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バックテスト結果 並べ替え用

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本ページでは、FEAT全EAのバックテスト結果の一覧を公開しております。

表は縦にEA名、横に各指標を配置しました。▽△並べ替えボタンにより成績順をご確認いただけます。

 

SystemSymbolTimeProfitTradeWin%PFStab
ility
Sym
metry
DDDD%Win
/Loss
Ratio
Ret.
/DD
Ratio
Avg.
Win
Avg.
Loss
CA
GR
Cal
mar
Ratio
R-Ex
pect
ancy
Sharp
Ratio
Stag
na
tion
Stag
nati
on%
ARIESUSDJPYM1765,1121,57263.9%2.510.9662.4917,4301.2%1.7743.91264-8923.622.920.550.313636.4%
BASILICAEURJPYM15616,2681,71072.3%1.560.9863.2931,3052.5%2.6219.691388-23283.051.210.150.152103.7%
EX-AceUSDJPYM1920,0725,34269.3%1.430.8886.8542,9423.7%2.2621.43824-13014.161.120.130.082504.4%
EX-BestEURUSDM5739,4824,62665.7%1.430.9679.4255,0524.8%1.9213.43812-10913.520.730.150.093836.7%
FlashesEURUSDM11,006,4197,51968.0%1.190.8188.07112,5107.0%2.128.951207-21424.450.630.060.0665011.4%
FlashesUSDJPYM1319,9864,70465.2%1.210.8469.9255,9125.3%1.875.72607-941 1.750.330.070.1155427.4%
flosiiEURUSDH1764,4582,92575.5%1.350.8949.7247,7694.6%3.09161345-30833.610.790.080.0977213.6%
GEMINIGBPJPYM15477,88869271.7%2.140.990.7628,0282.5%2.5317.051805-21312.470.980.320.21113820.1%
HARMONYUSDJPYM15876,5724,08050.7%1.230.9754.4457,4803.3%1.0315.252268-18934.011.20.110.14207.4%
Lots No5USDJPYM15728,9661,99567.5%1.60.8971.4126,6041.7%2.0827.41441-18713.482.110.20.1957810.2%
MAUNALOAEURUSDM151,146,5436,10283.5%1.280.7976.481,4764.8%5.0614.071034-40954.891.020.050.0769312.2%
MAUNALOAGBPUSDM15915,1274,14270.4%1.190.7449.9490,8566.3%2.3810.071958-39114.140.660.060.0970012.3%
MAUNALOAUSDJPYM15942,9763,04572.8%1.410.9297.7986,2466.1%2.6810.931464-27814.240.690.110.1166611.7%
MeritEURUSDM53,307,95813,11572.5%1.340.8772.2127,3856.0%2.6325.971377-27129.561.590.090.0965311.5%
MeritUSDJPYM53,614,55012,65268.3%1.430.9486.2778,5146.9%2.1646.041387-208910.031.460.140.082464.3%
Morning Day TraderAUDJPYM5704,98583144.2%1.560.9115.5667,1126.5%0.7910.55353-27143.390.520.310.1665611.8%
Morning Day TraderGBPJPYM51,066,5291,21360.2%1.640.9293.5854,7044.2%1.5119.53751-34614.641.10.250.193546.2%
Morning Day TraderEURJPYM51,183,6591,37749.6%1.550.9685.4855,6884.9%0.9821.264877-309451.020.280.163836.8%
Morning Day TraderNZDJPYM5869,28691549.0%1.790.9761.1536,5213.2%0.9623.84412-23714.571.410.40.23677.5%
Morning Day TraderUSDJPYM5818,26492849.3%1.850.8152.4837,4762.4%0.9721.833898-20453.811.620.430.2163511.2%
SCORPIOGBPUSDM15236,1591,20568.7%1.610.9432.217,4941.5%2.213.5753-10291.330.880.190.165159.1%
SilverNoahEURUSDM51,623,1994,91969.5%1.30.9649.18128,0569.6%2.2712.682033-35416.210.640.090.094297.6%
St_PAULsEURUSDM15318,6281,33971.7%1.630.9856.5821,4491.9%2.5314.85860-13391.740.920.180.184227.4%
Tokyo_MythologyUSDJPYM1685,6582,06766.8%1.60.9697.7244,4864.0%2.0115.411320-16583.320.840.20.163726.6%
Tre_CassynEURJPYM15284,51887170.6%1.530.989.5517,3251.4%2.416.421342-21141.581.170.150.194107.3%
Tre_CassynEURUSDM15436,7291,46872.8%2.040.9690.7817,8891.5%2.6824.41802-10562.291.540.280.171883.3%
Tre_CassynUSDJPYM15326,84289673.8%1.850.9635.3718,8471.4%2.8317.341076-16481.781.240.220.233175.5%
TurtleDoveUSDJPYM15519,7782,12371.4%1.620.9683.4514,9241.3%2.4934.83896-13782.652.050.180.182394.2%
NightNinja2_FEATEURUSDM1659,4183,32974.9%1.530.889051,5823.4%312.78760-14853.220.930.130.21102218%
NightNinja2_FEATUSDJPYM1826,3364,12875.8%1.580.8956.9152,0164.7%3.1415.89719-14313.840.820.140.113866.8%
MeritEURJPYM53,006,6077,77666.1%1.320.889.9282,8205.8%1.9636.32388-35329.061.550.110.114277.53
MeritGBPJPYM53,999,3938,61263.8%1.370.8650.64127,6135.0%1.7631.342692-346610.52.120.130.124778.4
Power_of_Japan_FEATUSDJPYM30529,9301,08456.8%1.580.94028,8002.6%1.3218.42354-19662.6910.250.1663711.36
ConquersEURJPYM301,115,9133,36844.7%1.170.8632.71118,68311.8%0.819.45055-34944.80.410.090.0595116.75
KANAE.MULTIM151,470,5324,62273.6%1.590.9560.6942,9231.1%2.7934.261160-20352.62.320.160.182063.91
TRINITYUSDJPYM15513,998150874.8%1.860.9759.3326,0122.37%2.9719.76984-15682.61.110.220.234628.14
Portfolio – DD(DrawDown) Portfolio5EAs2,242,2967,23969.5%1.830.9870.9326,9680.4%2.2883.15981-12212.345.090.250.391081.9
Portfolio – PF(Profit Factor)Portfolio5EAs3,011,9916,16867.3%2.040.9766.4536,6240.6%2.0682.241423-14422.994.530.340.271121.97
Portfolio – Return / DD RatioPortfolio5EAs11,905,44032,73566.6%1.40.982.97192,6302.3%261.81913-27277.913.440.1301612.83
Portfolio – Winning%(勝率)Portfolio5EAs3,910,75317,99278.1%1.410.9197.8684,9251.5%3.5746.05960-24383.682.420.0901392.45
 

 

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Symbol:通貨ペア

Time:使用する時間軸

Profit:バックテスト全期間の利益

Trade:トレード回数

Win%:勝率

PF:プロフィットファクター

Stability:安定性。エクイティの成長率がいかに直線か

Symmetry:ロングとショートの勝率のバランス

DD:最大ドローダウンの額

DD%:最大ドローダウン率

Win/Loss Ratio:勝率÷負率

Ret./DD Ratio:総利益÷最大ドローダウン

Avg. Win:1取引あたりの平均利益

Avg. Loss:1取引あたりの平均損失

CAGR:年平均成長率

Calmar ratio:最大利益から底をうつまでの程度の割合を評価

R Expectancy : R期待値

Sharp Ratioh:リスク1単位当たりの超過リターン

Stagnation:停滞期間