Strategy Tester Report
Forex ASIA Scalper
Tickmill-DemoUK (Build 1090)
| Symbol | GBPCAD (Great Britain Pound vs Canadian Dollar) | ||||
| Period | 15 Minutes (M15) 2013.01.02 00:00 - 2018.07.24 23:45 (2013.01.01 - 2018.07.25) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MagicNumber=1111; Auto_GMT=true; Calculate_DST=true; Manual_GMT_Offset=2; Auto_Risk=5; Lots=0.1; Slipage=1; Max_Spread=10; Stop_Loss=70; Take_Profit=70; Channel_Period=8; Exit_Distance=-14; Entry_Break=-1; Min_Volatility=34; Start_Trade_Hour=21; End_Trade_Hour=23; Exit_Profit_Pips=-100; Reverse_Profit=60; Exit_Minutes=270; Time_Profit_Pips=0; | ||||
| Bars in test | 138655 | Ticks modelled | 130320293 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 10 | ||
| Total net profit | 49768.97 | Gross profit | 75138.60 | Gross loss | -25369.63 |
| Profit factor | 2.96 | Expected payoff | 97.78 | ||
| Absolute drawdown | 39.44 | Maximal drawdown | 3021.09 (11.44%) | Relative drawdown | 11.44% (3021.09) |
| Total trades | 509 | Short positions (won %) | 231 (68.83%) | Long positions (won %) | 278 (77.70%) |
| Profit trades (% of total) | 375 (73.67%) | Loss trades (% of total) | 134 (26.33%) | ||
| Largest | profit trade | 1287.67 | loss trade | -1432.90 | |
| Average | profit trade | 200.37 | loss trade | -189.33 | |
| Maximum | consecutive wins (profit in money) | 22 (5349.79) | consecutive losses (loss in money) | 5 (-1449.33) | |
| Maximal | consecutive profit (count of wins) | 6781.11 (14) | consecutive loss (count of losses) | -1825.44 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
