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Strategy Tester Report
Z Trader FX EA
Symbol EURUSD (Euro vs US Dollar)
Period 15 Minutes (M15) 2016.09.01 00:00 - 2018.08.31 23:45 (2016.09.01 - 2018.09.01)
Model Every tick (the most precise method based on all available least timeframes)
 
Bars in test 50756 Ticks modelled 51625527 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 99.00     Spread 20
Total net profit 2016982.59 Gross profit 2020148.47 Gross loss -3165.88
Profit factor 638.10 Expected payoff 6187.06    
Absolute drawdown 2.61 Maximal drawdown 309057.21 (16.00%) Relative drawdown 27.22% (185.45)
 
Total trades 326 Short positions (won %) 110 (100.00%) Long positions (won %) 216 (94.91%)
  Profit trades (% of total) 315 (96.63%) Loss trades (% of total) 11 (3.37%)
Largest profit trade 106327.74 loss trade -2996.33
Average profit trade 6413.17 loss trade -287.81
Maximum consecutive wins (profit in money) 84 (1096019.30) consecutive losses (loss in money) 1 (-2996.33)
Maximal consecutive profit (count of wins) 1096019.30 (84) consecutive loss (count of losses) -2996.33 (1)
Average consecutive wins 26 consecutive losses 1
Z Trader FX EA EURUSD 2016 - 2018 backtest results