Strategy Tester Report
HIRYU ver01
(Build 218)

通貨ペアEURGBP (Euro vs Great Britain Pound )
期間日足(D1) 2005.11.01 00:00 - 2008.10.30 00:00 (2005.11.01 - 2008.10.31)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターSlippage=3; Lots=0.1; PositionMax=5; PipsRange=50; TakeProfit=20; StopLoss=280;
Bars in test1139Ticks modelled2915582Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit9812.52Gross profit19453.40Gross loss-9640.88
Profit factor2.02Expected payoff42.11
Absolute drawdown2070.70Maximal drawdown5434.47 (40.67%)Relative drawdown40.67% (5434.47)
Total trades233Short positions (won %)123 (83.74%)Long positions (won %)110 (97.27%)
Profit trades (% of total)210 (90.13%)Loss trades (% of total)23 (9.87%)
Largestprofit trade224.42loss trade-454.52
Averageprofit trade92.64loss trade-419.17
Maximumconsecutive wins (profit in money)63 (5683.72)consecutive losses (loss in money)5 (-2199.60)
Maximalconsecutive profit (count of wins)5683.72 (63)consecutive loss (count of losses)-2199.60 (5)
Averageconsecutive wins16consecutive losses2
Graph