Strategy Tester Report
ForexDerivative

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2007.01.02 00:00 - 2007.12.31 18:00 (2007.01.01 - 2008.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test306027Ticks modelled1633674Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit14287.52Gross profit24922.23Gross loss-10634.71
Profit factor2.34Expected payoff246.34
Absolute drawdown150.86Maximal drawdown5417.21 (20.25%)Relative drawdown20.25% (5417.21)
Total trades58Short positions (won %)1 (100.00%)Long positions (won %)57 (73.68%)
Profit trades (% of total)43 (74.14%)Loss trades (% of total)15 (25.86%)
Largestprofit trade3245.67loss trade-1083.65
Averageprofit trade579.59loss trade-708.98
Maximumconsecutive wins (profit in money)13 (4527.36)consecutive losses (loss in money)2 (-1479.65)
Maximalconsecutive profit (count of wins)5511.04 (8)consecutive loss (count of losses)-1479.65 (2)
Averageconsecutive wins3consecutive losses1
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