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

通貨ペアUSDJPY (United States Dollar vs. Japanese Yen)
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 test384748Ticks modelled7639872Modelling qualityn/a
Mismatched charts errors1798
Initial deposit10000.00
Total net profit11441.67Gross profit20773.43Gross loss-9331.76
Profit factor2.23Expected payoff6.18
Absolute drawdown255.97Maximal drawdown2513.80 (16.31%)Relative drawdown16.31% (2513.80)
Total trades1852Short positions (won %)770 (78.96%)Long positions (won %)1082 (74.03%)
Profit trades (% of total)1409 (76.08%)Loss trades (% of total)443 (23.92%)
Largestprofit trade96.66loss trade-105.40
Averageprofit trade14.74loss trade-21.06
Maximumconsecutive wins (profit in money)52 (1316.58)consecutive losses (loss in money)16 (-1463.80)
Maximalconsecutive profit (count of wins)1730.35 (51)consecutive loss (count of losses)-1463.80 (16)
Averageconsecutive wins14consecutive losses4