Strategy Tester Report
ODL-MT4 Live (Build 218)

通貨ペアEURCHF (Euro vs Swiss Franc)
期間5分足(M5) 2004.07.01 00:00 - 2008.09.30 23:55 (2004.07.01 - 2008.10.01)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターMaxPosition=3; SafeClosureMode=true; SignalPeriod=25; HourToStart=22; TradingHours=3; TakeProfit=5; StopLoss=65; Slippage=0; OrderSendRetries=3; TPClosureMode=true; TPadjustment=false; TemporalTP=10; MoneyManagement=false; Risk_percent=10; minLots=1; UseATRStop=false; ATRPeriod=10; ATRStoplevel=3; ATRTimeframe=30; maxLots=100; Magic=20080000; maxSpread=4;
Bars in test301763Ticks modelled6140230Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit61164.11Gross profit78284.19Gross loss-17120.09
Profit factor4.57Expected payoff27.53
Absolute drawdown88.05Maximal drawdown957.09 (1.55%)Relative drawdown2.94% (318.49)
Total trades2222Short positions (won %)1042 (86.37%)Long positions (won %)1180 (86.10%)
Profit trades (% of total)1916 (86.23%)Loss trades (% of total)306 (13.77%)
Largestprofit trade102.48loss trade-369.85
Averageprofit trade40.86loss trade-55.95
Maximumconsecutive wins (profit in money)80 (4177.10)consecutive losses (loss in money)6 (-237.20)
Maximalconsecutive profit (count of wins)4177.10 (80)consecutive loss (count of losses)-535.20 (2)
Averageconsecutive wins9consecutive losses1