USDJPY・5 minutes
スキャルピングプリズム
出品者Hikouemonいいね109554プロフィットファクター 1.1※バックテスト参考値
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Strategy Tester Report
ScalPrism
XMTrading-Real 12 (Build 1220)
| Symbol | USDJPY (US Dollar vs Japanise Yen) | ||||
| Period | 5 Minutes (M5) 2007.01.02 00:00 - 2020.01.31 23:55 (2007.01.01 - 2020.02.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MAGIC=220200202; OrderCom="ScalPrism"; Spread=10; Slippage=5; Lot=0.1; MM=true; MMLeverage=10; | ||||
| Bars in test | 968977 | Ticks modelled | 180478903 | Modelling quality | n/a |
| Mismatched charts errors | 508 | ||||
| Initial deposit | 1000000.00 | Spread | 5 | ||
| Total net profit | 229727122.16 | Gross profit | 2423713928.95 | Gross loss | -2193986806.79 |
| Profit factor | 1.10 | Expected payoff | 10320.64 | ||
| Absolute drawdown | 54969.66 | Maximal drawdown | 26645600.00 (11.77%) | Relative drawdown | 43.97% (5351878.34) |
| Total trades | 22259 | Short positions (won %) | 11334 (63.06%) | Long positions (won %) | 10925 (65.03%) |
| Profit trades (% of total) | 14251 (64.02%) | Loss trades (% of total) | 8008 (35.98%) | ||
| Largest | profit trade | 4574350.00 | loss trade | -5575000.00 | |
| Average | profit trade | 170073.25 | loss trade | -273974.38 | |
| Maximum | consecutive wins (profit in money) | 22 (3915000.00) | consecutive losses (loss in money) | 7 (-36825.00) | |
| Maximal | consecutive profit (count of wins) | 5590000.00 (9) | consecutive loss (count of losses) | -5895000.00 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |