Strategy Tester Report 2006
ForexDerivative

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2006.01.02 01:01 - 2006.12.29 23:59 (2006.01.01 - 2007.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test360770Ticks modelled2259401
Mismatched charts errors0
Initial deposit10000.00
Total net profit29840.14Gross profit49608.60Gross loss-19768.46
Profit factor2.51Expected payoff445.38
Absolute drawdown1557.84Maximal drawdown9014.20 (23.11%)Relative drawdown33.25% (4851.90)
Total trades67Short positions (won %)29 (82.76%)Long positions (won %)38 (86.84%)
Profit trades (% of total)57 (85.07%)Loss trades (% of total)10 (14.93%)
Largestprofit trade6411.60loss trade-4760.00
Averageprofit trade870.33loss trade-1976.85
Maximumconsecutive wins (profit in money)18 (17242.47)consecutive losses (loss in money)2 (-3502.80)
Maximalconsecutive profit (count of wins)17242.47 (18)consecutive loss (count of losses)-4760.00 (1)
Averageconsecutive wins6consecutive losses1

Graph