Strategy Tester Report
Inifnity_EURUSD_Long_Exp

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
Graph
# 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