Strategy Tester Report
FXrobotGO
EGlobal (Build 1210)
Symbol | NZDCAD (New Zealand Dollar vs Canadian Dollar) | ||||
Period | 5 Minutes (M5) 2014.01.01 23:02 - 2019.08.30 23:49 (2014.01.01 - 2019.09.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | |||||
Bars in test | 2093204 | Ticks modelled | 16638356 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 20000.00 | Spread | Current (20) | ||
Total net profit | 14736.68 | Gross profit | 40673.47 | Gross loss | -25936.79 |
Profit factor | 1.57 | Expected payoff | 1.24 | ||
Absolute drawdown | 1525.33 | Maximal drawdown | 4481.52 (14.89%) | Relative drawdown | 14.89% (4481.52) |
Total trades | 11858 | Short positions (won %) | 4761 (71.71%) | Long positions (won %) | 7097 (68.62%) |
Profit trades (% of total) | 8284 (69.86%) | Loss trades (% of total) | 3574 (30.14%) | ||
Largest | profit trade | 1265.96 | loss trade | -295.81 | |
Average | profit trade | 4.91 | loss trade | -7.26 | |
Maximum | consecutive wins (profit in money) | 25 (726.79) | consecutive losses (loss in money) | 12 (-1795.27) | |
Maximal | consecutive profit (count of wins) | 1689.68 (2) | consecutive loss (count of losses) | -1795.27 (12) | |
Average | consecutive wins | 4 | consecutive losses | 2 |