Strategy Tester Report
Forex Trend Detector_v4.0
Alpari-ECN-Demo (Build 1090)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minute (M5) 2010.09.21 00:00 - 2018.03.15 14:22 (2010.09.21 - 2018.05.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 2779329 | Ticks modelled | 5547392 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 5000.00 | Spread | 10 | ||
| Total net profit | 294638.60 | Gross profit | 512412.25 | Gross loss | -217773.65 |
| Profit factor | 2.35 | Expected payoff | 165.62 | ||
| Absolute drawdown | 605.00 | Maximal drawdown | 9689.72 (3.83%) | Relative drawdown | 35.33% (2401.00) |
| Total trades | 1779 | Short positions (won %) | 921 (66.88%) | Long positions (won %) | 858 (62.47%) |
| Profit trades (% of total) | 1152 (64.76%) | Loss trades (% of total) | 627 (35.24%) | ||
| Largest | profit trade | 1000.00 | loss trade | -403.10 | |
| Average | profit trade | 444.80 | loss trade | -347.33 | |
| Maximum | consecutive wins (profit in money) | 45 (20359.69) | consecutive losses (loss in money) | 16 (-5417.72) | |
| Maximal | consecutive profit (count of wins) | 20359.69 (45) | consecutive loss (count of losses) | -5417.72 (16) | |
| Average | consecutive wins | 8 | consecutive losses | 4 | |
