Strategy Tester Report
EM_VOL
EGlobal-PAMM (Build 427)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2012.02.08 00:00 - 2012.06.25 21:00 | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MMType=1; UseClose=false; UseAdd=true; LotExponent=1.2; slip=3; Lots=0.02; LotsDigits=2; TakeProfit=100; Stoploss=500; TrailStart=10; TrailStop=10; PipStep=100; MaxTrades=30; UseEquityStop=false; TotalEquityRisk=20; UseTrailingStop=true; UseTimeOut=false; MaxTradeOpenHours=2; MaximumRisk=0.001; | ||||
| Bars in test | 2452 | Ticks modelled | 927548 | Modelling quality | 55.14% |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 250.82 | Gross profit | 514.67 | Gross loss | -263.86 |
| Profit factor | 1.95 | Expected payoff | 0.71 | ||
| Absolute drawdown | 297.54 | Maximal drawdown | 330.30 (3.29%) | Relative drawdown | 3.29% (330.30) |
| Total trades | 352 | Short positions (won %) | 202 (72.28%) | Long positions (won %) | 150 (52.67%) |
| Profit trades (% of total) | 225 (63.92%) | Loss trades (% of total) | 127 (36.08%) | ||
| Largest | profit trade | 83.14 | loss trade | -35.70 | |
| Average | profit trade | 2.29 | loss trade | -2.08 | |
| Maximum | consecutive wins (profit in money) | 19 (38.66) | consecutive losses (loss in money) | 7 (-81.96) | |
| Maximal | consecutive profit (count of wins) | 84.36 (6) | consecutive loss (count of losses) | -81.96 (7) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |



Strategy Tester Report