USDJPY, GBPJPY, EURJPY, GBPUSD
White Bear Z V2
出品者Penguinいいね117272プロフィットファクター 2.775※バックテスト参考値
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Strategy Tester Report
White Bear Z V2.33_TR-pro
Generated by ReportManager 1.3.0
| Symbol | USDJPY, GBPJPY, EURJPY, GBPUSD | ||||
| Period | 2011.01.03 22:00 - 2016.12.29 00:08 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 6314.94 | Gross profit | 9872.59 | Gross loss | -3557.65 |
| Profit factor | 2.775 | Expected payoff | 1.915 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 139.88 (0.956%) | Relative drawdown | 0.956% (139.88) |
| Total trades | 3297 | Short positions (won %) | 1716 (69.639%) | Long positions (won %) | 1581 (72.549%) |
| Profit trades (% of total) | 2342 (71.034%) | Loss trades (% of total) | 955 (28.966%) | ||
| Largest | profit trade | 9.18 | loss trade | -60.95 | |
| Average | profit trade | 4.215 | loss trade | -3.725 | |
| Maximum | consecutive wins (profit in money) | 24 (158.52) | consecutive losses (loss in money) | 8 (-14.06) | |
| Maximal | consecutive profit (count of wins) | 158.52 (24) | consecutive loss (count of losses) | -126.99 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |