Strategy Tester Report
FXMath X-Trader
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 4 Hours (H4) 2016.01.04 00:00 - 2018.12.31 20:00 (2016.01.01 - 2019.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 5661 | Ticks modelled | 90322904 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 99.00 | Spread | 20 | ||
| Total net profit | 22787.02 | Gross profit | 23876.14 | Gross loss | -1089.12 |
| Profit factor | 21.92 | Expected payoff | 69.69 | ||
| Absolute drawdown | 1.74 | Maximal drawdown | 2536.10 (15.62%) | Relative drawdown | 19.50% (73.51) |
| Total trades | 327 | Short positions (won %) | 225 (92.00%) | Long positions (won %) | 102 (100.00%) |
| Profit trades (% of total) | 309 (94.50%) | Loss trades (% of total) | 18 (5.50%) | ||
| Largest | profit trade | 723.69 | loss trade | -357.13 | |
| Average | profit trade | 77.27 | loss trade | -60.51 | |
| Maximum | consecutive wins (profit in money) | 71 (685.88) | consecutive losses (loss in money) | 2 (-216.61) | |
| Maximal | consecutive profit (count of wins) | 4652.76 (46) | consecutive loss (count of losses) | -357.13 (1) | |
| Average | consecutive wins | 18 | consecutive losses | 1 | |
