Strategy Tester Report
121Lab-Server (Build 221)

通貨ペアUSDCAD (US Dollar vs Canadian Dollar)
期間5分足(M5) 2007.03.01 00:00 - 2009.03.27 20:55 (2007.03.01 - 2009.03.29)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターTakeProfit=40; StopLoss=70; maxSpread=4; MoneyManagement=false; minLots=1; maxLots=1;
Bars in test147046Ticks modelled3441510Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit30641.69Gross profit52933.17Gross loss-22291.48
Profit factor2.37Expected payoff49.99
Absolute drawdown238.56Maximal drawdown3433.26 (9.40%)Relative drawdown13.55% (2360.65)
Total trades613Short positions (won %)324 (78.09%)Long positions (won %)289 (73.70%)
Profit trades (% of total)466 (76.02%)Loss trades (% of total)147 (23.98%)
Largestprofit trade429.90loss trade-770.49
Averageprofit trade113.59loss trade-151.64
Maximumconsecutive wins (profit in money)23 (1934.49)consecutive losses (loss in money)5 (-1160.60)
Maximalconsecutive profit (count of wins)2536.12 (18)consecutive loss (count of losses)-2284.26 (3)
Averageconsecutive wins5consecutive losses2