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Strategy Tester Report
FX Fortnite EA v1.0
ICMarkets-Live14 (Build 1280)

 

Symbol EURCHF (Euro vs Swiss Franc)
Period 1 Hour (H1) 2020.01.02 06:00 - 2020.09.09 23:00 (2020.01.01 - 2020.09.10)
Model Every tick (the most precise method based on all available least timeframes)
 
Bars in test 5313 Ticks modelled 7824691 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 1000.00     Spread Current (2)
Total net profit 5185.17 Gross profit 8000.85 Gross loss -2815.69
Profit factor 2.84 Expected payoff 0.75    
Absolute drawdown 1.58 Maximal drawdown 1332.41 (30.05%) Relative drawdown 32.17% (494.23)
 
Total trades 6891 Short positions (won %) 3455 (78.90%) Long positions (won %) 3436 (77.62%)
  Profit trades (% of total) 5393 (78.26%) Loss trades (% of total) 1498 (21.74%)
Largest profit trade 12.92 loss trade -15.50
Average profit trade 1.48 loss trade -1.88
Maximum consecutive wins (profit in money) 76 (376.91) consecutive losses (loss in money) 46 (-277.86)
Maximal consecutive profit (count of wins) 396.35 (66) consecutive loss (count of losses) -286.42 (40)
Average consecutive wins 10 consecutive losses 3
FX Fortnite EURCHF High Risk Setting backtest results