Email:jovi0528@outlook.com           QQ:52039179

应用于EUR/USD,M5周期,点差15PIP,
回测时间2000-2016
数据模型质量90%,每个tick回测,
每单带止损,最大历史回撤11.99%,
46.9倍利润

历史复盘:

https://c.mql5.com/6/751/QQwt20160726002849.jpg

https://c.mql5.com/6/751/QQhd20160726002720.jpg

16年详细记录:

https://c.mql5.com/6/751/EURUSD_15pip.zip

https://c.mql5.com/6/751/EURUSD_15PIP3g.zip

  • Growth
  • Equity
  • Balance
  • Risks
  • Distribution
  • Slippage
  • Reviews
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
Total:
Trades: 377
Profit Trades: 180 (47.74%)
Loss Trades: 197 (52.25%)
Best trade: 3500.64 USD
Worst trade: -1527.32 USD
Gross Profit: 189076.23 USD (58702 pips)
Gross Loss: -138611.67 USD (39796 pips)
Maximum consecutive wins: 14 (8143.85 USD)
Maximal consecutive profit: 29909.28 USD (12)
Sharpe Ratio: 0.13
Trading activity: 19.98%
Max deposit load: 35.97%
Recovery Factor: 2.44
Long Trades: 195 (51.72%)
Short Trades: 182 (48.28%)
Profit Factor: 1.36
Expected Payoff: 133.86 USD
Average Profit: 1050.42 USD
Average Loss: -703.61 USD
Maximum consecutive losses: 16 (-12708.00 USD)
Maximal consecutive loss: -12708.00 USD (16)
Monthly growth: 8.33%
Annual Forecast: 101.07%
Best trade: 3500.64 USD
Maximum consecutive wins: 14 (8143.85 USD)
Maximal consecutive profit: 29909.28 USD (12)
Worst trade: -1527.32 USD
Maximum consecutive losses: 16 (-12708.00 USD)
Maximal consecutive loss: -12708.00 USD (16)
Drawdown by balance:
Absolute: 6894.40 USD
Maximal: 20666.68 USD (15.94%)
Relative drawdown:
By Balance: 18.85% (20666.68 USD)
By Equity: 3.60% (3944.00 USD)

MFE and MAE Distribution Point Graphs

Maximum profit (MFE) and maximum loss (MAE) values are recorded for each open order during its lifetime. These parameters additionally characterize each closed order using the values of the maximum unrealized potential and maximum permitted risk. MFE/Profit and MAE/Profit distribution graphs display each order as a point with received profit/loss value plotted along the X-axis, while maximum displayed values of potential profit (MFE) and potential loss (MAE) are plotted along the Y-axis.

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Place your cursor over parameters/graph captions to see the best and worst trading series. Find out more about MAE and MFE distributions in the article Mathematics in Trading: How to Estimate Trade Results.

Symbol Deals Sell Buy
EURUSD- 311
EURUSD. 66
50100150200250300350400
50100150200250300350400
50100150200250300350400

The average slippage based on execution statistics on real accounts of various brokers is specified in pips. It depends on the difference between the provider's quotes from "Asyusyoji-Live" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.

RoboForexEU-ECN
0.48 × 2957
FxPro.com-Real01
3.09 × 3402
PRCBroker-Live
5.65 × 2114
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