 

Initial deposit

10000.00

 

 

 

 

Total net profit

2936.70

Gross profit

3237.96

Gross loss

-301.27

Profit factor

10.75

Expected payoff

7.55

 

 

Absolute drawdown

51.89

Maximal drawdown

433.26 (3.40%)

Relative drawdown

3.40% (433.26)

 

Total trades

389

Short positions (won %)

235 (97.02%)

Long positions (won %)

154 (91.56%)

 

Profit trades (% of total)

369 (94.86%)

Loss trades (% of total)

20 (5.14%)

Largest

profit trade

25.47

loss trade

-100.44

Average

profit trade

8.77

loss trade

-15.06

Maximum

consecutive wins (profit in money)

119 (1191.75)

consecutive losses (loss in money)

3 (-245.80)

Maximal

consecutive profit (count of wins)

1191.75 (119)

consecutive loss (count of losses)

-245.80 (3)

Average

consecutive wins

19

consecutive losses

1
Graph

　

Strategy Tester Report

KILL4XIS.jr 9PAIR

FXDDMalta-MT4 Demo Server 2 (Build 225)

 

通貨ペア

AUDCAD (Australian Dollar vs. Canadian Dollar)

期間

15分足(M15) 2009.01.26 05:30 - 2010.07.05 23:45 (2009.01.01 - 2010.07.06)

モデル

Every tick (the most precise method based on all available least timeframes)

パラメーター

Magic=0; HourStartTrade=0; HourStopTrade=1; TakeProfit=15; Lot=0.1; UseMM=false; LotsPercent=0; Is5Digits=false;

 

 

 

 

 

Bars in test

32002

Ticks modelled

15352988

Modelling quality

90.00%

Mismatched charts errors

0

 

 

 

 

 

Initial deposit

10000.00

 

 

 

 

Total net profit

1448.56

Gross profit

2490.55

Gross loss

-1041.99

Profit factor

2.39

Expected payoff

4.13

 

 

Absolute drawdown

320.50

Maximal drawdown

592.99 (5.57%)

Relative drawdown

5.73% (588.55)

 

Total trades

351

Short positions (won %)

219 (89.50%)

Long positions (won %)

132 (87.12%)

 

Profit trades (% of total)

311 (88.60%)

Loss trades (% of total)

40 (11.40%)

Largest

profit trade

50.98

loss trade

-172.82

Average

profit trade

8.01

loss trade

-26.05

Maximum

consecutive wins (profit in money)

28 (181.20)

consecutive losses (loss in money)

4 (-510.88)

Maximal

consecutive profit (count of wins)

246.57 (20)

consecutive loss (count of losses)

-510.88 (4)

Average

consecutive wins

10

consecutive losses

1
Graph

　

Strategy Tester Report

KILL4XIS.jr 9PAIR

FXDDMalta-MT4 Demo Server 2 (Build 225)

 

通貨ペア

EURCHF (Euro vs. Swiss Franc)

期間

15分足(M15) 2009.01.02 08:00 - 2010.07.05 23:45 (2009.01.01 - 2010.07.06)

モデル

Every tick (the most precise method based on all available least timeframes)

パラメーター

Magic=0; HourStartTrade=0; HourStopTrade=1; TakeProfit=15; Lot=0.1; UseMM=false; LotsPercent=0; Is5Digits=false;

 

 

 

 

 

Bars in test

33612

Ticks modelled

12458352

Modelling quality

90.00%

Mismatched charts errors

0

 

 

 

 

 

Initial deposit

10000.00

 

 

 

 

Total net profit

1326.43

Gross profit

1426.29

Gross loss

-99.86

Profit factor

14.28

Expected payoff

8.29

 

 

Absolute drawdown

130.69

Maximal drawdown

203.11 (1.96%)

Relative drawdown

1.96% (203.11)

 

Total trades

160

Short positions (won %)

101 (90.10%)

Long positions (won %)

59 (94.92%)

 

Profit trades (% of total)

147 (91.88%)

Loss trades (% of total)

13 (8.13%)

Largest

profit trade

94.08

loss trade

-33.00

Average

profit trade

9.70

loss trade

-7.68

Maximum

consecutive wins (profit in money)

59 (431.40)

consecutive losses (loss in money)

3 (-64.03)

Maximal

consecutive profit (count of wins)

491.80 (30)

consecutive loss (count of losses)

-64.03 (3)

Average

consecutive wins

13

consecutive losses

1
Graph

　

Strategy Tester Report

KILL4XIS.jr 9PAIR

FXDDMalta-MT4 Demo Server 2 (Build 225)

 

通貨ペア

USDCHF (United States Dollar vs. Swiss Franc)

期間

15分足(M15) 2009.01.02 08:00 - 2010.07.05 23:45 (2009.01.01 - 2010.07.06)

モデル

Every tick (the most precise method based on all available least timeframes)

パラメーター

Magic=0; HourStartTrade=0; HourStopTrade=1; TakeProfit=15; Lot=0.1; UseMM=false; LotsPercent=0; Is5Digits=false;

 

 

 

 

 

Bars in test

33592

Ticks modelled

13278767

Modelling quality

90.00%

Mismatched charts errors

0

 

 

 

 

 

Initial deposit

10000.00

 

 

 

 

Total net profit

1856.71

Gross profit

1885.97

Gross loss

-29.26

Profit factor

64.47

Expected payoff

6.61

 

 

Absolute drawdown

19.75

Maximal drawdown

375.40 (3.56%)

Relative drawdown

3.56% (375.40)

 

Total trades

281

Short positions (won %)

174 (97.13%)

Long positions (won %)

107 (95.33%)

 

Profit trades (% of total)

271 (96.44%)

Loss trades (% of total)

10 (3.56%)

Largest

profit trade

26.26

loss trade

-3.94

Average

profit trade

6.96

loss trade

-2.93

Maximum

consecutive wins (profit in money)

53 (523.65)

consecutive losses (loss in money)

1 (-3.94)

Maximal

consecutive profit (count of wins)

523.65 (53)

consecutive loss (count of losses)

-3.94 (1)

Average

consecutive wins

27

consecutive losses

1
Graph

　

Strategy Tester Report

KILL4XIS.jr 9PAIR

FXDDMalta-MT4 Demo Server 2 (Build 225)

 

通貨ペア

EURGBP (Euro vs. Great Britain Pound)

期間

15分足(M15) 2009.01.02 08:00 - 2010.06.29 23:45 (2009.01.01 - 2010.06.30)

モデル

Every tick (the most precise method based on all available least timeframes)

パラメーター

Magic=0; HourStartTrade=0; HourStopTrade=1; TakeProfit=15; Lot=0.1; UseMM=false; LotsPercent=0; Is5Digits=false;

 

 

 

 

 

Bars in test

34889

Ticks modelled

14219862

Modelling quality

90.00%

Mismatched charts errors

0

 

 

 

 

 

Initial deposit

10000.00

 

 

 

 

Total net profit

1013.62

Gross profit

1382.59

Gross loss

-368.97

Profit factor

3.75

Expected payoff

7.74

 

 

Absolute drawdown

112.31

Maximal drawdown

928.64 (8.40%)

Relative drawdown

8.40% (928.64)

 

Total trades

131

Short positions (won %)

73 (80.82%)

Long positions (won %)

58 (93.10%)

 

Profit trades (% of total)

113 (86.26%)

Loss trades (% of total)

18 (13.74%)

Largest

profit trade

42.34

loss trade

-88.01

Average

profit trade

12.24

loss trade

-20.50

Maximum

consecutive wins (profit in money)

25 (253.38)

consecutive losses (loss in money)

4 (-251.89)

Maximal

consecutive profit (count of wins)

264.79 (12)

consecutive loss (count of losses)

-251.89 (4)

Average

consecutive wins

7

consecutive losses

1
Graph

　

Strategy Tester Report

KILL4XIS.jr 9PAIR

FXDDMalta-MT4 Demo Server 2 (Build 225)

 

通貨ペア

CHFJPY (Swiss Franc vs. Japanese Yen)

期間

15分足(M15) 2009.01.26 06:15 - 2010.07.05 23:45 (2009.01.01 - 2010.07.06)

モデル

Every tick (the most precise method based on all available least timeframes)

パラメーター

Magic=0; HourStartTrade=0; HourStopTrade=1; TakeProfit=15; Lot=0.1; UseMM=false; LotsPercent=0; Is5Digits=false;

 

 

 

 

 

Bars in test

32058

Ticks modelled

17020998

Modelling quality

90.00%

Mismatched charts errors

0

 

 

 

 

 

Initial deposit

10000.00

 

 

 

 

Total net profit

1560.32

Gross profit

2228.89

Gross loss

-668.57

Profit factor

3.33

Expected payoff

5.78

 

 

Absolute drawdown

183.24

Maximal drawdown

448.88 (3.86%)

Relative drawdown

4.00% (447.84)

 

Total trades

270

Short positions (won %)

176 (91.48%)

Long positions (won %)

94 (92.55%)

 

Profit trades (% of total)

248 (91.85%)

Loss trades (% of total)

22 (8.15%)

Largest

profit trade

29.57

loss trade

-155.02

Average

profit trade

8.99

loss trade

-30.39

Maximum

consecutive wins (profit in money)

37 (325.50)

consecutive losses (loss in money)

3 (-307.73)

Maximal

consecutive profit (count of wins)

325.50 (37)

consecutive loss (count of losses)

-307.73 (3)

Average

consecutive wins

13

consecutive losses

1
Graph

　

Strategy Tester Report

KILL4XIS.jr 9PAIR

FXDDMalta-MT4 Demo Server 2 (Build 225)

 

通貨ペア

EURJPY (Euro vs. Japanese Yen)

期間

15分足(M15) 2009.01.02 08:00 - 2010.07.05 23:45 (2009.01.01 - 2010.07.06)

モデル

Every tick (the most precise method based on all available least timeframes)

パラメーター

Magic=0; HourStartTrade=0; HourStopTrade=1; TakeProfit=15; Lot=0.1; UseMM=false; LotsPercent=0; Is5Digits=false;

 

 

 

 

 

Bars in test

33415

Ticks modelled

21306679

Modelling quality

90.00%

Mismatched charts errors

1

 

 

 

 

 

Initial deposit

10000.00

 

 

 

 

Total net profit

2325.47

Gross profit

4869.43

Gross loss

-2543.97

Profit factor

1.91

Expected payoff

5.01

 

 

Absolute drawdown

562.85

Maximal drawdown

1028.27 (9.83%)

Relative drawdown

9.83% (1028.27)

 

Total trades

464

Short positions (won %)

265 (93.96%)

Long positions (won %)

199 (92.46%)

 

Profit trades (% of total)

433 (93.32%)

Loss trades (% of total)

31 (6.68%)

Largest

profit trade

31.85

loss trade

-284.38

Average

profit trade

11.25

loss trade

-82.06

Maximum

consecutive wins (profit in money)

81 (1050.49)

consecutive losses (loss in money)

3 (-837.22)

Maximal

consecutive profit (count of wins)

1050.49 (81)

consecutive loss (count of losses)

-837.22 (3)

Average

consecutive wins

18

consecutive losses

1
Graph

　

Strategy Tester Report

KILL4XIS.jr 9PAIR

FXDDMalta-MT4 Demo Server 2 (Build 225)

 

通貨ペア

CADJPY (Canadian Dollar vs. Japanese Yen)

期間

15分足(M15) 2009.01.26 06:00 - 2010.07.05 23:45 (2009.01.01 - 2010.07.06)

モデル

Every tick (the most precise method based on all available least timeframes)

パラメーター

Magic=0; HourStartTrade=0; HourStopTrade=1; TakeProfit=15; Lot=0.1; UseMM=false; LotsPercent=0; Is5Digits=false;

 

 

 

 

 

Bars in test

33765

Ticks modelled

15910095

Modelling quality

90.00%

Mismatched charts errors

0

 

 

 

 

 

Initial deposit

10000.00

 

 

 

 

Total net profit

2141.40

Gross profit

2534.49

Gross loss

-393.09

Profit factor

6.45

Expected payoff

7.04

 

 

Absolute drawdown

335.63

Maximal drawdown

501.69 (4.93%)

Relative drawdown

4.93% (501.69)

 

Total trades

304

Short positions (won %)

206 (91.26%)

Long positions (won %)

98 (91.84%)

 

Profit trades (% of total)

278 (91.45%)

Loss trades (% of total)

26 (8.55%)

Largest

profit trade

150.17

loss trade

-279.77

Average

profit trade

9.12

loss trade

-15.12

Maximum

consecutive wins (profit in money)

86 (753.24)

consecutive losses (loss in money)

2 (-9.46)

Maximal

consecutive profit (count of wins)

753.24 (86)

consecutive loss (count of losses)

-279.77 (1)

Average

consecutive wins

11

consecutive losses

1
Graph

　

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