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) 2005.02.01 00:00 - 2010.10.01 00:00 (2005.02.01 - 2010.10.01)
モデルControl points (a very crude method, the results must not be considered)
パラメーターMaxLot=50; MaxmumRisk=20;
Bars in test70518Ticks modelled1402886Modelling qualityn/a
Mismatched charts errors379
Initial deposit1000.00
Total net profit3507907.49Gross profit9503737.13Gross loss-5995829.64
Profit factor1.59Expected payoff2412.59
Absolute drawdown38.00Maximal drawdown665830.33 (16.54%)Relative drawdown38.89% (738.70)
Total trades1454Short positions (won %)751 (77.90%)Long positions (won %)703 (78.38%)
Profit trades (% of total)1136 (78.13%)Loss trades (% of total)318 (21.87%)
Largestprofit trade20500.00loss trade-48000.00
Averageprofit trade8365.97loss trade-18854.81
Maximumconsecutive wins (profit in money)28 (18949.10)consecutive losses (loss in money)4 (-78563.87)
Maximalconsecutive profit (count of wins)288000.00 (22)consecutive loss (count of losses)-96000.00 (3)
Averageconsecutive wins5consecutive losses1
Graph
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