通貨ペア | EURJPY (Euro vs Japanese Yen) | ||||
期間 | 5分足(M5) 2011.01.10 14:25 - 2011.08.10 09:39 (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 | MAGIC=20121231; MA_Method=0; PriceField=1; | ||||
Bars in test | 21068 | Ticks modelled | 42032 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 274.02 | Gross profit | 274.02 | Gross loss | -0.00 |
Profit factor | Expected payoff | 39.15 | |||
Absolute drawdown | 22.96 | Maximal drawdown | 62.28 (0.62%) | Relative drawdown | 0.62% (62.28) |
Total trades | 7 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 7 (100.00%) |
Profit trades (% of total) | 7 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 40.10 | loss trade | -0.00 | |
Average | profit trade | 39.15 | loss trade | -0.00 | |
Maximum | consecutive wins (profit in money) | 7 (274.02) | consecutive losses (loss in money) | 0 (-0.00) | |
Maximal | consecutive profit (count of wins) | 274.02 (7) | consecutive loss (count of losses) | -0.00 (0) | |
Average | consecutive wins | 7 | consecutive losses | 0 |
# | 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 | 2011.05.31 08:00 | t/p | 1 | 0.10 | 115.77 | 0.00 | 115.77 | 39.32 | 10039.32 |
3 | 2011.06.02 20:30 | buy | 2 | 0.10 | 116.96 | 0.00 | 117.26 | ||
4 | 2011.06.03 02:30 | t/p | 2 | 0.10 | 117.26 | 0.00 | 117.26 | 40.10 | 10079.42 |
5 | 2011.06.14 11:30 | buy | 3 | 0.10 | 115.60 | 0.00 | 115.90 | ||
6 | 2011.06.14 14:20 | t/p | 3 | 0.10 | 115.90 | 0.00 | 115.90 | 38.92 | 10118.34 |
7 | 2011.06.27 18:00 | buy | 4 | 0.10 | 114.59 | 0.00 | 114.89 | ||
8 | 2011.06.27 22:45 | t/p | 4 | 0.10 | 114.89 | 0.00 | 114.89 | 38.92 | 10157.26 |
9 | 2011.07.13 17:45 | buy | 5 | 0.10 | 111.47 | 0.00 | 111.77 | ||
10 | 2011.07.13 18:45 | t/p | 5 | 0.10 | 111.77 | 0.00 | 111.77 | 38.92 | 10196.18 |
11 | 2011.08.03 17:05 | buy | 6 | 0.10 | 110.07 | 0.00 | 110.37 | ||
12 | 2011.08.03 17:30 | t/p | 6 | 0.10 | 110.37 | 0.00 | 110.37 | 38.92 | 10235.10 |
13 | 2011.08.04 10:25 | buy | 7 | 0.10 | 112.29 | 0.00 | 112.59 | ||
14 | 2011.08.04 11:30 | t/p | 7 | 0.10 | 112.59 | 0.00 | 112.59 | 38.92 | 10274.02 |