Strategy Tester Report
FX Ekspert Moving Average EA
EGlobal-Cent5 (Build 1090)
| Symbol | AUDCHF (Australian Dollar vs Swiss Franc) | ||||
| Period | 30 Minutes (M30) 2008.01.01 00:00 - 2018.08.05 23:59 (2013.01.01 - 2018.08.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Copyright="©2018 Kõik õigused kaitstud"; Website="www.fxekspert.ee"; Buy=true; Sell=true; Step=20; Lots=0.01; K_Lot=1.5; MaxTradesPerDirection=7; MaxPipsDistToClose=0; Max_Lot=150; ProfitClose=0; Takeprofit_BUY=35; Takeprofit_SELL=35; OrdersTrall=5; TrailingStop=15; ________________=""; NewsFilter=false; EventMinutesBefore=10; EventMinutesAfter=10; ____________=""; Username="0"; | ||||
| Bars in test | 132173 | Ticks modelled | 111480546 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (20) | ||
| Total net profit | 3895.43 | Gross profit | 10359.14 | Gross loss | -6463.70 |
| Profit factor | 1.60 | Expected payoff | 1.88 | ||
| Absolute drawdown | 1044.94 | Maximal drawdown | 2016.91 (17.74%) | Relative drawdown | 17.74% (2016.91) |
| Total trades | 2068 | Short positions (won %) | 1052 (64.64%) | Long positions (won %) | 1016 (70.57%) |
| Profit trades (% of total) | 1397 (67.55%) | Loss trades (% of total) | 671 (32.45%) | ||
| Largest | profit trade | 167.02 | loss trade | -119.71 | |
| Average | profit trade | 7.42 | loss trade | -9.63 | |
| Maximum | consecutive wins (profit in money) | 14 (39.91) | consecutive losses (loss in money) | 9 (-263.82) | |
| Maximal | consecutive profit (count of wins) | 246.71 (3) | consecutive loss (count of losses) | -496.90 (7) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
