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

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
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=35; StopLoss=110; maxSpread=1; MoneyManagement=false; minLots=1;
Bars in test153986Ticks modelled5303661Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit52616.89Gross profit94052.82Gross loss-41435.93
Profit factor2.27Expected payoff52.10
Absolute drawdown2568.07Maximal drawdown3148.95 (5.40%)Relative drawdown27.59% (2832.30)
Total trades1010Short positions (won %)489 (84.46%)Long positions (won %)521 (76.01%)
Profit trades (% of total)809 (80.10%)Loss trades (% of total)201 (19.90%)
Largestprofit trade376.75loss trade-1115.62
Averageprofit trade116.26loss trade-206.15
Maximumconsecutive wins (profit in money)45 (4849.91)consecutive losses (loss in money)9 (-796.30)
Maximalconsecutive profit (count of wins)4849.91 (45)consecutive loss (count of losses)-2537.94 (4)
Averageconsecutive wins7consecutive losses2
Graph