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Strategy Tester Report
FXMath X-Trader
Symbol USDJPY (US Dollar vs Japanese Yen)
Period 4 Hours (H4) 2016.01.04 00:00 - 2018.12.31 20:00 (2016.01.01 - 2019.01.01)
Model Every tick (the most precise method based on all available least timeframes)
 
Bars in test 5661 Ticks modelled 90322904 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 99.00     Spread 20
Total net profit 22787.02 Gross profit 23876.14 Gross loss -1089.12
Profit factor 21.92 Expected payoff 69.69    
Absolute drawdown 1.74 Maximal drawdown 2536.10 (15.62%) Relative drawdown 19.50% (73.51)
 
Total trades 327 Short positions (won %) 225 (92.00%) Long positions (won %) 102 (100.00%)
  Profit trades (% of total) 309 (94.50%) Loss trades (% of total) 18 (5.50%)
Largest profit trade 723.69 loss trade -357.13
Average profit trade 77.27 loss trade -60.51
Maximum consecutive wins (profit in money) 71 (685.88) consecutive losses (loss in money) 2 (-216.61)
Maximal consecutive profit (count of wins) 4652.76 (46) consecutive loss (count of losses) -357.13 (1)
Average consecutive wins 18 consecutive losses 1
FXMath X-Trader USDJPY 3-year backtest results