2015年5月7日 17:46
2014年度 W2C-Matthew Strategy Tester Report
http://w2c.trgy.co.jp/archives/10693/
Initial deposit 10000.00
Spread 10
Total net profit 1619.72
Gross profit 13482.71
Gross loss -11862.99
Profit factor 1.14
Expected payoff 3.33
Absolute drawdown 760.47
Maximal drawdown 1332.20 (12.60%)
Relative drawdown 12.60% (1332.20)
Total trades 487
Short positions (won %) 233 (42.49%)
Long positions (won %) 254 (42.91%)
Profit trades (% of total) 208 (42.71%)
Loss trades (% of total) 279 (57.29%)
Largest profit trade 379.93
Largest loss trade -199.70
Average profit trade 64.82
Average loss trade -42.52
Maximum consecutive wins (profit in money) 8 (521.88)
Maximum consecutive losses (loss in money) 13 (-722.59)
Maximal consecutive profit (count of wins) 610.74 (2)
Maximal consecutive loss (count of losses) -722.59 (13)
Average consecutive wins 2
Average consecutive losses 3
Initial deposit 10000.00
Spread 10
Total net profit 1619.72
Gross profit 13482.71
Gross loss -11862.99
Profit factor 1.14
Expected payoff 3.33
Absolute drawdown 760.47
Maximal drawdown 1332.20 (12.60%)
Relative drawdown 12.60% (1332.20)
Total trades 487
Short positions (won %) 233 (42.49%)
Long positions (won %) 254 (42.91%)
Profit trades (% of total) 208 (42.71%)
Loss trades (% of total) 279 (57.29%)
Largest profit trade 379.93
Largest loss trade -199.70
Average profit trade 64.82
Average loss trade -42.52
Maximum consecutive wins (profit in money) 8 (521.88)
Maximum consecutive losses (loss in money) 13 (-722.59)
Maximal consecutive profit (count of wins) 610.74 (2)
Maximal consecutive loss (count of losses) -722.59 (13)
Average consecutive wins 2
Average consecutive losses 3
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