Strategy Tester Report
Ruby Expert Advisor
PaxForex-Live Server (Build 1220)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2017.01.01 22:00 - 2019.10.18 20:00 (2017.01.01 - 2019.10.20) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Lots_Risk=15; Max_Lots=50; Maximum_Drawdown=15; | ||||
| Bars in test | 18443 | Ticks modelled | 151927350 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Current (5) | ||
| Total net profit | 1147721.66 | Gross profit | 1333594.64 | Gross loss | -185872.97 |
| Profit factor | 7.17 | Expected payoff | 1784.95 | ||
| Absolute drawdown | 76.92 | Maximal drawdown | 45850.00 (9.88%) | Relative drawdown | 14.28% (580.56) |
| Total trades | 643 | Short positions (won %) | 317 (92.43%) | Long positions (won %) | 326 (90.80%) |
| Profit trades (% of total) | 589 (91.60%) | Loss trades (% of total) | 54 (8.40%) | ||
| Largest | profit trade | 15590.00 | loss trade | -14110.00 | |
| Average | profit trade | 2264.17 | loss trade | -3442.09 | |
| Maximum | consecutive wins (profit in money) | 33 (169320.00) | consecutive losses (loss in money) | 1 (-14110.00) | |
| Maximal | consecutive profit (count of wins) | 169320.00 (33) | consecutive loss (count of losses) | -14110.00 (1) | |
| Average | consecutive wins | 11 | consecutive losses | 1 | |
