Strategy Tester Report
BN728-CB21
121Lab-Server (Build 218)

通貨ペアUSDCHF (US Dollar vs Swiss Franc)
期間30分足(M30) 1999.01.06 22:00 - 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=20080728;
Bars in test111586Ticks modelled20666882Modelling quality89.92%
Mismatched charts errors0
Initial deposit10000.00
Total net profit83988.62Gross profit155062.88Gross loss-71074.26
Profit factor2.18Expected payoff21.07
Absolute drawdown875.26Maximal drawdown8181.82 (8.26%)Relative drawdown14.90% (1598.14)
Total trades3986Short positions (won %)1967 (95.58%)Long positions (won %)2019 (96.33%)
Profit trades (% of total)3825 (95.96%)Loss trades (% of total)161 (4.04%)
Largestprofit trade100.44loss trade-526.73
Averageprofit trade40.54loss trade-441.46
Maximumconsecutive wins (profit in money)141 (6022.02)consecutive losses (loss in money)4 (-1966.58)
Maximalconsecutive profit (count of wins)6022.02 (141)consecutive loss (count of losses)-1966.58 (4)
Averageconsecutive wins30consecutive losses1
Graph