Forex Robotron v22
FXOpen-ECN (Build 1090)

 

Symbol EURUSD (Euro vs US Dollar)
Period 5 Minutes (M5) 2003.05.05 05:20 - 2018.08.30 12:15
Model Every tick (the most precise method based on all available least timeframes)
Parameters RobotName="Forex Robotron"; License=12345; BrokerSettings="Maximum Spread & Slippage"; MaxSpread=5; MaxSlippage=5; TradingTimesSummer="GMT Summer Hours"; HourStartSummer=20; HourEndSummer=22; TradingTimesWinter="GMT Winter Hours"; HourStartWinter=21; HourEndWinter=23; MoneyManagement="If Risk False Use Lots"; Lots=1; UseRisk=true; MaxRisk=10; OrderManagement="Manage Orders"; MinutesSleep=120; StopLoss=50; TakeProfit=100; MinProfit=0; DynamicCloseLoss=true; DynamicCloseProfit=true; TradeFriday=true; TradeSunday=true;
 
Bars in test 1148754 Ticks modelled 305577560 Modelling quality 99.90%
Mismatched charts errors 0        
 
Initial deposit 500.00     Spread Real Variable Spreads
Total net profit 10947834560.62 Gross profit 23644123296.48 Gross loss -12696288735.86
Profit factor 1.86 Expected payoff 1009854.68    
Absolute drawdown 16.60 Maximal drawdown 820072000.00 (17.63%) Relative drawdown 28.35% (16072977.53)
 
Total trades 10841 Short positions (won %) 6118 (83.80%) Long positions (won %) 4723 (81.92%)
  Profit trades (% of total) 8996 (82.98%) Loss trades (% of total) 1845 (17.02%)
Largest profit trade 99300000.00 loss trade -53964000.00
Average profit trade 2628292.94 loss trade -6881457.31
Maximum consecutive wins (profit in money) 91 (153525192.90) consecutive losses (loss in money) 10 (-254376000.00)
Maximal consecutive profit (count of wins) 312700000.00 (90) consecutive loss (count of losses) -254376000.00 (10)
Average consecutive wins 7 consecutive losses 1

 

Forex Robotron EURUSD Fixed Risk backtest results
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