Strategy Tester Report
Infinity_EURJPY_LongReverse_Exp

通貨ペア EURJPY (Euro vs Japanese Yen)
期間 5分足(M5) 2011.01.10 14:25 - 2011.08.10 08:44 (2011.01.01 - 2011.12.30)
モデル Open prices only (only for Expert Advisors that explicitly control bar opening)
パラメーター TPpipsBuy=30; SoundON=true; EmailON=true; MA_Method=0; PriceField=1;
Bars in test 21057 Ticks modelled 42010 Modelling quality n/a
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 2430.00 Gross profit 2462.45 Gross loss -32.45
Profit factor 75.88 Expected payoff 34.71
Absolute drawdown 158.32 Maximal drawdown 591.92 (4.99%) Relative drawdown 4.99% (591.92)
Total trades 70 Short positions (won %) 0 (0.00%) Long positions (won %) 70 (94.29%)
Profit trades (% of total) 66 (94.29%) Loss trades (% of total) 4 (5.71%)
Largest profit trade 40.11 loss trade -11.68
Average profit trade 37.31 loss trade -8.11
Maximum consecutive wins (profit in money) 55 (2070.44) consecutive losses (loss in money) 4 (-32.45)
Maximal consecutive profit (count of wins) 2070.44 (55) consecutive loss (count of losses) -32.45 (4)
Average consecutive wins 33 consecutive losses 4
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 2011.05.30 22:15 buy 1 0.10 115.47 0.00 115.77
2 2011.05.30 22:20 buy 2 0.10 115.47 0.00 115.77
3 2011.05.30 22:25 buy 3 0.10 115.48 0.00 115.78
4 2011.05.30 22:30 buy 4 0.10 115.51 0.00 115.81
5 2011.05.30 22:35 buy 5 0.10 115.51 0.00 115.81
6 2011.05.30 22:40 buy 6 0.10 115.52 0.00 115.82
7 2011.05.30 22:45 buy 7 0.10 115.55 0.00 115.85
8 2011.05.30 22:50 buy 8 0.10 115.56 0.00 115.86
9 2011.05.30 22:55 buy 9 0.10 115.50 0.00 115.80
10 2011.05.30 23:00 buy 10 0.10 115.45 0.00 115.75
11 2011.05.31 07:30 t/p 10 0.10 115.75 0.00 115.75 39.33 10039.33
12 2011.05.31 08:00 t/p 1 0.10 115.77 0.00 115.77 39.33 10078.66
13 2011.05.31 08:00 t/p 2 0.10 115.77 0.00 115.77 39.33 10117.99
14 2011.05.31 08:00 t/p 3 0.10 115.78 0.00 115.78 39.33 10157.32
15 2011.05.31 08:00 t/p 4 0.10 115.81 0.00 115.81 39.33 10196.65
16 2011.05.31 08:00 t/p 5 0.10 115.81 0.00 115.81 39.33 10235.98
17 2011.05.31 08:00 t/p 6 0.10 115.82 0.00 115.82 39.33 10275.31
18 2011.05.31 08:00 t/p 9 0.10 115.80 0.00 115.80 39.33 10314.64
19 2011.05.31 08:05 t/p 7 0.10 115.85 0.00 115.85 39.33 10353.96
20 2011.05.31 08:05 t/p 8 0.10 115.86 0.00 115.86 39.33 10393.29
21 2011.06.02 20:30 buy 11 0.10 116.96 0.00 117.26
22 2011.06.02 20:35 buy 12 0.10 116.82 0.00 117.12
23 2011.06.02 20:40 buy 13 0.10 116.77 0.00 117.07
24 2011.06.02 20:45 buy 14 0.10 116.79 0.00 117.09
25 2011.06.02 20:50 buy 15 0.10 116.84 0.00 117.14
26 2011.06.02 20:55 buy 16 0.10 116.77 0.00 117.07
27 2011.06.02 21:00 buy 17 0.10 116.72 0.00 117.02
28 2011.06.02 21:05 buy 18 0.10 116.79 0.00 117.09
29 2011.06.02 21:10 buy 19 0.10 116.74 0.00 117.04
30 2011.06.02 21:15 buy 20 0.10 116.61 0.00 116.91
31 2011.06.02 22:35 t/p 20 0.10 116.91 0.00 116.91 38.94 10432.23
32 2011.06.03 01:50 t/p 13 0.10 117.07 0.00 117.07 40.11 10472.34
33 2011.06.03 01:50 t/p 14 0.10 117.09 0.00 117.09 40.11 10512.45
34 2011.06.03 01:50 t/p 16 0.10 117.07 0.00 117.07 40.11 10552.56
35 2011.06.03 01:50 t/p 17 0.10 117.02 0.00 117.02 40.11 10592.67
36 2011.06.03 01:50 t/p 18 0.10 117.09 0.00 117.09 40.11 10632.78
37 2011.06.03 01:50 t/p 19 0.10 117.04 0.00 117.04 40.11 10672.88
38 2011.06.03 01:55 t/p 12 0.10 117.12 0.00 117.12 40.11 10712.99
39 2011.06.03 02:05 t/p 15 0.10 117.14 0.00 117.14 40.11 10753.10
40 2011.06.03 02:30 t/p 11 0.10 117.26 0.00 117.26 40.11 10793.21
41 2011.06.14 11:30 buy 21 0.10 115.60 0.00 115.90
42 2011.06.14 11:35 buy 22 0.10 115.61 0.00 115.91
43 2011.06.14 11:40 buy 23 0.10 115.61 0.00 115.91
44 2011.06.14 11:45 buy 24 0.10 115.62 0.00 115.92
45 2011.06.14 11:50 buy 25 0.10 115.66 0.00 115.96
46 2011.06.14 11:55 buy 26 0.10 115.59 0.00 115.89
47 2011.06.14 12:00 buy 27 0.10 115.66 0.00 115.96
48 2011.06.14 12:05 buy 28 0.10 115.65 0.00 115.95
49 2011.06.14 12:10 buy 29 0.10 115.69 0.00 115.99
50 2011.06.14 12:15 buy 30 0.10 115.65 0.00 115.95
51 2011.06.14 12:50 t/p 26 0.10 115.89 0.00 115.89 38.94 10832.15
52 2011.06.14 14:20 t/p 21 0.10 115.90 0.00 115.90 38.94 10871.09
53 2011.06.14 14:20 t/p 22 0.10 115.91 0.00 115.91 38.94 10910.03
54 2011.06.14 14:20 t/p 23 0.10 115.91 0.00 115.91 38.94 10948.97
55 2011.06.14 14:20 t/p 24 0.10 115.92 0.00 115.92 38.94 10987.91
56 2011.06.14 14:20 t/p 28 0.10 115.95 0.00 115.95 38.94 11026.85
57 2011.06.14 14:20 t/p 30 0.10 115.95 0.00 115.95 38.94 11065.79
58 2011.06.14 14:25 t/p 25 0.10 115.96 0.00 115.96 38.94 11104.73
59 2011.06.14 14:25 t/p 27 0.10 115.96 0.00 115.96 38.94 11143.67
60 2011.06.14 14:25 t/p 29 0.10 115.99 0.00 115.99 38.95 11182.62
61 2011.06.27 18:00 buy 31 0.10 114.59 0.00 114.89
62 2011.06.27 18:05 buy 32 0.10 114.63 0.00 114.93
63 2011.06.27 18:10 buy 33 0.10 114.64 0.00 114.94
64 2011.06.27 18:15 buy 34 0.10 114.62 0.00 114.92
65 2011.06.27 18:20 buy 35 0.10 114.60 0.00 114.90
66 2011.06.27 18:25 buy 36 0.10 114.74 0.00 115.04
67 2011.06.27 18:30 buy 37 0.10 114.65 0.00 114.95
68 2011.06.27 18:35 buy 38 0.10 114.62 0.00 114.92
69 2011.06.27 18:40 buy 39 0.10 114.65 0.00 114.95
70 2011.06.27 18:45 buy 40 0.10 114.68 0.00 114.98
71 2011.06.27 22:45 t/p 31 0.10 114.89 0.00 114.89 38.94 11221.56
72 2011.06.27 22:45 t/p 32 0.10 114.93 0.00 114.93 38.94 11260.50
73 2011.06.27 22:45 t/p 33 0.10 114.94 0.00 114.94 38.94 11299.44
74 2011.06.27 22:45 t/p 34 0.10 114.92 0.00 114.92 38.94 11338.38
75 2011.06.27 22:45 t/p 35 0.10 114.90 0.00 114.90 38.94 11377.32
76 2011.06.27 22:45 t/p 38 0.10 114.92 0.00 114.92 38.94 11416.26
77 2011.06.27 22:50 t/p 36 0.10 115.04 0.00 115.04 38.94 11455.20
78 2011.06.27 22:50 t/p 37 0.10 114.95 0.00 114.95 38.94 11494.14
79 2011.06.27 22:50 t/p 39 0.10 114.95 0.00 114.95 38.94 11533.08
80 2011.06.27 22:50 t/p 40 0.10 114.98 0.00 114.98 38.94 11572.02
81 2011.07.13 17:45 buy 41 0.10 111.47 0.00 111.77
82 2011.07.13 17:50 buy 42 0.10 111.51 0.00 111.81
83 2011.07.13 17:55 buy 43 0.10 111.57 0.00 111.87
84 2011.07.13 18:00 buy 44 0.10 111.56 0.00 111.86
85 2011.07.13 18:05 buy 45 0.10 111.62 0.00 111.92
86 2011.07.13 18:10 buy 46 0.10 111.65 0.00 111.95
87 2011.07.13 18:15 buy 47 0.10 111.57 0.00 111.87
88 2011.07.13 18:20 buy 48 0.10 111.59 0.00 111.89
89 2011.07.13 18:25 buy 49 0.10 111.67 0.00 111.97
90 2011.07.13 18:30 buy 50 0.10 111.67 0.00 111.97
91 2011.07.13 18:45 t/p 41 0.10 111.77 0.00 111.77 38.94 11610.96
92 2011.07.13 18:55 t/p 42 0.10 111.81 0.00 111.81 38.94 11649.90
93 2011.07.13 23:25 t/p 43 0.10 111.87 0.00 111.87 38.94 11688.84
94 2011.07.13 23:25 t/p 44 0.10 111.86 0.00 111.86 38.94 11727.78
95 2011.07.13 23:25 t/p 47 0.10 111.87 0.00 111.87 38.94 11766.72
96 2011.07.13 23:35 t/p 48 0.10 111.89 0.00 111.89 38.94 11805.66
97 2011.07.13 23:40 t/p 45 0.10 111.92 0.00 111.92 38.94 11844.60
98 2011.07.13 23:45 close 46 0.10 111.84 0.00 111.95 24.66 11869.26
99 2011.07.13 23:45 close 49 0.10 111.84 0.00 111.97 22.06 11891.32
100 2011.07.13 23:45 close 50 0.10 111.84 0.00 111.97 22.06 11913.38
101 2011.08.03 17:05 buy 51 0.10 110.07 0.00 110.37
102 2011.08.03 17:10 buy 52 0.10 110.16 0.00 110.46
103 2011.08.03 17:15 buy 53 0.10 110.22 0.00 110.52
104 2011.08.03 17:20 buy 54 0.10 110.23 0.00 110.53
105 2011.08.03 17:25 buy 55 0.10 110.28 0.00 110.58
106 2011.08.03 17:30 t/p 51 0.10 110.37 0.00 110.37 38.94 11952.32
107 2011.08.03 17:30 buy 56 0.10 110.36 0.00 110.66
108 2011.08.03 17:35 buy 57 0.10 110.33 0.00 110.63
109 2011.08.03 17:40 buy 58 0.10 110.38 0.00 110.68
110 2011.08.03 17:45 buy 59 0.10 110.34 0.00 110.64
111 2011.08.03 17:50 buy 60 0.10 110.27 0.00 110.57
112 2011.08.03 18:05 t/p 52 0.10 110.46 0.00 110.46 38.94 11991.26
113 2011.08.03 18:10 t/p 53 0.10 110.52 0.00 110.52 38.94 12030.20
114 2011.08.03 18:10 t/p 54 0.10 110.53 0.00 110.53 38.94 12069.14
115 2011.08.03 18:15 close 55 0.10 110.29 0.00 110.58 1.30 12070.44
116 2011.08.03 18:15 close 56 0.10 110.29 0.00 110.66 -9.09 12061.35
117 2011.08.03 18:15 close 57 0.10 110.29 0.00 110.63 -5.19 12056.16
118 2011.08.03 18:15 close 58 0.10 110.29 0.00 110.68 -11.68 12044.48
119 2011.08.03 18:15 close 59 0.10 110.29 0.00 110.64 -6.49 12037.99
120 2011.08.03 18:15 close 60 0.10 110.29 0.00 110.57 2.60 12040.59
121 2011.08.04 10:25 buy 61 0.10 112.29 0.00 112.59
122 2011.08.04 10:30 buy 62 0.10 112.35 0.00 112.65
123 2011.08.04 10:35 buy 63 0.10 112.34 0.00 112.64
124 2011.08.04 10:40 buy 64 0.10 112.21 0.00 112.51
125 2011.08.04 10:45 buy 65 0.10 112.14 0.00 112.44
126 2011.08.04 10:50 buy 66 0.10 112.23 0.00 112.53
127 2011.08.04 10:55 buy 67 0.10 112.18 0.00 112.48
128 2011.08.04 11:00 buy 68 0.10 112.12 0.00 112.42
129 2011.08.04 11:05 buy 69 0.10 112.15 0.00 112.45
130 2011.08.04 11:10 buy 70 0.10 112.18 0.00 112.48
131 2011.08.04 11:20 t/p 65 0.10 112.44 0.00 112.44 38.95 12079.54
132 2011.08.04 11:20 t/p 68 0.10 112.42 0.00 112.42 38.94 12118.48
133 2011.08.04 11:20 t/p 69 0.10 112.45 0.00 112.45 38.94 12157.42
134 2011.08.04 11:25 t/p 64 0.10 112.51 0.00 112.51 38.94 12196.36
135 2011.08.04 11:25 t/p 66 0.10 112.53 0.00 112.53 38.94 12235.30
136 2011.08.04 11:25 t/p 67 0.10 112.48 0.00 112.48 38.94 12274.24
137 2011.08.04 11:25 t/p 70 0.10 112.48 0.00 112.48 38.94 12313.18
138 2011.08.04 11:30 t/p 61 0.10 112.59 0.00 112.59 38.94 12352.12
139 2011.08.04 11:30 t/p 62 0.10 112.65 0.00 112.65 38.94 12391.06
140 2011.08.04 11:30 t/p 63 0.10 112.64 0.00 112.64 38.94 12430.00