Strategy Tester Report
FXCipher
EGlobal-Demo (Build 1353)
Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 1 Hour (H1) 2012.01.02 00:00 - 2022.12.08 14:56 (2012.01.01 - 2022.12.10) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Bars in test | 4052758 | Ticks modelled | 39583976 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1539119.01 | Gross profit | 2665787.90 | Gross loss | -1126668.88 |
Profit factor | 2.37 | Expected payoff | 780.88 | ||
Absolute drawdown | 1745.05 | Maximal drawdown | 311895.93 (29.84%) | Relative drawdown | 39.84% (5467.04) |
Total trades | 1971 | Short positions (won %) | 1010 (50.50%) | Long positions (won %) | 961 (55.15%) |
Profit trades (% of total) | 1040 (52.77%) | Loss trades (% of total) | 931 (47.23%) | ||
Largest | profit trade | 87227.97 | loss trade | -24211.43 | |
Average | profit trade | 2563.26 | loss trade | -1210.17 | |
Maximum | consecutive wins (profit in money) | 10 (2173.39) | consecutive losses (loss in money) | 5 (-15891.02) | |
Maximal | consecutive profit (count of wins) | 105039.41 (2) | consecutive loss (count of losses) | -42637.24 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |