Strategy Tester Report
Trader’s Moon
Tickmill-Live02 (Build 1170)
Symbol | NZDCAD (New Zealand Dollar vs Canadian Dollar) | ||||
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 | 174514 | Ticks modelled | 113379627 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 500.00 | Spread | Variable | ||
Total net profit | 1112.69 | Gross profit | 1774.15 | Gross loss | -661.46 |
Profit factor | 2.68 | Expected payoff | 1.67 | ||
Absolute drawdown | 53.19 | Maximal drawdown | 118.92 (7.52%) | Relative drawdown | 14.71% (96.58) |
Total trades | 666 | Short positions (won %) | 447 (73.38%) | Long positions (won %) | 219 (69.86%) |
Profit trades (% of total) | 481 (72.22%) | Loss trades (% of total) | 185 (27.78%) | ||
Largest | profit trade | 41.09 | loss trade | -13.67 | |
Average | profit trade | 3.69 | loss trade | -3.58 | |
Maximum | consecutive wins (profit in money) | 30 (60.84) | consecutive losses (loss in money) | 5 (-48.43) | |
Maximal | consecutive profit (count of wins) | 60.84 (30) | consecutive loss (count of losses) | -48.43 (5) | |
Average | consecutive wins | 5 | consecutive losses | 2 |