Strategy Tester Report
Inertia Trader
(Build 1010)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2004.01.01 00:00 - 2016.08.30 23:59 (2004.01.01 - 2016.09.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Lot=0; MMLot=0.1; MaxOpenOrders=3; CommentField="Inertia Trader"; MagicNumber=37100578; MaxSpread=4; MaxSlippage=4; | ||||
| Bars in test | 949575 | Ticks modelled | 173177703 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 10 | ||
| Total net profit | 11108587.44 | Gross profit | 26646181.48 | Gross loss | -15537594.05 |
| Profit factor | 1.71 | Expected payoff | 9462.17 | ||
| Absolute drawdown | 30.83 | Maximal drawdown | 1068960.00 (13.75%) | Relative drawdown | 54.02% (13341.65) |
| Total trades | 1174 | Short positions (won %) | 597 (52.43%) | Long positions (won %) | 577 (49.74%) |
| Profit trades (% of total) | 600 (51.11%) | Loss trades (% of total) | 574 (48.89%) | ||
| Largest | profit trade | 205000.00 | loss trade | -120800.00 | |
| Average | profit trade | 44410.30 | loss trade | -27068.98 | |
| Maximum | consecutive wins (profit in money) | 15 (3800.46) | consecutive losses (loss in money) | 15 (-626834.25) | |
| Maximal | consecutive profit (count of wins) | 1383728.00 (9) | consecutive loss (count of losses) | -739160.00 (8) | |
| Average | consecutive wins | 4 | consecutive losses | 4 | |
