Strategy Tester Report
FX_Hunter 1.15
FortFS-Real (Build 670)
| Symbol | AUDNZDf (Australian Dollar vs New Zealand Dollar) | ||||
| Period | 5 Minutes (M5) 2008.01.01 22:08 - 2016.03.31 23:59 | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | fx_hunter_audnzd_m5.set | ||||
| Bars in test | 617907 | Ticks modelled | 73857762 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 5000.00 | Spread | Current (60) | ||
| Total net profit | 27440.56 | Gross profit | 50696.82 | Gross loss | -23256.26 |
| Profit factor | 2.18 | Expected payoff | 15.74 | ||
| Absolute drawdown | 337.61 | Maximal drawdown | 6221.47 (23.62%) | Relative drawdown | 23.62% (6221.47) |
| Total trades | 1743 | Short positions (won %) | 834 (69.30%) | Long positions (won %) | 909 (71.62%) |
| Profit trades (% of total) | 1229 (70.51%) | Loss trades (% of total) | 514 (29.49%) | ||
| Largest | profit trade | 1033.85 | loss trade | -467.81 | |
| Average | profit trade | 41.25 | loss trade | -45.25 | |
| Maximum | consecutive wins (profit in money) | 30 (239.40) | consecutive losses (loss in money) | 6 (-1330.69) | |
| Maximal | consecutive profit (count of wins) | 1455.87 (5) | consecutive loss (count of losses) | -1330.69 (6) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
