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Strategy Tester Report
RayBOT_V4
RoboForexEU-ECN (Build 971)
| Symbol | USDCAD (US Dollar vs Canadian 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=7; 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 | 124689 | Ticks modelled | 45637793 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Current (10) | ||
| Total net profit | 1478.42 | Gross profit | 5051.06 | Gross loss | -3572.64 |
| Profit factor | 1.41 | Expected payoff | 1.91 | ||
| Absolute drawdown | 13.42 | Maximal drawdown | 191.34 (11.15%) | Relative drawdown | 11.15% (191.34) |
| Total trades | 774 | Short positions (won %) | 410 (62.93%) | Long positions (won %) | 364 (68.96%) |
| Profit trades (% of total) | 509 (65.76%) | Loss trades (% of total) | 265 (34.24%) | ||
| Largest | profit trade | 96.55 | loss trade | -63.53 | |
| Average | profit trade | 9.92 | loss trade | -13.48 | |
| Maximum | consecutive wins (profit in money) | 12 (56.33) | consecutive losses (loss in money) | 6 (-52.39) | |
| Maximal | consecutive profit (count of wins) | 147.51 (4) | consecutive loss (count of losses) | -96.65 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
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