Strategy Tester Report
XFXea
EGlobal-Demo (Build 1220)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2014.01.01 23:00 - 2019.10.01 00:00 (2014.01.01 - 2019.10.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Bars in test | 2133087 | Ticks modelled | 8645099 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 5000.00 | Spread | Current (2) | ||
Total net profit | 167568874.97 | Gross profit | 331657021.53 | Gross loss | -164088146.55 |
Profit factor | 2.02 | Expected payoff | 156606.43 | ||
Absolute drawdown | 2543.72 | Maximal drawdown | 55072400.00 (54.38%) | Relative drawdown | 79.93% (392225.71) |
Total trades | 1070 | Short positions (won %) | 599 (79.80%) | Long positions (won %) | 471 (64.33%) |
Profit trades (% of total) | 781 (72.99%) | Loss trades (% of total) | 289 (27.01%) | ||
Largest | profit trade | 13631200.00 | loss trade | -7110250.00 | |
Average | profit trade | 424656.88 | loss trade | -567779.05 | |
Maximum | consecutive wins (profit in money) | 29 (23364.18) | consecutive losses (loss in money) | 4 (-3806058.14) | |
Maximal | consecutive profit (count of wins) | 34927550.00 (19) | consecutive loss (count of losses) | -14220500.00 (3) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
