Strategy Tester Report
Clab_EURGBP 4.6.2
FXCM-Real (Build 223)

通貨ペアEURGBP (Euro vs Great Britain Pound )
期間5分足(M5) 2009.06.01 00:00 - 2009.07.06 19:40 (2009.06.01 - 2009.07.07)
モデルEvery tick (the most precise method based on all available least timeframes)
Bars in test8371Ticks modelled1516627Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00
Total net profit103.94Gross profit155.56Gross loss-51.62
Profit factor3.01Expected payoff2.42
Absolute drawdown15.32Maximal drawdown73.63 (0.73%)Relative drawdown0.73% (73.63)
Total trades43Short positions (won %)22 (90.91%)Long positions (won %)21 (85.71%)
Profit trades (% of total)38 (88.37%)Loss trades (% of total)5 (11.63%)
Largestprofit trade6.52loss trade-19.06
Averageprofit trade4.09loss trade-10.32
Maximumconsecutive wins (profit in money)14 (65.32)consecutive losses (loss in money)2 (-25.24)
Maximalconsecutive profit (count of wins)65.32 (14)consecutive loss (count of losses)-25.24 (2)
Averageconsecutive wins8consecutive losses1
Graph