Strategy Tester Report
Trader's Moon
Tickmill-Live02 (Build 1090)
| Symbol | AUDCAD (Australian Dollar vs Canadian Dollar) | ||||
| Period | 15 Minutes (M15) 2012.01.02 00:00 - 2018.11.02 23:45 (2012.01.01 - 2018.11.03) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | |||||
| Bars in test | 170637 | Ticks modelled | 132034096 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 500.00 | Spread | Variable | ||
| Total net profit | 2932.54 | Gross profit | 5655.49 | Gross loss | -2722.95 |
| Profit factor | 2.08 | Expected payoff | 1.66 | ||
| Absolute drawdown | 3.89 | Maximal drawdown | 218.14 (9.14%) | Relative drawdown | 22.02% (172.59) |
| Total trades | 1768 | Short positions (won %) | 1050 (70.67%) | Long positions (won %) | 718 (74.23%) |
| Profit trades (% of total) | 1275 (72.12%) | Loss trades (% of total) | 493 (27.88%) | ||
| Largest | profit trade | 45.26 | loss trade | -20.81 | |
| Average | profit trade | 4.44 | loss trade | -5.52 | |
| Maximum | consecutive wins (profit in money) | 20 (59.44) | consecutive losses (loss in money) | 7 (-45.04) | |
| Maximal | consecutive profit (count of wins) | 82.70 (10) | consecutive loss (count of losses) | -77.41 (6) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
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