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Strategy Tester Report
FXrobotGO
EGlobal (Build 1170)

 

Symbol NZDJPY (New Zealand Dollar vs Japanese Yen)
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 420662 Ticks modelled 109747895 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 20000.00     Spread Current (16)
Total net profit 6098.86 Gross profit 28930.51 Gross loss -22831.65
Profit factor 1.27 Expected payoff 0.62    
Absolute drawdown 2693.56 Maximal drawdown 3874.83 (18.08%) Relative drawdown 18.08% (3874.83)
 
Total trades 9835 Short positions (won %) 2295 (86.19%) Long positions (won %) 7540 (73.20%)
  Profit trades (% of total) 7497 (76.23%) Loss trades (% of total) 2338 (23.77%)
Largest profit trade 1311.71 loss trade -595.68
Average profit trade 3.86 loss trade -9.77
Maximum consecutive wins (profit in money) 59 (137.07) consecutive losses (loss in money) 10 (-1326.45)
Maximal consecutive profit (count of wins) 2046.76 (41) consecutive loss (count of losses) -2027.26 (8)
Average consecutive wins 5 consecutive losses 2
FXrobotGO NZDJPY 6 years backtest results