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Strategy Tester Report
Easy Walker 5.0.1s
Alpari-ECN-Demo (Build 735)
| Symbol | GBPCHF (Great Britain Pound vs Swiss Franc) | ||||
| Period | 15 Minutes (M15) 2014.01.02 09:00 - 2014.09.30 23:45 (2014.01.01 - 2014.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | SetName="GBPCHF w8"; Flag_Stop=false; xx0="--- Money Management:"; LotSize=0; Risk=10; xx1="--- Active Money Management:"; ActiveMM=false; RiskMin=3; RiskMax=20; CountMin=20; CountMax=35; RiskDivider=1; xx2="--- Settings: "; MaxSpread=3; UserTPpips=0; SLpips=44; GMTOffset=2; HourForcedExitGMT=9; EndOfMonthDays=1; xx4="for backtests only:"; AutoDST=true; xx2a="--- ATR filter: "; ATRfilter=true; ATRXHour=3; ATRXPips=42; xx5="--- Logic: "; Logic1=300281189; Logic2=142135613; Logic3=154764769; Logic4=923269129; Logic5=13992050; xx6="--- Misc: "; Magic=987; Comments="EW"; comment_color=White; box_color=75,75,75; Shots=false; Verbose=false; | ||||
| Bars in test | 19578 | Ticks modelled | 7256760 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 193.26 | Gross profit | 394.81 | Gross loss | -201.55 |
| Profit factor | 1.96 | Expected payoff | 2.45 | ||
| Absolute drawdown | 5.67 | Maximal drawdown | 112.15 (8.86%) | Relative drawdown | 8.86% (112.15) |
| Total trades | 79 | Short positions (won %) | 32 (46.88%) | Long positions (won %) | 47 (85.11%) |
| Profit trades (% of total) | 55 (69.62%) | Loss trades (% of total) | 24 (30.38%) | ||
| Largest | profit trade | 25.55 | loss trade | -59.98 | |
| Average | profit trade | 7.18 | loss trade | -8.40 | |
| Maximum | consecutive wins (profit in money) | 8 (62.67) | consecutive losses (loss in money) | 3 (-23.31) | |
| Maximal | consecutive profit (count of wins) | 64.56 (6) | consecutive loss (count of losses) | -71.94 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
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