Strategy Tester Report
Infinity_EURJPY_ShortRvs

通貨ペア EURJPY (Euro vs Japanese Yen)
期間 5分足(M5) 2011.01.10 14:25 - 2011.08.10 12:49 (2011.01.01 - 2012.12.30)
モデル Open prices only (only for Expert Advisors that explicitly control bar opening)
パラメーター Lots=0.1; Slippage=5; SLpips2=50; TPpipsBuy=60; TPpipsBuy1=40; TPpipsBuyScal=22; TPpipsBuyNamp=100; TPprofit=35; SLpips=75; TPpipsSell=40; TPpipsSell1=35; TPpipsSell2=20; TPpips=65; ProfitLockin=25; ProfitTake=5; SoundON=true; EmailON=true; MA_Method=0; PriceField=1;
Bars in test 21106 Ticks modelled 42108 Modelling quality n/a
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 1925.14 Gross profit 1925.14 Gross loss -0.00
Profit factor Expected payoff 37.02
Absolute drawdown 523.18 Maximal drawdown 700.31 (6.23%) Relative drawdown 6.23% (700.31)
Total trades 52 Short positions (won %) 52 (100.00%) Long positions (won %) 0 (0.00%)
Profit trades (% of total) 52 (100.00%) Loss trades (% of total) 0 (0.00%)
Largest profit trade 52.07 loss trade -0.00
Average profit trade 37.02 loss trade -0.00
Maximum consecutive wins (profit in money) 52 (1925.14) consecutive losses (loss in money) 0 (-0.00)
Maximal consecutive profit (count of wins) 1925.14 (52) consecutive loss (count of losses) -0.00 (0)
Average consecutive wins 52 consecutive losses 0
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 2011.05.20 20:40 sell 1 0.10 116.12 0.00 115.72
2 2011.05.20 20:45 sell 2 0.10 116.16 0.00 115.76
3 2011.05.20 20:50 sell 3 0.10 116.16 0.00 115.76
4 2011.05.20 20:55 sell 4 0.10 116.23 0.00 115.83
5 2011.05.20 21:00 sell 5 0.10 116.22 0.00 115.82
6 2011.05.20 21:05 sell 6 0.10 116.18 0.00 115.78
7 2011.05.20 21:10 sell 7 0.10 116.26 0.00 115.86
8 2011.05.20 21:15 sell 8 0.10 116.24 0.00 115.84
9 2011.05.20 21:20 sell 9 0.10 116.24 0.00 115.84
10 2011.05.20 21:25 sell 10 0.10 116.29 0.00 115.89
11 2011.05.20 21:30 sell 11 0.10 116.28 0.00 115.88
12 2011.05.20 21:35 sell 12 0.10 116.32 0.00 115.92
13 2011.05.20 21:40 sell 13 0.10 116.30 0.00 115.90
14 2011.05.20 23:00 t/p 10 0.10 115.89 0.00 115.89 52.06 10052.06
15 2011.05.20 23:00 t/p 11 0.10 115.88 0.00 115.88 52.06 10104.12
16 2011.05.20 23:00 t/p 12 0.10 115.92 0.00 115.92 52.06 10156.18
17 2011.05.20 23:00 t/p 13 0.10 115.90 0.00 115.90 52.07 10208.25
18 2011.05.20 23:05 t/p 2 0.10 115.76 0.00 115.76 52.06 10260.31
19 2011.05.20 23:05 t/p 3 0.10 115.76 0.00 115.76 52.06 10312.37
20 2011.05.20 23:05 t/p 4 0.10 115.83 0.00 115.83 52.07 10364.44
21 2011.05.20 23:05 t/p 5 0.10 115.82 0.00 115.82 52.06 10416.50
22 2011.05.20 23:05 t/p 6 0.10 115.78 0.00 115.78 52.07 10468.57
23 2011.05.20 23:05 t/p 7 0.10 115.86 0.00 115.86 52.06 10520.63
24 2011.05.20 23:05 t/p 8 0.10 115.84 0.00 115.84 52.07 10572.70
25 2011.05.20 23:05 t/p 9 0.10 115.84 0.00 115.84 52.07 10624.77
26 2011.05.20 23:15 close 1 0.10 115.91 0.00 115.72 27.34 10652.11
27 2011.06.02 02:00 sell 14 0.10 116.44 0.00 116.04
28 2011.06.02 02:05 sell 15 0.10 116.45 0.00 116.05
29 2011.06.02 02:10 sell 16 0.10 116.42 0.00 116.02
30 2011.06.02 02:15 sell 17 0.10 116.31 0.00 115.91
31 2011.06.02 02:20 sell 18 0.10 116.34 0.00 115.94
32 2011.06.02 02:25 sell 19 0.10 116.39 0.00 115.99
33 2011.06.02 02:30 sell 20 0.10 116.38 0.00 115.98
34 2011.06.02 02:35 sell 21 0.10 116.39 0.00 115.99
35 2011.06.02 02:40 sell 22 0.10 116.42 0.00 116.02
36 2011.06.02 02:45 sell 23 0.10 116.43 0.00 116.03
37 2011.06.02 02:50 sell 24 0.10 116.39 0.00 115.99
38 2011.06.02 02:55 sell 25 0.10 116.41 0.00 116.01
39 2011.06.02 03:00 sell 26 0.10 116.44 0.00 116.04
40 2011.06.02 04:30 close 14 0.10 116.16 0.00 116.04 36.45 10688.56
41 2011.06.02 04:30 close 15 0.10 116.16 0.00 116.05 37.75 10726.31
42 2011.06.02 04:30 close 16 0.10 116.16 0.00 116.02 33.85 10760.16
43 2011.06.02 04:30 close 17 0.10 116.16 0.00 115.91 19.53 10779.69
44 2011.06.02 04:30 close 18 0.10 116.16 0.00 115.94 23.43 10803.12
45 2011.06.02 04:30 close 19 0.10 116.16 0.00 115.99 29.94 10833.06
46 2011.06.02 04:30 close 20 0.10 116.16 0.00 115.98 28.64 10861.70
47 2011.06.02 04:30 close 21 0.10 116.16 0.00 115.99 29.94 10891.64
48 2011.06.02 04:30 close 22 0.10 116.16 0.00 116.02 33.85 10925.49
49 2011.06.02 04:30 close 23 0.10 116.16 0.00 116.03 35.15 10960.64
50 2011.06.02 04:30 close 24 0.10 116.16 0.00 115.99 29.94 10990.58
51 2011.06.02 04:30 close 25 0.10 116.16 0.00 116.01 32.54 11023.12
52 2011.06.02 04:30 close 26 0.10 116.16 0.00 116.04 36.45 11059.57
53 2011.06.07 01:00 sell 27 0.10 117.22 0.00 116.82
54 2011.06.07 01:05 sell 28 0.10 117.12 0.00 116.72
55 2011.06.07 01:10 sell 29 0.10 117.19 0.00 116.79
56 2011.06.07 01:15 sell 30 0.10 117.15 0.00 116.75
57 2011.06.07 01:20 sell 31 0.10 117.09 0.00 116.69
58 2011.06.07 01:25 sell 32 0.10 117.13 0.00 116.73
59 2011.06.07 01:30 sell 33 0.10 117.11 0.00 116.71
60 2011.06.07 01:35 sell 34 0.10 117.03 0.00 116.63
61 2011.06.07 01:40 sell 35 0.10 117.04 0.00 116.64
62 2011.06.07 01:45 sell 36 0.10 117.01 0.00 116.61
63 2011.06.07 01:50 sell 37 0.10 116.99 0.00 116.59
64 2011.06.07 01:55 sell 38 0.10 117.02 0.00 116.62
65 2011.06.07 02:00 sell 39 0.10 117.09 0.00 116.69
66 2011.06.07 03:30 close 27 0.10 116.98 0.00 116.82 31.24 11090.81
67 2011.06.07 03:30 close 28 0.10 116.98 0.00 116.72 18.23 11109.04
68 2011.06.07 03:30 close 29 0.10 116.98 0.00 116.79 27.34 11136.38
69 2011.06.07 03:30 close 30 0.10 116.98 0.00 116.75 22.13 11158.51
70 2011.06.07 03:30 close 31 0.10 116.98 0.00 116.69 14.32 11172.83
71 2011.06.07 03:30 close 32 0.10 116.98 0.00 116.73 19.53 11192.36
72 2011.06.07 03:30 close 33 0.10 116.98 0.00 116.71 16.92 11209.28
73 2011.06.07 03:30 close 34 0.10 116.98 0.00 116.63 6.51 11215.79
74 2011.06.07 03:30 close 35 0.10 116.98 0.00 116.64 7.81 11223.60
75 2011.06.07 03:30 close 36 0.10 116.98 0.00 116.61 3.91 11227.51
76 2011.06.07 03:30 close 37 0.10 116.98 0.00 116.59 1.30 11228.81
77 2011.06.07 03:30 close 38 0.10 116.98 0.00 116.62 5.21 11234.02
78 2011.06.07 03:30 close 39 0.10 116.98 0.00 116.69 14.32 11248.34
79 2011.06.08 12:05 sell 40 0.10 117.11 0.00 116.71
80 2011.06.08 12:10 sell 41 0.10 117.11 0.00 116.71
81 2011.06.08 12:15 sell 42 0.10 117.10 0.00 116.70
82 2011.06.08 12:20 sell 43 0.10 117.13 0.00 116.73
83 2011.06.08 12:25 sell 44 0.10 117.21 0.00 116.81
84 2011.06.08 12:30 sell 45 0.10 117.19 0.00 116.79
85 2011.06.08 12:35 sell 46 0.10 117.22 0.00 116.82
86 2011.06.08 12:40 sell 47 0.10 117.18 0.00 116.78
87 2011.06.08 12:45 sell 48 0.10 117.15 0.00 116.75
88 2011.06.08 12:50 sell 49 0.10 117.17 0.00 116.77
89 2011.06.08 12:55 sell 50 0.10 117.15 0.00 116.75
90 2011.06.08 13:00 sell 51 0.10 117.16 0.00 116.76
91 2011.06.08 13:05 sell 52 0.10 117.15 0.00 116.75
92 2011.06.08 19:35 t/p 44 0.10 116.81 0.00 116.81 52.06 11300.40
93 2011.06.08 19:35 t/p 45 0.10 116.79 0.00 116.79 52.07 11352.47
94 2011.06.08 19:35 t/p 46 0.10 116.82 0.00 116.82 52.06 11404.53
95 2011.06.08 19:40 t/p 43 0.10 116.73 0.00 116.73 52.07 11456.60
96 2011.06.08 19:40 t/p 47 0.10 116.78 0.00 116.78 52.06 11508.66
97 2011.06.08 19:40 t/p 48 0.10 116.75 0.00 116.75 52.06 11560.72
98 2011.06.08 19:40 t/p 49 0.10 116.77 0.00 116.77 52.06 11612.78
99 2011.06.08 19:40 t/p 50 0.10 116.75 0.00 116.75 52.06 11664.84
100 2011.06.08 19:40 t/p 51 0.10 116.76 0.00 116.76 52.06 11716.90
101 2011.06.08 19:40 t/p 52 0.10 116.75 0.00 116.75 52.06 11768.96
102 2011.06.08 19:45 t/p 40 0.10 116.71 0.00 116.71 52.06 11821.02
103 2011.06.08 19:45 t/p 41 0.10 116.71 0.00 116.71 52.06 11873.08
104 2011.06.08 19:45 t/p 42 0.10 116.70 0.00 116.70 52.06 11925.14