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Strategy Tester Report
ForexGrowthBot
FxPro.com-Demo2 (Build 229)

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2007.03.30 16:01 - 2010.12.31 21:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLotSize=0.1; FastVolatilityBase=5; SlowVolatilityBase=60; VolatilityFactor=2;
Bars in test93352Ticks modelled44703566Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit19478.26Gross profit49083.94Gross loss-29605.68
Profit factor1.66Expected payoff11.61
Absolute drawdown424.97Maximal drawdown1283.21 (7.76%)Relative drawdown7.76% (1283.21)
Total trades1678Short positions (won %)825 (42.91%)Long positions (won %)853 (41.15%)
Profit trades (% of total)705 (42.01%)Loss trades (% of total)973 (57.99%)
Largestprofit trade623.25loss trade-131.00
Averageprofit trade69.62loss trade-30.43
Maximumconsecutive wins (profit in money)12 (1022.10)consecutive losses (loss in money)19 (-503.38)
Maximalconsecutive profit (count of wins)1308.40 (5)consecutive loss (count of losses)-576.50 (6)
Averageconsecutive wins3consecutive losses4
Graph

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