Forex Robotron v22
FXOpen-ECN (Build 1090)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2003.05.05 05:20 - 2018.08.29 16:55 | ||||
| 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 | 1148584 | Ticks modelled | 292339444 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 500.00 | Spread | Real Variable Spreads | ||
| Total net profit | 3769023813.56 | Gross profit | 8248156052.73 | Gross loss | -4479132239.18 |
| Profit factor | 1.84 | Expected payoff | 493005.08 | ||
| Absolute drawdown | 4.40 | Maximal drawdown | 236499000.00 (9.71%) | Relative drawdown | 83.18% (1275437.86) |
| Total trades | 7645 | Short positions (won %) | 4503 (76.42%) | Long positions (won %) | 3142 (75.59%) |
| Profit trades (% of total) | 5816 (76.08%) | Loss trades (% of total) | 1829 (23.92%) | ||
| Largest | profit trade | 80100000.00 | loss trade | -51443000.00 | |
| Average | profit trade | 1418183.64 | loss trade | -2448951.47 | |
| Maximum | consecutive wins (profit in money) | 54 (113500000.00) | consecutive losses (loss in money) | 8 (-376622.94) | |
| Maximal | consecutive profit (count of wins) | 143100000.00 (5) | consecutive loss (count of losses) | -122300000.00 (5) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
