Strategy Tester Report
Forex ASIA Scalper
Tickmill-DemoUK (Build 1090)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| 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=654654; Auto_GMT=true; Calculate_DST=true; Manual_GMT_Offset=2; Auto_Risk=5; Lots=0.1; Slipage=1; Max_Spread=3; Stop_Loss=42; Take_Profit=34; Channel_Period=12; Exit_Distance=-12; Entry_Break=0; Min_Volatility=17; Start_Trade_Hour=20; End_Trade_Hour=23; Exit_Profit_Pips=-6; Reverse_Profit=17; Exit_Minutes=180; Time_Profit_Pips=5; | ||||
| Bars in test | 138687 | Ticks modelled | 93786147 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 10 | ||
| Total net profit | 8229.60 | Gross profit | 30434.22 | Gross loss | -22204.62 |
| Profit factor | 1.37 | Expected payoff | 8.14 | ||
| Absolute drawdown | 46.76 | Maximal drawdown | 1023.97 (6.33%) | Relative drawdown | 6.55% (849.14) |
| Total trades | 1011 | Short positions (won %) | 471 (66.03%) | Long positions (won %) | 540 (70.93%) |
| Profit trades (% of total) | 694 (68.64%) | Loss trades (% of total) | 317 (31.36%) | ||
| Largest | profit trade | 223.42 | loss trade | -294.97 | |
| Average | profit trade | 43.85 | loss trade | -70.05 | |
| Maximum | consecutive wins (profit in money) | 16 (588.88) | consecutive losses (loss in money) | 5 (-289.38) | |
| Maximal | consecutive profit (count of wins) | 708.81 (13) | consecutive loss (count of losses) | -565.66 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
