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 | |
