Strategy Tester Report
Z Trader FX EA
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2016.09.01 00:00 - 2018.08.31 23:45 (2016.09.01 - 2018.09.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Bars in test | 50756 | Ticks modelled | 51625527 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 99.00 | Spread | 20 | ||
Total net profit | 2016982.59 | Gross profit | 2020148.47 | Gross loss | -3165.88 |
Profit factor | 638.10 | Expected payoff | 6187.06 | ||
Absolute drawdown | 2.61 | Maximal drawdown | 309057.21 (16.00%) | Relative drawdown | 27.22% (185.45) |
Total trades | 326 | Short positions (won %) | 110 (100.00%) | Long positions (won %) | 216 (94.91%) |
Profit trades (% of total) | 315 (96.63%) | Loss trades (% of total) | 11 (3.37%) | ||
Largest | profit trade | 106327.74 | loss trade | -2996.33 | |
Average | profit trade | 6413.17 | loss trade | -287.81 | |
Maximum | consecutive wins (profit in money) | 84 (1096019.30) | consecutive losses (loss in money) | 1 (-2996.33) | |
Maximal | consecutive profit (count of wins) | 1096019.30 (84) | consecutive loss (count of losses) | -2996.33 (1) | |
Average | consecutive wins | 26 | consecutive losses | 1 |
