Strategy Tester Report
wrenfx EURUSD
(Build 1330)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2018.01.02 00:00 - 2021.04.23 23:00 (2018.01.01 - 2021.04.26) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | TP=12; Total_SL=200; Minimum_Distance=40; Maximum_Open_Trades=3; Maximum_Open_Symbols=2; Risk_Factor=20; Maximum_Lots=100; Max_Spread=2.5; No_New_Entry=false; | ||||
| Bars in test | 21623 | Ticks modelled | 211961134 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 20 | ||
| Total net profit | 454165.90 | Gross profit | 577283.00 | Gross loss | -123117.10 |
| Profit factor | 4.69 | Expected payoff | 1534.34 | ||
| Absolute drawdown | 169.40 | Maximal drawdown | 90331.98 (33.96%) | Relative drawdown | 35.85% (817.67) |
| Total trades | 296 | Short positions (won %) | 137 (90.51%) | Long positions (won %) | 159 (88.68%) |
| Profit trades (% of total) | 265 (89.53%) | Loss trades (% of total) | 31 (10.47%) | ||
| Largest | profit trade | 36525.49 | loss trade | -30960.21 | |
| Average | profit trade | 2178.43 | loss trade | -3971.52 | |
| Maximum | consecutive wins (profit in money) | 19 (21727.23) | consecutive losses (loss in money) | 1 (-30960.21) | |
| Maximal | consecutive profit (count of wins) | 124271.94 (12) | consecutive loss (count of losses) | -30960.21 (1) | |
| Average | consecutive wins | 8 | consecutive losses | 1 | |
