Strategy Tester Report
AMPM
(Build 215)

通貨ペア EURUSD (Euro vs US Dollar)
期間 5分足(M5) 2000.01.02 23:00 - 2007.12.30 23:55 (2000.01.01 - 2007.12.31)
モデル Every tick (the most precise method based on all available least timeframes)
パラメーター MaxLotSize=1; LotSize=0.2; LotIncrement=0.1; ProfitTarget=5; Spacing=5; stoploss=50; explanation20="移動平均線設定"; TrendTimeFrame=1; TrendPeriods=1200; comment="AMPM"; MagicNumber=777;
Bars in test 595268 Ticks modelled 14843145 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 31655.50 Gross profit 51581.80 Gross loss -19926.30
Profit factor 2.59 Expected payoff 7.49
Absolute drawdown 179.00 Maximal drawdown 2631.00 (6.43%) Relative drawdown 12.22% (1600.00)
Total trades 4224 Short positions (won %) 1999 (85.94%) Long positions (won %) 2225 (87.01%)
Profit trades (% of total) 3654 (86.51%) Loss trades (% of total) 570 (13.49%)
Largest profit trade 266.00 loss trade -288.00
Average profit trade 14.12 loss trade -34.96
Maximum consecutive wins (profit in money) 52 (408.00) consecutive losses (loss in money) 4 (-916.00)
Maximal consecutive profit (count of wins) 742.00 (8) consecutive loss (count of losses) -916.00 (4)
Average consecutive wins 7 consecutive losses 1
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