Strategy Tester Report
FXConstant
EGlobal-Demo (Build 1330)

 

Symbol EURUSD (Euro vs US Dollar)
Period 1 Hour (H1) 2012.01.02 00:00 - 2021.03.30 23:00 (2012.01.01 - 2021.03.31)
Model Every tick (the most precise method based on all available least timeframes)
Parameters  
 
Bars in test 58258 Ticks modelled 151239029 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 300.00     Spread 2
Total net profit 16788771.73 Gross profit 48734028.97 Gross loss -31945257.24
Profit factor 1.53 Expected payoff 9174.19    
Absolute drawdown 61.60 Maximal drawdown 2808075.36 (18.39%) Relative drawdown 28.93% (2013624.59)
 
Total trades 1830 Short positions (won %) 1034 (51.93%) Long positions (won %) 796 (52.76%)
  Profit trades (% of total) 957 (52.30%) Loss trades (% of total) 873 (47.70%)
Largest profit trade 2055404.00 loss trade -1068718.16
Average profit trade 50923.75 loss trade -36592.51
Maximum consecutive wins (profit in money) 12 (81.63) consecutive losses (loss in money) 9 (-39586.00)
Maximal consecutive profit (count of wins) 2422228.72 (3) consecutive loss (count of losses) -1597752.11 (5)
Average consecutive wins 2 consecutive losses 2
FXConstant EURUSD Normal risks from 2012 to 2021 backtest results