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

通貨ペアGBPJPY (Great Britain Pound vs Japanese Yen)
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 test240581Ticks modelled35022129Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit19452.84Gross profit83176.32Gross loss-63723.48
Profit factor1.31Expected payoff23.64
Absolute drawdown602.68Maximal drawdown2869.76 (12.82%)Relative drawdown12.82% (2869.76)
Total trades823Short positions (won %)373 (53.89%)Long positions (won %)450 (46.89%)
Profit trades (% of total)412 (50.06%)Loss trades (% of total)411 (49.94%)
Largestprofit trade2084.19loss trade-837.35
Averageprofit trade201.88loss trade-155.04
Maximumconsecutive wins (profit in money)10 (1996.37)consecutive losses (loss in money)9 (-1282.02)
Maximalconsecutive profit (count of wins)2946.91 (5)consecutive loss (count of losses)-1849.79 (4)
Averageconsecutive wins2consecutive losses2
Graph