Strategy Tester Report
Kloss
XTrade-Server (Build 216)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Okres | 5 Minut (M5) 2002.01.02 00:05 – 2008.06.06 11:05 (2002.01.02 – 2008.06.07) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parametry | Lots=0; Prots=0.2; max_lot=5; StopLoss=48; TakeProfit=152; | ||||
SÅ‚upki w tescie | 479240 | Ticks modelled | 12731523 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Depozyt poczÄ…tkowy | 10000.00 | ||||
Total net profit | 701353.15 | Gross profit | 3559975.68 | Gross loss | -2858622.54 |
Profit factor | 1.25 | Przewidywany zysk | 133.79 | ||
Absolute drawdown | 308.00 | Maximal drawdown | 59808.80 (17.93%) | Relative drawdown | 46.04% (9521.42) |
Transakcji w sumie | 5242 | Short positions (won %) | 2003 (69.45%) | Long positions (won %) | 3239 (58.47%) |
Profit trades (% of total) | 3285 (62.67%) | Loss trades (% of total) | 1957 (37.33%) | ||
Największy | profit trade | 7576.00 | loss trade | -2673.40 | |
Åšredni | profit trade | 1083.71 | loss trade | -1460.72 | |
Maksimum | consecutive wins (profit in money) | 20 (32075.20) | consecutive losses (loss in money) | 10 (-15562.20) | |
Maximal | consecutive profit (count of wins) | 32075.20 (20) | consecutive loss (count of losses) | -15581.00 (7) | |
Åšredni | consecutive wins | 3 | consecutive losses | 2 |