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Strategy Tester Report
FXrobotGO
EGlobal (Build 1210)

 

Symbol NZDCAD (New Zealand Dollar vs Canadian Dollar)
Period 5 Minutes (M5) 2014.01.01 23:02 - 2019.08.30 23:49 (2014.01.01 - 2019.09.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters  
 
Bars in test 2093204 Ticks modelled 16638356 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 20000.00     Spread Current (20)
Total net profit 14736.68 Gross profit 40673.47 Gross loss -25936.79
Profit factor 1.57 Expected payoff 1.24    
Absolute drawdown 1525.33 Maximal drawdown 4481.52 (14.89%) Relative drawdown 14.89% (4481.52)
 
Total trades 11858 Short positions (won %) 4761 (71.71%) Long positions (won %) 7097 (68.62%)
  Profit trades (% of total) 8284 (69.86%) Loss trades (% of total) 3574 (30.14%)
Largest profit trade 1265.96 loss trade -295.81
Average profit trade 4.91 loss trade -7.26
Maximum consecutive wins (profit in money) 25 (726.79) consecutive losses (loss in money) 12 (-1795.27)
Maximal consecutive profit (count of wins) 1689.68 (2) consecutive loss (count of losses) -1795.27 (12)
Average consecutive wins 4 consecutive losses 2
FXrobotGO NZDCAD 6 years backtest results