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Strategy Tester Report
FXrobotGO
EGlobal (Build 1170)

 

Symbol AUDCHF (Australian Dollar vs Swiss Franc)
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 419848 Ticks modelled 141603903 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 20000.00     Spread Current (17)
Total net profit 5831.82 Gross profit 25429.18 Gross loss -19597.36
Profit factor 1.30 Expected payoff 0.72    
Absolute drawdown 7341.51 Maximal drawdown 12916.28 (50.50%) Relative drawdown 50.50% (12916.28)
 
Total trades 8066 Short positions (won %) 1879 (83.61%) Long positions (won %) 6187 (71.96%)
  Profit trades (% of total) 6023 (74.67%) Loss trades (% of total) 2043 (25.33%)
Largest profit trade 3359.05 loss trade -523.91
Average profit trade 4.22 loss trade -9.59
Maximum consecutive wins (profit in money) 65 (752.86) consecutive losses (loss in money) 12 (-3378.03)
Maximal consecutive profit (count of wins) 3376.97 (18) consecutive loss (count of losses) -3378.03 (12)
Average consecutive wins 5 consecutive losses 2
FXrobotGO AUDCHF 6 years backtest results