Strategy Tester Report
exp_Amstell-SL
Forex.com-Demo(R) (Build 220)
Symbol | GBPUSDFXF (Great Britan Pound vs US Dollar) | ||||
Period | 15 Minutes (M15) 2009.06.25 00:00 – 2009.07.23 00:00 (2009.06.25 – 2009.07.23) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | TakeProfit=460; StopLoss=610; Lots=0.1; | ||||
Bars in test | 2072 | Ticks modeled | 55645 | Modeling quality | n/a |
Mismatched chart errors | 28 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 21400.40 | Gross profit | 21454.40 | Gross loss | -54.00 |
Profit factor | 397.30 | Expected payoff | 297.23 | ||
Absolute drawdown | 1008.00 | Maximum drawdown | 11099.20 (39.30%) | Relative drawdown | 39.30% (11099.20) |
Total trades | 72 | Short positions (won %) | 34 (94.12%) | Long positions (won %) | 38 (100.00%) |
Profit trades (% of total) | 70 (97.22%) | Loss trades (% of total) | 2 (2.78%) | ||
Largest | profit trade | 468.20 | loss trade | -33.50 | |
Average | profit trade | 306.49 | loss trade | -27.00 | |
Maximum | consecutive wins (profit in money) | 69 (21442.90) | consecutive losses (loss in money) | 2 (-54.00) | |
Maximal | consecutive profit (count of wins) | 21442.90 (69) | consecutive loss (count of losses) | -54.00 (2) | |
Average | consecutive wins | 35 | consecutive losses | 2 |