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