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) 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=20080728;
Bars in test9217Ticks modelled1532565Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-8612.03Gross profit7376.36Gross loss-15988.39
Profit factor0.46Expected payoff-48.11
Absolute drawdown8612.03Maximal drawdown9200.75 (86.89%)Relative drawdown86.89% (9200.75)
Total trades179Short positions (won %)81 (85.19%)Long positions (won %)98 (83.67%)
Profit trades (% of total)151 (84.36%)Loss trades (% of total)28 (15.64%)
Largestprofit trade66.58loss trade-602.95
Averageprofit trade48.85loss trade-571.01
Maximumconsecutive wins (profit in money)26 (1285.83)consecutive losses (loss in money)2 (-1193.38)
Maximalconsecutive profit (count of wins)1285.83 (26)consecutive loss (count of losses)-1193.38 (2)
Averageconsecutive wins8consecutive losses1
Graph