EM_VOL the new Robot

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