Strategy Tester Report
Forex Trend Detector_v4.0
Alpari-ECN-Demo (Build 1090)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minute (M5) 2009.05.04 00:00 - 2018.03.15 16:07 (2009.05.04 - 2018.05.25) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 3291726 | Ticks modelled | 6572096 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 5000.00 | Spread | 10 | ||
| Total net profit | 211264.44 | Gross profit | 416070.72 | Gross loss | -204806.28 |
| Profit factor | 2.03 | Expected payoff | 154.43 | ||
| Absolute drawdown | 1040.00 | Maximal drawdown | 9758.60 (8.97%) | Relative drawdown | 32.30% (2040.00) |
| Total trades | 1368 | Short positions (won %) | 689 (61.54%) | Long positions (won %) | 679 (59.65%) |
| Profit trades (% of total) | 829 (60.60%) | Loss trades (% of total) | 539 (39.40%) | ||
| Largest | profit trade | 1300.00 | loss trade | -417.16 | |
| Average | profit trade | 501.89 | loss trade | -379.97 | |
| Maximum | consecutive wins (profit in money) | 28 (15018.92) | consecutive losses (loss in money) | 19 (-6504.12) | |
| Maximal | consecutive profit (count of wins) | 15018.92 (28) | consecutive loss (count of losses) | -6504.12 (19) | |
| Average | consecutive wins | 6 | consecutive losses | 4 | |
