Strategy Tester Report
FXrobotGO
EGlobal (Build 1170)
| Symbol | CHFJPY (Swiss Frank vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2014.01.01 23:10 - 2019.08.23 22:55 (2014.01.01 - 2019.08.25) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | |||||
| Bars in test | 420632 | Ticks modelled | 131672468 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 20000.00 | Spread | Current (13) | ||
| Total net profit | 11272.39 | Gross profit | 37861.56 | Gross loss | -26589.17 |
| Profit factor | 1.42 | Expected payoff | 1.18 | ||
| Absolute drawdown | 1171.67 | Maximal drawdown | 8073.73 (26.02%) | Relative drawdown | 26.02% (8073.73) |
| Total trades | 9576 | Short positions (won %) | 2781 (85.47%) | Long positions (won %) | 6795 (76.70%) |
| Profit trades (% of total) | 7589 (79.25%) | Loss trades (% of total) | 1987 (20.75%) | ||
| Largest | profit trade | 1779.36 | loss trade | -401.68 | |
| Average | profit trade | 4.99 | loss trade | -13.38 | |
| Maximum | consecutive wins (profit in money) | 56 (247.79) | consecutive losses (loss in money) | 11 (-2866.40) | |
| Maximal | consecutive profit (count of wins) | 2300.20 (9) | consecutive loss (count of losses) | -2866.40 (11) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
