Strategy Tester Report
Forex Spectre 1.0.2
EGlobal-Demo (Build 509)

 

Symbol EURUSD (Euro vs US Dollar)
Period 5 Minute (M5) 1999.01.04 12:09 - 2013.05.31 22:59 (1999.01.01 - 2013.06.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters AutoGMT=false; ManualGMT=2; Start_Deposit=0; Auto_Set=true; ManualLot=0.1; Logic_1=true; Logic_2=true; Logic_3=true;
 
Bars in test 4933367 Ticks modelled 9585747 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 200.00        
Total net profit 1457270980.95 Gross profit 5739308831.16 Gross loss -4282037850.21
Profit factor 1.34 Expected payoff 159212.39    
Absolute drawdown 27.73 Maximal drawdown 91560600.00 (6.98%) Relative drawdown 35.00% (21212583.79)
 
Total trades 9153 Short positions (won %) 4309 (54.28%) Long positions (won %) 4844 (55.24%)
  Profit trades (% of total) 5015 (54.79%) Loss trades (% of total) 4138 (45.21%)
Largest profit trade 15478600.00 loss trade -7707900.00
Average profit trade 1144428.48 loss trade -1034808.57
Maximum consecutive wins (profit in money) 19 (490972.88) consecutive losses (loss in money) 12 (-167.55)
Maximal consecutive profit (count of wins) 47242350.00 (14) consecutive loss (count of losses) -34948500.00 (10)
Average consecutive wins 3 consecutive losses 2
Forex-Spectre 1999-2013 Compounding EURUSD backtest results