Strategy Tester Report
fxshooter
Tickmill-DemoUK (Build 1170)
| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| Period | 15 Minutes (M15) 2008.01.02 06:45 - 2018.04.30 23:45 (2008.01.01 - 2018.05.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 252872 | Ticks modelled | 161398579 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Current (6) | ||
| Total net profit | 585587.61 | Gross profit | 1348959.13 | Gross loss | -763371.52 |
| Profit factor | 1.77 | Expected payoff | 166.17 | ||
| Absolute drawdown | 20.19 | Maximal drawdown | 41215.81 (16.79%) | Relative drawdown | 20.35% (411.14) |
| Total trades | 3524 | Short positions (won %) | 1611 (89.57%) | Long positions (won %) | 1913 (94.30%) |
| Profit trades (% of total) | 3247 (92.14%) | Loss trades (% of total) | 277 (7.86%) | ||
| Largest | profit trade | 43521.61 | loss trade | -12611.17 | |
| Average | profit trade | 415.45 | loss trade | -2755.85 | |
| Maximum | consecutive wins (profit in money) | 85 (7705.47) | consecutive losses (loss in money) | 3 (-18690.75) | |
| Maximal | consecutive profit (count of wins) | 87572.01 (73) | consecutive loss (count of losses) | -18690.75 (3) | |
| Average | consecutive wins | 13 | consecutive losses | 1 | |
