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 | 5185.17 | Gross profit | 8000.85 | Gross loss | -2815.69 |
Profit factor | 2.84 | Expected payoff | 0.75 | ||
Absolute drawdown | 1.58 | Maximal drawdown | 1332.41 (30.05%) | Relative drawdown | 32.17% (494.23) |
Total trades | 6891 | Short positions (won %) | 3455 (78.90%) | Long positions (won %) | 3436 (77.62%) |
Profit trades (% of total) | 5393 (78.26%) | Loss trades (% of total) | 1498 (21.74%) | ||
Largest | profit trade | 12.92 | loss trade | -15.50 | |
Average | profit trade | 1.48 | loss trade | -1.88 | |
Maximum | consecutive wins (profit in money) | 76 (376.91) | consecutive losses (loss in money) | 46 (-277.86) | |
Maximal | consecutive profit (count of wins) | 396.35 (66) | consecutive loss (count of losses) | -286.42 (40) | |
Average | consecutive wins | 10 | consecutive losses | 3 |
