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Strategy Tester Report
FXrobotGO
EGlobal (Build 1170)

 

Symbol AUDUSD (Australian Dollar vs US 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 420683 Ticks modelled 93693353 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 20000.00     Spread Current (5)
Total net profit 8208.70 Gross profit 24122.77 Gross loss -15914.07
Profit factor 1.52 Expected payoff 1.15    
Absolute drawdown 1574.87 Maximal drawdown 3532.74 (16.09%) Relative drawdown 16.09% (3532.74)
 
Total trades 7129 Short positions (won %) 2096 (85.50%) Long positions (won %) 5033 (73.63%)
  Profit trades (% of total) 5498 (77.12%) Loss trades (% of total) 1631 (22.88%)
Largest profit trade 877.34 loss trade -188.28
Average profit trade 4.39 loss trade -9.76
Maximum consecutive wins (profit in money) 31 (262.70) consecutive losses (loss in money) 11 (-1202.34)
Maximal consecutive profit (count of wins) 1144.21 (20) consecutive loss (count of losses) -1202.34 (11)
Average consecutive wins 5 consecutive losses 2
FXrobotGO AUDUSD 6 years backtest results