Strategy Tester Report
Forex Trend Detector_v4.0
Alpari-ECN-Demo (Build 1090)

 

Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 5 Minute (M5) 2009.05.04 00:00 - 2018.03.15 16:14 (2009.05.04 - 2018.05.25)
Model Every tick (the most precise method based on all available least timeframes)
 
Bars in test 3291733 Ticks modelled 6572110 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 2000.00     Spread 10
Total net profit 549931.66 Gross profit 1292912.03 Gross loss -742980.37
Profit factor 1.74 Expected payoff 402.00    
Absolute drawdown 48.00 Maximal drawdown 71303.65 (19.54%) Relative drawdown 29.30% (8817.16)
 
Total trades 1368 Short positions (won %) 689 (61.54%) Long positions (won %) 679 (59.65%)
  Profit trades (% of total) 829 (60.60%) Loss trades (% of total) 539 (39.40%)
Largest profit trade 10535.36 loss trade -6949.98
Average profit trade 1559.60 loss trade -1378.44
Maximum consecutive wins (profit in money) 28 (1193.96) consecutive losses (loss in money) 19 (-32673.31)
Maximal consecutive profit (count of wins) 86143.63 (10) consecutive loss (count of losses) -46010.22 (14)
Average consecutive wins 6 consecutive losses 4
Forex Trend Detector GBPUSD with 2% Risk backtest results
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