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Strategy Tester Report
Trader’s Moon
Tickmill-Live02 (Build 1090)

 

Symbol AUDCAD (Australian Dollar vs Canadian Dollar)
Period 15 Minutes (M15) 2012.01.02 00:00 - 2018.11.02 23:45 (2012.01.01 - 2018.11.03)
Model Every tick (the most precise method based on all available least timeframes)
Parameters  
 
Bars in test 170637 Ticks modelled 132034096 Modelling quality 99.90%
Mismatched charts errors 0        
 
Initial deposit 500.00     Spread Variable
Total net profit 2932.54 Gross profit 5655.49 Gross loss -2722.95
Profit factor 2.08 Expected payoff 1.66    
Absolute drawdown 3.89 Maximal drawdown 218.14 (9.14%) Relative drawdown 22.02% (172.59)
 
Total trades 1768 Short positions (won %) 1050 (70.67%) Long positions (won %) 718 (74.23%)
  Profit trades (% of total) 1275 (72.12%) Loss trades (% of total) 493 (27.88%)
Largest profit trade 45.26 loss trade -20.81
Average profit trade 4.44 loss trade -5.52
Maximum consecutive wins (profit in money) 20 (59.44) consecutive losses (loss in money) 7 (-45.04)
Maximal consecutive profit (count of wins) 82.70 (10) consecutive loss (count of losses) -77.41 (6)
Average consecutive wins 6 consecutive losses 2
FXTraderKit AUDCAD, Trader’s Moon backtest results