Strategy Tester Report 2009
ForexDerivative

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2009.01.02 07:01 - 2009.05.25 23:53 (2009.01.01 - 2009.05.26)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test140947Ticks modelled3330925
Mismatched charts errors0
Initial deposit10000.00
Total net profit30882.08Gross profit56310.42Gross loss-25428.34
Profit factor2.21Expected payoff268.54
Absolute drawdown65.40Maximal drawdown9709.54 (26.64%)Relative drawdown26.64% (9709.54)
Total trades115Short positions (won %)52 (73.08%)Long positions (won %)63 (87.30%)
Profit trades (% of total)93 (80.87%)Loss trades (% of total)22 (19.13%)
Largestprofit trade4065.90loss trade-3068.24
Averageprofit trade605.49loss trade-1155.83
Maximumconsecutive wins (profit in money)17 (6161.78)consecutive losses (loss in money)3 (-1688.40)
Maximalconsecutive profit (count of wins)13555.20 (15)consecutive loss (count of losses)-3991.04 (2)
Averageconsecutive wins6consecutive losses1

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