Strategy Tester Report
ODL-MT4 Live (Build 220)

通貨ペアGBPUSD (Great Britain Pound vs US Dollar)
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=130; StopLoss=110; maxSpread=5; MoneyManagement=false; minLots=1;
Bars in test152603Ticks modelled4957901Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit29864.00Gross profit76423.00Gross loss-46559.00
Profit factor1.64Expected payoff39.61
Absolute drawdown2428.50Maximal drawdown5869.00 (15.14%)Relative drawdown25.26% (2559.00)
Total trades754Short positions (won %)339 (76.40%)Long positions (won %)415 (77.59%)
Profit trades (% of total)581 (77.06%)Loss trades (% of total)173 (22.94%)
Largestprofit trade1244.00loss trade-1118.00
Averageprofit trade131.54loss trade-269.13
Maximumconsecutive wins (profit in money)30 (3472.00)consecutive losses (loss in money)8 (-1499.50)
Maximalconsecutive profit (count of wins)5087.00 (7)consecutive loss (count of losses)-2718.00 (4)
Averageconsecutive wins6consecutive losses2