Strategy Tester: WIN5DAYIS.jr 8PAIR

Strategy Tester Report

WIN5DAYIS.jr 8PAIR

FXDDMalta-MT4 Live Server 3 (Build 226)

通貨ペア		EURCHF (Euro vs. Swiss Franc)
期間		15分足(M15) 2006.10.02 01:00 - 2010.10.11 23:45 (2006.10.01 - 2010.10.12)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		GMT=3; FirstPAIR="EURCHF"; Trade_PAIR1=true; Use_MM1=0; Lots1=0.1; SecondPAIR="EURCAD"; Trade_PAIR2=false; Use_MM2=0; Lots2=0.1; ThirdPAIR="EURUSD"; Trade_PAIR3=false; Use_MM3=0; Lots3=0.1; FourthPAIR="CHFJPY"; TradePAIR4=false; Use_MM4=0; Lots4=0.1; FifthPAIR="USDJPY"; TradePAIR5=false; Use_MM5=0; Lots5=0.1; SixthPAIR="USDCAD"; Trade_PAIR6=false; Use_MM6=0; Lots6=0.1; SeventhPAIR="CADJPY"; Trade_PAIR7=false; Use_MM7=0; Lots7=0.1; EighthPAIR="USDCHF"; Trade_PAIR8=false; Use_MM8=0; Lots8=0.1;

Bars in test	94096	Ticks modelled	19357304	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	2457.16	Gross profit	4605.18	Gross loss	-2148.03
Profit factor	2.14	Expected payoff	1.69
Absolute drawdown	6.24	Maximal drawdown	173.67 (1.61%)	Relative drawdown	1.61% (173.67)

Total trades	1454	Short positions (won %)	804 (79.35%)	Long positions (won %)	650 (74.46%)
		Profit trades (% of total)	1122 (77.17%)	Loss trades (% of total)	332 (22.83%)
Largest		profit trade	10.92	loss trade	-43.42
Average		profit trade	4.10	loss trade	-6.47
Maximum		consecutive wins (profit in money)	52 (230.70)	consecutive losses (loss in money)	7 (-11.20)
Maximal		consecutive profit (count of wins)	230.70 (52)	consecutive loss (count of losses)	-61.61 (3)
Average		consecutive wins	5	consecutive losses	1

Strategy Tester Report

WIN5DAYIS.jr 8PAIR

FXDDMalta-MT4 Live Server 3 (Build 226)

通貨ペア		EURCAD (Euro vs. Canadian Dollar)
期間		15分足(M15) 2007.08.02 02:00 - 2010.10.11 23:45 (2006.10.01 - 2010.10.12)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		GMT=3; FirstPAIR="EURCHF"; Trade_PAIR1=false; Use_MM1=0; Lots1=0.1; SecondPAIR="EURCAD"; Trade_PAIR2=true; Use_MM2=0; Lots2=0.1; ThirdPAIR="EURUSD"; Trade_PAIR3=false; Use_MM3=0; Lots3=0.1; FourthPAIR="CHFJPY"; TradePAIR4=false; Use_MM4=0; Lots4=0.1; FifthPAIR="USDJPY"; TradePAIR5=false; Use_MM5=0; Lots5=0.1; SixthPAIR="USDCAD"; Trade_PAIR6=false; Use_MM6=0; Lots6=0.1; SeventhPAIR="CADJPY"; Trade_PAIR7=false; Use_MM7=0; Lots7=0.1; EighthPAIR="USDCHF"; Trade_PAIR8=false; Use_MM8=0; Lots8=0.1;

Bars in test	64418	Ticks modelled	25531027	Modelling quality	89.86%
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	2647.25	Gross profit	3441.72	Gross loss	-794.47
Profit factor	4.33	Expected payoff	6.79
Absolute drawdown	46.33	Maximal drawdown	196.38 (1.91%)	Relative drawdown	1.91% (196.38)

Total trades	390	Short positions (won %)	253 (81.03%)	Long positions (won %)	137 (80.29%)
		Profit trades (% of total)	315 (80.77%)	Loss trades (% of total)	75 (19.23%)
Largest		profit trade	29.61	loss trade	-63.15
Average		profit trade	10.93	loss trade	-10.59
Maximum		consecutive wins (profit in money)	24 (432.12)	consecutive losses (loss in money)	3 (-184.54)
Maximal		consecutive profit (count of wins)	432.12 (24)	consecutive loss (count of losses)	-184.54 (3)
Average		consecutive wins	5	consecutive losses	1

Strategy Tester Report

WIN5DAYIS.jr 8PAIR

FXDDMalta-MT4 Live Server 3 (Build 226)

通貨ペア		EURUSD (Euro vs. United States Dollar)
期間		15分足(M15) 2006.10.02 01:00 - 2010.10.08 23:45 (2006.10.01 - 2010.10.12)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		GMT=3; FirstPAIR="EURCHF"; Trade_PAIR1=false; Use_MM1=0; Lots1=0.1; SecondPAIR="EURCAD"; Trade_PAIR2=false; Use_MM2=0; Lots2=0.1; ThirdPAIR="EURUSD"; Trade_PAIR3=true; Use_MM3=0; Lots3=0.1; FourthPAIR="CHFJPY"; TradePAIR4=false; Use_MM4=0; Lots4=0.1; FifthPAIR="USDJPY"; TradePAIR5=false; Use_MM5=0; Lots5=0.1; SixthPAIR="USDCAD"; Trade_PAIR6=false; Use_MM6=0; Lots6=0.1; SeventhPAIR="CADJPY"; Trade_PAIR7=false; Use_MM7=0; Lots7=0.1; EighthPAIR="USDCHF"; Trade_PAIR8=false; Use_MM8=0; Lots8=0.1;

Bars in test	94079	Ticks modelled	22326210	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	1691.00	Gross profit	2953.50	Gross loss	-1262.50
Profit factor	2.34	Expected payoff	2.41
Absolute drawdown	4.00	Maximal drawdown	210.00 (1.96%)	Relative drawdown	1.96% (210.00)

Total trades	702	Short positions (won %)	388 (78.35%)	Long positions (won %)	314 (79.62%)
		Profit trades (% of total)	554 (78.92%)	Loss trades (% of total)	148 (21.08%)
Largest		profit trade	20.00	loss trade	-57.00
Average		profit trade	5.33	loss trade	-8.53
Maximum		consecutive wins (profit in money)	23 (212.90)	consecutive losses (loss in money)	4 (-15.00)
Maximal		consecutive profit (count of wins)	212.90 (23)	consecutive loss (count of losses)	-99.00 (2)
Average		consecutive wins	5	consecutive losses	1

Strategy Tester Report

WIN5DAYIS.jr 8PAIR

FXDDMalta-MT4 Live Server 3 (Build 226)

通貨ペア		CHFJPY (Swiss Franc vs. Japanese Yen)
期間		15分足(M15) 2006.11.30 12:45 - 2010.10.11 23:45 (2006.10.01 - 2010.10.12)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		GMT=3; FirstPAIR="EURCHF"; Trade_PAIR1=false; Use_MM1=0; Lots1=0.1; SecondPAIR="EURCAD"; Trade_PAIR2=false; Use_MM2=0; Lots2=0.1; ThirdPAIR="EURUSD"; Trade_PAIR3=false; Use_MM3=0; Lots3=0.1; FourthPAIR="CHFJPY"; TradePAIR4=true; Use_MM4=0; Lots4=0.1; FifthPAIR="USDJPY"; TradePAIR5=false; Use_MM5=0; Lots5=0.1; SixthPAIR="USDCAD"; Trade_PAIR6=false; Use_MM6=0; Lots6=0.1; SeventhPAIR="CADJPY"; Trade_PAIR7=false; Use_MM7=0; Lots7=0.1; EighthPAIR="USDCHF"; Trade_PAIR8=false; Use_MM8=0; Lots8=0.1;

Bars in test	81722	Ticks modelled	24878745	Modelling quality	90.00%
Mismatched charts errors	72

Initial deposit	10000.00
Total net profit	1888.17	Gross profit	2857.25	Gross loss	-969.08
Profit factor	2.95	Expected payoff	4.50
Absolute drawdown	7.33	Maximal drawdown	171.72 (1.54%)	Relative drawdown	1.54% (171.72)

Total trades	420	Short positions (won %)	265 (82.26%)	Long positions (won %)	155 (75.48%)
		Profit trades (% of total)	335 (79.76%)	Loss trades (% of total)	85 (20.24%)
Largest		profit trade	30.55	loss trade	-72.71
Average		profit trade	8.53	loss trade	-11.40
Maximum		consecutive wins (profit in money)	36 (368.28)	consecutive losses (loss in money)	4 (-104.67)
Maximal		consecutive profit (count of wins)	368.28 (36)	consecutive loss (count of losses)	-144.23 (2)
Average		consecutive wins	5	consecutive losses	1

Strategy Tester Report

WIN5DAYIS.jr 8PAIR

FXDDMalta-MT4 Live Server 3 (Build 226)

通貨ペア		USDJPY (United States Dollar vs. Japanese Yen)
期間		15分足(M15) 2006.10.02 01:00 - 2010.10.11 23:45 (2006.10.01 - 2010.10.12)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		GMT=3; FirstPAIR="EURCHF"; Trade_PAIR1=false; Use_MM1=0; Lots1=0.1; SecondPAIR="EURCAD"; Trade_PAIR2=false; Use_MM2=0; Lots2=0.1; ThirdPAIR="EURUSD"; Trade_PAIR3=false; Use_MM3=0; Lots3=0.1; FourthPAIR="CHFJPY"; TradePAIR4=false; Use_MM4=0; Lots4=0.1; FifthPAIR="USDJPY"; TradePAIR5=true; Use_MM5=0; Lots5=0.1; SixthPAIR="USDCAD"; Trade_PAIR6=false; Use_MM6=0; Lots6=0.1; SeventhPAIR="CADJPY"; Trade_PAIR7=false; Use_MM7=0; Lots7=0.1; EighthPAIR="USDCHF"; Trade_PAIR8=false; Use_MM8=0; Lots8=0.1;

Bars in test	94161	Ticks modelled	19449511	Modelling quality	90.00%
Mismatched charts errors	74

Initial deposit	10000.00
Total net profit	908.83	Gross profit	2074.28	Gross loss	-1165.45
Profit factor	1.78	Expected payoff	2.21
Absolute drawdown	94.99	Maximal drawdown	180.76 (1.79%)	Relative drawdown	1.79% (180.76)

Total trades	411	Short positions (won %)	255 (79.61%)	Long positions (won %)	156 (64.74%)
		Profit trades (% of total)	304 (73.97%)	Loss trades (% of total)	107 (26.03%)
Largest		profit trade	24.85	loss trade	-59.09
Average		profit trade	6.82	loss trade	-10.89
Maximum		consecutive wins (profit in money)	27 (165.44)	consecutive losses (loss in money)	4 (-104.65)
Maximal		consecutive profit (count of wins)	165.44 (27)	consecutive loss (count of losses)	-104.65 (4)
Average		consecutive wins	4	consecutive losses	1

Strategy Tester Report

WIN5DAYIS.jr 8PAIR

FXDDMalta-MT4 Live Server 3 (Build 226)

通貨ペア		USDCAD (United States Dollar vs. Canadian Dollar)
期間		15分足(M15) 2006.10.02 01:00 - 2010.10.11 23:45 (2006.10.01 - 2010.10.12)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		GMT=3; FirstPAIR="EURCHF"; Trade_PAIR1=false; Use_MM1=0; Lots1=0.1; SecondPAIR="EURCAD"; Trade_PAIR2=false; Use_MM2=0; Lots2=0.1; ThirdPAIR="EURUSD"; Trade_PAIR3=false; Use_MM3=0; Lots3=0.1; FourthPAIR="CHFJPY"; TradePAIR4=false; Use_MM4=0; Lots4=0.1; FifthPAIR="USDJPY"; TradePAIR5=false; Use_MM5=0; Lots5=0.1; SixthPAIR="USDCAD"; Trade_PAIR6=true; Use_MM6=0; Lots6=0.1; SeventhPAIR="CADJPY"; Trade_PAIR7=false; Use_MM7=0; Lots7=0.1; EighthPAIR="USDCHF"; Trade_PAIR8=false; Use_MM8=0; Lots8=0.1;

Bars in test	93875	Ticks modelled	14006831	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	1409.46	Gross profit	2209.43	Gross loss	-799.97
Profit factor	2.76	Expected payoff	3.26
Absolute drawdown	22.15	Maximal drawdown	158.33 (1.47%)	Relative drawdown	1.47% (158.33)

Total trades	432	Short positions (won %)	206 (78.64%)	Long positions (won %)	226 (77.43%)
		Profit trades (% of total)	337 (78.01%)	Loss trades (% of total)	95 (21.99%)
Largest		profit trade	19.44	loss trade	-45.97
Average		profit trade	6.56	loss trade	-8.42
Maximum		consecutive wins (profit in money)	34 (288.36)	consecutive losses (loss in money)	4 (-73.28)
Maximal		consecutive profit (count of wins)	288.36 (34)	consecutive loss (count of losses)	-87.37 (2)
Average		consecutive wins	5	consecutive losses	1

Strategy Tester Report

WIN5DAYIS.jr 8PAIR

FXDDMalta-MT4 Live Server 3 (Build 226)

通貨ペア		CADJPY (Canadian Dollar vs. Japanese Yen)
期間		15分足(M15) 2007.08.02 02:00 - 2010.10.11 23:45 (2006.10.01 - 2010.10.12)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		GMT=3; FirstPAIR="EURCHF"; Trade_PAIR1=false; Use_MM1=0; Lots1=0.1; SecondPAIR="EURCAD"; Trade_PAIR2=false; Use_MM2=0; Lots2=0.1; ThirdPAIR="EURUSD"; Trade_PAIR3=false; Use_MM3=0; Lots3=0.1; FourthPAIR="CHFJPY"; TradePAIR4=false; Use_MM4=0; Lots4=0.1; FifthPAIR="USDJPY"; TradePAIR5=false; Use_MM5=0; Lots5=0.1; SixthPAIR="USDCAD"; Trade_PAIR6=false; Use_MM6=0; Lots6=0.1; SeventhPAIR="CADJPY"; Trade_PAIR7=true; Use_MM7=0; Lots7=0.1; EighthPAIR="USDCHF"; Trade_PAIR8=false; Use_MM8=0; Lots8=0.1;

Bars in test	64422	Ticks modelled	22094842	Modelling quality	89.86%
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	541.52	Gross profit	1802.32	Gross loss	-1260.80
Profit factor	1.43	Expected payoff	2.29
Absolute drawdown	249.34	Maximal drawdown	265.24 (2.65%)	Relative drawdown	2.65% (265.24)

Total trades	236	Short positions (won %)	121 (75.21%)	Long positions (won %)	115 (71.30%)
		Profit trades (% of total)	173 (73.31%)	Loss trades (% of total)	63 (26.69%)
Largest		profit trade	30.07	loss trade	-75.79
Average		profit trade	10.42	loss trade	-20.01
Maximum		consecutive wins (profit in money)	20 (300.19)	consecutive losses (loss in money)	3 (-154.06)
Maximal		consecutive profit (count of wins)	300.19 (20)	consecutive loss (count of losses)	-154.06 (3)
Average		consecutive wins	4	consecutive losses	1

Strategy Tester Report

WIN5DAYIS.jr 8PAIR

FXDDMalta-MT4 Live Server 3 (Build 226)

通貨ペア		USDCHF (United States Dollar vs. Swiss Franc)
期間		15分足(M15) 2006.10.02 01:00 - 2010.10.11 23:45 (2006.10.01 - 2010.10.12)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		GMT=3; FirstPAIR="EURCHF"; Trade_PAIR1=false; Use_MM1=0; Lots1=0.1; SecondPAIR="EURCAD"; Trade_PAIR2=false; Use_MM2=0; Lots2=0.1; ThirdPAIR="EURUSD"; Trade_PAIR3=false; Use_MM3=0; Lots3=0.1; FourthPAIR="CHFJPY"; TradePAIR4=false; Use_MM4=0; Lots4=0.1; FifthPAIR="USDJPY"; TradePAIR5=false; Use_MM5=0; Lots5=0.1; SixthPAIR="USDCAD"; Trade_PAIR6=false; Use_MM6=0; Lots6=0.1; SeventhPAIR="CADJPY"; Trade_PAIR7=false; Use_MM7=0; Lots7=0.1; EighthPAIR="USDCHF"; Trade_PAIR8=true; Use_MM8=0; Lots8=0.1;

Bars in test	94120	Ticks modelled	19144902	Modelling quality	90.00%
Mismatched charts errors	45

Initial deposit	10000.00
Total net profit	879.26	Gross profit	1390.91	Gross loss	-511.65
Profit factor	2.72	Expected payoff	2.11
Absolute drawdown	4.02	Maximal drawdown	129.51 (1.25%)	Relative drawdown	1.25% (129.51)

Total trades	417	Short positions (won %)	133 (78.95%)	Long positions (won %)	284 (79.58%)
		Profit trades (% of total)	331 (79.38%)	Loss trades (% of total)	86 (20.62%)
Largest		profit trade	22.85	loss trade	-48.90
Average		profit trade	4.20	loss trade	-5.95
Maximum		consecutive wins (profit in money)	23 (169.41)	consecutive losses (loss in money)	4 (-82.93)
Maximal		consecutive profit (count of wins)	169.41 (23)	consecutive loss (count of losses)	-82.93 (4)
Average		consecutive wins	5	consecutive losses	1