Strategy Tester Report
FXParabol USDCHF Aggressive
FXOpen-Demo STP (Build 1353)

 

Symbol USDCHF (US Dollar vs Swiss Franc)
Period 1 Hour (H1) 2016.01.04 00:00 - 2022.01.24 23:00 (2016.01.01 - 2022.01.25)
Model Every tick (the most precise method based on all available least timeframes)
Parameters  
 
Bars in test 38678 Ticks modelled 76253812 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 10000.00     Spread 30
Total net profit 5246069.25 Gross profit 8673895.83 Gross loss -3427826.58
Profit factor 2.53 Expected payoff 7818.29    
Absolute drawdown 3033.21 Maximal drawdown 3249017.88 (79.35%) Relative drawdown 95.46% (163991.70)
 
Total trades 671 Short positions (won %) 430 (73.72%) Long positions (won %) 241 (72.20%)
  Profit trades (% of total) 491 (73.17%) Loss trades (% of total) 180 (26.83%)
Largest profit trade 364706.89 loss trade -215110.85
Average profit trade 17665.78 loss trade -19043.48
Maximum consecutive wins (profit in money) 23 (35557.61) consecutive losses (loss in money) 3 (-470235.68)
Maximal consecutive profit (count of wins) 593272.19 (8) consecutive loss (count of losses) -470235.68 (3)
Average consecutive wins 4 consecutive losses 1
FXParabol Aggressive USDCHF