Forex Robotron v22
FXOpen-ECN (Build 1090)
| Symbol | EURCHF (Euro vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2003.08.04 05:20 - 2018.08.29 16:55 | ||||
| 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 | 1129955 | Ticks modelled | 236940660 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 500.00 | Spread | Real Variable Spreads | ||
| Total net profit | 31969552111.01 | Gross profit | 41559886497.76 | Gross loss | -9590334386.75 |
| Profit factor | 4.33 | Expected payoff | 2446025.41 | ||
| Absolute drawdown | 11.31 | Maximal drawdown | 443803582.94 (1.43%) | Relative drawdown | 10.96% (219743.11) |
| Total trades | 13070 | Short positions (won %) | 8020 (88.65%) | Long positions (won %) | 5050 (90.97%) |
| Profit trades (% of total) | 11704 (89.55%) | Loss trades (% of total) | 1366 (10.45%) | ||
| Largest | profit trade | 93788351.25 | loss trade | -52909642.67 | |
| Average | profit trade | 3550913.06 | loss trade | -7020742.60 | |
| Maximum | consecutive wins (profit in money) | 478 (1403978073.93) | consecutive losses (loss in money) | 8 (-26580695.13) | |
| Maximal | consecutive profit (count of wins) | 2056930447.35 (396) | consecutive loss (count of losses) | -168294258.98 (4) | |
| Average | consecutive wins | 12 | consecutive losses | 1 | |
