Strategy Tester Report
FX_Hunter 1.15
FortFS-Real (Build 670)
| Symbol | EURSGDf (Euro vs Singapore Dollar) | ||||
| Period | 1 Hour (H1) 2008.01.01 00:00 - 2016.03.31 23:59 | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | fx_hunter_eursgd_h1.set | ||||
| Bars in test | 51581 | Ticks modelled | 72683206 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 5000.00 | Spread | Current (80) | ||
| Total net profit | 104069.95 | Gross profit | 164370.47 | Gross loss | -60300.52 |
| Profit factor | 2.73 | Expected payoff | 51.67 | ||
| Absolute drawdown | 20.80 | Maximal drawdown | 16431.55 (18.22%) | Relative drawdown | 21.35% (16420.83) |
| Total trades | 2014 | Short positions (won %) | 942 (76.65%) | Long positions (won %) | 1072 (79.01%) |
| Profit trades (% of total) | 1569 (77.90%) | Loss trades (% of total) | 445 (22.10%) | ||
| Largest | profit trade | 4678.69 | loss trade | -1167.96 | |
| Average | profit trade | 104.76 | loss trade | -135.51 | |
| Maximum | consecutive wins (profit in money) | 61 (2331.43) | consecutive losses (loss in money) | 6 (-4979.58) | |
| Maximal | consecutive profit (count of wins) | 5886.57 (7) | consecutive loss (count of losses) | -4979.58 (6) | |
| Average | consecutive wins | 8 | consecutive losses | 2 | |
