Strategy Tester Report
ME_Forex01_EURGBP
AlpariUK-Demo (Build 218)

通貨ペアEURGBP (Euro vs Great Britain Pound )
期間5分足(M5) 2004.07.01 00:00 - 2008.10.14 23:55 (2004.07.01 - 2008.10.15)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターMagic=5020; Lots=0.1; TP=450; SL=350; slippage=30; Closeofmarketorder=false; CloseParameter=10; OpenParameter=9; _000="Money_management"; Money_management=false; AccountType=1; risk=0; _001="Timefilter"; TradeTimeFilter=true; OpenStartTime=23; TradePeriod=4; MondayMoningFilter=true; MondayMoning=1; FridayNightFilter=true; FridayNight=15; LongTimeOpenPositionCloser=false; LongTimeOpenPositionHour=3; LongTimeOpenPositionMinute=0; DayofweekFilter=false; Trade_Mon=1; Trade_Tue=1; Trade_Wed=1; Trade_Thu=1; Trade_Fri=1; SpreadFilter=false; MaxSpread=3;
Bars in test301435Ticks modelled5395237Modelling quality90.00%
Mismatched charts errors0
Initial deposit1000.00
Total net profit4522.49Gross profit6533.27Gross loss-2010.78
Profit factor3.25Expected payoff1.81
Absolute drawdown24.26Maximal drawdown120.84 (3.38%)Relative drawdown5.91% (109.76)
Total trades2492Short positions (won %)1093 (94.14%)Long positions (won %)1399 (95.71%)
Profit trades (% of total)2368 (95.02%)Loss trades (% of total)124 (4.98%)
Largestprofit trade21.73loss trade-54.48
Averageprofit trade2.76loss trade-16.22
Maximumconsecutive wins (profit in money)96 (378.07)consecutive losses (loss in money)2 (-0.14)
Maximalconsecutive profit (count of wins)378.07 (96)consecutive loss (count of losses)-54.48 (1)
Averageconsecutive wins20consecutive losses1
Graph