Strategy Tester Report
ST-045
AlpariUK-Demo (Build 226)

通貨ペアEURGBP (Euro vs Great Britain Pound )
期間5分足(M5) 2007.01.02 00:00 - 2010.04.02 22:55 (2007.01.01 - 2010.04.04)
モデルEvery tick (the most precise method based on all available least timeframes)
Bars in test233466Ticks modelled16813035Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit4676.08Gross profit15616.05Gross loss-10939.97
Profit factor1.43Expected payoff9.13
Absolute drawdown324.31Maximal drawdown813.32 (5.33%)Relative drawdown5.33% (813.32)
Total trades512Short positions (won %)242 (51.65%)Long positions (won %)270 (54.44%)
Profit trades (% of total)272 (53.13%)Loss trades (% of total)240 (46.88%)
Largestprofit trade320.61loss trade-150.22
Averageprofit trade57.41loss trade-45.58
Maximumconsecutive wins (profit in money)8 (230.24)consecutive losses (loss in money)6 (-122.23)
Maximalconsecutive profit (count of wins)682.97 (6)consecutive loss (count of losses)-528.62 (5)
Averageconsecutive wins2consecutive losses2
Graph