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Strategy Tester Report
FXrobotGO
EGlobal (Build 1170)

 

Symbol CHFJPY (Swiss Frank vs Japanese Yen)
Period 5 Minutes (M5) 2014.01.01 23:10 - 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 420632 Ticks modelled 131672468 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 20000.00     Spread Current (13)
Total net profit 11272.39 Gross profit 37861.56 Gross loss -26589.17
Profit factor 1.42 Expected payoff 1.18    
Absolute drawdown 1171.67 Maximal drawdown 8073.73 (26.02%) Relative drawdown 26.02% (8073.73)
 
Total trades 9576 Short positions (won %) 2781 (85.47%) Long positions (won %) 6795 (76.70%)
  Profit trades (% of total) 7589 (79.25%) Loss trades (% of total) 1987 (20.75%)
Largest profit trade 1779.36 loss trade -401.68
Average profit trade 4.99 loss trade -13.38
Maximum consecutive wins (profit in money) 56 (247.79) consecutive losses (loss in money) 11 (-2866.40)
Maximal consecutive profit (count of wins) 2300.20 (9) consecutive loss (count of losses) -2866.40 (11)
Average consecutive wins 6 consecutive losses 1
FXrobotGO CHFJPY 6 years backtest results