Strategy Tester Report
XTrade-Server (Build 216)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Okres | 5 Minut (M5) 2002.01.02 00:05 - 2008.06.06 11:05 (2002.01.02 - 2008.06.07) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parametry | Lots=0; Prots=0.2; max_lot=5; StopLoss=48; TakeProfit=152; | ||||
| Słupki w tescie | 479240 | Ticks modelled | 12731523 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Depozyt początkowy | 10000.00 | ||||
| Total net profit | 701353.15 | Gross profit | 3559975.68 | Gross loss | -2858622.54 |
| Profit factor | 1.25 | Przewidywany zysk | 133.79 | ||
| Absolute drawdown | 308.00 | Maximal drawdown | 59808.80 (17.93%) | Relative drawdown | 46.04% (9521.42) |
| Transakcji w sumie | 5242 | Short positions (won %) | 2003 (69.45%) | Long positions (won %) | 3239 (58.47%) |
| Profit trades (% of total) | 3285 (62.67%) | Loss trades (% of total) | 1957 (37.33%) | ||
| Największy | profit trade | 7576.00 | loss trade | -2673.40 | |
| Średni | profit trade | 1083.71 | loss trade | -1460.72 | |
| Maksimum | consecutive wins (profit in money) | 20 (32075.20) | consecutive losses (loss in money) | 10 (-15562.20) | |
| Maximal | consecutive profit (count of wins) | 32075.20 (20) | consecutive loss (count of losses) | -15581.00 (7) | |
| Średni | consecutive wins | 3 | consecutive losses | 2 |
