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Forex Robotron v22
FXOpen-ECN (Build 1090)

 

Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 5 Minutes (M5) 2003.05.05 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 1148584 Ticks modelled 292339444 Modelling quality 99.90%
Mismatched charts errors 0        
 
Initial deposit 500.00     Spread Real Variable Spreads
Total net profit 3769023813.56 Gross profit 8248156052.73 Gross loss -4479132239.18
Profit factor 1.84 Expected payoff 493005.08    
Absolute drawdown 4.40 Maximal drawdown 236499000.00 (9.71%) Relative drawdown 83.18% (1275437.86)
 
Total trades 7645 Short positions (won %) 4503 (76.42%) Long positions (won %) 3142 (75.59%)
  Profit trades (% of total) 5816 (76.08%) Loss trades (% of total) 1829 (23.92%)
Largest profit trade 80100000.00 loss trade -51443000.00
Average profit trade 1418183.64 loss trade -2448951.47
Maximum consecutive wins (profit in money) 54 (113500000.00) consecutive losses (loss in money) 8 (-376622.94)
Maximal consecutive profit (count of wins) 143100000.00 (5) consecutive loss (count of losses) -122300000.00 (5)
Average consecutive wins 4 consecutive losses 1
Forex Robotron GBPUSD Fixed Risk backtest results