Strategy Tester Report
BN323-CB21
121Lab-Server (Build 218)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間30分足(M30) 1999.01.06 20:00 - 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=20080323;
Bars in test100598Ticks modelled15137746Modelling quality89.91%
Mismatched charts errors0
Initial deposit10000.00
Total net profit82492.04Gross profit133597.77Gross loss-51105.73
Profit factor2.61Expected payoff27.99
Absolute drawdown304.22Maximal drawdown4941.22 (5.19%)Relative drawdown10.45% (1652.16)
Total trades2947Short positions (won %)1464 (95.56%)Long positions (won %)1483 (97.77%)
Profit trades (% of total)2849 (96.67%)Loss trades (% of total)98 (3.33%)
Largestprofit trade146.83loss trade-579.49
Averageprofit trade46.89loss trade-521.49
Maximumconsecutive wins (profit in money)364 (16663.26)consecutive losses (loss in money)3 (-1526.21)
Maximalconsecutive profit (count of wins)16663.26 (364)consecutive loss (count of losses)-1526.21 (3)
Averageconsecutive wins35consecutive losses1
Graph