Strategy Tester Report
Ultima3.0
FXDDMalta-MT4 Live Server 3 (Build 226)

通貨ペアEURUSD (Euro vs. United States Dollar)
期間30分足(M30) 2005.01.12 04:30 - 2010.06.30 23:30 (2005.01.01 - 2010.07.01)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターMaxLot=50; MaxmumRisk=20;
Bars in test67361Ticks modelled47022889Modelling quality89.87%
Mismatched charts errors0
Initial deposit1000.00
Total net profit3870788.96Gross profit7682831.40Gross loss-3812042.44
Profit factor2.02Expected payoff3086.75
Absolute drawdown320.10Maximal drawdown123095.03 (8.02%)Relative drawdown39.27% (439.70)
Total trades1254Short positions (won %)643 (80.40%)Long positions (won %)611 (80.03%)
Profit trades (% of total)1006 (80.22%)Loss trades (% of total)248 (19.78%)
Largestprofit trade20500.00loss trade-48000.00
Averageprofit trade7637.01loss trade-15371.14
Maximumconsecutive wins (profit in money)28 (14188.40)consecutive losses (loss in money)3 (-56000.00)
Maximalconsecutive profit (count of wins)292000.00 (23)consecutive loss (count of losses)-80000.00 (2)
Averageconsecutive wins5consecutive losses1
Graph