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

 

Symbol GBPCAD (Great Britain Pound vs Canadian Dollar)
Period 15 Minutes (M15) 2012.01.02 00:30 - 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 174486 Ticks modelled 173790821 Modelling quality 99.90%
Mismatched charts errors 0        
 
Initial deposit 500.00     Spread Variable
Total net profit 1378.32 Gross profit 2220.77 Gross loss -842.45
Profit factor 2.64 Expected payoff 0.79    
Absolute drawdown 6.02 Maximal drawdown 114.11 (9.70%) Relative drawdown 12.59% (75.95)
 
Total trades 1754 Short positions (won %) 1005 (83.28%) Long positions (won %) 749 (86.25%)
  Profit trades (% of total) 1483 (84.55%) Loss trades (% of total) 271 (15.45%)
Largest profit trade 34.95 loss trade -16.99
Average profit trade 1.50 loss trade -3.11
Maximum consecutive wins (profit in money) 66 (59.56) consecutive losses (loss in money) 5 (-24.92)
Maximal consecutive profit (count of wins) 59.56 (66) consecutive loss (count of losses) -38.04 (4)
Average consecutive wins 7 consecutive losses 1
FXTraderKit GBPCAD, Trader’s Moon backtest results