Strategy Tester Report
HPSS060_NML_D3
| 通貨ペア | USDJPY (United States Dollar vs. Japanese Yen) | ||||
| 期間 | 1分足(M1) 2008.02.01 00:00 - 2011.01.31 23:59 (2008.02.01 - 2011.02.01) | ||||
| モデル | Every tick (the most precise method based on all available least timeframes) | ||||
| パラメーター | ManualLots=0.01; LotManagement=true; CompoundInterest=false; CIStep=5850; SignalCounts=1; PipsKAIRI=500; SleepCandlesticks=1; StopTrades=12; StopLoss=true; AllCloseFunction=true; | ||||
| Bars in test | 1060101 | Ticks modelled | 39677673 | Modelling quality | 25.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 6015.21 | Gross profit | 6430.29 | Gross loss | -415.08 |
| Profit factor | 15.49 | Expected payoff | 98.61 | ||
| Absolute drawdown | 468.24 | Maximal drawdown | 1547.38 (11.84%) | Relative drawdown | 11.84% (1547.38) |
| Total trades | 61 | Short positions (won %) | 28 (92.86%) | Long positions (won %) | 33 (66.67%) |
| Profit trades (% of total) | 48 (78.69%) | Loss trades (% of total) | 13 (21.31%) | ||
| Largest | profit trade | 892.50 | loss trade | -68.65 | |
| Average | profit trade | 133.96 | loss trade | -31.93 | |
| Maximum | consecutive wins (profit in money) | 16 (1105.55) | consecutive losses (loss in money) | 5 (-243.70) | |
| Maximal | consecutive profit (count of wins) | 3215.50 (9) | consecutive loss (count of losses) | -243.70 (5) | |
| Average | consecutive wins | 8 | consecutive losses | 3 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | Price | S/L:決済逆指値 | T/P:決済指値 | 損益 | Balance |
| 1 | 2008.02.14 21:00 | sell | 1 | 0.01 | 107.920 | 0.000 | 0.000 | ||
| 2 | 2008.03.03 15:00 | close | 1 | 0.01 | 103.131 | 0.000 | 0.000 | 46.13 | 10046.13 |
| 3 | 2008.03.03 15:00 | buy | 2 | 0.01 | 103.131 | 0.000 | 0.000 | ||
| 4 | 2008.03.10 16:00 | buy | 3 | 0.02 | 102.261 | 0.000 | 0.000 | ||
| 5 | 2008.03.14 07:00 | buy | 4 | 0.03 | 100.521 | 0.000 | 0.000 | ||
| 6 | 2008.03.17 08:00 | buy | 5 | 0.04 | 97.091 | 0.000 | 0.000 | ||
| 7 | 2008.04.09 21:00 | close | 5 | 0.04 | 101.670 | 0.000 | 0.000 | 180.15 | 10226.28 |
| 8 | 2008.04.09 21:00 | close | 4 | 0.03 | 101.670 | 0.000 | 0.000 | 33.90 | 10260.18 |
| 9 | 2008.04.09 21:00 | close | 3 | 0.02 | 101.670 | 0.000 | 0.000 | -11.63 | 10248.55 |
| 10 | 2008.04.09 21:00 | close | 2 | 0.01 | 101.670 | 0.000 | 0.000 | -14.37 | 10234.18 |
| 11 | 2008.04.09 21:00 | sell | 6 | 0.01 | 101.670 | 0.000 | 0.000 | ||
| 12 | 2008.04.28 13:00 | sell | 7 | 0.02 | 104.450 | 0.000 | 0.000 | ||
| 13 | 2008.05.05 17:00 | sell | 8 | 0.03 | 105.230 | 0.000 | 0.000 | ||
| 14 | 2008.06.11 08:00 | sell | 9 | 0.04 | 107.677 | 0.000 | 0.000 | ||
| 15 | 2008.06.13 14:00 | sell | 10 | 0.05 | 108.290 | 0.000 | 0.000 | ||
| 16 | 2008.08.07 04:00 | sell | 11 | 0.06 | 109.380 | 0.000 | 0.000 | ||
| 17 | 2008.08.11 06:00 | sell | 12 | 0.07 | 109.930 | 0.000 | 0.000 | ||
| 18 | 2008.10.24 00:00 | close | 12 | 0.07 | 97.371 | 0.000 | 0.000 | 892.50 | 11126.67 |
| 19 | 2008.10.24 00:00 | close | 11 | 0.06 | 97.371 | 0.000 | 0.000 | 730.86 | 11857.54 |
| 20 | 2008.10.24 00:00 | close | 10 | 0.05 | 97.371 | 0.000 | 0.000 | 547.72 | 12405.26 |
| 21 | 2008.10.24 00:00 | close | 9 | 0.04 | 97.371 | 0.000 | 0.000 | 412.68 | 12817.94 |
| 22 | 2008.10.24 00:00 | close | 8 | 0.03 | 97.371 | 0.000 | 0.000 | 231.96 | 13049.91 |
| 23 | 2008.10.24 00:00 | close | 7 | 0.02 | 97.371 | 0.000 | 0.000 | 138.34 | 13188.25 |
| 24 | 2008.10.24 00:00 | close | 6 | 0.01 | 97.371 | 0.000 | 0.000 | 40.25 | 13228.50 |
| 25 | 2008.10.24 00:00 | buy | 13 | 0.01 | 97.371 | 0.000 | 0.000 | ||
| 26 | 2008.10.24 15:00 | buy | 14 | 0.02 | 92.481 | 0.000 | 0.000 | ||
| 27 | 2008.12.18 08:00 | buy | 15 | 0.03 | 87.891 | 0.000 | 0.000 | ||
| 28 | 2009.01.07 05:00 | close | 15 | 0.03 | 93.880 | 0.000 | 0.000 | 191.38 | 13419.88 |
| 29 | 2009.01.07 05:00 | close | 14 | 0.02 | 93.880 | 0.000 | 0.000 | 29.80 | 13449.68 |
| 30 | 2009.01.07 05:00 | close | 13 | 0.01 | 93.880 | 0.000 | 0.000 | -37.19 | 13412.49 |
| 31 | 2009.01.07 05:00 | sell | 16 | 0.01 | 93.880 | 0.000 | 0.000 | ||
| 32 | 2009.02.23 20:00 | sell | 17 | 0.02 | 94.640 | 0.000 | 0.000 | ||
| 33 | 2009.02.24 17:06 | sell | 18 | 0.03 | 96.510 | 0.000 | 0.000 | ||
| 34 | 2009.02.26 08:30 | sell | 19 | 0.04 | 97.850 | 0.000 | 0.000 | ||
| 35 | 2009.03.04 14:35 | sell | 20 | 0.05 | 99.324 | 0.000 | 0.000 | ||
| 36 | 2009.04.06 02:09 | sell | 21 | 0.06 | 100.510 | 0.000 | 0.000 | ||
| 37 | 2009.04.06 10:00 | sell | 22 | 0.07 | 101.170 | 0.000 | 0.000 | ||
| 38 | 2009.04.28 14:00 | close | 22 | 0.07 | 96.201 | 0.000 | 0.000 | 358.57 | 13771.05 |
| 39 | 2009.04.28 14:00 | close | 21 | 0.06 | 96.201 | 0.000 | 0.000 | 266.18 | 14037.23 |
| 40 | 2009.04.28 14:00 | close | 20 | 0.05 | 96.201 | 0.000 | 0.000 | 156.96 | 14194.19 |
| 41 | 2009.04.28 14:00 | close | 19 | 0.04 | 96.201 | 0.000 | 0.000 | 63.96 | 14258.14 |
| 42 | 2009.04.28 14:00 | close | 18 | 0.03 | 96.201 | 0.000 | 0.000 | 5.95 | 14264.10 |
| 43 | 2009.04.28 14:00 | close | 17 | 0.02 | 96.201 | 0.000 | 0.000 | -34.95 | 14229.15 |
| 44 | 2009.04.28 14:00 | close | 16 | 0.01 | 96.201 | 0.000 | 0.000 | -26.29 | 14202.86 |
| 45 | 2009.04.28 14:00 | buy | 23 | 0.01 | 96.201 | 0.000 | 0.000 | ||
| 46 | 2009.05.15 16:00 | buy | 24 | 0.02 | 95.411 | 0.000 | 0.000 | ||
| 47 | 2009.05.18 10:00 | buy | 25 | 0.03 | 94.901 | 0.000 | 0.000 | ||
| 48 | 2009.05.22 09:00 | buy | 26 | 0.04 | 94.191 | 0.000 | 0.000 | ||
| 49 | 2009.06.09 08:00 | close | 26 | 0.04 | 98.100 | 0.000 | 0.000 | 159.39 | 14362.25 |
| 50 | 2009.06.09 08:00 | close | 25 | 0.03 | 98.100 | 0.000 | 0.000 | 97.83 | 14460.08 |
| 51 | 2009.06.09 08:00 | close | 24 | 0.02 | 98.100 | 0.000 | 0.000 | 54.82 | 14514.90 |
| 52 | 2009.06.09 08:00 | close | 23 | 0.01 | 98.100 | 0.000 | 0.000 | 19.36 | 14534.26 |
| 53 | 2009.06.09 08:00 | sell | 27 | 0.01 | 98.100 | 0.000 | 0.000 | ||
| 54 | 2009.07.08 21:00 | close | 27 | 0.01 | 92.751 | 0.000 | 0.000 | 57.10 | 14591.36 |
| 55 | 2009.07.08 21:00 | buy | 28 | 0.01 | 92.751 | 0.000 | 0.000 | ||
| 56 | 2009.08.10 04:00 | close | 28 | 0.01 | 97.170 | 0.000 | 0.000 | 45.48 | 14636.84 |
| 57 | 2009.08.10 04:00 | sell | 29 | 0.01 | 97.170 | 0.000 | 0.000 | ||
| 58 | 2009.08.21 10:00 | close | 29 | 0.01 | 93.991 | 0.000 | 0.000 | 33.57 | 14670.41 |
| 59 | 2009.08.21 10:00 | buy | 30 | 0.01 | 93.991 | 0.000 | 0.000 | ||
| 60 | 2009.08.31 13:00 | buy | 31 | 0.02 | 93.001 | 0.000 | 0.000 | ||
| 61 | 2009.09.03 09:00 | buy | 32 | 0.03 | 92.391 | 0.000 | 0.000 | ||
| 62 | 2009.09.11 09:00 | buy | 33 | 0.04 | 91.152 | 0.000 | 0.000 | ||
| 63 | 2009.09.14 00:02 | buy | 34 | 0.05 | 90.311 | 0.000 | 0.000 | ||
| 64 | 2009.10.09 04:00 | buy | 35 | 0.06 | 88.751 | 0.000 | 0.000 | ||
| 65 | 2009.10.26 00:01 | close | 35 | 0.06 | 92.140 | 0.000 | 0.000 | 220.69 | 14891.10 |
| 66 | 2009.10.26 00:01 | close | 34 | 0.05 | 92.140 | 0.000 | 0.000 | 99.25 | 14990.35 |
| 67 | 2009.10.26 00:01 | close | 33 | 0.04 | 92.140 | 0.000 | 0.000 | 42.89 | 15033.24 |
| 68 | 2009.10.26 00:01 | close | 32 | 0.03 | 92.140 | 0.000 | 0.000 | -8.17 | 15025.07 |
| 69 | 2009.10.26 00:01 | close | 31 | 0.02 | 92.140 | 0.000 | 0.000 | -18.69 | 15006.38 |
| 70 | 2009.10.26 00:01 | close | 30 | 0.01 | 92.140 | 0.000 | 0.000 | -20.09 | 14986.29 |
| 71 | 2009.10.26 00:01 | sell | 36 | 0.01 | 92.140 | 0.000 | 0.000 | ||
| 72 | 2009.11.17 17:00 | close | 36 | 0.01 | 89.301 | 0.000 | 0.000 | 31.36 | 15017.65 |
| 73 | 2009.11.17 17:00 | buy | 37 | 0.01 | 89.301 | 0.000 | 0.000 | ||
| 74 | 2009.11.24 22:00 | buy | 38 | 0.02 | 88.551 | 0.000 | 0.000 | ||
| 75 | 2009.11.26 09:00 | buy | 39 | 0.03 | 86.981 | 0.000 | 0.000 | ||
| 76 | 2009.11.27 03:00 | buy | 40 | 0.04 | 86.191 | 0.000 | 0.000 | ||
| 77 | 2009.12.21 21:00 | close | 40 | 0.04 | 91.130 | 0.000 | 0.000 | 216.79 | 15234.44 |
| 78 | 2009.12.21 21:00 | close | 39 | 0.03 | 91.130 | 0.000 | 0.000 | 136.59 | 15371.03 |
| 79 | 2009.12.21 21:00 | close | 38 | 0.02 | 91.130 | 0.000 | 0.000 | 56.60 | 15427.63 |
| 80 | 2009.12.21 21:00 | close | 37 | 0.01 | 91.130 | 0.000 | 0.000 | 20.07 | 15447.70 |
| 81 | 2009.12.21 21:00 | sell | 41 | 0.01 | 91.130 | 0.000 | 0.000 | ||
| 82 | 2009.12.23 01:00 | sell | 42 | 0.02 | 91.810 | 0.000 | 0.000 | ||
| 83 | 2009.12.30 17:00 | sell | 43 | 0.03 | 92.490 | 0.000 | 0.000 | ||
| 84 | 2009.12.31 20:00 | sell | 44 | 0.04 | 93.140 | 0.000 | 0.000 | ||
| 85 | 2010.01.25 16:00 | close | 44 | 0.04 | 90.311 | 0.000 | 0.000 | 123.51 | 15571.21 |
| 86 | 2010.01.25 16:00 | close | 43 | 0.03 | 90.311 | 0.000 | 0.000 | 70.86 | 15642.07 |
| 87 | 2010.01.25 16:00 | close | 42 | 0.02 | 90.311 | 0.000 | 0.000 | 31.91 | 15673.98 |
| 88 | 2010.01.25 16:00 | close | 41 | 0.01 | 90.311 | 0.000 | 0.000 | 8.39 | 15682.37 |
| 89 | 2010.01.25 16:00 | buy | 45 | 0.01 | 90.311 | 0.000 | 0.000 | ||
| 90 | 2010.01.27 14:00 | buy | 46 | 0.02 | 89.571 | 0.000 | 0.000 | ||
| 91 | 2010.02.22 01:00 | close | 46 | 0.02 | 91.630 | 0.000 | 0.000 | 44.94 | 15727.31 |
| 92 | 2010.02.22 01:00 | close | 45 | 0.01 | 91.630 | 0.000 | 0.000 | 14.39 | 15741.70 |
| 93 | 2010.02.22 01:00 | sell | 47 | 0.01 | 91.630 | 0.000 | 0.000 | ||
| 94 | 2010.03.04 13:00 | close | 47 | 0.01 | 88.431 | 0.000 | 0.000 | 35.95 | 15777.64 |
| 95 | 2010.03.04 13:00 | buy | 48 | 0.01 | 88.431 | 0.000 | 0.000 | ||
| 96 | 2010.03.26 03:00 | close | 48 | 0.01 | 92.510 | 0.000 | 0.000 | 44.09 | 15821.73 |
| 97 | 2010.03.26 03:00 | sell | 49 | 0.01 | 92.510 | 0.000 | 0.000 | ||
| 98 | 2010.03.31 07:01 | sell | 50 | 0.02 | 93.491 | 0.000 | 0.000 | ||
| 99 | 2010.04.05 04:00 | sell | 51 | 0.03 | 94.360 | 0.000 | 0.000 | ||
| 100 | 2010.06.24 22:00 | close | 51 | 0.03 | 89.581 | 0.000 | 0.000 | 155.25 | 15976.99 |
| 101 | 2010.06.24 22:00 | close | 50 | 0.02 | 89.581 | 0.000 | 0.000 | 83.91 | 16060.89 |
| 102 | 2010.06.24 22:00 | close | 49 | 0.01 | 89.581 | 0.000 | 0.000 | 30.95 | 16091.84 |
| 103 | 2010.06.24 22:00 | buy | 52 | 0.01 | 89.581 | 0.000 | 0.000 | ||
| 104 | 2010.06.29 23:00 | buy | 53 | 0.02 | 88.581 | 0.000 | 0.000 | ||
| 105 | 2010.07.01 21:00 | buy | 54 | 0.03 | 87.661 | 0.000 | 0.000 | ||
| 106 | 2010.07.19 12:00 | buy | 55 | 0.04 | 86.951 | 0.000 | 0.000 | ||
| 107 | 2010.08.04 16:00 | buy | 56 | 0.05 | 85.771 | 0.000 | 0.000 | ||
| 108 | 2010.09.17 17:00 | close | 56 | 0.05 | 85.700 | 0.000 | 0.000 | -4.14 | 16087.70 |
| 109 | 2010.09.17 17:00 | close | 55 | 0.04 | 85.700 | 0.000 | 0.000 | -58.39 | 16029.31 |
| 110 | 2010.09.17 17:00 | close | 54 | 0.03 | 85.700 | 0.000 | 0.000 | -68.65 | 15960.66 |
| 111 | 2010.09.17 17:00 | close | 53 | 0.02 | 85.700 | 0.000 | 0.000 | -67.23 | 15893.43 |
| 112 | 2010.09.17 17:00 | close | 52 | 0.01 | 85.700 | 0.000 | 0.000 | -45.29 | 15848.14 |
| 113 | 2010.09.17 17:00 | sell | 57 | 0.01 | 85.700 | 0.000 | 0.000 | ||
| 114 | 2010.10.07 22:00 | close | 57 | 0.01 | 82.361 | 0.000 | 0.000 | 40.15 | 15888.29 |
| 115 | 2010.10.07 22:00 | buy | 58 | 0.01 | 82.361 | 0.000 | 0.000 | ||
| 116 | 2010.10.14 17:00 | buy | 59 | 0.02 | 81.551 | 0.000 | 0.000 | ||
| 117 | 2010.10.25 20:00 | buy | 60 | 0.03 | 80.741 | 0.000 | 0.000 | ||
| 118 | 2010.11.16 08:00 | close | 60 | 0.03 | 82.910 | 0.000 | 0.000 | 78.48 | 15966.77 |
| 119 | 2010.11.16 08:00 | close | 59 | 0.02 | 82.910 | 0.000 | 0.000 | 32.78 | 15999.55 |
| 120 | 2010.11.16 08:00 | close | 58 | 0.01 | 82.910 | 0.000 | 0.000 | 6.62 | 16006.17 |
| 121 | 2010.11.16 08:00 | sell | 61 | 0.01 | 82.910 | 0.000 | 0.000 | ||
| 122 | 2011.01.31 23:59 | close at stop | 61 | 0.01 | 82.047 | 0.000 | 0.000 | 9.04 | 16015.21 |