Strategy Tester: R

Strategy Tester Report

R_02

EGlobal-Demo (Build 765)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2014.04.02 00:00 - 2014.07.01 23:59 (2014.04.02 - 2014.07.02)
Model		Open prices only (only for Expert Advisors that explicitly control bar opening)
Parameters		Use_TP=true; TP=180; Use_SL=true; SL=940; AllCloseWithReverseSignal=false; MaxOrders=1; Distance=35; RSIperiod=14; Delta=0.5; Lots=30; Duplex=false; Magic=666999; InitialPoint=50; Use_Gold=false; GoldShift1=17; GoldDistancePips1=135; Use_Violet=false; VioletShift1=10; VioletDistancePips1=-120; Use_Chocolate=false; ChocolateShift1=18; ChocolateDistancePips1=-225; Use_White=false; WhiteShift1=14; WhiteDistancePips1=150;

Bars in test	2550	Ticks modelled	4094	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	100000.00			Spread	2
Total net profit	119361.30	Gross profit	119361.30	Gross loss	-0.00
Profit factor		Expected payoff	39787.10
Absolute drawdown	17892.30	Maximal drawdown	44104.50 (20.25%)	Relative drawdown	20.25% (44104.50)

Total trades	3	Short positions (won %)	1 (100.00%)	Long positions (won %)	2 (100.00%)
		Profit trades (% of total)	3 (100.00%)	Loss trades (% of total)	0 (0.00%)
Largest		profit trade	50594.40	loss trade	-0.00
Average		profit trade	39787.10	loss trade	-0.00
Maximum		consecutive wins (profit in money)	3 (119361.30)	consecutive losses (loss in money)	0 (-0.00)
Maximal		consecutive profit (count of wins)	119361.30 (3)	consecutive loss (count of losses)	-0.00 (0)
Average		consecutive wins	3	consecutive losses	0