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 |
# | 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 |