Strategy Tester Report
FX Quake
EGlobal-Demo (Build 1400)
Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 1 Hour (H1) 2018.01.02 00:04 - 2023.11.15 00:00 (2018.01.01 - 2023.11.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Bars in test | 2184256 | Ticks modelled | 21714854 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 20 | ||
Total net profit | 121301879.09 | Gross profit | 189230749.40 | Gross loss | -67928870.31 |
Profit factor | 2.79 | Expected payoff | 66722.71 | ||
Absolute drawdown | 5558.45 | Maximal drawdown | 25266490.43 (23.61%) | Relative drawdown | 84.70% (1934358.93) |
Total trades | 1818 | Short positions (won %) | 928 (73.49%) | Long positions (won %) | 890 (74.83%) |
Profit trades (% of total) | 1348 (74.15%) | Loss trades (% of total) | 470 (25.85%) | ||
Largest | profit trade | 5359169.31 | loss trade | -2162342.00 | |
Average | profit trade | 140378.89 | loss trade | -144529.51 | |
Maximum | consecutive wins (profit in money) | 32 (2521246.53) | consecutive losses (loss in money) | 5 (-1899244.87) | |
Maximal | consecutive profit (count of wins) | 11261057.25 (15) | consecutive loss (count of losses) | -4239701.07 (3) | |
Average | consecutive wins | 6 | consecutive losses | 2 |