USDJPY, EURJPY, EURUSD, USDCHF, GBPUSD
Alondite_TP V1.0
出品者Gold Man Catいいね96558プロフィットファクター 1.937※バックテスト参考値
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Strategy Tester Report
alondite_tp_ver1_01_trp
Generated by ReportManager 1.2.0
| Symbol | USDJPY, EURJPY, EURUSD, USDCHF, GBPUSD | ||||
| Period | 2005.01.03 22:21 - 2017.06.15 23:02 | ||||
| Initial deposit | 1000000.00 | ||||
| Total net profit | 2897152.38 | Gross profit | 5989716.60 | Gross loss | -3092564.22 |
| Profit factor | 1.937 | Expected payoff | 229.659 | ||
| Absolute drawdown | 3227.84 | Maximal drawdown | 57474.85 (1.965%) | Relative drawdown | 3.102% (48100.27) |
| Total trades | 12615 | Short positions (won %) | 6009 (76.369%) | Long positions (won %) | 6606 (78.081%) |
| Profit trades (% of total) | 9747 (77.265%) | Loss trades (% of total) | 2868 (22.735%) | ||
| Largest | profit trade | 8128.77 | loss trade | -5727.55 | |
| Average | profit trade | 614.519 | loss trade | -1078.30 | |
| Maximum | consecutive wins (profit in money) | 66 (50600.42) | consecutive losses (loss in money) | 15 (-32900.11) | |
| Maximal | consecutive profit (count of wins) | 50600.42 (66) | consecutive loss (count of losses) | -38234.43 (8) | |
| Average | consecutive wins | 7 | consecutive losses | 2 | |