Strategy Tester Report

D.T.F4IS.jr EURUSD

FXDD-MT4 Live Server 3 (Build 225)

 

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EURUSD (Euro vs. United States Dollar)

5(M5) 2006.12.01 00:00 - 2009.11.11 23:55 (2006.12.01 - 2009.11.12)

f

Every tick (the most precise method based on all available least timeframes)

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MagicNo=0; Magic_No=1; NFA_Rules=false; MM=false; RiskPercent=0; LotSize=0.1;

 

 

 

 

 

Bars in test

216583

Ticks modelled

15638433

Modelling quality

90.00%

Mismatched charts errors

0

 

 

 

 

 

Initial deposit

10000.00

 

 

 

 

Total net profit

11169.19

Gross profit

11670.71

Gross loss

-501.53

Profit factor

23.27

Expected payoff

13.38

 

 

Absolute drawdown

109.68

Maximal drawdown

545.53 (2.59%)

Relative drawdown

3.22% (367.00)

 

Total trades

835

Short positions (won %)

368 (99.46%)

Long positions (won %)

467 (100.00%)

 

Profit trades (% of total)

833 (99.76%)

Loss trades (% of total)

2 (0.24%)

Largest

profit trade

25.00

loss trade

-251.19

Average

profit trade

14.01

loss trade

-250.76

Maximum

consecutive wins (profit in money)

789 (11075.12)

consecutive losses (loss in money)

2 (-501.53)

Maximal

consecutive profit (count of wins)

11075.12 (789)

consecutive loss (count of losses)

-501.53 (2)

Average

consecutive wins

417

consecutive losses

2