Strategy Tester Report
ST-027-10
FxPro.com-Real1 (Build 225)

通貨ペアEURGBP (Euro vs British Pound)
期間1時間足(H1) 2007.01.02 01:00 - 2010.03.12 23:00 (2007.01.01 - 2010.03.14)
モデルEvery tick (the most precise method based on all available least timeframes)
Bars in test20631Ticks modelled16433591Modelling quality90.00%
Mismatched charts errors58
Initial deposit10000.00
Total net profit2066.50Gross profit2546.40Gross loss-479.90
Profit factor5.31Expected payoff2.07
Absolute drawdown2.25Maximal drawdown317.00 (2.85%)Relative drawdown2.85% (317.00)
Total trades998Short positions (won %)512 (99.22%)Long positions (won %)486 (100.00%)
Profit trades (% of total)994 (99.60%)Loss trades (% of total)4 (0.40%)
Largestprofit trade12.17loss trade-151.00
Averageprofit trade2.56loss trade-119.97
Maximumconsecutive wins (profit in money)535 (1796.50)consecutive losses (loss in money)1 (-151.00)
Maximalconsecutive profit (count of wins)1796.50 (535)consecutive loss (count of losses)-151.00 (1)
Averageconsecutive wins199consecutive losses1
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