USDJPY・5 minutes
スキャルピングニイヅマ
出品者Hikouemonいいね112919プロフィットファクター 1.2※バックテスト参考値
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Strategy Tester Report
ScalNiizuma
XMTrading-Real 12 (Build 1220)
| Symbol | USDJPY (US Dollar vs Japanise Yen) | ||||
| Period | 5 Minutes (M5) 2009.02.04 00:00 - 2019.11.15 23:55 (2009.02.04 - 2019.11.16) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MAGIC=120191026; OrderCom="ScalNiizuma"; Spread=5; Slippage=5; Lot=1; MM=false; MMLeverage=10; | ||||
| Bars in test | 800578 | Ticks modelled | 171177016 | Modelling quality | n/a |
| Mismatched charts errors | 498 | ||||
| Initial deposit | 1000000.00 | Spread | 5 | ||
| Total net profit | 11083772.00 | Gross profit | 67705588.00 | Gross loss | -56621816.00 |
| Profit factor | 1.20 | Expected payoff | 695.87 | ||
| Absolute drawdown | 69500.00 | Maximal drawdown | 885402.00 (7.14%) | Relative drawdown | 21.70% (343400.00) |
| Total trades | 15928 | Short positions (won %) | 7873 (65.64%) | Long positions (won %) | 8055 (67.09%) |
| Profit trades (% of total) | 10572 (66.37%) | Loss trades (% of total) | 5356 (33.63%) | ||
| Largest | profit trade | 144300.00 | loss trade | -90858.00 | |
| Average | profit trade | 6404.24 | loss trade | -10571.66 | |
| Maximum | consecutive wins (profit in money) | 29 (226786.00) | consecutive losses (loss in money) | 12 (-141974.00) | |
| Maximal | consecutive profit (count of wins) | 394100.00 (16) | consecutive loss (count of losses) | -484900.00 (7) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |