Strategy Tester Report
ForexExtract
EGlobal-Demo (Build 1353)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2016.01.04 00:00 - 2022.12.09 22:59 (2016.01.01 - 2022.12.10) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 2563747 | Ticks modelled | 25683759 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 20 | ||
| Total net profit | 76969679.97 | Gross profit | 141913698.38 | Gross loss | -64944018.41 |
| Profit factor | 2.19 | Expected payoff | 38893.22 | ||
| Absolute drawdown | 3573.46 | Maximal drawdown | 15066370.74 (26.94%) | Relative drawdown | 88.80% (98910.54) |
| Total trades | 1979 | Short positions (won %) | 989 (52.38%) | Long positions (won %) | 990 (53.84%) |
| Profit trades (% of total) | 1051 (53.11%) | Loss trades (% of total) | 928 (46.89%) | ||
| Largest | profit trade | 3879744.85 | loss trade | -1669783.58 | |
| Average | profit trade | 135027.31 | loss trade | -69982.78 | |
| Maximum | consecutive wins (profit in money) | 10 (3642321.03) | consecutive losses (loss in money) | 7 (-1048.42) | |
| Maximal | consecutive profit (count of wins) | 6870900.42 (4) | consecutive loss (count of losses) | -3956894.87 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
