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 | |
