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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=3
LotSizingValueFixed=0.01
LotSizingValueDynamic=10000.0
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: 49 645.74 Balance Drawdown Absolute: 0.19 Equity Drawdown Absolute: 73.77
Gross Profit: 86 040.05 Balance Drawdown Maximal: 1 198.38 (2.60%) Equity Drawdown Maximal: 3 564.35 (6.56%)
Gross Loss: -36 394.31 Balance Drawdown Relative: 3.11% (232.75) Equity Drawdown Relative: 18.67% (1 399.46)
Profit Factor: 2.36 Expected Payoff: 16.81 Margin Level: 1702.90%
Recovery Factor: 13.93 Sharpe Ratio: 4.34 Z-Score: -2.18 (97.07%)
AHPR: 1.0008 (0.08%) LR Correlation: 0.95 OnTester result: 0
GHPR: 1.0008 (0.08%) LR Standard Error: 4 187.62
Total Trades: 2954 Short Trades (won %): 1160 (74.74%) Long Trades (won %): 1794 (73.91%)
Total Deals: 5908 Profit Trades (% of total): 2193 (74.24%) Loss Trades (% of total): 761 (25.76%)
Largest profit trade: 1 134.41 Largest loss trade: -488.41
Average profit trade: 39.23 Average loss trade: -44.10
Maximum consecutive wins ($): 35 (1 300.73) Maximum consecutive losses ($): 4 (-1 024.55)
Maximal consecutive profit (count): 1 676.65 (28) Maximal consecutive loss (count): -1 169.70 (3)
Average consecutive wins: 4 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.80 Correlation (Profits,MAE): 0.26 Correlation (MFE,MAE): -0.2496
Graph
Minimal position holding time: 0:00:20 Maximal position holding time: 113:03:20 Average position holding time: 10:16:49
Graph

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风险

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