通貨ペア | EURUSD (Euro vs. United States Dollar) | ||||
期間 | 1分足(M1) 2012.01.02 08:55 - 2012.08.22 23:59 (2012.01.01 - 2012.08.23) | ||||
モデル | Every tick (the most precise method based on all available least timeframes) | ||||
パラメーター | Lots=0.1; StopLoss=500; GroupA_Magicno=0; GroupB_Magicno=12080750; GroupC_Magicno=0; Mail=false; | ||||
Bars in test | 222041 | Ticks modelled | 11213877 | Modelling quality | 25.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 186.40 | Gross profit | 411.60 | Gross loss | -225.20 |
Profit factor | 1.83 | Expected payoff | 11.65 | ||
Absolute drawdown | 498.40 | Maximal drawdown | 538.90 (5.37%) | Relative drawdown | 5.37% (538.90) |
Total trades | 16 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 3 (100.00%) |
Profit trades (% of total) | 12 (75.00%) | Loss trades (% of total) | 4 (25.00%) | ||
Largest | profit trade | 305.60 | loss trade | -84.40 | |
Average | profit trade | 34.30 | loss trade | -56.30 | |
Maximum | consecutive wins (profit in money) | 6 (52.40) | consecutive losses (loss in money) | 3 (-217.20) | |
Maximal | consecutive profit (count of wins) | 342.80 (4) | consecutive loss (count of losses) | -217.20 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | 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 | 2012.01.06 21:21 | sell | 1 | 0.10 | 1.27246 | 0.00000 | 0.00000 | ||
2 | 2012.01.06 21:21 | modify | 1 | 0.10 | 1.27246 | 1.32271 | 0.00000 | ||
3 | 2012.01.06 22:23 | close | 1 | 0.10 | 1.27191 | 1.32271 | 0.00000 | 5.50 | 10005.50 |
4 | 2012.01.06 22:54 | sell | 2 | 0.10 | 1.27215 | 0.00000 | 0.00000 | ||
5 | 2012.01.06 22:54 | modify | 2 | 0.10 | 1.27215 | 1.32240 | 0.00000 | ||
6 | 2012.01.09 00:00 | close | 2 | 0.10 | 1.26949 | 1.32240 | 0.00000 | 26.60 | 10032.10 |
7 | 2012.01.09 03:05 | sell | 3 | 0.10 | 1.26937 | 0.00000 | 0.00000 | ||
8 | 2012.01.09 03:05 | modify | 3 | 0.10 | 1.26937 | 1.31962 | 0.00000 | ||
9 | 2012.01.09 03:40 | close | 3 | 0.10 | 1.26886 | 1.31962 | 0.00000 | 5.10 | 10037.20 |
10 | 2012.01.09 04:37 | sell | 4 | 0.10 | 1.26904 | 0.00000 | 0.00000 | ||
11 | 2012.01.09 04:37 | modify | 4 | 0.10 | 1.26904 | 1.31929 | 0.00000 | ||
12 | 2012.01.09 07:22 | sell | 5 | 0.20 | 1.27065 | 0.00000 | 0.00000 | ||
13 | 2012.01.09 07:22 | modify | 5 | 0.20 | 1.27065 | 1.32090 | 0.00000 | ||
14 | 2012.01.09 08:41 | sell | 6 | 0.40 | 1.27243 | 0.00000 | 0.00000 | ||
15 | 2012.01.09 08:41 | modify | 6 | 0.40 | 1.27243 | 1.32268 | 0.00000 | ||
16 | 2012.01.09 12:15 | sell | 7 | 0.80 | 1.27836 | 0.00000 | 0.00000 | ||
17 | 2012.01.09 12:15 | modify | 7 | 0.80 | 1.27836 | 1.32861 | 0.00000 | ||
18 | 2012.01.09 13:10 | close | 7 | 0.80 | 1.27454 | 1.32861 | 0.00000 | 305.60 | 10342.80 |
19 | 2012.01.09 13:10 | close | 6 | 0.40 | 1.27454 | 1.32268 | 0.00000 | -84.40 | 10258.40 |
20 | 2012.01.09 13:10 | close | 5 | 0.20 | 1.27454 | 1.32090 | 0.00000 | -77.80 | 10180.60 |
21 | 2012.01.09 13:10 | close | 4 | 0.10 | 1.27454 | 1.31929 | 0.00000 | -55.00 | 10125.60 |
22 | 2012.02.24 22:28 | buy | 8 | 0.10 | 1.34581 | 0.00000 | 0.00000 | ||
23 | 2012.02.24 22:28 | modify | 8 | 0.10 | 1.34581 | 1.29556 | 0.00000 | ||
24 | 2012.02.24 22:37 | close | 8 | 0.10 | 1.34637 | 1.29556 | 0.00000 | 5.60 | 10131.20 |
25 | 2012.02.27 00:03 | buy | 9 | 0.10 | 1.34603 | 0.00000 | 0.00000 | ||
26 | 2012.02.27 00:03 | modify | 9 | 0.10 | 1.34603 | 1.29578 | 0.00000 | ||
27 | 2012.02.27 00:08 | close | 9 | 0.10 | 1.34659 | 1.29578 | 0.00000 | 5.60 | 10136.80 |
28 | 2012.02.27 00:48 | buy | 10 | 0.10 | 1.34637 | 0.00000 | 0.00000 | ||
29 | 2012.02.27 00:48 | modify | 10 | 0.10 | 1.34637 | 1.29612 | 0.00000 | ||
30 | 2012.02.27 01:39 | close | 10 | 0.10 | 1.34693 | 1.29612 | 0.00000 | 5.60 | 10142.40 |
31 | 2012.07.09 01:11 | sell | 11 | 0.10 | 1.22772 | 0.00000 | 0.00000 | ||
32 | 2012.07.09 01:11 | modify | 11 | 0.10 | 1.22772 | 1.27797 | 0.00000 | ||
33 | 2012.07.09 01:26 | close | 11 | 0.10 | 1.22718 | 1.27797 | 0.00000 | 5.40 | 10147.80 |
34 | 2012.07.09 01:59 | sell | 12 | 0.10 | 1.22751 | 0.00000 | 0.00000 | ||
35 | 2012.07.09 01:59 | modify | 12 | 0.10 | 1.22751 | 1.27776 | 0.00000 | ||
36 | 2012.07.09 02:24 | close | 12 | 0.10 | 1.22699 | 1.27776 | 0.00000 | 5.20 | 10153.00 |
37 | 2012.07.09 03:01 | sell | 13 | 0.10 | 1.22717 | 0.00000 | 0.00000 | ||
38 | 2012.07.09 03:01 | modify | 13 | 0.10 | 1.22717 | 1.27742 | 0.00000 | ||
39 | 2012.07.09 08:24 | sell | 14 | 0.20 | 1.22922 | 0.00000 | 0.00000 | ||
40 | 2012.07.09 08:24 | modify | 14 | 0.20 | 1.22922 | 1.27947 | 0.00000 | ||
41 | 2012.07.09 11:08 | close | 14 | 0.20 | 1.22797 | 1.27947 | 0.00000 | 25.00 | 10178.00 |
42 | 2012.07.09 11:08 | close | 13 | 0.10 | 1.22797 | 1.27742 | 0.00000 | -8.00 | 10170.00 |
43 | 2012.07.09 12:31 | sell | 15 | 0.10 | 1.22816 | 0.00000 | 0.00000 | ||
44 | 2012.07.09 12:31 | modify | 15 | 0.10 | 1.22816 | 1.27841 | 0.00000 | ||
45 | 2012.07.09 12:48 | sell | 16 | 0.20 | 1.22883 | 0.00000 | 0.00000 | ||
46 | 2012.07.09 12:48 | modify | 16 | 0.20 | 1.22883 | 1.27908 | 0.00000 | ||
47 | 2012.07.09 13:13 | close | 16 | 0.20 | 1.22806 | 1.27908 | 0.00000 | 15.40 | 10185.40 |
48 | 2012.07.09 13:13 | close | 15 | 0.10 | 1.22806 | 1.27841 | 0.00000 | 1.00 | 10186.40 |