Strategy Tester Report
Forex Trend Detector_v4.0
Alpari-ECN-Demo (Build 1090)

 

Symbol EURUSD (Euro vs US Dollar)
Period 5 Minute (M5) 2010.09.21 00:00 - 2018.03.15 14:22 (2010.09.21 - 2018.05.01)
Model Every tick (the most precise method based on all available least timeframes)
 
Bars in test 2779329 Ticks modelled 5547392 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 5000.00     Spread 10
Total net profit 294638.60 Gross profit 512412.25 Gross loss -217773.65
Profit factor 2.35 Expected payoff 165.62    
Absolute drawdown 605.00 Maximal drawdown 9689.72 (3.83%) Relative drawdown 35.33% (2401.00)
 
Total trades 1779 Short positions (won %) 921 (66.88%) Long positions (won %) 858 (62.47%)
  Profit trades (% of total) 1152 (64.76%) Loss trades (% of total) 627 (35.24%)
Largest profit trade 1000.00 loss trade -403.10
Average profit trade 444.80 loss trade -347.33
Maximum consecutive wins (profit in money) 45 (20359.69) consecutive losses (loss in money) 16 (-5417.72)
Maximal consecutive profit (count of wins) 20359.69 (45) consecutive loss (count of losses) -5417.72 (16)
Average consecutive wins 8 consecutive losses 4
Forex Trend Detector EURUSD with Fixed Lots backtest results
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