Strategy Tester Report
GN-EURUSD
ODL-MT4 Live (Build 220)

通貨ペアEURUSD (Euro vs US Dollar)
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=20; StopLoss=80; maxSpread=3; MoneyManagement=false; minLots=1;
Bars in test153475Ticks modelled4631273Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit13801.00Gross profit67081.00Gross loss-53280.00
Profit factor1.26Expected payoff13.84
Absolute drawdown766.00Maximal drawdown6343.50 (24.66%)Relative drawdown33.48% (5192.50)
Total trades997Short positions (won %)483 (71.84%)Long positions (won %)514 (75.49%)
Profit trades (% of total)735 (73.72%)Loss trades (% of total)262 (26.28%)
Largestprofit trade213.50loss trade-819.50
Averageprofit trade91.27loss trade-203.36
Maximumconsecutive wins (profit in money)34 (2477.00)consecutive losses (loss in money)10 (-1540.00)
Maximalconsecutive profit (count of wins)3421.00 (20)consecutive loss (count of losses)-3506.00 (8)
Averageconsecutive wins5consecutive losses2
Graph