Strategy Tester Report
Ultima2.0
FXDD-MT4 Live Server 3 (Build 225)

通貨ペアEURUSD (Euro vs. United States Dollar)
期間30分足(M30) 2005.01.12 04:30 - 2009.11.30 23:30 (2005.01.01 - 2009.12.01)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターMaxLot=50; Leverage=25;
Bars in test60174Ticks modelled31411871Modelling quality89.85%
Mismatched charts errors0
Initial deposit1000.00
Total net profit3032981.25Gross profit7194105.97Gross loss-4161124.72
Profit factor1.73Expected payoff2426.39
Absolute drawdown400.10Maximal drawdown138566.20 (5.27%)Relative drawdown47.35% (1936.17)
Total trades1250Short positions (won %)641 (80.81%)Long positions (won %)609 (77.50%)
Profit trades (% of total)990 (79.20%)Loss trades (% of total)260 (20.80%)
Largestprofit trade20500.00loss trade-52000.00
Averageprofit trade7266.77loss trade-16004.33
Maximumconsecutive wins (profit in money)28 (213367.61)consecutive losses (loss in money)3 (-75632.39)
Maximalconsecutive profit (count of wins)308500.00 (21)consecutive loss (count of losses)-104000.00 (2)
Averageconsecutive wins5consecutive losses1
Graph
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