Strategy Tester Report
ForexDerivative

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2006.01.02 00:01 - 2006.12.29 22:59 (2006.01.01 - 2007.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test360770Ticks modelled2259401Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit18789.34Gross profit28266.71Gross loss-9477.37
Profit factor2.98Expected payoff264.64
Absolute drawdown598.33Maximal drawdown4585.68 (21.40%)Relative drawdown21.40% (4585.68)
Total trades71Short positions (won %)30 (83.33%)Long positions (won %)41 (82.93%)
Profit trades (% of total)59 (83.10%)Loss trades (% of total)12 (16.90%)
Largestprofit trade4754.16loss trade-1682.10
Averageprofit trade479.10loss trade-789.78
Maximumconsecutive wins (profit in money)15 (5878.06)consecutive losses (loss in money)2 (-2027.27)
Maximalconsecutive profit (count of wins)11651.57 (11)consecutive loss (count of losses)-2027.27 (2)
Averageconsecutive wins5consecutive losses1
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