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Strategy Tester Report
ICMarketsSC-MT5 (Build 5120)
Settings
Expert: EasyAI
Symbol: AUDCAD
Period: M5 (2019.01.01 - 2025.06.25)
Inputs: LotSizingMethod=1
LotSizingValueFixed=0.01
LotSizingValueDynamic=500
LotSizingDepositLoadPercent=0.25
MaximumDrawdown=100.0
MaximumDrawdownMoney=0.0
MaximumDrawdownAction=0
SymbolSuffix=
Forecasts_Setting=Market Forecasts
UseChatGPT_Forecast=false
UseBard_Forecast=false
Company: Raw Trading Ltd
Currency: USD
Initial Deposit: 5 000.00
Leverage: 1:500
Results
History Quality: 100%
Bars: 483641 Ticks: 9531351 Symbols: 5
Total Net Profit: 121 876.06 Balance Drawdown Absolute: 27.88 Equity Drawdown Absolute: 213.49
Gross Profit: 223 206.18 Balance Drawdown Maximal: 3 773.60 (2.98%) Equity Drawdown Maximal: 8 869.09 (7.05%)
Gross Loss: -101 330.12 Balance Drawdown Relative: 7.71% (999.10) Equity Drawdown Relative: 16.86% (2 173.99)
Profit Factor: 2.20 Expected Payoff: 42.88 Margin Level: 774.69%
Recovery Factor: 13.74 Sharpe Ratio: 3.44 Z-Score: -3.76 (99.74%)
AHPR: 1.0011 (0.11%) LR Correlation: 0.93 OnTester result: 0
GHPR: 1.0011 (0.11%) LR Standard Error: 12 204.40
Total Trades: 2842 Short Trades (won %): 1043 (75.65%) Long Trades (won %): 1799 (72.54%)
Total Deals: 5684 Profit Trades (% of total): 2094 (73.68%) Loss Trades (% of total): 748 (26.32%)
Largest profit trade: 4 008.24 Largest loss trade: -1 518.92
Average profit trade: 106.59 Average loss trade: -125.65
Maximum consecutive wins ($): 26 (620.88) Maximum consecutive losses ($): 5 (-999.10)
Maximal consecutive profit (count): 4 008.24 (1) Maximal consecutive loss (count): -3 690.44 (4)
Average consecutive wins: 4 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.80 Correlation (Profits,MAE): 0.29 Correlation (MFE,MAE): -0.2470
Graph
Minimal position holding time: 0:00:20 Maximal position holding time: 135:16:20 Average position holding time: 11:12:55
Graph

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风险

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