Strategy Tester Report
FX Fortnite EA v1.0
ICMarkets-Live14 (Build 1280)
Symbol | EURCHF (Euro vs Swiss Franc) | ||||
Period | 1 Hour (H1) 2020.01.02 06:00 - 2020.09.09 23:00 (2020.01.01 - 2020.09.10) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Bars in test | 5313 | Ticks modelled | 7824691 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Current (2) | ||
Total net profit | 531.22 | Gross profit | 1056.99 | Gross loss | -525.77 |
Profit factor | 2.01 | Expected payoff | 0.87 | ||
Absolute drawdown | 51.66 | Maximal drawdown | 299.04 (19.49%) | Relative drawdown | 19.49% (299.04) |
Total trades | 614 | Short positions (won %) | 266 (61.28%) | Long positions (won %) | 348 (67.82%) |
Profit trades (% of total) | 399 (64.98%) | Loss trades (% of total) | 215 (35.02%) | ||
Largest | profit trade | 8.55 | loss trade | -15.08 | |
Average | profit trade | 2.65 | loss trade | -2.45 | |
Maximum | consecutive wins (profit in money) | 14 (29.78) | consecutive losses (loss in money) | 11 (-88.10) | |
Maximal | consecutive profit (count of wins) | 35.87 (11) | consecutive loss (count of losses) | -88.10 (11) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
