Strategy Tester Report
ICMarketsSC-MT5 (Build 5120)
Settings
Expert: EasyMomentum
Symbol: EURUSD
Period: M1 (2019.01.01 - 2025.06.25)
Inputs: LotSizingMethod=4
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: 2 059.80 Balance Drawdown Absolute: 12.86 Equity Drawdown Absolute: 13.16
Gross Profit: 3 491.07 Balance Drawdown Maximal: 81.91 (1.16%) Equity Drawdown Maximal: 112.88 (1.59%)
Gross Loss: -1 431.27 Balance Drawdown Relative: 1.31% (79.82) Equity Drawdown Relative: 1.59% (112.88)
Profit Factor: 2.44 Expected Payoff: 6.28 Margin Level: 18570.51%
Recovery Factor: 18.25 Sharpe Ratio: 13.75 Z-Score: 0.06 (4.78%)
AHPR: 1.0011 (0.11%) LR Correlation: 0.99 OnTester result: 0
GHPR: 1.0011 (0.11%) LR Standard Error: 79.98
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: 56.55 Largest loss trade: -33.27
Average profit trade: 15.31 Average loss trade: -13.89
Maximum consecutive wins ($): 14 (333.90) Maximum consecutive losses ($): 3 (-79.29)
Maximal consecutive profit (count): 333.90 (14) Maximal consecutive loss (count): -79.29 (3)
Average consecutive wins: 3 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.78 Correlation (Profits,MAE): 0.61 Correlation (MFE,MAE): 0.2533
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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