Strategy Tester Report
Forex ASIA Scalper
Tickmill-DemoUK (Build 1090)
Symbol | GBPCHF (Great Britain Pound vs Swiss Franc) | ||||
Period | 15 Minutes (M15) 2013.01.01 23:00 - 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=7; Stop_Loss=95; Take_Profit=110; Channel_Period=16; Exit_Distance=-14; Entry_Break=-5; Min_Volatility=30; Start_Trade_Hour=21; End_Trade_Hour=23; Exit_Profit_Pips=-45; Reverse_Profit=42; Exit_Minutes=270; Time_Profit_Pips=-20; | ||||
Bars in test | 138681 | Ticks modelled | 113464805 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | 100014.27 | Gross profit | 152177.94 | Gross loss | -52163.66 |
Profit factor | 2.92 | Expected payoff | 165.86 | ||
Absolute drawdown | 6.64 | Maximal drawdown | 5439.34 (12.85%) | Relative drawdown | 12.85% (5439.34) |
Total trades | 603 | Short positions (won %) | 250 (74.40%) | Long positions (won %) | 353 (80.45%) |
Profit trades (% of total) | 470 (77.94%) | Loss trades (% of total) | 133 (22.06%) | ||
Largest | profit trade | 1979.36 | loss trade | -4079.19 | |
Average | profit trade | 323.78 | loss trade | -392.21 | |
Maximum | consecutive wins (profit in money) | 28 (10473.83) | consecutive losses (loss in money) | 5 (-871.65) | |
Maximal | consecutive profit (count of wins) | 12908.17 (16) | consecutive loss (count of losses) | -4315.13 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
