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

 

Symbol USDCAD (US Dollar vs Canadian Dollar)
Period 15 Minutes (M15) 2013.06.21 01:00 - 2020.11.12 23:45 (2013.01.01 - 2020.11.13)
Model Every tick (the most precise method based on all available least timeframes)
 
Bars in test 182992 Ticks modelled 178053735 Modelling quality 99.90%
Mismatched charts errors 0        
 
Initial deposit 2000.00     Spread Variable
Total net profit 5865.24 Gross profit 9042.71 Gross loss -3177.47
Profit factor 2.85 Expected payoff 11.57    
Absolute drawdown 8.11 Maximal drawdown 377.65 (5.53%) Relative drawdown 7.27% (185.55)
 
Total trades 507 Short positions (won %) 293 (90.44%) Long positions (won %) 214 (85.05%)
  Profit trades (% of total) 447 (88.17%) Loss trades (% of total) 60 (11.83%)
Largest profit trade 85.60 loss trade -288.81
Average profit trade 20.23 loss trade -52.96
Maximum consecutive wins (profit in money) 37 (867.29) consecutive losses (loss in money) 2 (-147.35)
Maximal consecutive profit (count of wins) 867.29 (37) consecutive loss (count of losses) -288.81 (1)
Average consecutive wins 8 consecutive losses 1
FXZipper USDCAD from 2015 to 2020 backtest results