Strategy Tester Report
FXDD-MT4 Demo Server (Build 220)

通貨ペアUSDCAD (United States Dollar vs. Canadian Dollar)
期間5分足(M5) 2007.03.01 00:00 - 2009.03.27 23:55 (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=5; MoneyManagement=false; minLots=1; maxLots=1;
Bars in test147082Ticks modelled3441853Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit26552.54Gross profit49591.80Gross loss-23039.26
Profit factor2.15Expected payoff43.32
Absolute drawdown161.56Maximal drawdown3478.32 (10.66%)Relative drawdown15.26% (2411.94)
Total trades613Short positions (won %)323 (75.23%)Long positions (won %)290 (73.79%)
Profit trades (% of total)457 (74.55%)Loss trades (% of total)156 (25.45%)
Largestprofit trade429.46loss trade-766.20
Averageprofit trade108.52loss trade-147.69
Maximumconsecutive wins (profit in money)23 (1770.19)consecutive losses (loss in money)5 (-1210.00)
Maximalconsecutive profit (count of wins)2344.75 (18)consecutive loss (count of losses)-2275.78 (3)
Averageconsecutive wins4consecutive losses2