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Strategy Tester Report
Easy Walker 5.0.1s
Alpari-ECN-Demo (Build 735)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| 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="USDCAD 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=2.01; UserTPpips=0; SLpips=26; GMTOffset=2; HourForcedExitGMT=9; EndOfMonthDays=1; xx4="for backtests only:"; AutoDST=true; xx2a="--- ATR filter: "; ATRfilter=true; ATRXHour=3; ATRXPips=75; xx5="--- Logic: "; Logic1=298041364; Logic2=141855772; Logic3=154764769; Logic4=923232628; Logic5=26305054; xx6="--- Misc: "; Magic=987; Comments="EW"; comment_color=White; box_color=75,75,75; Shots=false; Verbose=true; | ||||
| Bars in test | 19578 | Ticks modelled | 5002711 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 20 | ||
| Total net profit | 104.95 | Gross profit | 271.25 | Gross loss | -166.30 |
| Profit factor | 1.63 | Expected payoff | 0.70 | ||
| Absolute drawdown | 57.14 | Maximal drawdown | 59.98 (5.98%) | Relative drawdown | 5.98% (59.98) |
| Total trades | 149 | Short positions (won %) | 88 (61.36%) | Long positions (won %) | 61 (78.69%) |
| Profit trades (% of total) | 102 (68.46%) | Loss trades (% of total) | 47 (31.54%) | ||
| Largest | profit trade | 5.01 | loss trade | -23.77 | |
| Average | profit trade | 2.66 | loss trade | -3.54 | |
| Maximum | consecutive wins (profit in money) | 11 (33.53) | consecutive losses (loss in money) | 6 (-17.58) | |
| Maximal | consecutive profit (count of wins) | 33.53 (11) | consecutive loss (count of losses) | -23.77 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
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