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Strategy Tester Report
Trader’s Moon
Tickmill-Live02 (Build 1170)

 

Symbol EURSGD (Euro vs Singapore Dollar)
Period 15 Minutes (M15) 2012.01.02 01:15 - 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 170072 Ticks modelled 135278745 Modelling quality 99.90%
Mismatched charts errors 0        
 
Initial deposit 500.00     Spread Variable
Total net profit 588.82 Gross profit 961.34 Gross loss -372.53
Profit factor 2.58 Expected payoff 0.76    
Absolute drawdown 56.55 Maximal drawdown 76.49 (13.00%) Relative drawdown 13.00% (76.49)
 
Total trades 774 Short positions (won %) 537 (81.19%) Long positions (won %) 237 (83.97%)
  Profit trades (% of total) 635 (82.04%) Loss trades (% of total) 139 (17.96%)
Largest profit trade 23.77 loss trade -14.69
Average profit trade 1.51 loss trade -2.68
Maximum consecutive wins (profit in money) 63 (50.84) consecutive losses (loss in money) 3 (-26.87)
Maximal consecutive profit (count of wins) 50.84 (63) consecutive loss (count of losses) -26.87 (3)
Average consecutive wins 6 consecutive losses 1
FXTraderKit EURSGD, Trader’s Moon backtest results