Strategy Tester Report
ODL-MT4 Live (Build 218)

通貨ペアEURCHF (Euro vs Swiss Franc)
期間5分足(M5) 2004.07.01 00:00 - 2008.09.30 23:55 (2004.07.01 - 2008.10.01)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターMaxPosition=3; SafeClosureMode=true; SignalPeriod=18; HourToStart=22; TradingHours=3; TakeProfit=6; StopLoss=65; Slippage=0; OrderSendRetries=3; TPClosureMode=true; TPadjustment=false; TemporalTP=10; MoneyManagement=false; Risk_percent=10; minLots=1; UseATRStop=false; ATRPeriod=10; ATRStoplevel=3; ATRTimeframe=30; maxLots=100; Magic=20080000; maxSpread=4;
Bars in test301763Ticks modelled6140230Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit64554.80Gross profit86850.53Gross loss-22295.73
Profit factor3.90Expected payoff24.53
Absolute drawdown96.94Maximal drawdown1323.94 (2.04%)Relative drawdown2.91% (318.78)
Total trades2632Short positions (won %)1251 (81.53%)Long positions (won %)1381 (82.91%)
Profit trades (% of total)2165 (82.26%)Loss trades (% of total)467 (17.74%)
Largestprofit trade111.42loss trade-297.81
Averageprofit trade40.12loss trade-47.74
Maximumconsecutive wins (profit in money)72 (4089.32)consecutive losses (loss in money)7 (-299.34)
Maximalconsecutive profit (count of wins)4089.32 (72)consecutive loss (count of losses)-684.35 (4)
Averageconsecutive wins7consecutive losses1