Strategy Tester Report
Sam Green Pips
Symbol | EURUSDm (Euro vs US Dollar (2)) | ||||
Period | 1 Hour (H1) 2012.11.29 16:00 - 2013.03.11 04:00 | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Bars in test | 1758 | Ticks modelled | 2624834 | Modelling quality | 95.54% |
Mismatched charts errors | 4 | ||||
Initial deposit | 5000.00 | ||||
Total net profit | 1740.01 | Gross profit | 9546.16 | Gross loss | -7806.15 |
Profit factor | 1.22 | Expected payoff | 14.87 | ||
Absolute drawdown | 289.21 | Maximal drawdown | 2107.42 (30.91%) | Relative drawdown | 30.91% (2107.42) |
Total trades | 117 | Short positions (won %) | 63 (82.54%) | Long positions (won %) | 54 (72.22%) |
Profit trades (% of total) | 91 (77.78%) | Loss trades (% of total) | 26 (22.22%) | ||
Largest | profit trade | 181.00 | loss trade | -307.59 | |
Average | profit trade | 104.90 | loss trade | -300.24 | |
Maximum | consecutive wins (profit in money) | 14 (1747.90) | consecutive losses (loss in money) | 4 (-1198.92) | |
Maximal | consecutive profit (count of wins) | 1747.90 (14) | consecutive loss (count of losses) | -1198.92 (4) | |
Average | consecutive wins | 6 | consecutive losses | 2 |
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