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Forex Robotron v22
FXOpen-ECN (Build 1090)

 

Symbol EURGBP (Euro vs Great Britain Pound )
Period 5 Minutes (M5) 2003.08.04 05:20 - 2018.08.30 13:40
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 1130073 Ticks modelled 268574463 Modelling quality 99.90%
Mismatched charts errors 0        
 
Initial deposit 500.00     Spread Real Variable Spreads
Total net profit 13268601604.38 Gross profit 22706117063.66 Gross loss -9437515459.28
Profit factor 2.41 Expected payoff 1380995.17    
Absolute drawdown 2.13 Maximal drawdown 264486104.60 (3.35%) Relative drawdown 12.85% (50196.95)
 
Total trades 9608 Short positions (won %) 6118 (82.76%) Long positions (won %) 3490 (85.50%)
  Profit trades (% of total) 8047 (83.75%) Loss trades (% of total) 1561 (16.25%)
Largest profit trade 129381000.00 loss trade -65805500.00
Average profit trade 2821687.22 loss trade -6045813.88
Maximum consecutive wins (profit in money) 148 (513857977.00) consecutive losses (loss in money) 8 (-46625623.80)
Maximal consecutive profit (count of wins) 513857977.00 (148) consecutive loss (count of losses) -131604000.00 (2)
Average consecutive wins 7 consecutive losses 1
Forex Robotron EURGBP Fixed Risk backtest results