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Strategy Tester Report
Trader’s Moon
Tickmill-Live02 (Build 1170)

 

Symbol NZDCAD (New Zealand Dollar vs Canadian Dollar)
Period 15 Minutes (M15) 2012.01.02 00:00 - 2018.12.31 23:45 (2012.01.01 - 2019.01.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters  
 
Bars in test 174514 Ticks modelled 113379627 Modelling quality 99.90%
Mismatched charts errors 0        
 
Initial deposit 500.00     Spread Variable
Total net profit 1112.69 Gross profit 1774.15 Gross loss -661.46
Profit factor 2.68 Expected payoff 1.67    
Absolute drawdown 53.19 Maximal drawdown 118.92 (7.52%) Relative drawdown 14.71% (96.58)
 
Total trades 666 Short positions (won %) 447 (73.38%) Long positions (won %) 219 (69.86%)
  Profit trades (% of total) 481 (72.22%) Loss trades (% of total) 185 (27.78%)
Largest profit trade 41.09 loss trade -13.67
Average profit trade 3.69 loss trade -3.58
Maximum consecutive wins (profit in money) 30 (60.84) consecutive losses (loss in money) 5 (-48.43)
Maximal consecutive profit (count of wins) 60.84 (30) consecutive loss (count of losses) -48.43 (5)
Average consecutive wins 5 consecutive losses 2
FXTraderKit NZDCAD, Trader’s Moon backtest results