Strategy Tester Report
Forex ASIA Scalper
Tickmill-DemoUK (Build 1090)
| Symbol | EURCHF (Euro 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=4; Stop_Loss=42; Take_Profit=80; Channel_Period=12; Exit_Distance=0; Entry_Break=2; Min_Volatility=8; Start_Trade_Hour=20; End_Trade_Hour=22; Exit_Profit_Pips=-10; Reverse_Profit=15; Exit_Minutes=30; Time_Profit_Pips=15; | ||||
| Bars in test | 137524 | Ticks modelled | 91983348 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 10 | ||
| Total net profit | 73314.13 | Gross profit | 99457.44 | Gross loss | -26143.31 |
| Profit factor | 3.80 | Expected payoff | 113.67 | ||
| Absolute drawdown | 480.72 | Maximal drawdown | 3896.81 (5.46%) | Relative drawdown | 5.46% (3896.81) |
| Total trades | 645 | Short positions (won %) | 209 (73.68%) | Long positions (won %) | 436 (84.40%) |
| Profit trades (% of total) | 522 (80.93%) | Loss trades (% of total) | 123 (19.07%) | ||
| Largest | profit trade | 1074.50 | loss trade | -1631.14 | |
| Average | profit trade | 190.53 | loss trade | -212.55 | |
| Maximum | consecutive wins (profit in money) | 26 (6895.98) | consecutive losses (loss in money) | 3 (-126.64) | |
| Maximal | consecutive profit (count of wins) | 6895.98 (26) | consecutive loss (count of losses) | -2997.38 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
