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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 (3)
Total net profit 1060.07 Gross profit 2771.39 Gross loss -1711.32
Profit factor 1.62 Expected payoff 0.49    
Absolute drawdown 1.62 Maximal drawdown 987.33 (37.73%) Relative drawdown 37.73% (987.33)
 
Total trades 2164 Short positions (won %) 1104 (74.91%) Long positions (won %) 1060 (68.11%)
  Profit trades (% of total) 1549 (71.58%) Loss trades (% of total) 615 (28.42%)
Largest profit trade 20.20 loss trade -87.13
Average profit trade 1.79 loss trade -2.78
Maximum consecutive wins (profit in money) 27 (29.25) consecutive losses (loss in money) 27 (-878.32)
Maximal consecutive profit (count of wins) 60.78 (10) consecutive loss (count of losses) -878.32 (27)
Average consecutive wins 5 consecutive losses 2
FX Fortnite EURCHF Middle Risk Setting backtest results