Strategy Tester Report
Tadx
FXDDMalta-MT4 Live Server 3 (Build 229)

通貨ペアEURUSD (Euro vs. United States Dollar)
期間5分足(M5) 2008.08.01 00:00 - 2011.01.31 23:55 (2008.08.01 - 2011.02.01)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターFixLots=0.1; MM=true; MaximumRisk=10; MAPeriodS=75; MAPeriodL=420; ADXDif=2.5; DIDif=5;
Bars in test185817Ticks modelled41129206Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit629158.25Gross profit3786931.67Gross loss-3157773.42
Profit factor1.20Expected payoff520.83
Absolute drawdown735.94Maximal drawdown282135.29 (36.61%)Relative drawdown36.65% (111379.73)
Total trades1208Short positions (won %)603 (53.73%)Long positions (won %)605 (50.58%)
Profit trades (% of total)630 (52.15%)Loss trades (% of total)578 (47.85%)
Largestprofit trade46100.00loss trade-22853.43
Averageprofit trade6011.00loss trade-5463.28
Maximumconsecutive wins (profit in money)10 (49055.62)consecutive losses (loss in money)8 (-91400.00)
Maximalconsecutive profit (count of wins)93646.57 (5)consecutive loss (count of losses)-91400.00 (8)
Averageconsecutive wins2consecutive losses2
Graph