Strategy Tester Report
Trader’s Moon
Tickmill-Live02 (Build 1170)
Symbol | EURCHF (Euro vs Swiss Franc) | ||||
Period | 15 Minutes (M15) 2012.01.02 00:00 - 2018.12.31 23:45 (2012.01.01 - 2019.01.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | |||||
Bars in test | 174609 | Ticks modelled | 87623381 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 500.00 | Spread | Variable | ||
Total net profit | 2620.51 | Gross profit | 4027.65 | Gross loss | -1407.14 |
Profit factor | 2.86 | Expected payoff | 2.63 | ||
Absolute drawdown | 68.93 | Maximal drawdown | 268.13 (36.18%) | Relative drawdown | 36.18% (268.13) |
Total trades | 997 | Short positions (won %) | 610 (71.31%) | Long positions (won %) | 387 (73.90%) |
Profit trades (% of total) | 721 (72.32%) | Loss trades (% of total) | 276 (27.68%) | ||
Largest | profit trade | 59.34 | loss trade | -25.15 | |
Average | profit trade | 5.59 | loss trade | -5.10 | |
Maximum | consecutive wins (profit in money) | 29 (124.07) | consecutive losses (loss in money) | 10 (-67.67) | |
Maximal | consecutive profit (count of wins) | 124.07 (29) | consecutive loss (count of losses) | -84.42 (6) | |
Average | consecutive wins | 7 | consecutive losses | 3 |