Strategy Tester Report
FXrobotGO
EGlobal (Build 1210)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2015.01.02 09:00 - 2019.08.30 22:59 (2015.01.01 - 2019.09.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | |||||
| Bars in test | 1735971 | Ticks modelled | 13326584 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 20000.00 | Spread | Current (3) | ||
| Total net profit | 9825.64 | Gross profit | 36815.87 | Gross loss | -26990.22 |
| Profit factor | 1.36 | Expected payoff | 0.94 | ||
| Absolute drawdown | 8326.14 | Maximal drawdown | 10951.13 (48.40%) | Relative drawdown | 48.40% (10951.13) |
| Total trades | 10435 | Short positions (won %) | 3110 (80.80%) | Long positions (won %) | 7325 (71.82%) |
| Profit trades (% of total) | 7774 (74.50%) | Loss trades (% of total) | 2661 (25.50%) | ||
| Largest | profit trade | 3396.56 | loss trade | -764.38 | |
| Average | profit trade | 4.74 | loss trade | -10.14 | |
| Maximum | consecutive wins (profit in money) | 27 (218.59) | consecutive losses (loss in money) | 12 (-3772.40) | |
| Maximal | consecutive profit (count of wins) | 3723.72 (8) | consecutive loss (count of losses) | -3772.40 (12) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
