Strategy Tester Report
wrenfx EURCHF
(Build 1330)
| Symbol | EURCHF (Euro vs Swiss Franc) | ||||
| Period | 1 Hour (H1) 2018.01.02 00:00 - 2021.04.23 23:00 (2018.01.01 - 2021.04.26) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | TP=12; Total_SL=200; Minimum_Distance=40; Maximum_Open_Trades=3; Maximum_Open_Symbols=2; Risk_Factor=20; Maximum_Lots=100; Max_Spread=2.5; No_New_Entry=false; | ||||
| Bars in test | 21621 | Ticks modelled | 78290975 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 20 | ||
| Total net profit | 129313.51 | Gross profit | 157352.12 | Gross loss | -28038.60 |
| Profit factor | 5.61 | Expected payoff | 598.67 | ||
| Absolute drawdown | 56.25 | Maximal drawdown | 23219.52 (18.96%) | Relative drawdown | 41.74% (2657.78) |
| Total trades | 216 | Short positions (won %) | 122 (89.34%) | Long positions (won %) | 94 (88.30%) |
| Profit trades (% of total) | 192 (88.89%) | Loss trades (% of total) | 24 (11.11%) | ||
| Largest | profit trade | 11260.62 | loss trade | -8466.60 | |
| Average | profit trade | 819.54 | loss trade | -1168.28 | |
| Maximum | consecutive wins (profit in money) | 35 (38270.62) | consecutive losses (loss in money) | 1 (-8466.60) | |
| Maximal | consecutive profit (count of wins) | 45847.89 (16) | consecutive loss (count of losses) | -8466.60 (1) | |
| Average | consecutive wins | 8 | consecutive losses | 1 | |
