Strategy Tester Report
121Lab-Server (Build 218)

通貨ペアEURCHF (Euro vs Swiss Franc)
期間30分足(M30) 1999.01.08 01:30 - 2007.12.31 23:30 (1999.01.01 - 2008.01.01)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターTakeProfit=5; StopLoss=60; Slippage=0; EntryHour=4; EntryFrequency=1; Fitted_to_ODL=true; TPadjustment=true; TemporalTP=15; MoneyManagement=false; Risk_percent=10; minLots=1; maxLots=100; Magic=20080531;
Bars in test107228Ticks modelled21018885Modelling quality89.92%
Mismatched charts errors0
Initial deposit10000.00
Total net profit304032.54Gross profit340066.18Gross loss-36033.64
Profit factor9.44Expected payoff47.01
Absolute drawdown72.67Maximal drawdown12631.05 (3.87%)Relative drawdown3.87% (12631.05)
Total trades6467Short positions (won %)3066 (98.86%)Long positions (won %)3401 (99.09%)
Profit trades (% of total)6401 (98.98%)Loss trades (% of total)66 (1.02%)
Largestprofit trade136.20loss trade-569.04
Averageprofit trade53.13loss trade-545.96
Maximumconsecutive wins (profit in money)1202 (65585.39)consecutive losses (loss in money)5 (-2722.57)
Maximalconsecutive profit (count of wins)65585.39 (1202)consecutive loss (count of losses)-2722.57 (5)
Averageconsecutive wins156consecutive losses2