Strategy Tester Report
FXCipher
EGlobal-Demo (Build 1353)
| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2012.01.02 00:00 - 2022.12.08 15:13 (2012.01.01 - 2022.12.10) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 4057377 | Ticks modelled | 44586473 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 931973.55 | Gross profit | 3064766.77 | Gross loss | -2132793.23 |
| Profit factor | 1.44 | Expected payoff | 193.88 | ||
| Absolute drawdown | 1810.75 | Maximal drawdown | 134745.76 (34.58%) | Relative drawdown | 38.12% (54181.45) |
| Total trades | 4807 | Short positions (won %) | 2534 (49.64%) | Long positions (won %) | 2273 (47.78%) |
| Profit trades (% of total) | 2344 (48.76%) | Loss trades (% of total) | 2463 (51.24%) | ||
| Largest | profit trade | 42795.84 | loss trade | -13002.74 | |
| Average | profit trade | 1307.49 | loss trade | -865.93 | |
| Maximum | consecutive wins (profit in money) | 20 (6482.35) | consecutive losses (loss in money) | 11 (-3998.83) | |
| Maximal | consecutive profit (count of wins) | 57191.09 (3) | consecutive loss (count of losses) | -35028.06 (8) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
