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Strategy Tester Report
FXrobotGO
EGlobal (Build 1170)

 

Symbol AUDCAD (Australian Dollar vs Canadian Dollar)
Period 5 Minutes (M5) 2014.01.01 23:00 - 2019.08.23 22:55 (2014.01.01 - 2019.08.25)
Model Every tick (the most precise method based on all available least timeframes)
Parameters  
 
Bars in test 421446 Ticks modelled 119917400 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 20000.00     Spread Current (8)
Total net profit 9087.02 Gross profit 37183.70 Gross loss -28096.68
Profit factor 1.32 Expected payoff 0.57    
Absolute drawdown 3859.98 Maximal drawdown 12574.58 (43.79%) Relative drawdown 43.79% (12574.58)
 
Total trades 16021 Short positions (won %) 5736 (72.82%) Long positions (won %) 10285 (64.90%)
  Profit trades (% of total) 10852 (67.74%) Loss trades (% of total) 5169 (32.26%)
Largest profit trade 4254.71 loss trade -1027.71
Average profit trade 3.43 loss trade -5.44
Maximum consecutive wins (profit in money) 23 (397.78) consecutive losses (loss in money) 14 (-5501.31)
Maximal consecutive profit (count of wins) 5059.87 (8) consecutive loss (count of losses) -5501.31 (14)
Average consecutive wins 3 consecutive losses 2
FXrobotGO AUDCAD 6 years backtest results