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Strategy Tester Report
FXrobotGO
EGlobal (Build 1210)

 

Symbol USDJPY (US Dollar vs Japanese Yen)
Period 5 Minutes (M5) 2015.01.02 09:00 - 2019.08.30 22:59 (2015.01.01 - 2019.09.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters  
 
Bars in test 1735971 Ticks modelled 13326584 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 20000.00     Spread Current (3)
Total net profit 9825.64 Gross profit 36815.87 Gross loss -26990.22
Profit factor 1.36 Expected payoff 0.94    
Absolute drawdown 8326.14 Maximal drawdown 10951.13 (48.40%) Relative drawdown 48.40% (10951.13)
 
Total trades 10435 Short positions (won %) 3110 (80.80%) Long positions (won %) 7325 (71.82%)
  Profit trades (% of total) 7774 (74.50%) Loss trades (% of total) 2661 (25.50%)
Largest profit trade 3396.56 loss trade -764.38
Average profit trade 4.74 loss trade -10.14
Maximum consecutive wins (profit in money) 27 (218.59) consecutive losses (loss in money) 12 (-3772.40)
Maximal consecutive profit (count of wins) 3723.72 (8) consecutive loss (count of losses) -3772.40 (12)
Average consecutive wins 5 consecutive losses 2
FXrobotGO USDJPY 6 years backtest results