Strategy Tester Report
RoboForex-ECN (Build 4232)
Settings
Expert: Scalper_EA
Symbol: EURUSD
Period: M5 (2020.01.01 - 2024.12.01)
Inputs: EA_Magic=12345
Enable_long_position=true
Enable_short_position=true
Target_profit_equity=3.5
=
Enable_optimized_size=false
Lot=0.01
Min_roc_before_add=-0.3
Max_averaging_trade=99
Pair=EURUSD,NZDCAD,AUDNZD,USDCAD,EURGBP,GBPCHF,USDJPY,AUDUSD
Balance=1000
Trading_hour_start=23
Trading_hour_end=1
Company: RoboForex Ltd
Currency: USD
Initial Deposit: 1 000.00
Leverage: 1:500
Results
History Quality: 99% real ticks
Bars: 311666 Ticks: 119407037 Symbols: 8
Total Net Profit: 30 205.00 Balance Drawdown Absolute: 0.03 Equity Drawdown Absolute: 587.72
Gross Profit: 90 334.35 Balance Drawdown Maximal: 5 771.43 (17.42%) Equity Drawdown Maximal: 13 703.54 (49.89%)
Gross Loss: -60 129.35 Balance Drawdown Relative: 19.36% (461.35) Equity Drawdown Relative: 66.38% (813.97)
Profit Factor: 1.50 Expected Payoff: 12.37 Margin Level: 117.92%
Recovery Factor: 2.20 Sharpe Ratio: 0.98 Z-Score: -13.96 (99.74%)
AHPR: 1.0015 (0.15%) LR Correlation: 0.91 OnTester result: 0
GHPR: 1.0014 (0.14%) LR Standard Error: 3 874.53
Total Trades: 2442 Short Trades (won %): 895 (66.26%) Long Trades (won %): 1547 (65.42%)
Total Deals: 4884 Profit Trades (% of total): 1605 (65.72%) Loss Trades (% of total): 837 (34.28%)
Largest profit trade: 5 181.46 Largest loss trade: -1 474.03
Average profit trade: 56.28 Average loss trade: -71.20
Maximum consecutive wins ($): 24 (988.27) Maximum consecutive losses ($): 7 (-5 754.15)
Maximal consecutive profit (count): 5 698.57 (8) Maximal consecutive loss (count): -5 754.15 (7)
Average consecutive wins: 4 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.86 Correlation (Profits,MAE): 0.09 Correlation (MFE,MAE): -0.3282
Graph
Minimal position holding time: 0:00:09 Maximal position holding time: 449:24:22 Average position holding time: 29:13:53
Graph