Strategy Tester Report 2008
ForexDerivative

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2008.01.02 10:01 - 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 test344103Ticks modelled4100395
Mismatched charts errors0
Initial deposit10000.00
Total net profit148518.28Gross profit197095.71Gross loss-48577.43
Profit factor4.06Expected payoff928.24
Absolute drawdown590.64Maximal drawdown25665.50 (19.71%)Relative drawdown20.04% (2358.28)
Total trades160Short positions (won %)86 (77.91%)Long positions (won %)74 (82.43%)
Profit trades (% of total)128 (80.00%)Loss trades (% of total)32 (20.00%)
Largestprofit trade11476.00loss trade-7728.77
Averageprofit trade1539.81loss trade-1518.04
Maximumconsecutive wins (profit in money)29 (69663.05)consecutive losses (loss in money)2 (-3087.45)
Maximalconsecutive profit (count of wins)69663.05 (29)consecutive loss (count of losses)-7728.77 (1)
Averageconsecutive wins4consecutive losses1

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