Strategy Tester Report
FXAutoPips
EGlobal-Demo (Build 1260)
Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 30 Minutes (M30) 2013.01.01 23:00 - 2020.03.03 15:32 (2013.01.01 - 2020.03.04) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Bars in test | 2649743 | Ticks modelled | 10548958 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Current (3) | ||
Total net profit | 216234087.28 | Gross profit | 326176328.71 | Gross loss | -109942241.43 |
Profit factor | 2.97 | Expected payoff | 357411.71 | ||
Absolute drawdown | 745.12 | Maximal drawdown | 22431874.62 (12.46%) | Relative drawdown | 85.21% (9136.27) |
Total trades | 605 | Short positions (won %) | 241 (71.37%) | Long positions (won %) | 364 (78.57%) |
Profit trades (% of total) | 458 (75.70%) | Loss trades (% of total) | 147 (24.30%) | ||
Largest | profit trade | 12361868.98 | loss trade | -6342251.79 | |
Average | profit trade | 712175.39 | loss trade | -747906.40 | |
Maximum | consecutive wins (profit in money) | 15 (25804563.66) | consecutive losses (loss in money) | 3 (-4117.91) | |
Maximal | consecutive profit (count of wins) | 25804563.66 (15) | consecutive loss (count of losses) | -10782916.68 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |