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Strategy Tester Report
RayBOT_V4
RoboForexEU-ECN (Build 971)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2011.05.31 22:00 - 2016.05.31 21:59 | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Max_Risk_Per_Trade=5; Fixed_LotSize=0; Use_Full_Account_Balance=true; Set_Initial_Start_Balance=0; Allow_Trades_At_All_Times=true; Activate_On_DayOfWeek=0; Activate_At_HourOfDay=0; DeActivate_On_DayOfWeek=0; DeActivate_At_HourOfDay=0; Force_Close_Trade=false; Force_Close_On_DayOfWeek=0; Force_Close_At_HourOfDay=0; Auto_Optimization=true; Volatility_Limit=45; Range_Upper_Limit=65; Range_Lower_Limit=35; ReversalProfitLevel=50; LCNT1=0; LCNT2=0; LCNT3=0; LSens1=5; LSens2=5; LSens3=1; LMan1=5; LMan2=10; Filter_Feed_Variations=true; Filter_Low_Vol_Trades=true; EA_COMMENT_PREFIX="MyFxBots.com - RayBOT V4"; Use_Free_Margin_Only=false; Allow_Slippage=5; RefPrice=1.25; MaxRetry=10; Trefresh=10; | ||||
| Bars in test | 124726 | Ticks modelled | 71793845 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Current (5) | ||
| Total net profit | 322.07 | Gross profit | 1708.56 | Gross loss | -1386.49 |
| Profit factor | 1.23 | Expected payoff | 0.60 | ||
| Absolute drawdown | 124.55 | Maximal drawdown | 136.16 (13.46%) | Relative drawdown | 13.46% (136.16) |
| Total trades | 540 | Short positions (won %) | 252 (58.73%) | Long positions (won %) | 288 (60.07%) |
| Profit trades (% of total) | 321 (59.44%) | Loss trades (% of total) | 219 (40.56%) | ||
| Largest | profit trade | 24.00 | loss trade | -28.40 | |
| Average | profit trade | 5.32 | loss trade | -6.33 | |
| Maximum | consecutive wins (profit in money) | 12 (38.57) | consecutive losses (loss in money) | 7 (-50.23) | |
| Maximal | consecutive profit (count of wins) | 63.28 (9) | consecutive loss (count of losses) | -50.23 (7) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
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