Strategy Tester Report
BN417-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=20080417;
Bars in test100598Ticks modelled15137746Modelling quality89.91%
Mismatched charts errors0
Initial deposit10000.00
Total net profit76884.24Gross profit127600.23Gross loss-50715.99
Profit factor2.52Expected payoff27.25
Absolute drawdown358.26Maximal drawdown4418.28 (4.94%)Relative drawdown9.70% (1251.08)
Total trades2821Short positions (won %)1415 (94.91%)Long positions (won %)1406 (98.15%)
Profit trades (% of total)2723 (96.53%)Loss trades (% of total)98 (3.47%)
Largestprofit trade146.63loss trade-579.49
Averageprofit trade46.86loss trade-517.51
Maximumconsecutive wins (profit in money)344 (15707.83)consecutive losses (loss in money)3 (-1526.21)
Maximalconsecutive profit (count of wins)15707.83 (344)consecutive loss (count of losses)-1526.21 (3)
Averageconsecutive wins34consecutive losses1
Graph