USDJPY・5 minutes
アクアエクスクラメーション
出品者Hikouemonいいね29701プロフィットファクター 1.81※バックテスト参考値
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Strategy Tester Report
Aqua_trepro
XMTrading-Real 12 (Build 1170)
| Symbol | USDJPY (US Dollar vs Japanise Yen) | ||||
| Period | 5 Minutes (M5) 2009.03.02 00:00 - 2019.03.15 22:55 (2009.03.01 - 2019.03.16) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MAGIC=520181210; OrderCom="AquaExclamation"; Spread=5; Slippage=30; StopLoss=0; Lot=0.2; MM=false; MMLeverage=5; | ||||
| Bars in test | 745053 | Ticks modelled | 160656057 | Modelling quality | 90.00% |
| Mismatched charts errors | 53 | ||||
| Initial deposit | 1000000.00 | Spread | 5 | ||
| Total net profit | 726038.80 | Gross profit | 1618556.00 | Gross loss | -892517.20 |
| Profit factor | 1.81 | Expected payoff | 408.58 | ||
| Absolute drawdown | 4560.00 | Maximal drawdown | 74504.00 (4.38%) | Relative drawdown | 4.78% (57600.00) |
| Total trades | 1777 | Short positions (won %) | 689 (66.91%) | Long positions (won %) | 1088 (69.03%) |
| Profit trades (% of total) | 1212 (68.20%) | Loss trades (% of total) | 565 (31.80%) | ||
| Largest | profit trade | 45560.00 | loss trade | -17480.00 | |
| Average | profit trade | 1335.44 | loss trade | -1579.68 | |
| Maximum | consecutive wins (profit in money) | 18 (35958.80) | consecutive losses (loss in money) | 8 (-12460.00) | |
| Maximal | consecutive profit (count of wins) | 45560.00 (1) | consecutive loss (count of losses) | -32440.00 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |