Strategy Tester Report
FN-USDCHF
ODL-MT4 Live (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=2; MoneyManagement=false; minLots=1;
Bars in test152485Ticks modelled4171386Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit41616.15Gross profit59539.39Gross loss-17923.24
Profit factor3.32Expected payoff50.38
Absolute drawdown1676.10Maximal drawdown2954.66 (6.52%)Relative drawdown17.09% (1716.28)
Total trades826Short positions (won %)387 (84.24%)Long positions (won %)439 (79.04%)
Profit trades (% of total)673 (81.48%)Loss trades (% of total)153 (18.52%)
Largestprofit trade272.11loss trade-502.96
Averageprofit trade88.47loss trade-117.15
Maximumconsecutive wins (profit in money)36 (2563.86)consecutive losses (loss in money)7 (-1312.87)
Maximalconsecutive profit (count of wins)2917.37 (23)consecutive loss (count of losses)-2431.88 (6)
Averageconsecutive wins7consecutive losses2
Graph