Strategy Tester Report Problem
SDC:
Yes it did. It's not 100(107,000) it's 100 (10730.72) move your comma.
Strategy Tester doesnt seem to be giving correct results in the report, the numbers dont add up for instance this report states there was 100 consecutive wins totaling 107,000 but in the graph you can see it never went anywhere near that level.
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2011.01.03 00:00 - 2011.12.30 23:45 (2011.01.01 - 2011.12.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 25925 | Ticks modelled | 13729236 | Modelling quality | n/a |
| Mismatched charts errors | 573 | ||||
| Initial deposit | 5000.00 | ||||
| Total net profit | 34152.15 | Gross profit | 144135.28 | Gross loss | -109983.13 |
| Profit factor | 1.31 | Expected payoff | 15.94 | ||
| Absolute drawdown | 3078.93 | Maximal drawdown | 10491.59 (84.52%) | Relative drawdown | 84.52% (10491.59) |
| Total trades | 2143 | Short positions (won %) | 1094 (84.46%) | Long positions (won %) | 1049 (83.98%) |
| Profit trades (% of total) | 1805 (84.23%) | Loss trades (% of total) | 338 (15.77%) | ||
| Largest | profit trade | 1165.00 | loss trade | -2150.69 | |
| Average | profit trade | 79.85 | loss trade | -325.39 | |
| Maximum | consecutive wins (profit in money) | 100 (10730.72) | consecutive losses (loss in money) | 9 (-3118.41) | |
| Maximal | consecutive profit (count of wins) | 10730.72 (100) | consecutive loss (count of losses) | -5891.42 (3) | |
| Average | consecutive wins | 13 | consecutive losses | 3 | |
Yes damn your right ... this probably means its about time I got off the computer and go to bed lol
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Strategy Tester doesnt seem to be giving correct results in the report, the numbers dont add up for instance this report states there was 100 consecutive wins totaling 107,000 but in the graph you can see it never went anywhere near that level.