Strategy Tester Report
Infinity_GBPJPY_ScalSingle_Exp

通貨ペア GBPJPY (Great Britain Pound vs. Japanese Yen)
期間 5分足(M5) 2007.01.02 09:00 - 2011.09.02 22:59 (2007.01.01 - 2012.01.01)
モデル Open prices only (only for Expert Advisors that explicitly control bar opening)
パラメーター MAGIC=20121231; stop=3000;
Bars in test 346759 Ticks modelled 692516 Modelling quality n/a
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 987.70 Gross profit 1083.51 Gross loss -95.81
Profit factor 11.31 Expected payoff 29.05
Absolute drawdown 10.16 Maximal drawdown 166.38 (1.55%) Relative drawdown 1.55% (166.38)
Total trades 34 Short positions (won %) 0 (0.00%) Long positions (won %) 34 (94.12%)
Profit trades (% of total) 32 (94.12%) Loss trades (% of total) 2 (5.88%)
Largest profit trade 33.94 loss trade -53.11
Average profit trade 33.86 loss trade -47.91
Maximum consecutive wins (profit in money) 17 (575.43) consecutive losses (loss in money) 1 (-53.11)
Maximal consecutive profit (count of wins) 575.43 (17) consecutive loss (count of losses) -53.11 (1)
Average consecutive wins 11 consecutive losses 1
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 2007.03.08 06:00 buy 1 0.10 224.728 221.728 224.988
2 2007.03.08 06:45 t/p 1 0.10 224.988 221.728 224.988 33.85 10033.85
3 2007.03.16 12:15 buy 2 0.10 227.048 224.048 227.308
4 2007.03.16 13:05 t/p 2 0.10 227.308 224.048 227.308 33.85 10067.70
5 2007.03.19 05:30 buy 3 0.10 227.575 224.575 227.835
6 2007.03.19 05:45 t/p 3 0.10 227.835 224.575 227.835 33.85 10101.55
7 2007.08.20 09:30 buy 4 0.10 227.818 224.818 228.078
8 2007.08.20 10:30 t/p 4 0.10 228.078 224.818 228.078 33.85 10135.40
9 2007.08.21 04:35 buy 5 0.10 228.478 225.478 228.738
10 2007.08.21 05:00 t/p 5 0.10 228.738 225.478 228.738 33.85 10169.25
11 2007.08.22 00:05 buy 6 0.10 226.858 223.858 227.118
12 2007.08.22 09:10 t/p 6 0.10 227.118 223.858 227.118 33.85 10203.10
13 2007.09.03 08:00 buy 7 0.10 233.918 230.918 234.178
14 2007.09.03 09:00 t/p 7 0.10 234.178 230.918 234.178 33.85 10236.95
15 2007.09.13 03:45 buy 8 0.10 232.018 229.018 232.278
16 2007.09.13 11:10 t/p 8 0.10 232.278 229.018 232.278 33.85 10270.80
17 2007.12.07 12:00 buy 9 0.10 225.998 222.998 226.258
18 2007.12.07 12:10 t/p 9 0.10 226.258 222.998 226.258 33.84 10304.64
19 2008.01.11 18:15 buy 10 0.10 213.748 210.748 214.008
20 2008.01.11 18:25 t/p 10 0.10 214.008 210.748 214.008 33.85 10338.49
21 2008.01.17 15:50 buy 11 0.10 211.658 208.658 211.918
22 2008.01.17 16:15 t/p 11 0.10 211.918 208.658 211.918 33.85 10372.34
23 2008.01.29 13:20 buy 12 0.10 212.678 209.678 212.938
24 2008.01.29 14:30 t/p 12 0.10 212.938 209.678 212.938 33.85 10406.19
25 2008.02.05 09:10 buy 13 0.10 211.228 208.228 211.488
26 2008.02.05 12:10 t/p 13 0.10 211.488 208.228 211.488 33.85 10440.04
27 2008.09.04 08:25 buy 14 0.10 191.878 188.878 192.138
28 2008.09.04 09:00 t/p 14 0.10 192.138 188.878 192.138 33.85 10473.89
29 2008.09.10 08:00 buy 15 0.10 189.028 186.028 189.288
30 2008.09.10 08:30 t/p 15 0.10 189.288 186.028 189.288 33.84 10507.73
31 2008.10.20 02:00 buy 16 0.10 175.658 172.658 175.918
32 2008.10.20 02:40 t/p 16 0.10 175.918 172.658 175.918 33.85 10541.58
33 2008.11.24 06:20 buy 17 0.10 142.068 139.068 142.328
34 2008.11.24 06:40 t/p 17 0.10 142.328 139.068 142.328 33.85 10575.43
35 2009.09.09 04:00 buy 18 0.10 152.618 149.618 152.878
36 2009.09.09 07:05 close 18 0.10 152.290 149.618 152.878 -42.70 10532.73
37 2009.09.23 11:35 buy 19 0.10 149.158 146.158 149.418
38 2009.09.23 12:40 t/p 19 0.10 149.418 146.158 149.418 33.85 10566.58
39 2009.10.01 01:15 buy 20 0.10 143.818 140.818 144.078
40 2009.10.01 13:00 t/p 20 0.10 144.078 140.818 144.078 33.85 10600.43
41 2010.02.11 20:00 buy 21 0.10 140.798 137.798 141.058
42 2010.02.12 09:25 t/p 21 0.10 141.058 137.798 141.058 33.94 10634.37
43 2010.03.04 02:00 buy 22 0.10 133.808 130.808 134.068
44 2010.03.04 16:00 t/p 22 0.10 134.068 130.808 134.068 33.85 10668.22
45 2010.05.13 08:45 buy 23 0.10 138.628 135.628 138.888
46 2010.05.13 09:10 t/p 23 0.10 138.888 135.628 138.888 33.85 10702.07
47 2010.05.24 00:15 buy 24 0.10 130.718 127.718 130.978
48 2010.05.24 09:25 t/p 24 0.10 130.978 127.718 130.978 33.85 10735.92
49 2010.05.27 07:25 buy 25 0.10 130.188 127.188 130.448
50 2010.05.27 08:55 t/p 25 0.10 130.448 127.188 130.448 33.85 10769.77
51 2010.06.01 14:05 buy 26 0.10 132.158 129.158 132.418
52 2010.06.01 14:10 t/p 26 0.10 132.418 129.158 132.418 33.85 10803.62
53 2010.08.26 01:00 buy 27 0.10 130.938 127.938 131.198
54 2010.08.26 02:40 t/p 27 0.10 131.198 127.938 131.198 33.84 10837.46
55 2010.10.29 16:45 buy 28 0.10 128.968 125.968 129.228
56 2010.11.01 03:05 t/p 28 0.10 129.228 125.968 129.228 33.94 10871.40
57 2010.11.03 08:35 buy 29 0.10 129.438 126.438 129.698
58 2010.11.03 10:05 close 29 0.10 129.030 126.438 129.698 -53.11 10818.29
59 2011.01.03 16:15 buy 30 0.10 126.508 123.508 126.768
60 2011.01.04 03:15 t/p 30 0.10 126.768 123.508 126.768 33.94 10852.23
61 2011.05.09 00:30 buy 31 0.10 132.160 129.160 132.420
62 2011.05.10 10:55 t/p 31 0.10 132.420 129.160 132.420 33.94 10886.16
63 2011.05.20 08:00 buy 32 0.10 132.584 129.584 132.844
64 2011.05.20 16:00 t/p 32 0.10 132.844 129.584 132.844 33.85 10920.01
65 2011.07.05 01:05 buy 33 0.10 129.984 126.984 130.244
66 2011.07.05 11:40 t/p 33 0.10 130.244 126.984 130.244 33.84 10953.85
67 2011.08.08 20:25 buy 34 0.10 127.039 124.039 127.299
68 2011.08.08 21:15 t/p 34 0.10 127.299 124.039 127.299 33.85 10987.70