Strategy Tester Report 2007
ForexDerivative

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2007.01.02 01:00 - 2007.12.31 19:00 (2007.01.01 - 2008.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test306027Ticks modelled1633674
Mismatched charts errors0
Initial deposit10000.00
Total net profit30266.08Gross profit50395.20Gross loss-20129.12
Profit factor2.50Expected payoff530.98
Absolute drawdown268.34Maximal drawdown9621.10 (21.91%)Relative drawdown28.85% (5745.50)
Total trades57Short positions (won %)1 (100.00%)Long positions (won %)56 (73.21%)
Profit trades (% of total)42 (73.68%)Loss trades (% of total)15 (26.32%)
Largestprofit trade5950.50loss trade-1988.16
Averageprofit trade1199.89loss trade-1341.94
Maximumconsecutive wins (profit in money)13 (8753.58)consecutive losses (loss in money)3 (-4553.06)
Maximalconsecutive profit (count of wins)10790.60 (8)consecutive loss (count of losses)-4553.06 (3)
Averageconsecutive wins4consecutive losses1

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