Strategy Tester Report
FX_Hunter 1.15
FortFS-Real (Build 670)
| Symbol | AUDCADf (Australian Dollar vs Canadian Dollar) | ||||
| Period | 30 Minutes (M30) 2009.01.01 00:27 - 2016.03.31 23:59 | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | fx_hunter_audcad_m30.set | ||||
| Bars in test | 90414 | Ticks modelled | 75001825 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 5000.00 | Spread | Current (60) | ||
| Total net profit | 22708.72 | Gross profit | 27089.49 | Gross loss | -4380.77 |
| Profit factor | 6.18 | Expected payoff | 25.23 | ||
| Absolute drawdown | 4.87 | Maximal drawdown | 4710.42 (17.96%) | Relative drawdown | 17.96% (4710.42) |
| Total trades | 900 | Short positions (won %) | 425 (80.47%) | Long positions (won %) | 475 (79.58%) |
| Profit trades (% of total) | 720 (80.00%) | Loss trades (% of total) | 180 (20.00%) | ||
| Largest | profit trade | 1103.41 | loss trade | -152.35 | |
| Average | profit trade | 37.62 | loss trade | -24.34 | |
| Maximum | consecutive wins (profit in money) | 30 (1723.84) | consecutive losses (loss in money) | 5 (-607.16) | |
| Maximal | consecutive profit (count of wins) | 1960.64 (4) | consecutive loss (count of losses) | -607.16 (5) | |
| Average | consecutive wins | 7 | consecutive losses | 2 | |
