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Strategy Tester Report
ForexRealProfitEAv6.57
ICMarkets-Demo01 (Build 1090)

 

Symbol USDCHF (US Dollar vs Swiss Franc)
Period 15 Minutes (M15) 2003.05.04 21:00 - 2017.12.22 21:45 (2003.05.04 - 2017.12.24)
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010-2017, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v6.57 - Settings ---- "; GMT_Offset_OnlyForBacktest=0; Use_DST_InBacktesting=false; Use_Manual_GMT_Offset_ForLiveTrading=false; Manual_Broker_GMT_Offset=0; Trade=true; MagicNumber1=74963711; MagicNumber2=74963722; MagicNumber3=74963733; MagicNumber4=74963744; MagicNumber5=74963777; MagicNumber6=74963788; Use_Strategy1=true; Use_Strategy2=true; Use_Strategy3=true; Use_Strategy4=true; Use_Strategy5=true; Use_Strategy6=true; MaxSpread=0; InvisibleMode=false; NFA=false; FIFO=false; AFMP=75; AvoidNews=false; UseMarketSentiment=false; Set_Lots=0.1; MoneyManagement=true; MM_Option=1; Risk_percent=3.5; Activation_Key="521401-CF197C-59460E-A0131E-6DAE69";
 
Bars in test 365923 Ticks modelled 150326178 Modelling quality 99.00%
Mismatched charts errors 0        
 
Initial deposit 10000.00     Spread Variable
Total net profit 139689.48 Gross profit 405612.10 Gross loss -265922.62
Profit factor 1.53 Expected payoff 40.36    
Absolute drawdown 175.87 Maximal drawdown 19792.84 (13.62%) Relative drawdown 13.62% (19792.84)
 
Total trades 3461 Short positions (won %) 1822 (64.82%) Long positions (won %) 1639 (68.21%)
  Profit trades (% of total) 2299 (66.43%) Loss trades (% of total) 1162 (33.57%)
Largest profit trade 8532.65 loss trade -5127.35
Average profit trade 176.43 loss trade -228.85
Maximum consecutive wins (profit in money) 30 (1875.94) consecutive losses (loss in money) 7 (-8904.25)
Maximal consecutive profit (count of wins) 12311.63 (9) consecutive loss (count of losses) -8904.25 (7)
Average consecutive wins 3 consecutive losses 2
Forex Real Profit Expert Advisor USDCHF backtest results