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Strategy Tester Report
FX Ekspert Moving Average EA
EGlobal-Cent5 (Build 1090)

 

Symbol AUDCHF (Australian Dollar vs Swiss Franc)
Period 30 Minutes (M30) 2008.01.01 00:00 - 2018.08.05 23:59 (2013.01.01 - 2018.08.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters Copyright="©2018 Kõik õigused kaitstud"; Website="www.fxekspert.ee"; Buy=true; Sell=true; Step=20; Lots=0.01; K_Lot=1.5; MaxTradesPerDirection=7; MaxPipsDistToClose=0; Max_Lot=150; ProfitClose=0; Takeprofit_BUY=35; Takeprofit_SELL=35; OrdersTrall=5; TrailingStop=15; ________________=""; NewsFilter=false; EventMinutesBefore=10; EventMinutesAfter=10; ____________=""; Username="0";
 
Bars in test 132173 Ticks modelled 111480546 Modelling quality 99.90%
Mismatched charts errors 0        
 
Initial deposit 10000.00     Spread Current (20)
Total net profit 3895.43 Gross profit 10359.14 Gross loss -6463.70
Profit factor 1.60 Expected payoff 1.88    
Absolute drawdown 1044.94 Maximal drawdown 2016.91 (17.74%) Relative drawdown 17.74% (2016.91)
 
Total trades 2068 Short positions (won %) 1052 (64.64%) Long positions (won %) 1016 (70.57%)
  Profit trades (% of total) 1397 (67.55%) Loss trades (% of total) 671 (32.45%)
Largest profit trade 167.02 loss trade -119.71
Average profit trade 7.42 loss trade -9.63
Maximum consecutive wins (profit in money) 14 (39.91) consecutive losses (loss in money) 9 (-263.82)
Maximal consecutive profit (count of wins) 246.71 (3) consecutive loss (count of losses) -496.90 (7)
Average consecutive wins 4 consecutive losses 2
FX Ekspert AUDCHF 2008 – 2018 backtest results