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 (3) | ||
| Total net profit | 1060.07 | Gross profit | 2771.39 | Gross loss | -1711.32 |
| Profit factor | 1.62 | Expected payoff | 0.49 | ||
| Absolute drawdown | 1.62 | Maximal drawdown | 987.33 (37.73%) | Relative drawdown | 37.73% (987.33) |
| Total trades | 2164 | Short positions (won %) | 1104 (74.91%) | Long positions (won %) | 1060 (68.11%) |
| Profit trades (% of total) | 1549 (71.58%) | Loss trades (% of total) | 615 (28.42%) | ||
| Largest | profit trade | 20.20 | loss trade | -87.13 | |
| Average | profit trade | 1.79 | loss trade | -2.78 | |
| Maximum | consecutive wins (profit in money) | 27 (29.25) | consecutive losses (loss in money) | 27 (-878.32) | |
| Maximal | consecutive profit (count of wins) | 60.78 (10) | consecutive loss (count of losses) | -878.32 (27) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
