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。