Strategy Tester Report
FXrobotGO
EGlobal (Build 1170)
Symbol | NZDJPY (New Zealand Dollar vs Japanese Yen) | ||||
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 | 420662 | Ticks modelled | 109747895 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 20000.00 | Spread | Current (16) | ||
Total net profit | 6098.86 | Gross profit | 28930.51 | Gross loss | -22831.65 |
Profit factor | 1.27 | Expected payoff | 0.62 | ||
Absolute drawdown | 2693.56 | Maximal drawdown | 3874.83 (18.08%) | Relative drawdown | 18.08% (3874.83) |
Total trades | 9835 | Short positions (won %) | 2295 (86.19%) | Long positions (won %) | 7540 (73.20%) |
Profit trades (% of total) | 7497 (76.23%) | Loss trades (% of total) | 2338 (23.77%) | ||
Largest | profit trade | 1311.71 | loss trade | -595.68 | |
Average | profit trade | 3.86 | loss trade | -9.77 | |
Maximum | consecutive wins (profit in money) | 59 (137.07) | consecutive losses (loss in money) | 10 (-1326.45) | |
Maximal | consecutive profit (count of wins) | 2046.76 (41) | consecutive loss (count of losses) | -2027.26 (8) | |
Average | consecutive wins | 5 | consecutive losses | 2 |