Strategy Tester Report
ST-027-11
FxPro.com-Real1 (Build 225)

通貨ペアEURUSD (Euro vs US Dollar)
期間1時間足(H1) 2009.01.02 07:00 - 2010.03.12 23:00 (2009.01.01 - 2010.03.14)
モデルEvery tick (the most precise method based on all available least timeframes)
Bars in test8339Ticks modelled14794151Modelling quality90.00%
Mismatched charts errors0
Initial deposit1500.00
Total net profit13312.38Gross profit16757.75Gross loss-3445.37
Profit factor4.86Expected payoff51.40
Absolute drawdown703.25Maximal drawdown3058.77 (17.40%)Relative drawdown60.03% (1196.60)
Total trades259Short positions (won %)72 (95.83%)Long positions (won %)187 (95.72%)
Profit trades (% of total)248 (95.75%)Loss trades (% of total)11 (4.25%)
Largestprofit trade289.20loss trade-618.84
Averageprofit trade67.57loss trade-313.22
Maximumconsecutive wins (profit in money)84 (6625.00)consecutive losses (loss in money)8 (-2530.19)
Maximalconsecutive profit (count of wins)6625.00 (84)consecutive loss (count of losses)-2530.19 (8)
Averageconsecutive wins50consecutive losses3
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