Selasa, 08 Februari 2011

                                     Strategy Tester Report

                                           JFM Multi Perfect Trend Hunter

                                                                                      Masterforex-Dollar (Build 228)

 

Symbol

GBPUSD (Great Britain Pound vs US Dollar)

Period

4 Hours (H4) 2007.07.02 00:00 - 2009.04.29 20:00 (2007.07.01 - 2009.04.30)

Model

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

Parameters

By.ProfessortraderTeam="www.Professortrader.com"; MagicNumber=123; Lots=xxx; MaximumRisk=xxx; Multiplier=x; Step=xx; Max_Order=xx; TakeProfit=xxx; StopLoss=xx; TrailingStop=xx; TP_In_Money=xxx; MaxOrderToClose=2; _PAIR=""; prefix=""; suffix=""; EURUSD=false; AUDUSD=false; USDJPY=false; TradeLevel=25; RetraceLevel=20; StartTrend=5; xxxxxx=""; Use_TimeFilter=false; StartHour=0; EndHour=24;

Bars in test

3827

Ticks modelled

5946077

Modelling quality

25.00%

Mismatched charts errors

0

Initial deposit

5000.00

Total net profit

1531304.82

Gross profit

1580763.28

Gross loss

-49458.46

Profit factor

31.96

Expected payoff

2622.10

Absolute drawdown

27.00

Maximal drawdown

21375.00 (4.50%)

Relative drawdown

13.47% (5905.08)

Total trades

584

Short positions (won %)

293 (94.88%)

Long positions (won %)

291 (95.19%)

Profit trades (% of total)

555 (95.03%)

Loss trades (% of total)

29 (4.97%)

Largest

profit trade

37797.00

loss trade

-12710.00

Average

profit trade

2848.22

loss trade

-1705.46

Maximum

consecutive wins (profit in money)

72 (287553.48)

consecutive losses (loss in money)

2 (-9785.00)

Maximal

consecutive profit (count of wins)

638775.00 (50)

consecutive loss (count of losses)

-12710.00 (1)

Average

consecutive wins

22

consecutive losses

1

Graph

Diatas adalah Hasil backtest JFM Multi Perfect Trend Hunter, Perlu anda ketahui bahwa hasil backtest yang mana tidak selalu akurat dan sama persis dalam kondisi real, backtest diatas dilakukan dengan Lot sangat agresif, yang dalam pelaksanaannya pada real tidak direkomendasikan, sebaiknya dalam real trading menggunakan lot yang konserfatif.
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Professortrader Team
Professional Forex Trader &
Top Grade Investment Management Consultant