Strategy Tester Report
ODL-MT4 Demo (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=80; StopLoss=80; maxSpread=3; MoneyManagement=false; minLots=1;
Bars in test152455Ticks modelled4171204Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit36414.72Gross profit58651.31Gross loss-22236.59
Profit factor2.64Expected payoff37.77
Absolute drawdown597.55Maximal drawdown2610.33 (6.77%)Relative drawdown17.55% (2422.36)
Total trades964Short positions (won %)457 (81.62%)Long positions (won %)507 (76.92%)
Profit trades (% of total)763 (79.15%)Loss trades (% of total)201 (20.85%)
Largestprofit trade716.78loss trade-789.19
Averageprofit trade76.87loss trade-110.63
Maximumconsecutive wins (profit in money)29 (3480.35)consecutive losses (loss in money)6 (-720.13)
Maximalconsecutive profit (count of wins)4006.68 (17)consecutive loss (count of losses)-1462.26 (2)
Averageconsecutive wins6consecutive losses2