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 |
# | 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 |