Strategy Tester Report
Trader’s Moon
Tickmill-Live02 (Build 1147)
Symbol | EURGBP (Euro vs Great Britain Pound ) | ||||
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 | 170719 | Ticks modelled | 117071810 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 500.00 | Spread | Variable | ||
Total net profit | 1251.03 | Gross profit | 2188.75 | Gross loss | -937.71 |
Profit factor | 2.33 | Expected payoff | 1.34 | ||
Absolute drawdown | 24.75 | Maximal drawdown | 205.07 (16.11%) | Relative drawdown | 16.11% (205.07) |
Total trades | 931 | Short positions (won %) | 543 (74.40%) | Long positions (won %) | 388 (73.71%) |
Profit trades (% of total) | 690 (74.11%) | Loss trades (% of total) | 241 (25.89%) | ||
Largest | profit trade | 59.78 | loss trade | -25.11 | |
Average | profit trade | 3.17 | loss trade | -3.89 | |
Maximum | consecutive wins (profit in money) | 21 (64.51) | consecutive losses (loss in money) | 5 (-98.26) | |
Maximal | consecutive profit (count of wins) | 86.98 (9) | consecutive loss (count of losses) | -98.26 (5) | |
Average | consecutive wins | 5 | consecutive losses | 2 |