Strategy Tester Report
ForexDerivative

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2000.01.03 01:01 - 2009.03.31 23:59 (2000.01.01 - 2009.04.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test3266992Ticks modelled24039046
Mismatched charts errors0
Initial deposit10000.00
Total net profit1027837.91Gross profit1616173.31Gross loss-588335.40
Profit factor2.75Expected payoff859.40
Absolute drawdown631.94Maximal drawdown65981.22 (6.72%)Relative drawdown21.28% (13126.48)
Total trades1196Short positions (won %)507 (73.18%)Long positions (won %)689 (78.37%)
Profit trades (% of total)911 (76.17%)Loss trades (% of total)285 (23.83%)
Largestprofit trade50551.40loss trade-27005.88
Averageprofit trade1774.07loss trade-2064.33
Maximumconsecutive wins (profit in money)29 (165157.63)consecutive losses (loss in money)4 (-37680.38)
Maximalconsecutive profit (count of wins)165157.63 (29)consecutive loss (count of losses)-37680.38 (4)
Averageconsecutive wins4consecutive losses1

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