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

 

Symbol AUDUSD (Australian Dollar vs US 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 146325 Ticks modelled 95444065 Modelling quality 99.90%
Mismatched charts errors 0        
 
Initial deposit 2000.00     Spread Variable
Total net profit 15077.29 Gross profit 38234.31 Gross loss -23157.02
Profit factor 1.65 Expected payoff 19.48    
Absolute drawdown 63.25 Maximal drawdown 2076.18 (12.14%) Relative drawdown 13.15% (606.28)
 
Total trades 774 Short positions (won %) 512 (88.28%) Long positions (won %) 262 (84.35%)
  Profit trades (% of total) 673 (86.95%) Loss trades (% of total) 101 (13.05%)
Largest profit trade 567.00 loss trade -880.00
Average profit trade 56.81 loss trade -229.28
Maximum consecutive wins (profit in money) 45 (4011.48) consecutive losses (loss in money) 3 (-568.02)
Maximal consecutive profit (count of wins) 4011.48 (45) consecutive loss (count of losses) -1131.66 (2)
Average consecutive wins 7 consecutive losses 1
FXZipper AUDUSD from 2015 to 2020 backtest results