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Strategy Tester Report
Inertia Trader
(Build 1010)

 

Symbol EURUSD (Euro vs US Dollar)
Period 5 Minutes (M5) 2004.01.01 00:00 - 2016.08.30 23:59 (2004.01.01 - 2016.09.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters Lot=0; MMLot=0.1; MaxOpenOrders=3; CommentField="Inertia Trader"; MagicNumber=37100578; MaxSpread=4; MaxSlippage=4;
 
Bars in test 949575 Ticks modelled 173177703 Modelling quality 99.90%
Mismatched charts errors 0        
 
Initial deposit 1000.00     Spread 10
Total net profit 11108587.44 Gross profit 26646181.48 Gross loss -15537594.05
Profit factor 1.71 Expected payoff 9462.17    
Absolute drawdown 30.83 Maximal drawdown 1068960.00 (13.75%) Relative drawdown 54.02% (13341.65)
 
Total trades 1174 Short positions (won %) 597 (52.43%) Long positions (won %) 577 (49.74%)
  Profit trades (% of total) 600 (51.11%) Loss trades (% of total) 574 (48.89%)
Largest profit trade 205000.00 loss trade -120800.00
Average profit trade 44410.30 loss trade -27068.98
Maximum consecutive wins (profit in money) 15 (3800.46) consecutive losses (loss in money) 15 (-626834.25)
Maximal consecutive profit (count of wins) 1383728.00 (9) consecutive loss (count of losses) -739160.00 (8)
Average consecutive wins 4 consecutive losses 4
Inertia Trader EURUSD backtest results