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

 

Symbol GBPAUD (Great Britain Pound vs Australian Dollar)
Period 15 Minutes (M15) 2012.01.02 00:00 - 2018.12.31 23:45 (2012.01.01 - 2019.01.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters  
 
Bars in test 174561 Ticks modelled 196499496 Modelling quality 99.90%
Mismatched charts errors 0        
 
Initial deposit 500.00     Spread Variable
Total net profit 2026.95 Gross profit 3809.45 Gross loss -1782.49
Profit factor 2.14 Expected payoff 1.29    
Absolute drawdown 151.11 Maximal drawdown 273.57 (43.95%) Relative drawdown 43.95% (273.57)
 
Total trades 1575 Short positions (won %) 1077 (74.74%) Long positions (won %) 498 (78.11%)
  Profit trades (% of total) 1194 (75.81%) Loss trades (% of total) 381 (24.19%)
Largest profit trade 63.94 loss trade -31.39
Average profit trade 3.19 loss trade -4.68
Maximum consecutive wins (profit in money) 25 (39.23) consecutive losses (loss in money) 7 (-92.90)
Maximal consecutive profit (count of wins) 104.25 (6) consecutive loss (count of losses) -92.90 (7)
Average consecutive wins 5 consecutive losses 2
FXTraderKit GBPAUD, Trader’s Moon backtest results