Strategy Tester Report
Trader’s Moon
Tickmill-Live02 (Build 1170)
Symbol | GBPCAD (Great Britain Pound vs Canadian Dollar) | ||||
Period | 15 Minutes (M15) 2012.01.02 00:30 - 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 | 174486 | Ticks modelled | 173790821 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 500.00 | Spread | Variable | ||
Total net profit | 1378.32 | Gross profit | 2220.77 | Gross loss | -842.45 |
Profit factor | 2.64 | Expected payoff | 0.79 | ||
Absolute drawdown | 6.02 | Maximal drawdown | 114.11 (9.70%) | Relative drawdown | 12.59% (75.95) |
Total trades | 1754 | Short positions (won %) | 1005 (83.28%) | Long positions (won %) | 749 (86.25%) |
Profit trades (% of total) | 1483 (84.55%) | Loss trades (% of total) | 271 (15.45%) | ||
Largest | profit trade | 34.95 | loss trade | -16.99 | |
Average | profit trade | 1.50 | loss trade | -3.11 | |
Maximum | consecutive wins (profit in money) | 66 (59.56) | consecutive losses (loss in money) | 5 (-24.92) | |
Maximal | consecutive profit (count of wins) | 59.56 (66) | consecutive loss (count of losses) | -38.04 (4) | |
Average | consecutive wins | 7 | consecutive losses | 1 |