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

通貨ペアAUDUSD (Australian Dollar vs. United States Dollar)
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 test384294Ticks modelled7049826Modelling qualityn/a
Mismatched charts errors140998
Initial deposit10000.00
Total net profit13123.90Gross profit32070.90Gross loss-18947.00
Profit factor1.69Expected payoff4.65
Absolute drawdown338.10Maximal drawdown2344.00 (14.00%)Relative drawdown17.57% (2267.00)
Total trades2823Short positions (won %)1248 (74.60%)Long positions (won %)1575 (75.17%)
Profit trades (% of total)2115 (74.92%)Loss trades (% of total)708 (25.08%)
Largestprofit trade90.00loss trade-90.00
Averageprofit trade15.16loss trade-26.76
Maximumconsecutive wins (profit in money)61 (1036.00)consecutive losses (loss in money)18 (-829.00)
Maximalconsecutive profit (count of wins)2575.00 (55)consecutive loss (count of losses)-1170.00 (13)
Averageconsecutive wins13consecutive losses4