Strategy Tester Report
FX Ekspert Moving Average EA
EGlobal-Cent5 (Build 1090)

 

Symbol NZDCHF (New Zealand 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=9; 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 132142 Ticks modelled 102591474 Modelling quality 99.90%
Mismatched charts errors 0        
 
Initial deposit 10000.00     Spread Current (20)
Total net profit 5515.74 Gross profit 11081.97 Gross loss -5566.23
Profit factor 1.99 Expected payoff 2.59    
Absolute drawdown 1168.85 Maximal drawdown 1613.62 (15.45%) Relative drawdown 15.45% (1613.62)
 
Total trades 2131 Short positions (won %) 1073 (71.20%) Long positions (won %) 1058 (68.81%)
  Profit trades (% of total) 1492 (70.01%) Loss trades (% of total) 639 (29.99%)
Largest profit trade 387.82 loss trade -210.45
Average profit trade 7.43 loss trade -8.71
Maximum consecutive wins (profit in money) 19 (59.38) consecutive losses (loss in money) 7 (-359.89)
Maximal consecutive profit (count of wins) 477.83 (9) consecutive loss (count of losses) -432.60 (5)
Average consecutive wins 4 consecutive losses 2
FX Ekspert NZDCHF 2008 – 2018 backtest results
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