Strategy Tester Report
FX Ekspert Moving Average EA
EGlobal-Cent5 (Build 1090)
Symbol | NZDCHF (New Zealand 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=9; 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 | 132142 | Ticks modelled | 102591474 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | Current (20) | ||
Total net profit | 5515.74 | Gross profit | 11081.97 | Gross loss | -5566.23 |
Profit factor | 1.99 | Expected payoff | 2.59 | ||
Absolute drawdown | 1168.85 | Maximal drawdown | 1613.62 (15.45%) | Relative drawdown | 15.45% (1613.62) |
Total trades | 2131 | Short positions (won %) | 1073 (71.20%) | Long positions (won %) | 1058 (68.81%) |
Profit trades (% of total) | 1492 (70.01%) | Loss trades (% of total) | 639 (29.99%) | ||
Largest | profit trade | 387.82 | loss trade | -210.45 | |
Average | profit trade | 7.43 | loss trade | -8.71 | |
Maximum | consecutive wins (profit in money) | 19 (59.38) | consecutive losses (loss in money) | 7 (-359.89) | |
Maximal | consecutive profit (count of wins) | 477.83 (9) | consecutive loss (count of losses) | -432.60 (5) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
