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 | |
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