Strategy Tester Report
Trader’s Moon
Tickmill-Live02 (Build 1170)
Symbol | EURSGD (Euro vs Singapore Dollar) | ||||
Period | 15 Minutes (M15) 2012.01.02 01:15 - 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 | 170072 | Ticks modelled | 135278745 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 500.00 | Spread | Variable | ||
Total net profit | 588.82 | Gross profit | 961.34 | Gross loss | -372.53 |
Profit factor | 2.58 | Expected payoff | 0.76 | ||
Absolute drawdown | 56.55 | Maximal drawdown | 76.49 (13.00%) | Relative drawdown | 13.00% (76.49) |
Total trades | 774 | Short positions (won %) | 537 (81.19%) | Long positions (won %) | 237 (83.97%) |
Profit trades (% of total) | 635 (82.04%) | Loss trades (% of total) | 139 (17.96%) | ||
Largest | profit trade | 23.77 | loss trade | -14.69 | |
Average | profit trade | 1.51 | loss trade | -2.68 | |
Maximum | consecutive wins (profit in money) | 63 (50.84) | consecutive losses (loss in money) | 3 (-26.87) | |
Maximal | consecutive profit (count of wins) | 50.84 (63) | consecutive loss (count of losses) | -26.87 (3) | |
Average | consecutive wins | 6 | consecutive losses | 1 |