Strategy Tester Report
RoboForex-Pro (Build 5640)
Settings
Expert:			Spectra
Symbol:			EURUSD
Period:			M5 (2018.01.01 - 2025.12.31)
Company:			RoboForex Ltd
Currency:			USD cents
Initial Deposit:			100 000.00
Leverage:			1:500
Results
History Quality:			100%
Bars:			593232	Ticks:			2210663	Symbols:			1
Total Net Profit:			4 376 931.15	Balance Drawdown Absolute:			33.91	Equity Drawdown Absolute:			19 381.95
Gross Profit:			6 994 361.53	Balance Drawdown Maximal:			82 735.60 (3.75%)	Equity Drawdown Maximal:			794 793.09 (33.97%)
Gross Loss:			-2 617 430.38	Balance Drawdown Relative:			5.79% (32 211.63)	Equity Drawdown Relative:			47.01% (261 683.88)
Profit Factor:			2.67	Expected Payoff:			48.51	Margin Level:			234.84%
Recovery Factor:			5.51	Sharpe Ratio:			0.71	Z-Score:			952.28 (99.74%)
AHPR:			1.0000 (0.00%)	LR Correlation:			0.89	OnTester result:			0
GHPR:			1.0000 (0.00%)	LR Standard Error:			2 629 385.41
Total Trades:			90220	Short Trades (won %):			45294 (68.06%)	Long Trades (won %):			44926 (67.58%)
Total Deals:			180440	Profit Trades (% of total):			61190 (67.82%)	Loss Trades (% of total):			29030 (32.18%)
				Largest profit trade:			90 376.84	Largest loss trade:			-18 979.40
				Average profit trade:			114.31	Average loss trade:			-90.16
				Maximum consecutive wins ($):			42 (74.31)	Maximum consecutive losses ($):			24 (-5 786.02)
				Maximal consecutive profit (count):			136 202.83 (5)	Maximal consecutive loss (count):			-82 735.60 (20)
				Average consecutive wins:			7	Average consecutive losses:			3
Correlation (Profits,MFE):			0.93	Correlation (Profits,MAE):			-0.40	Correlation (MFE,MAE):			-0.4993
Minimal position holding time:			0:04:57	Maximal position holding time:			65:34:57	Average position holding time:			2:54:35