Strategy Tester Report
FXrobotGO
EGlobal (Build 1170)
Symbol | AUDUSD (Australian Dollar vs US 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 | 420683 | Ticks modelled | 93693353 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 20000.00 | Spread | Current (5) | ||
Total net profit | 8208.70 | Gross profit | 24122.77 | Gross loss | -15914.07 |
Profit factor | 1.52 | Expected payoff | 1.15 | ||
Absolute drawdown | 1574.87 | Maximal drawdown | 3532.74 (16.09%) | Relative drawdown | 16.09% (3532.74) |
Total trades | 7129 | Short positions (won %) | 2096 (85.50%) | Long positions (won %) | 5033 (73.63%) |
Profit trades (% of total) | 5498 (77.12%) | Loss trades (% of total) | 1631 (22.88%) | ||
Largest | profit trade | 877.34 | loss trade | -188.28 | |
Average | profit trade | 4.39 | loss trade | -9.76 | |
Maximum | consecutive wins (profit in money) | 31 (262.70) | consecutive losses (loss in money) | 11 (-1202.34) | |
Maximal | consecutive profit (count of wins) | 1144.21 (20) | consecutive loss (count of losses) | -1202.34 (11) | |
Average | consecutive wins | 5 | consecutive losses | 2 |