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=4;
Bars in test151703Ticks modelled4440221Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit21059.12Gross profit44366.56Gross loss-23307.44
Profit factor1.90Expected payoff18.31
Absolute drawdown291.99Maximal drawdown1640.39 (5.68%)Relative drawdown8.33% (1393.59)
Total trades1150Short positions (won %)528 (76.14%)Long positions (won %)622 (71.06%)
Profit trades (% of total)844 (73.39%)Loss trades (% of total)306 (26.61%)
Largestprofit trade239.03loss trade-629.30
Averageprofit trade52.57loss trade-76.17
Maximumconsecutive wins (profit in money)83 (4309.28)consecutive losses (loss in money)5 (-212.73)
Maximalconsecutive profit (count of wins)4309.28 (83)consecutive loss (count of losses)-1234.62 (2)
Averageconsecutive wins4consecutive losses2