Strategy Tester Report
Synergy_V4-03
(Build 451)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 1999.12.27 00:00 - 2013.01.11 23:00 (1999.12.26 - 2013.01.12) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Activation_Code=xxxxxxxx; MaxPositions=4; Max_Allocation_Per_Trade=10; Fixed_LotSize=0; TSL_Level1=75; TSL_Level2=150; TSL_Level3=250; Basket_MaxLoss=500; Pair=1; Force_Close_At_MaxLoss=1; MagicNumber=99118260; EA_COMMENT_PREFIX="Synergy "; SYSTEM_INTERNAL_PARAMETERS=""; Friday_Trade=true; Allow_Slippage=5; DisplayPatternBounds=true; RefPrice=1.2; | ||||
Bars in test | 80862 | Ticks modelled | 76053061 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | ||||
Total net profit | 5143644.65 | Gross profit | 15992582.06 | Gross loss | -10848937.41 |
Profit factor | 1.47 | Expected payoff | 1672.73 | ||
Absolute drawdown | 1793.60 | Maximal drawdown | 548065.15 (11.24%) | Relative drawdown | 24.70% (194649.53) |
Total trades | 3075 | Short positions (won %) | 1524 (47.57%) | Long positions (won %) | 1551 (49.58%) |
Profit trades (% of total) | 1494 (48.59%) | Loss trades (% of total) | 1581 (51.41%) | ||
Largest | profit trade | 143164.53 | loss trade | -80126.80 | |
Average | profit trade | 10704.54 | loss trade | -6862.07 | |
Maximum | consecutive wins (profit in money) | 17 (21276.27) | consecutive losses (loss in money) | 16 (-37047.91) | |
Maximal | consecutive profit (count of wins) | 569700.71 (5) | consecutive loss (count of losses) | -355776.45 (9) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
