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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 531.22 Gross profit 1056.99 Gross loss -525.77
Profit factor 2.01 Expected payoff 0.87    
Absolute drawdown 51.66 Maximal drawdown 299.04 (19.49%) Relative drawdown 19.49% (299.04)
 
Total trades 614 Short positions (won %) 266 (61.28%) Long positions (won %) 348 (67.82%)
  Profit trades (% of total) 399 (64.98%) Loss trades (% of total) 215 (35.02%)
Largest profit trade 8.55 loss trade -15.08
Average profit trade 2.65 loss trade -2.45
Maximum consecutive wins (profit in money) 14 (29.78) consecutive losses (loss in money) 11 (-88.10)
Maximal consecutive profit (count of wins) 35.87 (11) consecutive loss (count of losses) -88.10 (11)
Average consecutive wins 4 consecutive losses 2
FX Fortnite EURCHF Low Risk Setting backtest results