Strategy Tester Report
ForexDerivative

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2008.01.02 09:01 - 2008.12.31 20:00 (2008.01.01 - 2009.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test344103Ticks modelled4100395Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit133063.54Gross profit196398.20Gross loss-63334.67
Profit factor3.10Expected payoff613.20
Absolute drawdown334.91Maximal drawdown23044.31 (20.46%)Relative drawdown21.46% (7966.82)
Total trades217Short positions (won %)115 (80.87%)Long positions (won %)102 (86.27%)
Profit trades (% of total)181 (83.41%)Loss trades (% of total)36 (16.59%)
Largestprofit trade7820.40loss trade-5529.75
Averageprofit trade1085.07loss trade-1759.30
Maximumconsecutive wins (profit in money)27 (53460.47)consecutive losses (loss in money)2 (-1854.16)
Maximalconsecutive profit (count of wins)53460.47 (27)consecutive loss (count of losses)-5529.75 (1)
Averageconsecutive wins5consecutive losses1
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