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=5;
Bars in test151703Ticks modelled4440221Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit10103.99Gross profit37381.39Gross loss-27277.39
Profit factor1.37Expected payoff8.79
Absolute drawdown492.95Maximal drawdown2228.91 (13.01%)Relative drawdown13.38% (1889.57)
Total trades1150Short positions (won %)528 (68.94%)Long positions (won %)622 (68.97%)
Profit trades (% of total)793 (68.96%)Loss trades (% of total)357 (31.04%)
Largestprofit trade242.16loss trade-637.71
Averageprofit trade47.14loss trade-76.41
Maximumconsecutive wins (profit in money)34 (1158.80)consecutive losses (loss in money)9 (-393.51)
Maximalconsecutive profit (count of wins)1552.20 (11)consecutive loss (count of losses)-1243.09 (2)
Averageconsecutive wins4consecutive losses2