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Strategy Tester Report
Forex Trend Detector_v4.0
Alpari-ECN-Demo (Build 1090)

 

Symbol EURUSD (Euro vs US Dollar)
Period 5 Minute (M5) 2010.09.21 00:00 - 2018.01.24 23:59 (2010.09.21 - 2018.01.25)
Model Every tick (the most precise method based on all available least timeframes)
 
Bars in test 2728070 Ticks modelled 5444876 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 2000.00     Spread 10
Total net profit 5707295.47 Gross profit 9941428.10 Gross loss -4234132.63
Profit factor 2.35 Expected payoff 3268.78    
Absolute drawdown 32.61 Maximal drawdown 799900.00 (14.58%) Relative drawdown 37.19% (396784.79)
 
Total trades 1746 Short positions (won %) 907 (66.81%) Long positions (won %) 839 (63.17%)
  Profit trades (% of total) 1136 (65.06%) Loss trades (% of total) 610 (34.94%)
Largest profit trade 96850.00 loss trade -37655.00
Average profit trade 8751.26 loss trade -6941.20
Maximum consecutive wins (profit in money) 45 (52064.44) consecutive losses (loss in money) 16 (-175829.15)
Maximal consecutive profit (count of wins) 1040541.97 (27) consecutive loss (count of losses) -474376.00 (14)
Average consecutive wins 8 consecutive losses 4
Forex Trend Detector EURUSD with 2% Risk backtest results