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Strategy Tester Report

PipJet

GoMarkets-Demo (Build 432)

Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		1 Hour (H1) 1999.01.04 08:00 - 2012.06.27 23:00 (1999.01.01 - 2012.06.28)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Ver.1.00=""; _1="System Parameters"; Stealth=false; Aggressive=true; GmtOffset=1; NFA=false; AutoLocalGmtOffset=false; AutoServerGmtOffset=false; S1_Reference=74123; S2_Reference=32147; ReceiptCode=""; _2="Comment Position"; TopPadding=30; LeftPadding=20; TextColor1=Orange; TextColor2=Orange; TextColor3=100,100,255; _3="Strategy Parameters"; RemoteSafetyMode=true; Slippage=3; SendEmails=false; OrderComments=""; _4="Order Management"; LotSize=0.1; _5="Ratio Order Management"; RiskLevel=0.05; RecoveryMode=false;

Bars in test	84679	Ticks modelled	46671367	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	1000.00
Total net profit	2488085.41	Gross profit	3658314.99	Gross loss	-1170229.58
Profit factor	3.13	Expected payoff	543.01
Absolute drawdown	10.08	Maximal drawdown	162503.65 (10.34%)	Relative drawdown	17.90% (84261.34)

Total trades	4582	Short positions (won %)	2462 (98.66%)	Long positions (won %)	2120 (92.74%)
		Profit trades (% of total)	4395 (95.92%)	Loss trades (% of total)	187 (4.08%)
Largest		profit trade	11897.83	loss trade	-106356.75
Average		profit trade	832.38	loss trade	-6257.91
Maximum		consecutive wins (profit in money)	449 (27684.92)	consecutive losses (loss in money)	3 (-106779.99)
Maximal		consecutive profit (count of wins)	246463.27 (55)	consecutive loss (count of losses)	-132120.05 (2)
Average		consecutive wins	30	consecutive losses	1