Strategy Tester Report
FXrobotGO
EGlobal (Build 1170)
| Symbol | EURCHF (Euro vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2014.01.01 23:00 - 2019.08.23 22:55 (2014.01.01 - 2019.08.25) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | |||||
| Bars in test | 417209 | Ticks modelled | 98418467 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 20000.00 | Spread | Current (12) | ||
| Total net profit | 14808.57 | Gross profit | 38390.17 | Gross loss | -23581.60 |
| Profit factor | 1.63 | Expected payoff | 1.99 | ||
| Absolute drawdown | 9056.77 | Maximal drawdown | 17628.97 (61.70%) | Relative drawdown | 61.70% (17628.97) |
| Total trades | 7451 | Short positions (won %) | 2664 (72.22%) | Long positions (won %) | 4787 (68.12%) |
| Profit trades (% of total) | 5185 (69.59%) | Loss trades (% of total) | 2266 (30.41%) | ||
| Largest | profit trade | 4138.59 | loss trade | -1164.45 | |
| Average | profit trade | 7.40 | loss trade | -10.41 | |
| Maximum | consecutive wins (profit in money) | 21 (30.76) | consecutive losses (loss in money) | 12 (-6357.06) | |
| Maximal | consecutive profit (count of wins) | 6006.25 (5) | consecutive loss (count of losses) | -6357.06 (12) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
