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=46; 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 profit33367.35Gross profit47886.98Gross loss-14519.63
Profit factor3.30Expected payoff49.21
Absolute drawdown397.02Maximal drawdown1758.83 (4.28%)Relative drawdown8.09% (1344.15)
Total trades678Short positions (won %)299 (80.27%)Long positions (won %)379 (79.68%)
Profit trades (% of total)542 (79.94%)Loss trades (% of total)136 (20.06%)
Largestprofit trade235.64loss trade-620.43
Averageprofit trade88.35loss trade-106.76
Maximumconsecutive wins (profit in money)35 (3507.54)consecutive losses (loss in money)7 (-496.77)
Maximalconsecutive profit (count of wins)3975.39 (30)consecutive loss (count of losses)-1209.74 (2)
Averageconsecutive wins7consecutive losses2