Strategy Tester Report
121Lab-Server (Build 218)

通貨ペアEURCHF (Euro vs Swiss Franc)
期間30分足(M30) 2008.01.01 00:00 - 2008.08.30 06:30 (2008.01.01 - 2008.09.01)
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 test9218Ticks modelled1746600Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-7182.31Gross profit10803.49Gross loss-17985.80
Profit factor0.60Expected payoff-27.10
Absolute drawdown7182.31Maximal drawdown9040.82 (76.24%)Relative drawdown76.24% (9040.82)
Total trades265Short positions (won %)114 (96.49%)Long positions (won %)151 (80.13%)
Profit trades (% of total)231 (87.17%)Loss trades (% of total)34 (12.83%)
Largestprofit trade81.62loss trade-549.11
Averageprofit trade46.77loss trade-528.99
Maximumconsecutive wins (profit in money)44 (2095.50)consecutive losses (loss in money)5 (-2722.07)
Maximalconsecutive profit (count of wins)2095.50 (44)consecutive loss (count of losses)-2722.07 (5)
Averageconsecutive wins12consecutive losses2