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

 

Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 5 Minute (M5) 2009.05.04 00:00 - 2018.03.15 16:07 (2009.05.04 - 2018.05.25)
Model Every tick (the most precise method based on all available least timeframes)
 
Bars in test 3291726 Ticks modelled 6572096 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 5000.00     Spread 10
Total net profit 211264.44 Gross profit 416070.72 Gross loss -204806.28
Profit factor 2.03 Expected payoff 154.43    
Absolute drawdown 1040.00 Maximal drawdown 9758.60 (8.97%) Relative drawdown 32.30% (2040.00)
 
Total trades 1368 Short positions (won %) 689 (61.54%) Long positions (won %) 679 (59.65%)
  Profit trades (% of total) 829 (60.60%) Loss trades (% of total) 539 (39.40%)
Largest profit trade 1300.00 loss trade -417.16
Average profit trade 501.89 loss trade -379.97
Maximum consecutive wins (profit in money) 28 (15018.92) consecutive losses (loss in money) 19 (-6504.12)
Maximal consecutive profit (count of wins) 15018.92 (28) consecutive loss (count of losses) -6504.12 (19)
Average consecutive wins 6 consecutive losses 4
Forex Trend Detector GBPUSD with Fixed Lots backtest results