Strategy Tester Report
wrenfx USDCHF
(Build 1320)
| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| Period | 1 Hour (H1) 2018.01.02 00:00 - 2021.02.26 23:00 (2018.01.01 - 2021.03.01) | ||||
| 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=40; Max_Spread=2.5; | ||||
| Bars in test | 20663 | Ticks modelled | 62027351 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 20 | ||
| Total net profit | 172142.10 | Gross profit | 204843.75 | Gross loss | -32701.66 |
| Profit factor | 6.26 | Expected payoff | 726.34 | ||
| Absolute drawdown | 23.27 | Maximal drawdown | 32835.55 (22.22%) | Relative drawdown | 31.97% (3064.93) |
| Total trades | 237 | Short positions (won %) | 131 (90.84%) | Long positions (won %) | 106 (91.51%) |
| Profit trades (% of total) | 216 (91.14%) | Loss trades (% of total) | 21 (8.86%) | ||
| Largest | profit trade | 12122.63 | loss trade | -8181.32 | |
| Average | profit trade | 948.35 | loss trade | -1557.22 | |
| Maximum | consecutive wins (profit in money) | 30 (47286.70) | consecutive losses (loss in money) | 1 (-8181.32) | |
| Maximal | consecutive profit (count of wins) | 47286.70 (30) | consecutive loss (count of losses) | -8181.32 (1) | |
| Average | consecutive wins | 10 | consecutive losses | 1 | |
