Strategy Tester Report
11AAArthur M3
AlpariUK-Live (Build 220)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Minute (M1) 2006.01.02 00:01 - 2008.12.12 22:59 (2006.01.01 - 2008.12.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | max=5000; donchianlength=10; gap=0.0001; MAfast=1; MAslow=2; MAslowest=11; closedonchian=7; take=350; stop=1200; ordersize=0.1; magic=12333; | ||||
Bars in test | 992736 | Ticks modelled | 6525349 | Modelling quality | 25.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 63136.29 | Gross profit | 68084.29 | Gross loss | -4948.00 |
Profit factor | 13.76 | Expected payoff | 20.82 | ||
Absolute drawdown | 495.40 | Maximal drawdown | 16635.99 (26.74%) | Relative drawdown | 65.20% (945.45) |
Total trades | 3032 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 3032 (99.93%) |
Profit trades (% of total) | 3030 (99.93%) | Loss trades (% of total) | 2 (0.07%) | ||
Largest | profit trade | 1279.83 | loss trade | -4910.29 | |
Average | profit trade | 22.47 | loss trade | -2474.00 | |
Maximum | consecutive wins (profit in money) | 2882 (63864.50) | consecutive losses (loss in money) | 1 (-4910.29) | |
Maximal | consecutive profit (count of wins) | 63864.50 (2882) | consecutive loss (count of losses) | -4910.29 (1) | |
Average | consecutive wins | 1515 | consecutive losses | 1 |
- Holy Grail? Any Comments - 8 years 587 trades no lossess on Backtest.. Pete
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