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Strategy Tester Report
FER - ORTUS
-Standard2 (Build 1170)

SymbolGBPUSD (Great Britan Pound vs US Dollar)
Period5 Minute (M5) 2012.01.10 00:00 - 2019.01.28 23:55 (2012.01.10 - 2019.01.29)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test514380Ticks modelled132960253Modelling quality90.00%
Mismatched charts errors0
Initial deposit500.00Spread15
Total net profit149721.68Gross profit360739.28Gross loss-211017.60
Profit factor1.71Expected payoff55.11
Absolute drawdown136.06Maximal drawdown38747.13 (29.58%)Relative drawdown42.37% (32261.70)
Total trades2717Short positions (won %)1437 (77.17%)Long positions (won %)1280 (81.02%)
Profit trades (% of total)2146 (78.98%)Loss trades (% of total)571 (21.02%)
Largestprofit trade1663.15loss trade-13424.60
Averageprofit trade168.10loss trade-369.56
Maximumconsecutive wins (profit in money)77 (1707.78)consecutive losses (loss in money)13 (-5051.80)
Maximalconsecutive profit (count of wins)19777.90 (23)consecutive loss (count of losses)-29994.65 (4)
Averageconsecutive wins10consecutive losses3
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