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

 

Symbol GBPAUD (Great Britain Pound vs Australian 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 146251 Ticks modelled 203042679 Modelling quality 99.90%
Mismatched charts errors 0        
 
Initial deposit 2000.00     Spread Variable
Total net profit 29285.16 Gross profit 44104.78 Gross loss -14819.62
Profit factor 2.98 Expected payoff 79.58    
Absolute drawdown 134.70 Maximal drawdown 2648.47 (13.63%) Relative drawdown 14.09% (1149.22)
 
Total trades 368 Short positions (won %) 260 (90.38%) Long positions (won %) 108 (92.59%)
  Profit trades (% of total) 335 (91.03%) Loss trades (% of total) 33 (8.97%)
Largest profit trade 1103.92 loss trade -976.83
Average profit trade 131.66 loss trade -449.08
Maximum consecutive wins (profit in money) 45 (2922.15) consecutive losses (loss in money) 2 (-1896.50)
Maximal consecutive profit (count of wins) 12843.84 (41) consecutive loss (count of losses) -1896.50 (2)
Average consecutive wins 11 consecutive losses 1
FXZipper GBPAUD from 2015 to 2020 backtest results