Strategy Tester Report
ODL-MT4 Demo (Build 220)

通貨ペアEURCHF (Euro vs Swiss Franc)
期間2006.11.01 00:00 - 2008.11.30 23:55 (2006.11.01 - 2008.12.01)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターSafeClosureMode=true; SignalPeriod=22; HourToStart=21; TradingHours=3; TakeProfit=25; StopLoss=70; MoneyManagement=false; minLots=1; maxSpread=3;
Bars in test151703Ticks modelled4440221Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit30344.74Gross profit50905.87Gross loss-20561.13
Profit factor2.48Expected payoff26.39
Absolute drawdown190.62Maximal drawdown1561.97 (4.12%)Relative drawdown5.66% (1078.84)
Total trades1150Short positions (won %)528 (79.92%)Long positions (won %)622 (74.92%)
Profit trades (% of total)888 (77.22%)Loss trades (% of total)262 (22.78%)
Largestprofit trade235.62loss trade-620.38
Averageprofit trade57.33loss trade-78.48
Maximumconsecutive wins (profit in money)90 (5151.38)consecutive losses (loss in money)5 (-167.10)
Maximalconsecutive profit (count of wins)5151.38 (90)consecutive loss (count of losses)-1217.14 (2)
Averageconsecutive wins5consecutive losses2