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Strategy Tester Report
Forex Robotron v33
(Build 950)
| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2003.05.05 05:20 - 2025.01.03 21:55 | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RobotName="=====>Forex Robotron<======"; License=12345; BrokerSettings="=====>Maximum Spread & Slippage<======"; MaxSpread=10; MaxSlippage=10; TradingTimes="=====>GMT Hours (with auto DST)<======"; HourStart=22; HourEnd=23; TradingDays="=====>Days<======"; TradeFriday=false; TradeSunday=false; MoneyManagement="=====>If Risk is set False, EA will use Lots<======"; Lots=0.01; UseRisk=true; MaxRisk=5; OrderID="=====>Magic Numbers<======"; MagicNumberBuy=1; MagicNumberSell=2; OrderManagement="=====>Manage Orders<======"; StopLoss=50; TakeProfit=100; MinimumProfit="=====>Minimum profit in pips before closing<======"; MinProfit=0; SleepTimer="=====>Minutes to sleep after a losing trade<======"; MinutesSleep=120; DynamicClose="=====>EA dynamically closes according to market conditions<======"; DynamicCloseLoss=false; DynamicCloseProfit=true; TradingDirection="=====>Trading Direction<======"; TradeShort=false; TradeLong=true; TradingStyle="=====>Trading Style<======"; TradeAggressive=false; UseATR=true; MaxATR=10; | ||||
| Bars in test | 1622559 | Ticks modelled | 336560117 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 4238514.89 | Gross profit | 6766139.55 | Gross loss | -2527624.66 |
| Profit factor | 2.68 | Expected payoff | 2110.81 | ||
| Absolute drawdown | 293.56 | Maximal drawdown | 266767.34 (9.48%) | Relative drawdown | 38.94% (82504.12) |
| Total trades | 2008 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 2008 (97.36%) |
| Profit trades (% of total) | 1955 (97.36%) | Loss trades (% of total) | 53 (2.64%) | ||
| Largest | profit trade | 39722.48 | loss trade | -62215.75 | |
| Average | profit trade | 3460.94 | loss trade | -47691.03 | |
| Maximum | consecutive wins (profit in money) | 225 (726538.12) | consecutive losses (loss in money) | 2 (-92475.48) | |
| Maximal | consecutive profit (count of wins) | 726538.12 (225) | consecutive loss (count of losses) | -92475.48 (2) | |
| Average | consecutive wins | 37 | consecutive losses | 1 | |
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