Strategy Tester Report
Robin-VOL-2.4.2
Pepperstone-Edge01 (Build 765)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period5 Minutes (M5) 2007.03.30 18:00 - 2015.03.19 13:47 (2006.07.05 - 2015.10.07)
ModelEvery tick (the most precise method based on all available least timeframes)
Parameterss1="----==== TRADE DEFINITION ====----"; Magic_Number=92604; TradeComment="Frankel"; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0.1; s22="Percent of the capital to risk on each trade"; riskPercent=0; s222="If you have a Spread Bet account, set to true"; isSpreadBet=false; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s241="Don't decrease lot size on drawdown periods"; KeepLotSizeOnDrawdown=false; s25="Use minimum allowed lots by the broker if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true;
Bars in test596657Ticks modelled75565931Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00Spread2
Total net profit9620.33Gross profit23791.87Gross loss-14171.54
Profit factor1.68Expected payoff8.63
Absolute drawdown289.00Maximal drawdown1004.26 (6.32%)Relative drawdown6.88% (896.00)
Total trades1115Short positions (won %)565 (67.08%)Long positions (won %)550 (66.36%)
Profit trades (% of total)744 (66.73%)Loss trades (% of total)371 (33.27%)
Largestprofit trade310.20loss trade-208.40
Averageprofit trade31.98loss trade-38.20
Maximumconsecutive wins (profit in money)30 (1383.10)consecutive losses (loss in money)19 (-783.80)
Maximalconsecutive profit (count of wins)1564.64 (23)consecutive loss (count of losses)-783.80 (19)
Averageconsecutive wins6consecutive losses3
Graph