KonokaSystem_005 | 優秀なEAが無料で使える｜TRADERS-pro【トレプロ】トレーダーズプロ
KonokaSystem_005
プロフィットファクター
1.64
※バックテスト参考値
Strategy Tester Report
KonokaSystem
GaitameFinest-S2-Demo (Build 1260)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2000.01.03 00:00 - 2020.06.04 23:59 (2000.01.01 - 2020.06.05) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | MagicNumber=1007; MaxSpread=20; Slippage=30; MaxOrders=3; Space=40; Target=true; Friday=true; Exit_Bar=true; Money_M=false; MM_Risk=3; MaxLotSize=100; Lots=0.5; TP_B=1000; TP_S=1000; SL_B=1000; SL_S=1000; | ||||
| Bars in test | 1452933 | Ticks modelled | 2902345 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 5 | ||
| Total net profit | 333269.37 | Gross profit | 854051.41 | Gross loss | -520782.03 |
| Profit factor | 1.64 | Expected payoff | 17.84 | ||
| Absolute drawdown | 49.06 | Maximal drawdown | 4248.32 (2.32%) | Relative drawdown | 11.42% (1685.95) |
| Total trades | 18684 | Short positions (won %) | 9137 (66.60%) | Long positions (won %) | 9547 (67.90%) |
| Profit trades (% of total) | 12567 (67.26%) | Loss trades (% of total) | 6117 (32.74%) | ||
| Largest | profit trade | 638.73 | loss trade | -649.17 | |
| Average | profit trade | 67.96 | loss trade | -85.14 | |
| Maximum | consecutive wins (profit in money) | 45 (4897.54) | consecutive losses (loss in money) | 18 (-2484.61) | |
| Maximal | consecutive profit (count of wins) | 4897.54 (45) | consecutive loss (count of losses) | -3074.73 (6) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
