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Strategy Tester Report
FXrobotGO
EGlobal (Build 1170)

 

Symbol EURCHF (Euro 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 417209 Ticks modelled 98418467 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 20000.00     Spread Current (12)
Total net profit 14808.57 Gross profit 38390.17 Gross loss -23581.60
Profit factor 1.63 Expected payoff 1.99    
Absolute drawdown 9056.77 Maximal drawdown 17628.97 (61.70%) Relative drawdown 61.70% (17628.97)
 
Total trades 7451 Short positions (won %) 2664 (72.22%) Long positions (won %) 4787 (68.12%)
  Profit trades (% of total) 5185 (69.59%) Loss trades (% of total) 2266 (30.41%)
Largest profit trade 4138.59 loss trade -1164.45
Average profit trade 7.40 loss trade -10.41
Maximum consecutive wins (profit in money) 21 (30.76) consecutive losses (loss in money) 12 (-6357.06)
Maximal consecutive profit (count of wins) 6006.25 (5) consecutive loss (count of losses) -6357.06 (12)
Average consecutive wins 3 consecutive losses 1
FXrobotGO EURCHF 6 years backtest results