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

通貨ペアUSDCHF (United States Dollar vs. Swiss Franc)
期間5分足(M5) 2005.01.10 10:50 - 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=3; 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 test384590Ticks modelled8551863Modelling qualityn/a
Mismatched charts errors135243
Initial deposit10000.00
Total net profit14136.96Gross profit26711.42Gross loss-12574.46
Profit factor2.12Expected payoff5.46
Absolute drawdown66.40Maximal drawdown1767.58 (12.49%)Relative drawdown12.49% (1767.58)
Total trades2591Short positions (won %)1046 (81.74%)Long positions (won %)1545 (78.64%)
Profit trades (% of total)2070 (79.89%)Loss trades (% of total)521 (20.11%)
Largestprofit trade68.48loss trade-91.39
Averageprofit trade12.90loss trade-24.14
Maximumconsecutive wins (profit in money)83 (877.63)consecutive losses (loss in money)32 (-894.31)
Maximalconsecutive profit (count of wins)1511.59 (68)consecutive loss (count of losses)-1368.38 (15)
Averageconsecutive wins16consecutive losses4