USDJPYExtreme | 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
USDJPYExtreme
プロフィットファクター
1.33
※バックテスト参考値
Strategy Tester Report
USDJPYExtreme
XMTrading-Demo 3 (Build 1090)
| Symbol | USDJPY (US Dollar vs Japanise Yen) | ||||
| Period | 1 Minute (M1) 2012.01.02 16:00 - 2017.08.31 23:59 (2012.01.01 - 2017.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | Lot=0.1; Slippage=3; Magic=1000; | ||||
| Bars in test | 2050653 | Ticks modelled | 4089233 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 15 | ||
| Total net profit | 20706.96 | Gross profit | 83927.77 | Gross loss | -63220.82 |
| Profit factor | 1.33 | Expected payoff | 1.66 | ||
| Absolute drawdown | 143.52 | Maximal drawdown | 1531.52 (5.80%) | Relative drawdown | 12.54% (1453.85) |
| Total trades | 12489 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 12489 (37.85%) |
| Profit trades (% of total) | 4727 (37.85%) | Loss trades (% of total) | 7762 (62.15%) | ||
| Largest | profit trade | 258.14 | loss trade | -177.45 | |
| Average | profit trade | 17.75 | loss trade | -8.14 | |
| Maximum | consecutive wins (profit in money) | 15 (704.98) | consecutive losses (loss in money) | 45 (-91.48) | |
| Maximal | consecutive profit (count of wins) | 740.65 (12) | consecutive loss (count of losses) | -396.14 (13) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
