Strategy Tester Report
ForexDerivativePro

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2003.01.01 05:55 - 2009.12.31 18:55 (2003.01.01 - 2010.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersSET_OF_PARAMETERS_1="______ GENERAL PARAMETERS ____"; KEY="25924442"; MoneyManagement=true; MoneyManagementRiskLevel="Medium"; FixLotSize=0.1; OpenTradeOnFriday=true; CloseTradeOnFriday=false; CloseTradeOnFriday_AtPips=50; GMTOffset=0; CloseAllFxDerivTrades=false; CloseAllFxDerivTrades_AtProfit=10; NFA_Compliance_Rule_2.43=true; DisplayEAInfoOnChart=true; DisplayPatternSignalOnChart=false; DisplaySRLevelsOnChart=false; DisplayDeltaEMAOnChart=false; EmailNotification=false; ECN_TradeExecution=true; MaxSlippage=3; MaxSpread=6; MagicNumber=395790116; SET_OF_PARAMETERS_2="___ EURUSD SPECIFIC PARAMETERS ___"; TP_LevelOffset_EURUSD=25; TP_MaxValue_EURUSD=225; SL_LevelOffset_EURUSD=50; SL_MinValue_EURUSD=100; SL_MaxValue_EURUSD=205; ProfitProtect_AtPips_EURUSD=70; ProfitProtect_Factor_EURUSD=0.5; ProfitProtect_Exponent_EURUSD=3; SET_OF_PARAMETERS_3="___ GBPUSD SPECIFIC PARAMETERS ___"; TP_LevelOffset_GBPUSD=50; TP_MaxValue_GBPUSD=150; SL_LevelOffset_GBPUSD=25; SL_MinValue_GBPUSD=125; SL_MaxValue_GBPUSD=250; ProfitProtect_AtPips_GBPUSD=90; ProfitProtect_Factor_GBPUSD=0.3; ProfitProtect_Exponent_GBPUSD=2; SET_OF_PARAMETERS_4="___ AUDUSD SPECIFIC PARAMETERS ___"; TP_LevelOffset_AUDUSD=50; TP_MaxValue_AUDUSD=300; SL_LevelOffset_AUDUSD=50; SL_MinValue_AUDUSD=75; SL_MaxValue_AUDUSD=250; ProfitProtect_AtPips_AUDUSD=60; ProfitProtect_Factor_AUDUSD=0.3; ProfitProtect_Exponent_AUDUSD=3;
Bars in test520288Ticks modelled28303191Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit490438.07Gross profit915255.04Gross loss-424816.97
Profit factor2.15Expected payoff1047.94
Absolute drawdown94.72Maximal drawdown63429.49 (19.58%)Relative drawdown24.97% (6992.05)
Total trades468Short positions (won %)214 (78.04%)Long positions (won %)254 (85.43%)
Profit trades (% of total)384 (82.05%)Loss trades (% of total)84 (17.95%)
Largestprofit trade28363.50loss trade-22432.95
Averageprofit trade2383.48loss trade-5057.34
Maximumconsecutive wins (profit in money)20 (19498.41)consecutive losses (loss in money)5 (-4792.82)
Maximalconsecutive profit (count of wins)119642.60 (14)consecutive loss (count of losses)-36413.01 (2)
Averageconsecutive wins6consecutive losses1
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