通貨ペア | EURUSDFXF (Euro vs US Dollar) | ||||
期間 | 5分足(M5) 2011.01.10 13:35 - 2011.07.27 13:39 (2011.01.01 - 2012.01.01) | ||||
モデル | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
パラメーター | Lots=0.01; Slippage=5; SLpips2=50; TPpipsBuy=60; TPpipsBuy1=40; TPpipsBuyScal=25; TPpipsBuyNamp=100; TPprofit=35; SLpips=75; TPpipsSell=40; TPpipsSell1=35; TPpipsSell2=20; TPpips=65; std4HLevel=3; stdNowLevel=2; ProfitLockin=25; ProfitTake=5; SoundON=true; EmailON=true; MA_Method=0; PriceField=1; | ||||
Bars in test | 40991 | Ticks modelled | 81861 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 905.40 | Gross profit | 937.40 | Gross loss | -32.00 |
Profit factor | 29.29 | Expected payoff | 11.46 | ||
Absolute drawdown | 159.00 | Maximal drawdown | 374.40 (3.65%) | Relative drawdown | 3.65% (374.40) |
Total trades | 79 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 79 (89.87%) |
Profit trades (% of total) | 71 (89.87%) | Loss trades (% of total) | 8 (10.13%) | ||
Largest | profit trade | 25.60 | loss trade | -11.00 | |
Average | profit trade | 13.20 | loss trade | -4.00 | |
Maximum | consecutive wins (profit in money) | 40 (494.60) | consecutive losses (loss in money) | 3 (-6.00) | |
Maximal | consecutive profit (count of wins) | 494.60 (40) | consecutive loss (count of losses) | -11.00 (1) | |
Average | consecutive wins | 10 | consecutive losses | 1 |
# | 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 | 2011.01.13 03:45 | buy | 1 | 0.10 | 1.3129 | 0.0000 | 1.3154 | ||
2 | 2011.01.13 03:50 | buy | 2 | 0.10 | 1.3136 | 0.0000 | 1.3161 | ||
3 | 2011.01.13 03:55 | buy | 3 | 0.10 | 1.3137 | 0.0000 | 1.3162 | ||
4 | 2011.01.13 04:45 | close | 1 | 0.10 | 1.3139 | 0.0000 | 1.3154 | 10.00 | 10010.00 |
5 | 2011.01.13 04:45 | close | 2 | 0.10 | 1.3139 | 0.0000 | 1.3161 | 3.00 | 10013.00 |
6 | 2011.01.13 04:45 | close | 3 | 0.10 | 1.3139 | 0.0000 | 1.3162 | 2.00 | 10015.00 |
7 | 2011.01.13 09:50 | buy | 4 | 0.10 | 1.3133 | 0.0000 | 1.3158 | ||
8 | 2011.01.13 09:50 | buy | 5 | 0.10 | 1.3133 | 0.0000 | 1.3158 | ||
9 | 2011.01.13 09:55 | buy | 6 | 0.10 | 1.3134 | 0.0000 | 1.3159 | ||
10 | 2011.01.13 09:55 | buy | 7 | 0.10 | 1.3134 | 0.0000 | 1.3159 | ||
11 | 2011.01.13 18:15 | close | 4 | 0.10 | 1.3140 | 0.0000 | 1.3158 | 7.00 | 10022.00 |
12 | 2011.01.13 18:15 | close | 5 | 0.10 | 1.3140 | 0.0000 | 1.3158 | 7.00 | 10029.00 |
13 | 2011.01.13 18:15 | close | 6 | 0.10 | 1.3140 | 0.0000 | 1.3159 | 6.00 | 10035.00 |
14 | 2011.01.13 18:15 | close | 7 | 0.10 | 1.3140 | 0.0000 | 1.3159 | 6.00 | 10041.00 |
15 | 2011.01.14 07:15 | buy | 8 | 0.10 | 1.3364 | 0.0000 | 1.3389 | ||
16 | 2011.01.14 07:20 | buy | 9 | 0.10 | 1.3363 | 0.0000 | 1.3388 | ||
17 | 2011.01.14 07:25 | buy | 10 | 0.10 | 1.3363 | 0.0000 | 1.3388 | ||
18 | 2011.01.14 16:25 | t/p | 9 | 0.10 | 1.3388 | 0.0000 | 1.3388 | 25.00 | 10066.00 |
19 | 2011.01.14 16:25 | t/p | 10 | 0.10 | 1.3388 | 0.0000 | 1.3388 | 25.00 | 10091.00 |
20 | 2011.01.14 16:30 | close | 8 | 0.10 | 1.3371 | 0.0000 | 1.3389 | 7.00 | 10098.00 |
21 | 2011.02.18 04:15 | buy | 11 | 0.10 | 1.3598 | 0.0000 | 1.3623 | ||
22 | 2011.02.18 04:25 | buy | 12 | 0.10 | 1.3601 | 0.0000 | 1.3626 | ||
23 | 2011.02.18 06:45 | buy | 13 | 0.10 | 1.3608 | 0.0000 | 1.3633 | ||
24 | 2011.02.18 06:50 | buy | 14 | 0.10 | 1.3611 | 0.0000 | 1.3636 | ||
25 | 2011.02.18 08:10 | buy | 15 | 0.10 | 1.3608 | 0.0000 | 1.3633 | ||
26 | 2011.02.18 08:30 | close | 11 | 0.10 | 1.3615 | 0.0000 | 1.3623 | 17.00 | 10115.00 |
27 | 2011.02.18 08:30 | close | 12 | 0.10 | 1.3615 | 0.0000 | 1.3626 | 14.00 | 10129.00 |
28 | 2011.02.18 08:30 | close | 13 | 0.10 | 1.3615 | 0.0000 | 1.3633 | 7.00 | 10136.00 |
29 | 2011.02.18 08:30 | close | 14 | 0.10 | 1.3615 | 0.0000 | 1.3636 | 4.00 | 10140.00 |
30 | 2011.02.18 08:30 | close | 15 | 0.10 | 1.3615 | 0.0000 | 1.3633 | 7.00 | 10147.00 |
31 | 2011.02.21 10:10 | buy | 16 | 0.10 | 1.3687 | 0.0000 | 1.3712 | ||
32 | 2011.02.21 18:15 | close | 16 | 0.10 | 1.3691 | 0.0000 | 1.3712 | 4.00 | 10151.00 |
33 | 2011.02.23 04:55 | buy | 17 | 0.10 | 1.3656 | 0.0000 | 1.3681 | ||
34 | 2011.02.23 06:05 | buy | 18 | 0.10 | 1.3655 | 0.0000 | 1.3680 | ||
35 | 2011.02.23 06:10 | buy | 19 | 0.10 | 1.3656 | 0.0000 | 1.3681 | ||
36 | 2011.02.23 07:20 | buy | 20 | 0.10 | 1.3657 | 0.0000 | 1.3682 | ||
37 | 2011.02.23 07:25 | buy | 21 | 0.10 | 1.3660 | 0.0000 | 1.3685 | ||
38 | 2011.02.23 07:25 | buy | 22 | 0.10 | 1.3660 | 0.0000 | 1.3685 | ||
39 | 2011.02.23 08:15 | close | 17 | 0.10 | 1.3668 | 0.0000 | 1.3681 | 12.00 | 10163.00 |
40 | 2011.02.23 08:15 | close | 18 | 0.10 | 1.3668 | 0.0000 | 1.3680 | 13.00 | 10176.00 |
41 | 2011.02.23 08:15 | close | 19 | 0.10 | 1.3668 | 0.0000 | 1.3681 | 12.00 | 10188.00 |
42 | 2011.02.23 08:15 | close | 20 | 0.10 | 1.3668 | 0.0000 | 1.3682 | 11.00 | 10199.00 |
43 | 2011.02.23 08:15 | close | 21 | 0.10 | 1.3668 | 0.0000 | 1.3685 | 8.00 | 10207.00 |
44 | 2011.02.23 08:15 | close | 22 | 0.10 | 1.3668 | 0.0000 | 1.3685 | 8.00 | 10215.00 |
45 | 2011.02.25 04:50 | buy | 23 | 0.10 | 1.3800 | 0.0000 | 1.3825 | ||
46 | 2011.02.25 08:30 | close | 23 | 0.10 | 1.3814 | 0.0000 | 1.3825 | 14.00 | 10229.00 |
47 | 2011.03.16 06:40 | buy | 24 | 0.10 | 1.4001 | 0.0000 | 1.4026 | ||
48 | 2011.03.16 08:05 | buy | 25 | 0.10 | 1.3980 | 0.0000 | 1.4005 | ||
49 | 2011.03.16 08:10 | buy | 26 | 0.10 | 1.3984 | 0.0000 | 1.4009 | ||
50 | 2011.03.16 10:20 | buy | 27 | 0.10 | 1.3972 | 0.0000 | 1.3997 | ||
51 | 2011.03.16 16:10 | t/p | 27 | 0.10 | 1.3997 | 0.0000 | 1.3997 | 25.00 | 10254.00 |
52 | 2011.03.17 18:45 | t/p | 25 | 0.10 | 1.4005 | 0.0000 | 1.4005 | 25.20 | 10279.20 |
53 | 2011.03.17 18:45 | t/p | 26 | 0.10 | 1.4009 | 0.0000 | 1.4009 | 25.20 | 10304.40 |
54 | 2011.03.17 18:45 | close | 24 | 0.10 | 1.4019 | 0.0000 | 1.4026 | 18.20 | 10322.60 |
55 | 2011.03.18 12:15 | buy | 28 | 0.10 | 1.4070 | 0.0000 | 1.4095 | ||
56 | 2011.03.18 12:25 | buy | 29 | 0.10 | 1.4076 | 0.0000 | 1.4101 | ||
57 | 2011.03.18 12:45 | close | 28 | 0.10 | 1.4079 | 0.0000 | 1.4095 | 9.00 | 10331.60 |
58 | 2011.03.18 12:45 | close | 29 | 0.10 | 1.4079 | 0.0000 | 1.4101 | 3.00 | 10334.60 |
59 | 2011.04.04 08:20 | buy | 30 | 0.10 | 1.4235 | 0.0000 | 1.4260 | ||
60 | 2011.04.04 08:20 | buy | 31 | 0.10 | 1.4235 | 0.0000 | 1.4260 | ||
61 | 2011.04.04 08:25 | buy | 32 | 0.10 | 1.4238 | 0.0000 | 1.4263 | ||
62 | 2011.04.04 08:25 | buy | 33 | 0.10 | 1.4238 | 0.0000 | 1.4263 | ||
63 | 2011.04.04 09:25 | t/p | 30 | 0.10 | 1.4260 | 0.0000 | 1.4260 | 25.00 | 10359.60 |
64 | 2011.04.04 09:25 | t/p | 31 | 0.10 | 1.4260 | 0.0000 | 1.4260 | 25.00 | 10384.60 |
65 | 2011.04.04 09:25 | t/p | 32 | 0.10 | 1.4263 | 0.0000 | 1.4263 | 25.00 | 10409.60 |
66 | 2011.04.04 09:25 | t/p | 33 | 0.10 | 1.4263 | 0.0000 | 1.4263 | 25.00 | 10434.60 |
67 | 2011.04.06 11:05 | buy | 34 | 0.10 | 1.4262 | 0.0000 | 1.4287 | ||
68 | 2011.04.06 11:05 | buy | 35 | 0.10 | 1.4262 | 0.0000 | 1.4287 | ||
69 | 2011.04.06 15:00 | buy | 36 | 0.10 | 1.4268 | 0.0000 | 1.4293 | ||
70 | 2011.04.06 15:00 | buy | 37 | 0.10 | 1.4268 | 0.0000 | 1.4293 | ||
71 | 2011.04.06 15:30 | close | 34 | 0.10 | 1.4270 | 0.0000 | 1.4287 | 8.00 | 10442.60 |
72 | 2011.04.06 15:30 | close | 35 | 0.10 | 1.4270 | 0.0000 | 1.4287 | 8.00 | 10450.60 |
73 | 2011.04.06 15:30 | close | 36 | 0.10 | 1.4270 | 0.0000 | 1.4293 | 2.00 | 10452.60 |
74 | 2011.04.06 15:30 | close | 37 | 0.10 | 1.4270 | 0.0000 | 1.4293 | 2.00 | 10454.60 |
75 | 2011.04.25 19:00 | buy | 38 | 0.10 | 1.4603 | 0.0000 | 1.4628 | ||
76 | 2011.04.25 19:00 | buy | 39 | 0.10 | 1.4603 | 0.0000 | 1.4628 | ||
77 | 2011.04.25 19:50 | buy | 40 | 0.10 | 1.4599 | 0.0000 | 1.4624 | ||
78 | 2011.04.25 20:15 | buy | 41 | 0.10 | 1.4617 | 0.0000 | 1.4642 | ||
79 | 2011.04.25 20:15 | buy | 42 | 0.10 | 1.4617 | 0.0000 | 1.4642 | ||
80 | 2011.04.25 20:15 | buy | 43 | 0.10 | 1.4617 | 0.0000 | 1.4642 | ||
81 | 2011.04.25 20:15 | close | 38 | 0.10 | 1.4615 | 0.0000 | 1.4628 | 12.00 | 10466.60 |
82 | 2011.04.25 20:15 | close | 39 | 0.10 | 1.4615 | 0.0000 | 1.4628 | 12.00 | 10478.60 |
83 | 2011.04.25 20:15 | close | 40 | 0.10 | 1.4615 | 0.0000 | 1.4624 | 16.00 | 10494.60 |
84 | 2011.04.25 20:15 | close | 41 | 0.10 | 1.4615 | 0.0000 | 1.4642 | -2.00 | 10492.60 |
85 | 2011.04.25 20:15 | close | 42 | 0.10 | 1.4615 | 0.0000 | 1.4642 | -2.00 | 10490.60 |
86 | 2011.04.25 20:15 | close | 43 | 0.10 | 1.4615 | 0.0000 | 1.4642 | -2.00 | 10488.60 |
87 | 2011.04.26 20:45 | buy | 44 | 0.10 | 1.4612 | 0.0000 | 1.4637 | ||
88 | 2011.04.26 20:50 | buy | 45 | 0.10 | 1.4608 | 0.0000 | 1.4633 | ||
89 | 2011.04.26 21:40 | t/p | 45 | 0.10 | 1.4633 | 0.0000 | 1.4633 | 25.00 | 10513.60 |
90 | 2011.04.26 21:45 | t/p | 44 | 0.10 | 1.4637 | 0.0000 | 1.4637 | 25.00 | 10538.60 |
91 | 2011.05.18 09:50 | buy | 46 | 0.10 | 1.4260 | 0.0000 | 1.4285 | ||
92 | 2011.05.18 09:55 | buy | 47 | 0.10 | 1.4252 | 0.0000 | 1.4277 | ||
93 | 2011.05.18 11:15 | buy | 48 | 0.10 | 1.4258 | 0.0000 | 1.4283 | ||
94 | 2011.05.18 11:25 | buy | 49 | 0.10 | 1.4272 | 0.0000 | 1.4297 | ||
95 | 2011.05.18 12:10 | t/p | 47 | 0.10 | 1.4277 | 0.0000 | 1.4277 | 25.00 | 10563.60 |
96 | 2011.05.18 12:15 | close | 46 | 0.10 | 1.4278 | 0.0000 | 1.4285 | 18.00 | 10581.60 |
97 | 2011.05.18 12:15 | close | 48 | 0.10 | 1.4278 | 0.0000 | 1.4283 | 20.00 | 10601.60 |
98 | 2011.05.18 12:15 | close | 49 | 0.10 | 1.4278 | 0.0000 | 1.4297 | 6.00 | 10607.60 |
99 | 2011.05.19 09:25 | buy | 50 | 0.10 | 1.4275 | 0.0000 | 1.4300 | ||
100 | 2011.05.19 11:15 | buy | 51 | 0.10 | 1.4299 | 0.0000 | 1.4324 | ||
101 | 2011.05.19 11:15 | close | 50 | 0.10 | 1.4297 | 0.0000 | 1.4300 | 22.00 | 10629.60 |
102 | 2011.05.19 11:15 | close | 51 | 0.10 | 1.4297 | 0.0000 | 1.4324 | -2.00 | 10627.60 |
103 | 2011.05.20 09:00 | buy | 52 | 0.10 | 1.4326 | 0.0000 | 1.4351 | ||
104 | 2011.05.20 10:45 | buy | 53 | 0.10 | 1.4307 | 0.0000 | 1.4332 | ||
105 | 2011.05.20 13:55 | buy | 54 | 0.10 | 1.4315 | 0.0000 | 1.4340 | ||
106 | 2011.05.20 16:50 | t/p | 53 | 0.10 | 1.4332 | 0.0000 | 1.4332 | 25.00 | 10652.60 |
107 | 2011.05.20 16:55 | t/p | 54 | 0.10 | 1.4340 | 0.0000 | 1.4340 | 25.00 | 10677.60 |
108 | 2011.05.20 17:00 | close | 52 | 0.10 | 1.4337 | 0.0000 | 1.4351 | 11.00 | 10688.60 |
109 | 2011.05.26 22:50 | buy | 55 | 0.10 | 1.4199 | 0.0000 | 1.4224 | ||
110 | 2011.05.27 12:15 | t/p | 55 | 0.10 | 1.4224 | 0.0000 | 1.4224 | 25.60 | 10714.20 |
111 | 2011.05.31 09:45 | buy | 56 | 0.10 | 1.4376 | 0.0000 | 1.4401 | ||
112 | 2011.05.31 09:45 | buy | 57 | 0.10 | 1.4376 | 0.0000 | 1.4401 | ||
113 | 2011.05.31 10:45 | close | 56 | 0.10 | 1.4391 | 0.0000 | 1.4401 | 15.00 | 10729.20 |
114 | 2011.05.31 10:45 | close | 57 | 0.10 | 1.4391 | 0.0000 | 1.4401 | 15.00 | 10744.20 |
115 | 2011.06.03 01:00 | buy | 58 | 0.10 | 1.4427 | 0.0000 | 1.4452 | ||
116 | 2011.06.03 01:00 | buy | 59 | 0.10 | 1.4427 | 0.0000 | 1.4452 | ||
117 | 2011.06.03 01:10 | buy | 60 | 0.10 | 1.4426 | 0.0000 | 1.4451 | ||
118 | 2011.06.03 01:30 | close | 58 | 0.10 | 1.4438 | 0.0000 | 1.4452 | 11.00 | 10755.20 |
119 | 2011.06.03 01:30 | close | 59 | 0.10 | 1.4438 | 0.0000 | 1.4452 | 11.00 | 10766.20 |
120 | 2011.06.03 01:30 | close | 60 | 0.10 | 1.4438 | 0.0000 | 1.4451 | 12.00 | 10778.20 |
121 | 2011.06.29 02:05 | buy | 61 | 0.10 | 1.4362 | 0.0000 | 1.4387 | ||
122 | 2011.06.29 07:35 | buy | 62 | 0.10 | 1.4366 | 0.0000 | 1.4391 | ||
123 | 2011.06.29 08:30 | buy | 63 | 0.10 | 1.4357 | 0.0000 | 1.4382 | ||
124 | 2011.06.29 14:45 | close | 61 | 0.10 | 1.4377 | 0.0000 | 1.4387 | 15.00 | 10793.20 |
125 | 2011.06.29 14:45 | close | 62 | 0.10 | 1.4377 | 0.0000 | 1.4391 | 11.00 | 10804.20 |
126 | 2011.06.29 14:45 | close | 63 | 0.10 | 1.4377 | 0.0000 | 1.4382 | 20.00 | 10824.20 |
127 | 2011.06.30 14:00 | buy | 64 | 0.10 | 1.4514 | 0.0000 | 1.4539 | ||
128 | 2011.06.30 14:05 | buy | 65 | 0.10 | 1.4514 | 0.0000 | 1.4539 | ||
129 | 2011.06.30 15:40 | buy | 66 | 0.10 | 1.4496 | 0.0000 | 1.4521 | ||
130 | 2011.06.30 16:25 | t/p | 66 | 0.10 | 1.4521 | 0.0000 | 1.4521 | 25.00 | 10849.20 |
131 | 2011.07.01 00:15 | close | 64 | 0.10 | 1.4522 | 0.0000 | 1.4539 | 8.60 | 10857.80 |
132 | 2011.07.01 00:15 | close | 65 | 0.10 | 1.4522 | 0.0000 | 1.4539 | 8.60 | 10866.40 |
133 | 2011.07.20 18:35 | buy | 67 | 0.10 | 1.4205 | 0.0000 | 1.4230 | ||
134 | 2011.07.20 18:40 | buy | 68 | 0.10 | 1.4204 | 0.0000 | 1.4229 | ||
135 | 2011.07.20 18:45 | buy | 69 | 0.10 | 1.4208 | 0.0000 | 1.4233 | ||
136 | 2011.07.20 18:50 | buy | 70 | 0.10 | 1.4205 | 0.0000 | 1.4230 | ||
137 | 2011.07.20 18:55 | buy | 71 | 0.10 | 1.4214 | 0.0000 | 1.4239 | ||
138 | 2011.07.20 19:15 | close | 67 | 0.10 | 1.4206 | 0.0000 | 1.4230 | 1.00 | 10867.40 |
139 | 2011.07.20 19:15 | close | 68 | 0.10 | 1.4206 | 0.0000 | 1.4229 | 2.00 | 10869.40 |
140 | 2011.07.20 19:15 | close | 69 | 0.10 | 1.4206 | 0.0000 | 1.4233 | -2.00 | 10867.40 |
141 | 2011.07.20 19:15 | close | 70 | 0.10 | 1.4206 | 0.0000 | 1.4230 | 1.00 | 10868.40 |
142 | 2011.07.20 19:15 | close | 71 | 0.10 | 1.4206 | 0.0000 | 1.4239 | -8.00 | 10860.40 |
143 | 2011.07.21 09:50 | buy | 72 | 0.10 | 1.4259 | 0.0000 | 1.4284 | ||
144 | 2011.07.21 10:30 | buy | 73 | 0.10 | 1.4264 | 0.0000 | 1.4289 | ||
145 | 2011.07.21 10:35 | buy | 74 | 0.10 | 1.4265 | 0.0000 | 1.4290 | ||
146 | 2011.07.21 10:40 | buy | 75 | 0.10 | 1.4263 | 0.0000 | 1.4288 | ||
147 | 2011.07.21 15:10 | buy | 76 | 0.10 | 1.4274 | 0.0000 | 1.4299 | ||
148 | 2011.07.21 15:15 | close | 72 | 0.10 | 1.4271 | 0.0000 | 1.4284 | 12.00 | 10872.40 |
149 | 2011.07.21 15:15 | close | 73 | 0.10 | 1.4271 | 0.0000 | 1.4289 | 7.00 | 10879.40 |
150 | 2011.07.21 15:15 | close | 74 | 0.10 | 1.4271 | 0.0000 | 1.4290 | 6.00 | 10885.40 |
151 | 2011.07.21 15:15 | close | 75 | 0.10 | 1.4271 | 0.0000 | 1.4288 | 8.00 | 10893.40 |
152 | 2011.07.21 15:15 | close | 76 | 0.10 | 1.4271 | 0.0000 | 1.4299 | -3.00 | 10890.40 |
153 | 2011.07.22 07:55 | buy | 77 | 0.10 | 1.4418 | 0.0000 | 1.4443 | ||
154 | 2011.07.22 08:45 | buy | 78 | 0.10 | 1.4406 | 0.0000 | 1.4431 | ||
155 | 2011.07.22 11:40 | buy | 79 | 0.10 | 1.4394 | 0.0000 | 1.4419 | ||
156 | 2011.07.22 15:55 | t/p | 79 | 0.10 | 1.4419 | 0.0000 | 1.4419 | 25.00 | 10915.40 |
157 | 2011.07.22 16:00 | close | 77 | 0.10 | 1.4407 | 0.0000 | 1.4443 | -11.00 | 10904.40 |
158 | 2011.07.22 16:00 | close | 78 | 0.10 | 1.4407 | 0.0000 | 1.4431 | 1.00 | 10905.40 |