Strategy Tester Report
FN-GBPCHF-CB21
ODL-MT4 Demo (Build 220)

通貨ペアGBPCHF (Great Britain Pound vs Swiss Franc)
期間2006.12.04 12:15 - 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; TakeProfit=100; StopLoss=100; maxSpread=6; MoneyManagement=false; minLots=1;
Bars in test147530Ticks modelled9605844Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit58154.76Gross profit107391.77Gross loss-49237.02
Profit factor2.18Expected payoff54.05
Absolute drawdown161.36Maximal drawdown4651.01 (7.26%)Relative drawdown12.61% (2570.73)
Total trades1076Short positions (won %)499 (82.16%)Long positions (won %)577 (74.35%)
Profit trades (% of total)839 (77.97%)Loss trades (% of total)237 (22.03%)
Largestprofit trade849.26loss trade-849.26
Averageprofit trade128.00loss trade-207.75
Maximumconsecutive wins (profit in money)35 (5007.50)consecutive losses (loss in money)6 (-1651.92)
Maximalconsecutive profit (count of wins)5007.50 (35)consecutive loss (count of losses)-2547.77 (3)
Averageconsecutive wins6consecutive losses2
Graph