Strategy Tester Report
Pepperstone-Edge01 (Build 765)

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2007.03.30 18:00 - 2015.03.19 13:47 (2007.03.01 - 2015.09.25)
ModelEvery tick (the most precise method based on all available least timeframes)
Parameterss1="----==== TRADE DEFINITION ====----"; Magic_Number=92005; TradeComment="Five2"; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0.1; s22="Percent of the capital to risk on each trade"; riskPercent=0; s222="If you have a Spread Bet account, set to true"; isSpreadBet=false; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s241="Don't decrease lot size on drawdown periods"; KeepLotSizeOnDrawdown=false; s25="Use minimum allowed lots by the broker if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true;
Bars in test596871Ticks modelled76695831Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00Spread2
Total net profit20830.43Gross profit83513.66Gross loss-62683.23
Profit factor1.33Expected payoff5.70
Absolute drawdown361.00Maximal drawdown1580.01 (9.77%)Relative drawdown9.77% (1580.01)
Total trades3657Short positions (won %)1859 (40.51%)Long positions (won %)1798 (39.82%)
Profit trades (% of total)1469 (40.17%)Loss trades (% of total)2188 (59.83%)
Largestprofit trade368.53loss trade-218.00
Averageprofit trade56.85loss trade-28.65
Maximumconsecutive wins (profit in money)13 (1070.90)consecutive losses (loss in money)26 (-340.88)
Maximalconsecutive profit (count of wins)1372.63 (9)consecutive loss (count of losses)-810.66 (17)
Averageconsecutive wins3consecutive losses5