Strategy Tester Report
ALCHEMIST_EURUSD_V8
RoboForex-Demo (Build 1380)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2015.01.02 00:00 - 2022.12.30 23:45 (2015.01.01 - 2023.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | |||||
| Bars in test | 199662 | Ticks modelled | 200506060 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 50000.00 | Spread | Variable | ||
| Total net profit | 628107.20 | Gross profit | 2144071.90 | Gross loss | -1515964.70 |
| Profit factor | 1.41 | Expected payoff | 18.20 | ||
| Absolute drawdown | 4310.88 | Maximal drawdown | 176464.58 (36.87%) | Relative drawdown | 36.87% (176464.58) |
| Total trades | 34519 | Short positions (won %) | 17848 (78.94%) | Long positions (won %) | 16671 (78.29%) |
| Profit trades (% of total) | 27142 (78.63%) | Loss trades (% of total) | 7377 (21.37%) | ||
| Largest | profit trade | 12401.19 | loss trade | -8094.21 | |
| Average | profit trade | 78.99 | loss trade | -205.50 | |
| Maximum | consecutive wins (profit in money) | 48 (9309.02) | consecutive losses (loss in money) | 10 (-45479.88) | |
| Maximal | consecutive profit (count of wins) | 45694.66 (6) | consecutive loss (count of losses) | -45479.88 (10) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
Strategy Tester Report
ALCHEMIST_EURJPY_V8
RoboForex-Demo (Build 1380)
| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 15 Minutes (M15) 2015.01.06 02:00 - 2022.12.30 23:45 (2015.01.01 - 2023.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | |||||
| Bars in test | 199452 | Ticks modelled | 276739503 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 50000.00 | Spread | Variable | ||
| Total net profit | 382219.91 | Gross profit | 1362778.33 | Gross loss | -980558.43 |
| Profit factor | 1.39 | Expected payoff | 13.54 | ||
| Absolute drawdown | 4037.13 | Maximal drawdown | 87445.02 (37.81%) | Relative drawdown | 37.81% (87445.02) |
| Total trades | 28233 | Short positions (won %) | 14004 (83.45%) | Long positions (won %) | 14229 (83.90%) |
| Profit trades (% of total) | 23625 (83.68%) | Loss trades (% of total) | 4608 (16.32%) | ||
| Largest | profit trade | 7419.00 | loss trade | -6806.39 | |
| Average | profit trade | 57.68 | loss trade | -212.79 | |
| Maximum | consecutive wins (profit in money) | 67 (747.60) | consecutive losses (loss in money) | 8 (-5810.43) | |
| Maximal | consecutive profit (count of wins) | 23337.94 (6) | consecutive loss (count of losses) | -20488.03 (6) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
Strategy Tester Report
ALCHEMIST_AUDUSD_V8
RoboForex-Demo (Build 1380)
| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2015.01.06 02:00 - 2022.12.30 23:45 (2015.01.01 - 2023.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | |||||
| Bars in test | 199456 | Ticks modelled | 136020021 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 50000.00 | Spread | Variable | ||
| Total net profit | 333074.80 | Gross profit | 1170583.59 | Gross loss | -837508.79 |
| Profit factor | 1.40 | Expected payoff | 16.55 | ||
| Absolute drawdown | 9568.24 | Maximal drawdown | 63428.76 (22.04%) | Relative drawdown | 34.65% (21433.94) |
| Total trades | 20131 | Short positions (won %) | 10288 (76.64%) | Long positions (won %) | 9843 (76.26%) |
| Profit trades (% of total) | 15391 (76.45%) | Loss trades (% of total) | 4740 (23.55%) | ||
| Largest | profit trade | 6913.08 | loss trade | -4336.99 | |
| Average | profit trade | 76.06 | loss trade | -176.69 | |
| Maximum | consecutive wins (profit in money) | 33 (614.49) | consecutive losses (loss in money) | 11 (-5266.24) | |
| Maximal | consecutive profit (count of wins) | 18481.04 (4) | consecutive loss (count of losses) | -16948.35 (6) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
Strategy Tester Report
ALCHEMIST_USDCAD_V8
RoboForex-Demo (Build 1380)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 15 Minutes (M15) 2015.01.06 02:00 - 2022.12.30 23:45 (2015.01.01 - 2023.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | |||||
| Bars in test | 199450 | Ticks modelled | 160558331 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 50000.00 | Spread | Variable | ||
| Total net profit | 581369.40 | Gross profit | 2074921.14 | Gross loss | -1493551.74 |
| Profit factor | 1.39 | Expected payoff | 20.28 | ||
| Absolute drawdown | 2453.14 | Maximal drawdown | 121483.98 (31.01%) | Relative drawdown | 31.01% (121483.98) |
| Total trades | 28672 | Short positions (won %) | 14263 (71.36%) | Long positions (won %) | 14409 (71.80%) |
| Profit trades (% of total) | 20523 (71.58%) | Loss trades (% of total) | 8149 (28.42%) | ||
| Largest | profit trade | 7555.96 | loss trade | -6523.25 | |
| Average | profit trade | 101.10 | loss trade | -183.28 | |
| Maximum | consecutive wins (profit in money) | 25 (2147.26) | consecutive losses (loss in money) | 9 (-23503.87) | |
| Maximal | consecutive profit (count of wins) | 25783.28 (4) | consecutive loss (count of losses) | -23503.87 (9) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
