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

 

Symbol EURCHF (Euro vs Swiss Franc)
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 146304 Ticks modelled 97441684 Modelling quality 99.90%
Mismatched charts errors 0        
 
Initial deposit 2000.00     Spread Variable
Total net profit 125046.10 Gross profit 243866.25 Gross loss -118820.15
Profit factor 2.05 Expected payoff 140.34    
Absolute drawdown 86.46 Maximal drawdown 7211.52 (6.09%) Relative drawdown 12.39% (4808.97)
 
Total trades 891 Short positions (won %) 633 (81.04%) Long positions (won %) 258 (83.33%)
  Profit trades (% of total) 728 (81.71%) Loss trades (% of total) 163 (18.29%)
Largest profit trade 3161.13 loss trade -5918.15
Average profit trade 334.98 loss trade -728.96
Maximum consecutive wins (profit in money) 22 (747.67) consecutive losses (loss in money) 5 (-914.70)
Maximal consecutive profit (count of wins) 12524.40 (12) consecutive loss (count of losses) -5918.15 (1)
Average consecutive wins 5 consecutive losses 1
FXZipper EURCHF from 2015 to 2020 backtest results