スキャルピングイナズマ | 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
スキャルピングイナズマ
プロフィットファクター
1.26
※バックテスト参考値
Strategy Tester Report
ScalInazuma_tpro
XMTrading-Real 12 (Build 1170)
| Symbol | USDJPY (US Dollar vs Japanise Yen) | ||||
| Period | 5 Minutes (M5) 2015.06.01 00:05 - 2019.06.25 23:55 (2015.06.01 - 2019.06.26) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MAGIC=20190626; OrderCom="ScalInazuma"; Spread=5; Slippage=30; StopLoss=0; Lot=0.1; MM=false; MMLeverage=5; | ||||
| Bars in test | 304166 | Ticks modelled | 101454154 | Modelling quality | n/a |
| Mismatched charts errors | 488 | ||||
| Initial deposit | 1000000.00 | Spread | 5 | ||
| Total net profit | 472387.60 | Gross profit | 2290966.00 | Gross loss | -1818578.40 |
| Profit factor | 1.26 | Expected payoff | 219.31 | ||
| Absolute drawdown | 36788.40 | Maximal drawdown | 138398.80 (9.50%) | Relative drawdown | 9.50% (138398.80) |
| Total trades | 2154 | Short positions (won %) | 911 (65.31%) | Long positions (won %) | 1243 (64.44%) |
| Profit trades (% of total) | 1396 (64.81%) | Loss trades (% of total) | 758 (35.19%) | ||
| Largest | profit trade | 14420.00 | loss trade | -13550.00 | |
| Average | profit trade | 1641.09 | loss trade | -2399.18 | |
| Maximum | consecutive wins (profit in money) | 20 (43340.00) | consecutive losses (loss in money) | 9 (-10290.00) | |
| Maximal | consecutive profit (count of wins) | 44050.00 (16) | consecutive loss (count of losses) | -39120.00 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
