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 | 200.00 | Spread | 2 | ||
| Total net profit | 186664625.57 | Gross profit | 526728141.61 | Gross loss | -340063516.04 |
| Profit factor | 1.55 | Expected payoff | 102338.06 | ||
| Absolute drawdown | 62.75 | Maximal drawdown | 9384453.00 (26.08%) | Relative drawdown | 47.49% (3253.61) |
| Total trades | 1824 | Short positions (won %) | 1030 (52.04%) | Long positions (won %) | 794 (52.90%) |
| Profit trades (% of total) | 956 (52.41%) | Loss trades (% of total) | 868 (47.59%) | ||
| Largest | profit trade | 4447326.21 | loss trade | -2441122.31 | |
| Average | profit trade | 550970.86 | loss trade | -391778.24 | |
| Maximum | consecutive wins (profit in money) | 12 (105.66) | consecutive losses (loss in money) | 9 (-7692494.00) | |
| Maximal | consecutive profit (count of wins) | 8400652.00 (3) | consecutive loss (count of losses) | -7692494.00 (9) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
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