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Forex Robotron v22
FXOpen-ECN (Build 1090)

 

Symbol EURCHF (Euro vs Swiss Franc)
Period 5 Minutes (M5) 2003.08.04 05:20 - 2018.08.29 16:55
Model Every tick (the most precise method based on all available least timeframes)
Parameters RobotName="Forex Robotron"; License=12345; BrokerSettings="Maximum Spread & Slippage"; MaxSpread=5; MaxSlippage=5; TradingTimesSummer="GMT Summer Hours"; HourStartSummer=20; HourEndSummer=22; TradingTimesWinter="GMT Winter Hours"; HourStartWinter=21; HourEndWinter=23; MoneyManagement="If Risk False Use Lots"; Lots=1; UseRisk=true; MaxRisk=10; OrderManagement="Manage Orders"; MinutesSleep=120; StopLoss=50; TakeProfit=100; MinProfit=0; DynamicCloseLoss=true; DynamicCloseProfit=true; TradeFriday=true; TradeSunday=true;
 
Bars in test 1129955 Ticks modelled 236940660 Modelling quality 99.90%
Mismatched charts errors 0        
 
Initial deposit 500.00     Spread Real Variable Spreads
Total net profit 31969552111.01 Gross profit 41559886497.76 Gross loss -9590334386.75
Profit factor 4.33 Expected payoff 2446025.41    
Absolute drawdown 11.31 Maximal drawdown 443803582.94 (1.43%) Relative drawdown 10.96% (219743.11)
 
Total trades 13070 Short positions (won %) 8020 (88.65%) Long positions (won %) 5050 (90.97%)
  Profit trades (% of total) 11704 (89.55%) Loss trades (% of total) 1366 (10.45%)
Largest profit trade 93788351.25 loss trade -52909642.67
Average profit trade 3550913.06 loss trade -7020742.60
Maximum consecutive wins (profit in money) 478 (1403978073.93) consecutive losses (loss in money) 8 (-26580695.13)
Maximal consecutive profit (count of wins) 2056930447.35 (396) consecutive loss (count of losses) -168294258.98 (4)
Average consecutive wins 12 consecutive losses 1
Forex Robotron EURCHF Fixed Risk backtest results