Forex Robotron v22
FXOpen-ECN (Build 1090)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2003.05.05 05:20 - 2018.08.30 12:15 | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RobotName="Forex Robotron"; License=12345; BrokerSettings="Maximum Spread & Slippage"; MaxSpread=5; MaxSlippage=5; TradingTimesSummer="GMT Summer Hours"; HourStartSummer=20; HourEndSummer=22; TradingTimesWinter="GMT Winter Hours"; HourStartWinter=21; HourEndWinter=23; MoneyManagement="If Risk False Use Lots"; Lots=1; UseRisk=true; MaxRisk=10; OrderManagement="Manage Orders"; MinutesSleep=120; StopLoss=50; TakeProfit=100; MinProfit=0; DynamicCloseLoss=true; DynamicCloseProfit=true; TradeFriday=true; TradeSunday=true; | ||||
| Bars in test | 1148754 | Ticks modelled | 305577560 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 500.00 | Spread | Real Variable Spreads | ||
| Total net profit | 10947834560.62 | Gross profit | 23644123296.48 | Gross loss | -12696288735.86 |
| Profit factor | 1.86 | Expected payoff | 1009854.68 | ||
| Absolute drawdown | 16.60 | Maximal drawdown | 820072000.00 (17.63%) | Relative drawdown | 28.35% (16072977.53) |
| Total trades | 10841 | Short positions (won %) | 6118 (83.80%) | Long positions (won %) | 4723 (81.92%) |
| Profit trades (% of total) | 8996 (82.98%) | Loss trades (% of total) | 1845 (17.02%) | ||
| Largest | profit trade | 99300000.00 | loss trade | -53964000.00 | |
| Average | profit trade | 2628292.94 | loss trade | -6881457.31 | |
| Maximum | consecutive wins (profit in money) | 91 (153525192.90) | consecutive losses (loss in money) | 10 (-254376000.00) | |
| Maximal | consecutive profit (count of wins) | 312700000.00 (90) | consecutive loss (count of losses) | -254376000.00 (10) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
