Strategy Tester Report
FXDDMalta-MT4 Live Server 3 (Build 226)

通貨ペアCHFJPY (Swiss Franc vs. Japanese Yen)
期間5分足(M5) 2005.04.08 08:25 - 2010.04.01 00:00 (2005.01.01 - 2010.04.01)
モデルControl points (a very crude method, the results must not be considered)
パラメーターLot_Help="Order Send Setting"; MaxOrders=15; LotManagemant=false; Lots=0.1; Leverage=5; Slippage=3; StopLoss=0; TakeProfit=0; TradeHourOffset_Help="Tradeing Time Offset"; TradeHourOffset=0; SpreadRange_Help="Allowed to Tradeing Spread"; SpreadRange=4; NextOrderMagin_Help="Next Order Pips Magin"; NextOrderMagin=2; NextOrderWait_Help="Next Order Wait Minute:[0]no wait"; NextOrderWaitMinute=0; WeekTrade_Help="Monday and Friday Trade"; MondayTrade=true; FridayTrade=true; Entry_and_Close_Help="Order Period and EntryClose Position"; PeriodLength=; EntryLevel=; CloseLevel=; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments="";
Bars in test366876Ticks modelled9850143Modelling qualityn/a
Mismatched charts errors3044
Initial deposit10000.00
Total net profit19616.95Gross profit29730.50Gross loss-10113.55
Profit factor2.94Expected payoff10.85
Absolute drawdown160.60Maximal drawdown2734.95 (13.17%)Relative drawdown13.17% (2734.95)
Total trades1808Short positions (won %)766 (83.03%)Long positions (won %)1042 (84.55%)
Profit trades (% of total)1517 (83.90%)Loss trades (% of total)291 (16.10%)
Largestprofit trade102.56loss trade-102.56
Averageprofit trade19.60loss trade-34.75
Maximumconsecutive wins (profit in money)121 (2365.28)consecutive losses (loss in money)17 (-1742.78)
Maximalconsecutive profit (count of wins)2551.95 (52)consecutive loss (count of losses)-1742.78 (17)
Averageconsecutive wins19consecutive losses4