Strategy Tester Report
RENKO CHART SUPERIORS
GLS-Demo (Build 670)
|
Symbol
|
XAUUSD (Spot Gold)
|
||||
|
Period
|
5 Minutes (M5) 2014.07.14 16:42 -
2014.07.25 20:10
|
||||
|
Model
|
Every tick (the most precise
method based on all available least timeframes)
|
||||
|
Parameters
|
AS PER SUPERIORS | ||||
|
Bars in test
|
990
|
Ticks modelled
|
25637
|
Modelling quality
|
n/a
|
|
Mismatched charts errors
|
3205
|
||||
|
Initial deposit
|
500.00
|
Spread
|
Current
(12)
|
||
|
Total net profit
|
11625.00
|
Gross profit
|
12040.00
|
Gross loss
|
-415.00
|
|
Profit factor
|
29.01
|
Expected payoff
|
19.12
|
||
|
Absolute drawdown
|
11.00
|
Maximal drawdown
|
95.50
(0.99%)
|
Relative drawdown
|
4.44%
(24.00)
|
|
Total trades
|
608
|
Short positions (won %)
|
318
(99.37%)
|
Long positions (won %)
|
290
(98.62%)
|
|
Profit trades (% of total)
|
602
(99.01%)
|
Loss trades (% of total)
|
6
(0.99%)
|
||
|
Largest
|
profit trade
|
20.00
|
loss trade
|
-76.00
|
|
|
Average
|
profit trade
|
20.00
|
loss trade
|
-69.17
|
|
|
Maximum
|
consecutive wins (profit in money)
|
221
(4420.00)
|
consecutive losses (loss in money)
|
1
(-76.00)
|
|
|
Maximal
|
consecutive profit (count of wins)
|
4420.00
(221)
|
consecutive loss (count of losses)
|
-76.00
(1)
|
|
|
Average
|
consecutive wins
|
100
|
consecutive losses
|
1
|
|
No comments:
Post a Comment