Strategy Tester Report
FXrobotGO
EGlobal (Build 1210)
| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2014.01.01 23:04 - 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 | 2097530 | Ticks modelled | 13719928 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 20000.00 | Spread | Current (10) | ||
| Total net profit | 8350.18 | Gross profit | 25118.18 | Gross loss | -16768.01 |
| Profit factor | 1.50 | Expected payoff | 1.68 | ||
| Absolute drawdown | 852.99 | Maximal drawdown | 4775.41 (19.01%) | Relative drawdown | 19.01% (4775.41) |
| Total trades | 4983 | Short positions (won %) | 751 (84.95%) | Long positions (won %) | 4232 (77.55%) |
| Profit trades (% of total) | 3920 (78.67%) | Loss trades (% of total) | 1063 (21.33%) | ||
| Largest | profit trade | 1252.53 | loss trade | -486.04 | |
| Average | profit trade | 6.41 | loss trade | -15.77 | |
| Maximum | consecutive wins (profit in money) | 37 (461.03) | consecutive losses (loss in money) | 10 (-672.49) | |
| Maximal | consecutive profit (count of wins) | 2078.43 (7) | consecutive loss (count of losses) | -1929.45 (9) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
