post-Rollover Miracle | 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
post-Rollover Miracle
プロフィットファクター
4.023
※バックテスト参考値
Strategy Tester Report
post-Rollover_Miracle
Generated by ReportManager 1.3.0
| Symbol | NZDCAD, NZDUSD, EURNZD, AUDCHF, EURCHF, AUDNZD, USDJPY, CADCHF, EURCAD, EURUSD, CHFJPY, GBPCAD, GBPUSD, EURGBP, EURJPY, GBPCHF, CADJPY, USDCHF, NZDCHF, GBPNZD, AUDCAD, AUDUSD, GBPJPY, GBPAUD, NZDJPY, AUDJPY, EURAUD, USDCAD | ||||
| Period | 2015.01.02 00:06 - 2020.09.29 01:22 | ||||
| Initial deposit | 116071.429 | ||||
| Total net profit | 62593.85 | Gross profit | 83301.15 | Gross loss | -20707.30 |
| Profit factor | 4.023 | Expected payoff | 3.296 | ||
| Absolute drawdown | 53.99 | Maximal drawdown | 824.69 (0.578%) | Relative drawdown | 0.578% (824.69) |
| Total trades | 18989 | Short positions (won %) | 7998 (82.021%) | Long positions (won %) | 10991 (90.356%) |
| Profit trades (% of total) | 16491 (86.845%) | Loss trades (% of total) | 2498 (13.155%) | ||
| Largest | profit trade | 70.93 | loss trade | -89.15 | |
| Average | profit trade | 5.051 | loss trade | -8.29 | |
| Maximum | consecutive wins (profit in money) | 255 (1439.56) | consecutive losses (loss in money) | 11 (-77.42) | |
| Maximal | consecutive profit (count of wins) | 1439.56 (255) | consecutive loss (count of losses) | -511.90 (8) | |
| Average | consecutive wins | 12 | consecutive losses | 2 | |
