Strategy Tester Report
FX_Hunter 1.15
FortFS-Real (Build 670)
| Symbol | NZDCADf (New Zealand Dollar vs Canadian Dollar) | ||||
| Period | 15 Minutes (M15) 2008.01.01 00:00 - 2016.03.31 23:59 | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | fx_hunter_nzdcad_m15.set | ||||
| Bars in test | 207077 | Ticks modelled | 62543371 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 5000.00 | Spread | Current (50) | ||
| Total net profit | 112578.75 | Gross profit | 178221.63 | Gross loss | -65642.88 |
| Profit factor | 2.72 | Expected payoff | 34.42 | ||
| Absolute drawdown | 341.26 | Maximal drawdown | 16170.79 (20.40%) | Relative drawdown | 21.49% (14205.95) |
| Total trades | 3271 | Short positions (won %) | 1605 (69.16%) | Long positions (won %) | 1666 (65.55%) |
| Profit trades (% of total) | 2202 (67.32%) | Loss trades (% of total) | 1069 (32.68%) | ||
| Largest | profit trade | 3353.89 | loss trade | -890.35 | |
| Average | profit trade | 80.94 | loss trade | -61.41 | |
| Maximum | consecutive wins (profit in money) | 21 (726.40) | consecutive losses (loss in money) | 7 (-3840.52) | |
| Maximal | consecutive profit (count of wins) | 6137.34 (4) | consecutive loss (count of losses) | -3840.52 (7) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
