Strategy Tester Report 2008
ForexDerivative

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2008.01.02 10:00 - 2008.12.31 21:00 (2008.01.01 - 2009.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test74674Ticks modelled4100395Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit387596.53Gross profit518754.45Gross loss-131157.92
Profit factor3.96Expected payoff1937.98
Absolute drawdown328.60Maximal drawdown62210.62 (14.73%)Relative drawdown20.43% (59477.10)
Total trades200Short positions (won %)96 (78.13%)Long positions (won %)104 (84.62%)
Profit trades (% of total)163 (81.50%)Loss trades (% of total)37 (18.50%)
Largestprofit trade52421.76loss trade-15714.64
Averageprofit trade3182.54loss trade-3544.81
Maximumconsecutive wins (profit in money)36 (228646.88)consecutive losses (loss in money)2 (-8271.63)
Maximalconsecutive profit (count of wins)228646.88 (36)consecutive loss (count of losses)-15714.64 (1)
Averageconsecutive wins5consecutive losses1
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