Strategy Tester Report
wrenfx USDJPY
(Build 1330)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2018.01.02 00:00 - 2021.04.23 23:00 (2018.01.01 - 2021.04.26) | ||||
| 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=100; Max_Spread=2.5; No_New_Entry=false; | ||||
| Bars in test | 21621 | Ticks modelled | 112810665 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 20 | ||
| Total net profit | 64415.63 | Gross profit | 72328.81 | Gross loss | -7913.17 |
| Profit factor | 9.14 | Expected payoff | 306.74 | ||
| Absolute drawdown | 111.56 | Maximal drawdown | 12252.71 (20.74%) | Relative drawdown | 30.86% (804.69) |
| Total trades | 210 | Short positions (won %) | 117 (91.45%) | Long positions (won %) | 93 (95.70%) |
| Profit trades (% of total) | 196 (93.33%) | Loss trades (% of total) | 14 (6.67%) | ||
| Largest | profit trade | 4282.55 | loss trade | -3310.01 | |
| Average | profit trade | 369.02 | loss trade | -565.23 | |
| Maximum | consecutive wins (profit in money) | 48 (38428.96) | consecutive losses (loss in money) | 1 (-3310.01) | |
| Maximal | consecutive profit (count of wins) | 38428.96 (48) | consecutive loss (count of losses) | -3310.01 (1) | |
| Average | consecutive wins | 13 | consecutive losses | 1 | |
