TRADING STRATEGY
Dynamic Sync TS v1.2-15min.cht
EURUSD (EURUSD)
Backtest
23/06/2008 1.55
STATISTICS
Performance Statistic All Trades Long Only Short Only
Start Date 31/03/2008 3.45    
End Date 20/06/2008 22.30    
Beginning Price 1,5777    
Ending Price 1,5611    
Change in Price -0,0166    
Percent Change in Price -1,10%    
Annual Percent Change in Price -4,70%    
     
Return on Trades 14539,30% 7130,00% 7409,30%
Annual Return on Trades 64890,70% 31821,90% 33068,80%
     
Return on Account 14312,20% 0,00% 7326,70%
Annual Return on Account 63877,10% 0,00% 32700,20%
     
Net Profit $ 116.580,00 $ 56.900,00 $ 59.680,00
Gross Profit $ 116.580,00 $ 56.900,00 $ 59.680,00
Gross Loss $ 0,00 $ 0,00 $ 0,00
Ratio Gross Profit/Loss 0 0 0
     
Percent Profitable Trades 100,00% 100,00% 100,00%
Number Trades 125 62 63
Number Winning Trades 125 62 63
Number Losing Trades 0 0 0
     
Largest Winning Trade Profit $ 3.810,00 $ 2.510,00 $ 3.810,00
Largest Losing Trade Loss $ 0,00 $ 0,00 $ 0,00
     
Average Trade Profit $ 932,64 $ 917,74 $ 947,30
Average Winning Trade Profit $ 932,64 $ 917,74 $ 947,30
Average Losing Trade Loss $ 0,00 $ 0,00 $ 0,00
Ratio Avg Win/Avg Loss 0 0 0
     
Maximum Consecutive Winners 125 62 63
Maximum Consecutive Losers 0 0 0
     
Average Trade Span 46 bars 47 bars 45 bars
Average Winning Trade Span 46 bars 47 bars 45 bars
Average Losing Trade Span 0 bars 0 bars 0 bars
     
Longest Trade Span 195 bars 136 bars 195 bars
Longest Winning Trade Span 195 bars 136 bars 195 bars
Longest Losing Trade Span 0 bars 0 bars 0 bars
     
Largest Units Traded 1 1 1
Largest Winning Units Traded 1 1 1
Largest Losing Units Traded 0 0 0
     
Average Units Traded 1 1 1
Average Winning Units Traded 1 1 1
Average Losing Units Traded 0 0 0
     
Commissions Paid $ 2.500,00 $ 1.240,00 $ 1.260,00
Maximum Drawdown $ 300,00 $ 300,00 $ 110,00
Maximum Open Trade Drawdown $ 300,00 $ 300,00 $ 110,00
Required Account Size $ 814,55 $ 0,00 $ 814,55