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=25; HourToStart=20; TradingHours=3; TakeProfit=5; StopLoss=65;MoneyManagement=false; minLots=1; maxSpread=3;
Bars in test151703Ticks modelled4440221Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit23574.43Gross profit41753.37Gross loss-18178.94
Profit factor2.30Expected payoff19.07
Absolute drawdown203.35Maximal drawdown2418.39 (9.31%)Relative drawdown9.31% (2418.39)
Total trades1236Short positions (won %)595 (83.36%)Long positions (won %)641 (82.06%)
Profit trades (% of total)1022 (82.69%)Loss trades (% of total)214 (17.31%)
Largestprofit trade86.53loss trade-562.43
Averageprofit trade40.85loss trade-84.95
Maximumconsecutive wins (profit in money)68 (3060.78)consecutive losses (loss in money)5 (-824.13)
Maximalconsecutive profit (count of wins)3060.78 (68)consecutive loss (count of losses)-943.11 (3)
Averageconsecutive wins7consecutive losses2