Strategy Tester Report
Trader’s Moon
Tickmill-Live02 (Build 1090)
| Symbol | AUDNZD (Australian Dollar vs New Zealand Dollar) | ||||
| Period | 15 Minutes (M15) 2012.01.02 00:00 - 2018.11.02 23:45 (2012.01.01 - 2018.11.03) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | |||||
| Bars in test | 170715 | Ticks modelled | 130341398 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 500.00 | Spread | Variable | ||
| Total net profit | 864.93 | Gross profit | 1339.02 | Gross loss | -474.09 |
| Profit factor | 2.82 | Expected payoff | 1.61 | ||
| Absolute drawdown | 19.19 | Maximal drawdown | 92.79 (7.35%) | Relative drawdown | 13.32% (80.59) |
| Total trades | 536 | Short positions (won %) | 358 (77.65%) | Long positions (won %) | 178 (74.72%) |
| Profit trades (% of total) | 411 (76.68%) | Loss trades (% of total) | 125 (23.32%) | ||
| Largest | profit trade | 26.19 | loss trade | -13.86 | |
| Average | profit trade | 3.26 | loss trade | -3.79 | |
| Maximum | consecutive wins (profit in money) | 21 (42.89) | consecutive losses (loss in money) | 6 (-45.80) | |
| Maximal | consecutive profit (count of wins) | 58.99 (16) | consecutive loss (count of losses) | -45.80 (6) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
