Strategy Tester Report
ForexExtract
EGlobal-Demo (Build 1353)
| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 1 Hour (H1) 2014.01.01 23:00 - 2022.12.09 22:59 (2014.01.01 - 2022.12.10) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 3323721 | Ticks modelled | 32544236 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 20 | ||
| Total net profit | 65969040.09 | Gross profit | 102604924.23 | Gross loss | -36635884.14 |
| Profit factor | 2.80 | Expected payoff | 72413.87 | ||
| Absolute drawdown | 1200.77 | Maximal drawdown | 16306904.04 (25.52%) | Relative drawdown | 87.87% (296351.07) |
| Total trades | 911 | Short positions (won %) | 441 (64.17%) | Long positions (won %) | 470 (57.23%) |
| Profit trades (% of total) | 552 (60.59%) | Loss trades (% of total) | 359 (39.41%) | ||
| Largest | profit trade | 4920000.00 | loss trade | -2289326.83 | |
| Average | profit trade | 185878.49 | loss trade | -102049.82 | |
| Maximum | consecutive wins (profit in money) | 11 (13583.01) | consecutive losses (loss in money) | 10 (-816689.54) | |
| Maximal | consecutive profit (count of wins) | 5192352.85 (5) | consecutive loss (count of losses) | -5502139.69 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
