Strategy Tester Report
FX Seven Pips
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 30 Minutes (M30) 2017.11.01 00:00 - 2019.10.31 23:30 (2017.11.01 - 2019.11.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 25808 | Ticks modelled | 27723080 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 99.00 | Spread | 20 | ||
| Total net profit | 9096.77 | Gross profit | 9991.76 | Gross loss | -894.99 |
| Profit factor | 11.16 | Expected payoff | 20.53 | ||
| Absolute drawdown | 0.65 | Maximal drawdown | 956.99 (13.57%) | Relative drawdown | 17.86% (898.17) |
| Total trades | 443 | Short positions (won %) | 243 (72.43%) | Long positions (won %) | 200 (99.50%) |
| Profit trades (% of total) | 375 (84.65%) | Loss trades (% of total) | 68 (15.35%) | ||
| Largest | profit trade | 371.12 | loss trade | -73.03 | |
| Average | profit trade | 26.64 | loss trade | -13.16 | |
| Maximum | consecutive wins (profit in money) | 41 (149.46) | consecutive losses (loss in money) | 3 (-133.82) | |
| Maximal | consecutive profit (count of wins) | 2081.41 (30) | consecutive loss (count of losses) | -133.82 (3) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
