Strategy Tester Report
FXrobotGO
EGlobal (Build 1210)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2014.01.01 23:00 - 2019.08.30 22:59 (2014.01.01 - 2019.09.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | |||||
| Bars in test | 2101077 | Ticks modelled | 15137217 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 20000.00 | Spread | Current (6) | ||
| Total net profit | 17605.80 | Gross profit | 63969.68 | Gross loss | -46363.88 |
| Profit factor | 1.38 | Expected payoff | 0.76 | ||
| Absolute drawdown | 2132.15 | Maximal drawdown | 12493.73 (37.27%) | Relative drawdown | 37.27% (12493.73) |
| Total trades | 23310 | Short positions (won %) | 5867 (76.29%) | Long positions (won %) | 17443 (69.78%) |
| Profit trades (% of total) | 16647 (71.42%) | Loss trades (% of total) | 6663 (28.58%) | ||
| Largest | profit trade | 2604.32 | loss trade | -707.31 | |
| Average | profit trade | 3.84 | loss trade | -6.96 | |
| Maximum | consecutive wins (profit in money) | 31 (25.99) | consecutive losses (loss in money) | 15 (-3984.80) | |
| Maximal | consecutive profit (count of wins) | 3797.73 (17) | consecutive loss (count of losses) | -3984.80 (15) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
