Strategy Tester Report
121Lab-Server (Build 218)

通貨ペアEURCHF. (Euro vs Swiss Franc)
期間30分足(M30) 2008.01.02 08:00 - 2008.10.31 20:30 (2008.01.01 - 2008.11.01)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターEA_Settings="------"; TakeProfit=5; StopLoss=60; Slippage=0; EntryHour=19; EntryFrequency=1; OrderSendRetries=5; maxSpread=3; TPClosure_Settings="------"; TPClosureMode=true; TPadjustment=false; TemporalTP=20; ATRStop_Settings="------"; UseATRStop=false; ATRTimeframe=15; ATRPeriod=10; ATRStoplevel=3; MM_Settings="------"; MoneyManagement=false; Risk_percent=10; minLots=1; maxLots=100;
Bars in test11354Ticks modelled2617922Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit9634.14Gross profit17626.53Gross loss-7992.38
Profit factor2.21Expected payoff23.73
Absolute drawdown241.81Maximal drawdown2360.78 (13.26%)Relative drawdown13.26% (2360.78)
Total trades406Short positions (won %)217 (97.24%)Long positions (won %)189 (94.71%)
Profit trades (% of total)390 (96.06%)Loss trades (% of total)16 (3.94%)
Largestprofit trade75.39loss trade-504.84
Averageprofit trade45.20loss trade-499.52
Maximumconsecutive wins (profit in money)75 (3541.71)consecutive losses (loss in money)3 (-1514.51)
Maximalconsecutive profit (count of wins)3541.71 (75)consecutive loss (count of losses)-1514.51 (3)
Averageconsecutive wins30consecutive losses1