Strategy Tester Report
SC-MT5 (Build 4048)
Settings
Expert: PerceptraderAI_New
Symbol: AUDCAD_Duka
Period: M5 (2010.01.01 - 2025.01.01)
Inputs: MM_Setting=Select the risk settings
CheckForOtherInstances=true
AllowOpeningNewGrid=true
AllowManualTrading=false
LotSizingMethod=3
LotSizingValueFixed=0.01
LotSizingValueDynamic=1000
LotSizingDepositLoadPercent=0.25
FixedInitialDeposit=false
TesterWithdrawal=0.0
WithdrawalAmount=1000.0
RoundingMethod=1
MaximumLot=1000000
AutoSplit=true
MaximumSpread=5.0
MaximumSlippage=5.0
PortfolioMode=false
PortfolioDelay=4000
Consider_WAKA_Orders=true
Consider_GP_Orders=false
MaximumSymbols=2
OnlyOneSymbolGridReachesLevel=0
DisableTradesOnTheSameSide=false
AllowHedging=false
AllowTradingOnHolidays=false
AllowToBuySell=0
MinimumFreeMargin=0.0
MaximumOpenLots=1000000000.0
MaximumOpenLotsAdjustedFor=0
MaximumDrawdown=100.0
MaximumDrawdownForEachSymbol=100.0,100.0,100.0
MaximumDrawdownMoney=0.0
MaxDailyDrawdownLimitPercentFTMO=100.0
MaxDailyDrawdownLimitMoneyFTMO=0.0
MaxDailyDrawdownResetHourFTMO=0
MaxDailyDrawdowTypeFTMO=0
MaximumDrawdownAction=0
DoNothingIfDuringRollover=false
DrawdownCalculation=1
HandleEventsOnEveryTick=false
CheckMarginForAllGridLevels=true
CheckBarsForErrors=true
Time_Setting=Select hours/days to trade
HourToStartTrading=0
MinutesToStartTrading=0
HourToStopTrading=23
MinutesToStopTrading=59
FridayExitHour=0
TradeOnMonday=true
TradeOnTuesday=true
TradeOnWednesday=true
TradeOnThursday=true
TradeOnFriday=true
RolloverStartHour=23
RolloverStartTime=45
RolloverEndHour=0
RolloverEndTime=15
SendOrdersDuringRolloverTime=true
RemoveTakeProfit=false
RemoveStopLoss=false
Strategy_Setting=Select the strategy settings
Symbols=NZDUSD,USDCAD,AUDNZD,AUDCAD,NZDCAD,GBPCHF
SymbolSuffix=_Duka
Symbol_Multiplier=
PercentagePipsMode=false
TradingSetup=0
TradingFrequency=6
DailyATR_Period=5
VolatilityFilterDaily=0.0
ReverseStrategy=false
OpenOppositeTrade=false
Forecasts_Setting=Market Forecasts
UseChatGPT_Forecast=false
UseBard_Forecast=false
MachineLearning_Setting=Select ML settings
EnableNeuralNetworkFilter=true
ProbabilityOfProfit=90
Strategy_Setting_TP=Select TP settings
InitialTP=9.9
WeightedTP=true
GridTP=0.0
BreakEvenAfterThisLevel=0
BreakEvenAfterXBars=0
BreakEvenValue=0.0
BreakEvenAfterThisLevel2=0
BreakEvenAfterXBars2=0
BreakEvenValue2=0.0
BreakEvenAfterThisLevel3=0
BreakEvenAfterXBars3=0
BreakEvenValue3=0.0
HideTP=false
DoNotAdjustTPUnlessNewGrid=false
CoverSwaps=true
Strategy_Setting_SL=Select SL settings
GridSL=0.0
HideSL=false
Trailing_SL_Size_Pips=0.0
Trailing_SL_Start_Pips=10.0
RandomizeLevels=false
RandomDelay=0.0
AllowSending_SL_Along_with_Order=false
Grid_Setting=Adjust the grid distance and multipliers
TradeDistance=25
PauseBetweenGridTrades=0
SmartDistance=true
MaximumTrades=9
CustomMultipliers=1,2,4,8,14,24,41,69
CalculateLevelsFromInitialTrade=true
GridLevelToStart=1
KeepOriginalProfitLotSize=false
ForceBasketClosureOnceInitialOrderClosed=false
SendPushNotificationsAfterThisLevel=0
NewsFilter_Setting=Advanced News Filter
NewsFilterEnabled=true
NewsFilterAction=0
DisableTradingOnHolidays=false
DisableBuiltInSettings=false
CustomEvents=USD
MediumImpactNews=false
LowImpactNews=false
Speaks=false
WaitMinutesBeforeEvent=15
WaitMinutesAfterEvent=15
IncreaseTakeProfitPips=0.0
ShowNewsList=true
NewsListRefreshRate=2
StockMarketFilter_Setting=Stock Market Crash Filter (SPX500 based)
StockMarketFilterEnabled=false
StockMarketSymbol=US500,SPX500
StockMarketFilterPeriod=48
MaxHistoricalVolatility=40.0
BlockTradingForTheEntireDay=false
Additional_Setting=Change the comment and UID if needed
TradeComment=Perceptrader
UID=0
MagicBase=26484
ShowPanel=true
ShowStats=true
FontSize=6
Debug=false
Backtest_Setting=These settings only work in backtests
DisableAutoGMT=false
GMT_offset=2
DST=1
Company: Raw Trading Ltd
Currency: USD
Initial Deposit: 5 000.00
Leverage: 1:500
Results
History Quality: 100% real ticks
Bars: 1043838 Ticks: 307747036 Symbols: 6
Total Net Profit: 33 426 957.40 Balance Drawdown Absolute: 2.41 Equity Drawdown Absolute: 16.82
Gross Profit: 56 693 967.03 Balance Drawdown Maximal: 411 274.00 (1.24%) Equity Drawdown Maximal: 1 587 920.85 (8.00%)
Gross Loss: -23 267 009.63 Balance Drawdown Relative: 3.99% (120 003.08) Equity Drawdown Relative: 18.05% (31 042.51)
Profit Factor: 2.44 Expected Payoff: 2 880.64 Margin Level: 1535.00%
Recovery Factor: 21.05 Sharpe Ratio: 4.51 Z-Score: -2.55 (98.89%)
AHPR: 1.0008 (0.08%) LR Correlation: 0.72 OnTester result: 0
GHPR: 1.0008 (0.08%) LR Standard Error: 4 799 132.52
Total Trades: 11604 Short Trades (won %): 5175 (74.49%) Long Trades (won %): 6429 (72.02%)
Total Deals: 23208 Profit Trades (% of total): 8485 (73.12%) Loss Trades (% of total): 3119 (26.88%)
Largest profit trade: 478 917.75 Largest loss trade: -303 449.86
Average profit trade: 6 681.67 Average loss trade: -6 903.04
Maximum : 27 (56 949.09) Maximum consecutive losses ($): 4 (-117 190.43)
Maximal : 667 620.04 (14) Maximal consecutive loss (count): -399 368.70 (3)
Average : 4 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.81 Correlation (Profits,MAE): 0.09 Correlation (MFE,MAE): -0.4326
Graph
Minimal position holding time: 0:00:09 Maximal position holding time: 162:52:40 Average position holding time: 7:53:28
Graph
Orders


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