Strategy Tester Report
FXrobotGO
EGlobal (Build 1170)
Symbol | AUDCAD (Australian Dollar vs Canadian Dollar) | ||||
Period | 5 Minutes (M5) 2014.01.01 23:00 - 2019.08.23 22:55 (2014.01.01 - 2019.08.25) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | |||||
Bars in test | 421446 | Ticks modelled | 119917400 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 20000.00 | Spread | Current (8) | ||
Total net profit | 9087.02 | Gross profit | 37183.70 | Gross loss | -28096.68 |
Profit factor | 1.32 | Expected payoff | 0.57 | ||
Absolute drawdown | 3859.98 | Maximal drawdown | 12574.58 (43.79%) | Relative drawdown | 43.79% (12574.58) |
Total trades | 16021 | Short positions (won %) | 5736 (72.82%) | Long positions (won %) | 10285 (64.90%) |
Profit trades (% of total) | 10852 (67.74%) | Loss trades (% of total) | 5169 (32.26%) | ||
Largest | profit trade | 4254.71 | loss trade | -1027.71 | |
Average | profit trade | 3.43 | loss trade | -5.44 | |
Maximum | consecutive wins (profit in money) | 23 (397.78) | consecutive losses (loss in money) | 14 (-5501.31) | |
Maximal | consecutive profit (count of wins) | 5059.87 (8) | consecutive loss (count of losses) | -5501.31 (14) | |
Average | consecutive wins | 3 | consecutive losses | 2 |