Strategy Tester Report
GN-EURCHF
ODL-MT4 Demo (Build 220)

通貨ペアEURCHF (Euro 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=90; StopLoss=70; maxSpread=4; MoneyManagement=false; minLots=1;
Bars in test151703Ticks modelled4440221Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit23733.33Gross profit45251.25Gross loss-21517.91
Profit factor2.10Expected payoff16.19
Absolute drawdown386.26Maximal drawdown2135.94 (6.75%)Relative drawdown9.40% (1556.94)
Total trades1466Short positions (won %)681 (73.86%)Long positions (won %)785 (72.36%)
Profit trades (% of total)1071 (73.06%)Loss trades (% of total)395 (26.94%)
Largestprofit trade622.96loss trade-622.04
Averageprofit trade42.25loss trade-54.48
Maximumconsecutive wins (profit in money)53 (332.61)consecutive losses (loss in money)9 (-77.00)
Maximalconsecutive profit (count of wins)1744.43 (12)consecutive loss (count of losses)-1811.21 (3)
Averageconsecutive wins5consecutive losses2
Graph