Trend Machine Backtest Results
TREND MACHINE EURUSD
Change Risk To:
1% Risk
|
2% Risk
|
3% Risk
Strategy Tester Report
TrendMachine
(Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | Daily (D1) 2002.01.02 00:00 - 2008.12.30 00:00 (2002.01.01 - 2008.12.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | AcctSize=100000; AcctPercent=0.01; | ||||
| Bars in test | 2075 | Ticks modelled | 19063895 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 100000.00 | ||||
| Total net profit | 149445.66 | Gross profit | 194791.70 | Gross loss | -45346.04 |
| Profit factor | 4.30 | Expected payoff | 3932.78 | ||
| Absolute drawdown | 3413.28 | Maximal drawdown | 87019.60 (28.13%) | Relative drawdown | 28.13% (87019.60) |
| Total trades | 38 | Short positions (won %) | 12 (0.00%) | Long positions (won %) | 26 (30.77%) |
| Profit trades (% of total) | 8 (21.05%) | Loss trades (% of total) | 30 (78.95%) | ||
| Largest | profit trade | 40559.22 | loss trade | -2296.52 | |
| Average | profit trade | 24348.96 | loss trade | -1511.53 | |
| Maximum | consecutive wins (profit in money) | 4 (159158.74) | consecutive losses (loss in money) | 24 (-35744.42) | |
| Maximal | consecutive profit (count of wins) | 159158.74 (4) | consecutive loss (count of losses) | -35744.42 (24) | |
| Average | consecutive wins | 4 | consecutive losses | 15 | |
TREND MACHINE GBPUSD
Change Risk To:
1% Risk
|
2% Risk
|
3% Risk
Strategy Tester Report
TrendMachine
(Build 225)
| Symbol | GBPUSD (Great Britan vs US Dollar) | ||||
| Period | Daily (D1) 2002.01.02 00:00 - 2008.12.30 00:00 (2002.01.01 - 2008.12.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | AcctSize=100000; AcctPercent=0.01; | ||||
| Bars in test | 2114 | Ticks modelled | 43219998 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 100000.00 | ||||
| Total net profit | 264574.46 | Gross profit | 287500.06 | Gross loss | -22925.60 |
| Profit factor | 12.54 | Expected payoff | 9449.09 | ||
| Absolute drawdown | 659.88 | Maximal drawdown | 87732.32 (28.22%) | Relative drawdown | 34.51% (68585.92) |
| Total trades | 28 | Short positions (won %) | 13 (30.77%) | Long positions (won %) | 15 (53.33%) |
| Profit trades (% of total) | 12 (42.86%) | Loss trades (% of total) | 16 (57.14%) | ||
| Largest | profit trade | 43396.08 | loss trade | -2057.44 | |
| Average | profit trade | 23958.34 | loss trade | -1432.85 | |
| Maximum | consecutive wins (profit in money) | 8 (116898.98) | consecutive losses (loss in money) | 16 (-22925.60) | |
| Maximal | consecutive profit (count of wins) | 170601.08 (4) | consecutive loss (count of losses) | -22925.60 (16) | |
| Average | consecutive wins | 6 | consecutive losses | 16 | |