Strategy Tester Report
GN-EURUSD
121Lab-Server (Build 220)

通貨ペアEURUSD (Euro vs US Dollar)
期間2006.11.01 00:00 - 2008.11.29 06:55 (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=20; StopLoss=80; maxSpread=1; MoneyManagement=false; minLots=1;
Bars in test153570Ticks modelled4633204Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit39040.00Gross profit78130.00Gross loss-39090.00
Profit factor2.00Expected payoff40.88
Absolute drawdown370.00Maximal drawdown2960.00 (12.62%)Relative drawdown12.62% (2960.00)
Total trades955Short positions (won %)475 (79.58%)Long positions (won %)480 (78.96%)
Profit trades (% of total)757 (79.27%)Loss trades (% of total)198 (20.73%)
Largestprofit trade200.00loss trade-800.00
Averageprofit trade103.21loss trade-197.42
Maximumconsecutive wins (profit in money)57 (4360.00)consecutive losses (loss in money)5 (-1700.00)
Maximalconsecutive profit (count of wins)4360.00 (57)consecutive loss (count of losses)-2400.00 (3)
Averageconsecutive wins6consecutive losses2
Graph