Strategy Tester Report
FXSP001_ver1.00
AlpariUK-Demo (Build 216)

通貨ペアEURUSD (Euro vs US Dollar)
期間5分足(M5) 2003.01.01 05:55 - 2008.05.15 23:55 (2003.01.01 - 2008.05.16)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターMagic=20080516; Alerts=false; Closeofmarketorder=false; Lots=0.1; TakeProfit=8; InitialStop=35;
Bars in test400432Ticks modelled10739759Modelling quality90.00%
Mismatched charts errors5
Initial deposit1000.00
Total net profit6452.50Gross profit10799.70Gross loss-4347.20
Profit factor2.48Expected payoff4.35
Absolute drawdown1.00Maximal drawdown167.80 (7.81%)Relative drawdown7.81% (167.80)
Total trades1485Short positions (won %)740 (90.81%)Long positions (won %)745 (92.62%)
Profit trades (% of total)1362 (91.72%)Loss trades (% of total)123 (8.28%)
Largestprofit trade8.90loss trade-38.00
Averageprofit trade7.93loss trade-35.34
Maximumconsecutive wins (profit in money)42 (327.70)consecutive losses (loss in money)3 (-107.70)
Maximalconsecutive profit (count of wins)327.70 (42)consecutive loss (count of losses)-107.70 (3)
Averageconsecutive wins13consecutive losses1
Graph