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

通貨ペアEURUSD (Euro 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 test384688Ticks modelled8309414Modelling qualityn/a
Mismatched charts errors141024
Initial deposit10000.00
Total net profit6862.00Gross profit12656.00Gross loss-5794.00
Profit factor2.18Expected payoff7.31
Absolute drawdown234.00Maximal drawdown2365.00 (15.64%)Relative drawdown15.64% (2365.00)
Total trades939Short positions (won %)442 (74.66%)Long positions (won %)497 (74.04%)
Profit trades (% of total)698 (74.33%)Loss trades (% of total)241 (25.67%)
Largestprofit trade58.00loss trade-90.00
Averageprofit trade18.13loss trade-24.04
Maximumconsecutive wins (profit in money)67 (1635.00)consecutive losses (loss in money)22 (-1411.00)
Maximalconsecutive profit (count of wins)1635.00 (67)consecutive loss (count of losses)-1411.00 (22)
Averageconsecutive wins14consecutive losses5