Strategy Tester Report
FXZipper
Alpari-Pro.ECN-Demo (Build 1310)

 

Symbol AUDCAD (Australian Dollar vs Canadian Dollar)
Period 15 Minutes (M15) 2015.01.02 00:00 - 2020.11.12 23:45 (2015.01.01 - 2020.11.13)
Model Every tick (the most precise method based on all available least timeframes)
 
Bars in test 146311 Ticks modelled 148935958 Modelling quality 99.90%
Mismatched charts errors 0        
 
Initial deposit 2000.00     Spread Variable
Total net profit 89647.90 Gross profit 157342.57 Gross loss -67694.66
Profit factor 2.32 Expected payoff 111.23    
Absolute drawdown 116.03 Maximal drawdown 7321.88 (13.00%) Relative drawdown 13.37% (290.78)
 
Total trades 806 Short positions (won %) 487 (91.79%) Long positions (won %) 319 (89.03%)
  Profit trades (% of total) 731 (90.69%) Loss trades (% of total) 75 (9.31%)
Largest profit trade 2968.12 loss trade -3415.59
Average profit trade 215.24 loss trade -902.60
Maximum consecutive wins (profit in money) 38 (5542.84) consecutive losses (loss in money) 3 (-234.25)
Maximal consecutive profit (count of wins) 17377.02 (25) consecutive loss (count of losses) -5451.92 (2)
Average consecutive wins 11 consecutive losses 1
FXZipper AUDCAD from 2015 to 2020 backtest results