Strategy Tester Report
ODL-MT4 Demo (Build 220)

通貨ペアUSDCHF (US Dollar 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TakeProfit=30; StopLoss=50; maxSpread=3; MoneyManagement=false; minLots=1;
Bars in test152455Ticks modelled4171204Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit33567.19Gross profit53653.96Gross loss-20086.77
Profit factor2.67Expected payoff40.64
Absolute drawdown1742.03Maximal drawdown3272.83 (8.51%)Relative drawdown17.62% (1766.13)
Total trades826Short positions (won %)387 (81.40%)Long positions (won %)439 (78.13%)
Profit trades (% of total)658 (79.66%)Loss trades (% of total)168 (20.34%)
Largestprofit trade272.08loss trade-501.71
Averageprofit trade81.54loss trade-119.56
Maximumconsecutive wins (profit in money)36 (2243.49)consecutive losses (loss in money)7 (-2875.77)
Maximalconsecutive profit (count of wins)2694.83 (23)consecutive loss (count of losses)-2875.77 (7)
Averageconsecutive wins6consecutive losses2