Strategy Tester Report
Demo (Build 225)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間5分足(M5) 2009.03.20 21:30 - 2009.08.28 12:05
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターLots=1; StopLoss=25; TakeProfit=25; Slippage=3; MagicNumber=20090828; MAperiod=100; HighLowperiod=5;
Bars in test32804Ticks modelled1454894Modelling quality39.83%
Mismatched charts errors1
Initial deposit10000.00
Total net profit-2581.79Gross profit91895.63Gross loss-94477.42
Profit factor0.97Expected payoff-3.03
Absolute drawdown5645.34Maximal drawdown6593.31 (60.22%)Relative drawdown60.22% (6593.31)
Total trades853Short positions (won %)451 (50.11%)Long positions (won %)402 (45.27%)
Profit trades (% of total)408 (47.83%)Loss trades (% of total)445 (52.17%)
Largestprofit trade271.47loss trade-279.73
Averageprofit trade225.23loss trade-212.31
Maximumconsecutive wins (profit in money)8 (1566.80)consecutive losses (loss in money)7 (-1810.88)
Maximalconsecutive profit (count of wins)1568.78 (6)consecutive loss (count of losses)-1810.88 (7)
Averageconsecutive wins2consecutive losses2