Strategy Tester Report
TOBOT_UTV_4D
IKOfx-Main (Build 225)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2008.07.28 00:00 - 2008.12.31 19:00 (2008.07.28 - 2009.01.01) | ||||
| Bars in test | 3650 | Ticks modelled | 1875945 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 500.00 | ||||
| Total net profit | 765.55 | Gross profit | 1803.17 | Gross loss | -1037.62 |
| Profit factor | 1.74 | Expected payoff | 7.36 | ||
| Absolute drawdown | 0.85 | Maximal drawdown | 187.11 (22.79%) | Relative drawdown | 22.79% (187.11) |
| Total trades | 104 | Short positions (won %) | 62 (70.97%) | Long positions (won %) | 42 (57.14%) |
| Profit trades (% of total) | 68 (65.38%) | Loss trades (% of total) | 36 (34.62%) | ||
| Largest | profit trade | 304.18 | loss trade | -230.90 | |
| Average | profit trade | 26.52 | loss trade | -28.82 | |
| Maximum | consecutive wins (profit in money) | 6 (34.77) | consecutive losses (loss in money) | 3 (-303.09) | |
| Maximal | consecutive profit (count of wins) | 402.34 (4) | consecutive loss (count of losses) | -303.09 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2008.07.28 00:01 | XXXX | 1 | 0.XX | 1.XXXX | 2.XXXX | 1.XXXX | ||
| 3 | 2008.08.05 07:40 | XXXX | 1 | 0.XX | 1.XXXX | 2.XXXX | 1.XXXX | X.XX | 503.16 |
| 352 | 2008.12.29 13:20 | XXXX | 146 | 0.XX | 1.XXXX | 1.XXXX | 1.XXXX | ||
| 353 | 2008.12.31 19:00 | XXXX | 145 | 0.XX | 1.XXXX | 1.XXXX | 1.XXXX | X.XX | 1265.55 |