Strategy Tester Report
vistaforexsolutions.com
Exness-Real (Build 482)
Symbol | EURUSDm (Euro vs US Dollar (0.2-1.0)) | ||||
Period | 4 Hours (H4) 2011.12.30 20:00 - 2013.04.10 08:00 | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Bars in test | 2145 | Ticks modelled | 48969 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 2761.82 | Gross profit | 5434.48 | Gross loss | -2672.65 |
Profit factor | 2.03 | Expected payoff | 5.44 | ||
Absolute drawdown | 59.79 | Maximal drawdown | 139.55 (4.88%) | Relative drawdown | 10.58% (111.20) |
Total trades | 508 | Short positions (won %) | 265 (83.02%) | Long positions (won %) | 243 (81.89%) |
Profit trades (% of total) | 419 (82.48%) | Loss trades (% of total) | 89 (17.52%) | ||
Largest | profit trade | 45.12 | loss trade | -30.76 | |
Average | profit trade | 12.97 | loss trade | -30.03 | |
Maximum | consecutive wins (profit in money) | 20 (272.33) | consecutive losses (loss in money) | 3 (-90.76) | |
Maximal | consecutive profit (count of wins) | 272.33 (20) | consecutive loss (count of losses) | -90.76 (3) | |
Average | consecutive wins | 6 | consecutive losses | 1 |