Strategy Tester Report
ICMarketsSC-MT5 (Build 5120)
Settings
Expert: EasyMomentum
Symbol: EURUSD
Period: M1 (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=
Company: Raw Trading Ltd
Currency: USD
Initial Deposit: 5 000.00
Leverage: 1:500
Results
History Quality: 100%
Bars: 2412990 Ticks: 9471538 Symbols: 2
Total Net Profit: 5 350.19 Balance Drawdown Absolute: 30.02 Equity Drawdown Absolute: 30.72
Gross Profit: 9 188.16 Balance Drawdown Maximal: 267.41 (2.56%) Equity Drawdown Maximal: 344.25 (3.27%)
Gross Loss: -3 837.97 Balance Drawdown Relative: 2.69% (204.09) Equity Drawdown Relative: 3.27% (344.25)
Profit Factor: 2.39 Expected Payoff: 16.31 Margin Level: 8564.95%
Recovery Factor: 15.54 Sharpe Ratio: 13.74 Z-Score: 0.06 (4.78%)
AHPR: 1.0022 (0.22%) LR Correlation: 0.99 OnTester result: 0
GHPR: 1.0022 (0.22%) LR Standard Error: 264.55
Total Trades: 328 Short Trades (won %): 169 (69.23%) Long Trades (won %): 159 (69.81%)
Total Deals: 656 Profit Trades (% of total): 228 (69.51%) Loss Trades (% of total): 100 (30.49%)
Largest profit trade: 179.09 Largest loss trade: -92.76
Average profit trade: 40.30 Average loss trade: -37.28
Maximum consecutive wins ($): 14 (903.13) Maximum consecutive losses ($): 3 (-202.71)
Maximal consecutive profit (count): 903.13 (14) Maximal consecutive loss (count): -202.71 (3)
Average consecutive wins: 3 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.77 Correlation (Profits,MAE): 0.59 Correlation (MFE,MAE): 0.1966
Graph
Minimal position holding time: 0:00:20 Maximal position holding time: 29:13:40 Average position holding time: 4:15:13
Graph

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风险

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