Strategy Tester Report
FXDD-MT4 Live Server (Build 220)

通貨ペアEURUSD (Euro vs. United States Dollar)
期間5分足(M5) 2007.01.02 09:00 - 2009.01.30 23:00 (2007.01.01 - 2009.01.31)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターlotsize=0.1; stoploss_pips=500; max_order_count=10;
Bars in test154515Ticks modelled18153518Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit9512.06Gross profit19963.66Gross loss-10451.60
Profit factor1.91Expected payoff14.03
Absolute drawdown673.85Maximal drawdown3702.47 (22.09%)Relative drawdown22.44% (2697.72)
Total trades678Short positions (won %)333 (66.37%)Long positions (won %)345 (64.64%)
Profit trades (% of total)444 (65.49%)Loss trades (% of total)234 (34.51%)
Largestprofit trade201.64loss trade-501.78
Averageprofit trade44.96loss trade-44.66
Maximumconsecutive wins (profit in money)14 (568.92)consecutive losses (loss in money)6 (-1350.35)
Maximalconsecutive profit (count of wins)625.55 (11)consecutive loss (count of losses)-1350.35 (6)
Averageconsecutive wins3consecutive losses2