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Strategy Tester Report
FXrobotGO
EGlobal (Build 1210)

 

Symbol USDCAD (US Dollar vs Canadian Dollar)
Period 5 Minutes (M5) 2014.01.01 23:00 - 2019.08.30 22:59 (2014.01.01 - 2019.09.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters  
 
Bars in test 2101077 Ticks modelled 15137217 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 20000.00     Spread Current (6)
Total net profit 17605.80 Gross profit 63969.68 Gross loss -46363.88
Profit factor 1.38 Expected payoff 0.76    
Absolute drawdown 2132.15 Maximal drawdown 12493.73 (37.27%) Relative drawdown 37.27% (12493.73)
 
Total trades 23310 Short positions (won %) 5867 (76.29%) Long positions (won %) 17443 (69.78%)
  Profit trades (% of total) 16647 (71.42%) Loss trades (% of total) 6663 (28.58%)
Largest profit trade 2604.32 loss trade -707.31
Average profit trade 3.84 loss trade -6.96
Maximum consecutive wins (profit in money) 31 (25.99) consecutive losses (loss in money) 15 (-3984.80)
Maximal consecutive profit (count of wins) 3797.73 (17) consecutive loss (count of losses) -3984.80 (15)
Average consecutive wins 5 consecutive losses 2
FXrobotGO USDCAD 6 years backtest results