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=6;
Bars in test151703Ticks modelled4440221Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit367.04Gross profit31211.45Gross loss-30844.42
Profit factor1.01Expected payoff0.32
Absolute drawdown3035.74Maximal drawdown5502.51 (44.14%)Relative drawdown44.14% (5502.51)
Total trades1150Short positions (won %)528 (60.61%)Long positions (won %)622 (63.50%)
Profit trades (% of total)715 (62.17%)Loss trades (% of total)435 (37.83%)
Largestprofit trade242.16loss trade-637.71
Averageprofit trade43.65loss trade-70.91
Maximumconsecutive wins (profit in money)19 (510.25)consecutive losses (loss in money)10 (-605.35)
Maximalconsecutive profit (count of wins)1483.04 (11)consecutive loss (count of losses)-1243.09 (2)
Averageconsecutive wins3consecutive losses2