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=7; 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 profit9903.19Gross profit15526.67Gross loss-5623.48
Profit factor2.76Expected payoff11.27
Absolute drawdown109.35Maximal drawdown1742.78 (11.14%)Relative drawdown11.14% (1742.78)
Total trades879Short positions (won %)371 (80.86%)Long positions (won %)508 (84.06%)
Profit trades (% of total)727 (82.71%)Loss trades (% of total)152 (17.29%)
Largestprofit trade102.56loss trade-102.56
Averageprofit trade21.36loss trade-37.00
Maximumconsecutive wins (profit in money)52 (930.86)consecutive losses (loss in money)12 (-1230.19)
Maximalconsecutive profit (count of wins)1612.04 (28)consecutive loss (count of losses)-1230.19 (12)
Averageconsecutive wins9consecutive losses2