USDJPY, EURJPY, EURUSD, GBPUSD
Sprout Ver1.1.0
出品者Sawyerいいね58831プロフィットファクター 1.325※バックテスト参考値
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Strategy Tester Report
SproutVer.1.1.0
Generated by ReportManager 1.3.0
| Symbol | USDJPY, EURJPY, EURUSD, GBPUSD | ||||
| Period | 2005.02.16 22:30 - 2018.08.31 23:55 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 24946.56 | Gross profit | 101722.83 | Gross loss | -76776.27 |
| Profit factor | 1.325 | Expected payoff | 5.612 | ||
| Absolute drawdown | 16.52 | Maximal drawdown | 1383.15 (4.885%) | Relative drawdown | 5.279% (839.46) |
| Total trades | 4445 | Short positions (won %) | 2199 (33.652%) | Long positions (won %) | 2246 (37.578%) |
| Profit trades (% of total) | 1584 (35.636%) | Loss trades (% of total) | 2861 (64.364%) | ||
| Largest | profit trade | 441.94 | loss trade | -117.50 | |
| Average | profit trade | 64.219 | loss trade | -26.835 | |
| Maximum | consecutive wins (profit in money) | 7 (237.75) | consecutive losses (loss in money) | 19 (-496.45) | |
| Maximal | consecutive profit (count of wins) | 918.97 (5) | consecutive loss (count of losses) | -513.38 (12) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |