Strategy Tester Report
RoboForex-Pro (Build 5640)
Settings
Expert:			Nexus
Symbol:			EURUSD
Period:			M5 (2018.01.01 - 2025.12.31)
Company:			RoboForex Ltd
Currency:			EUR cents
Initial Deposit:			100 000.00
Leverage:			1:500
Results
History Quality:			100%
Bars:			593232	Ticks:			2210663	Symbols:			1
Total Net Profit:			16 116 029.29	Balance Drawdown Absolute:			79.24	Equity Drawdown Absolute:			48 259.16
Gross Profit:			26 275 265.32	Balance Drawdown Maximal:			393 557.70 (4.66%)	Equity Drawdown Maximal:			4 251 787.88 (41.98%)
Gross Loss:			-10 159 236.03	Balance Drawdown Relative:			16.35% (24 422.44)	Equity Drawdown Relative:			67.91% (109 491.40)
Profit Factor:			2.59	Expected Payoff:			163.72	Margin Level:			70.25%
Recovery Factor:			3.79	Sharpe Ratio:			0.58	Z-Score:			9264.25 (99.74%)
AHPR:			1.0001 (0.01%)	LR Correlation:			0.88	OnTester result:			0
GHPR:			1.0001 (0.01%)	LR Standard Error:			8 473 635.01
Total Trades:			98438	Short Trades (won %):			49330 (68.17%)	Long Trades (won %):			49108 (67.50%)
Total Deals:			196876	Profit Trades (% of total):			66776 (67.84%)	Loss Trades (% of total):			31662 (32.16%)
				Largest profit trade:			310 177.35	Largest loss trade:			-65 138.35
				Average profit trade:			393.48	Average loss trade:			-320.87
				Maximum consecutive wins ($):			39 (660.24)	Maximum consecutive losses ($):			25 (-191 798.93)
				Maximal consecutive profit (count):			883 732.22 (6)	Maximal consecutive loss (count):			-393 557.70 (24)
				Average consecutive wins:			7	Average consecutive losses:			3
Correlation (Profits,MFE):			0.83	Correlation (Profits,MAE):			-0.27	Correlation (MFE,MAE):			-0.6329
Minimal position holding time:			0:04:57	Maximal position holding time:			50:54:57	Average position holding time:			2:55:14