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 |
# | 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 |