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Strategy Tester Report
FXrobotGO
EGlobal (Build 1210)

 

Symbol USDCHF (US Dollar vs Swiss Franc)
Period 5 Minutes (M5) 2014.01.01 23:04 - 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 2097530 Ticks modelled 13719928 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 20000.00     Spread Current (10)
Total net profit 8350.18 Gross profit 25118.18 Gross loss -16768.01
Profit factor 1.50 Expected payoff 1.68    
Absolute drawdown 852.99 Maximal drawdown 4775.41 (19.01%) Relative drawdown 19.01% (4775.41)
 
Total trades 4983 Short positions (won %) 751 (84.95%) Long positions (won %) 4232 (77.55%)
  Profit trades (% of total) 3920 (78.67%) Loss trades (% of total) 1063 (21.33%)
Largest profit trade 1252.53 loss trade -486.04
Average profit trade 6.41 loss trade -15.77
Maximum consecutive wins (profit in money) 37 (461.03) consecutive losses (loss in money) 10 (-672.49)
Maximal consecutive profit (count of wins) 2078.43 (7) consecutive loss (count of losses) -1929.45 (9)
Average consecutive wins 6 consecutive losses 2
FXrobotGO USDCHF 6 years backtest results