MT4フォワードテスト結果
8月から12月まで、RSIと一目均衡表からスキャルなEAを動かした結果。最近ぜんぜんまったくOrderが出なくなったので見直す。
Gross Profit: 844.87 Gross Loss: 957.29 Total Net Profit: -112.42 Profit Factor: 0.88 Expected Payoff: -0.33 Absolute Drawdown: 112.42 Maximal Drawdown: 236.27 (30.97%) Relative Drawdown: 30.97% (236.27) Total Trades: 337 Short Positions (won %): 103 (66.99%) Long Positions (won %): 234 (84.62%) Profit Trades (% of total): 267 (79.23%) Loss trades (% of total): 70 (20.77%) Largest profit trade: 9.01 loss trade: -15.37 Average profit trade: 3.16 loss trade: -13.68 Maximum consecutive wins ($): 75 (192.54) consecutive losses ($): 8 (-110.77) Maximal consecutive profit (count): 226.31 (63) consecutive loss (count): -110.77 (8) Average consecutive wins: 17 consecutive losses: 4
途中でパラメータをいじってがっくり減ってなきゃプラスだったのになぁ。