通貨ペア | EURUSD (Euro vs. United States Dollar) | ||||
期間 | 1分足(M1) 2013.01.02 08:00 - 2013.03.08 22:59 (2013.01.01 - 2013.03.09) | ||||
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=300; Magic_no1=13013010; Magic_no2=0; Magic_no3=0; LOCALTIME_GMT=9; Mail=false; | ||||
Bars in test | 53789 | Ticks modelled | 1996995 | Modelling quality | 25.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 284.82 | Gross profit | 352.71 | Gross loss | -67.89 |
Profit factor | 5.19 | Expected payoff | 5.58 | ||
Absolute drawdown | 99.20 | Maximal drawdown | 236.50 (2.31%) | Relative drawdown | 2.31% (236.50) |
Total trades | 51 | Short positions (won %) | 28 (75.00%) | Long positions (won %) | 23 (86.96%) |
Profit trades (% of total) | 41 (80.39%) | Loss trades (% of total) | 10 (19.61%) | ||
Largest | profit trade | 40.90 | loss trade | -16.20 | |
Average | profit trade | 8.60 | loss trade | -6.79 | |
Maximum | consecutive wins (profit in money) | 9 (67.10) | consecutive losses (loss in money) | 2 (-19.30) | |
Maximal | consecutive profit (count of wins) | 67.10 (9) | consecutive loss (count of losses) | -19.30 (2) | |
Average | consecutive wins | 4 | 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 | 2013.01.02 10:53 | buy | 1 | 0.10 | 1.32800 | 0.00000 | 0.00000 | ||
2 | 2013.01.02 10:53 | modify | 1 | 0.10 | 1.32800 | 1.29783 | 0.00000 | ||
3 | 2013.01.02 11:27 | buy | 2 | 0.10 | 1.32621 | 0.00000 | 0.00000 | ||
4 | 2013.01.02 11:27 | modify | 2 | 0.10 | 1.32621 | 1.29604 | 0.00000 | ||
5 | 2013.01.02 12:23 | buy | 3 | 0.10 | 1.32501 | 0.00000 | 0.00000 | ||
6 | 2013.01.02 12:23 | modify | 3 | 0.10 | 1.32501 | 1.29484 | 0.00000 | ||
7 | 2013.01.02 14:23 | close | 3 | 0.10 | 1.32694 | 1.29484 | 0.00000 | 19.30 | 10019.30 |
8 | 2013.01.02 14:23 | close | 2 | 0.10 | 1.32694 | 1.29604 | 0.00000 | 7.30 | 10026.60 |
9 | 2013.01.02 14:23 | close | 1 | 0.10 | 1.32694 | 1.29783 | 0.00000 | -10.60 | 10016.00 |
10 | 2013.01.07 21:51 | buy | 4 | 0.10 | 1.31115 | 0.00000 | 0.00000 | ||
11 | 2013.01.07 21:51 | modify | 4 | 0.10 | 1.31115 | 1.28098 | 0.00000 | ||
12 | 2013.01.08 00:04 | close | 4 | 0.10 | 1.31167 | 1.28098 | 0.00000 | 5.00 | 10021.00 |
13 | 2013.01.10 21:22 | buy | 5 | 0.10 | 1.32576 | 0.00000 | 0.00000 | ||
14 | 2013.01.10 21:22 | modify | 5 | 0.10 | 1.32576 | 1.29559 | 0.00000 | ||
15 | 2013.01.10 23:38 | close | 5 | 0.10 | 1.32628 | 1.29559 | 0.00000 | 5.20 | 10026.20 |
16 | 2013.01.11 16:49 | buy | 6 | 0.10 | 1.33405 | 0.00000 | 0.00000 | ||
17 | 2013.01.11 16:49 | modify | 6 | 0.10 | 1.33405 | 1.30388 | 0.00000 | ||
18 | 2013.01.11 17:49 | close | 6 | 0.10 | 1.33464 | 1.30388 | 0.00000 | 5.90 | 10032.10 |
19 | 2013.01.11 17:57 | buy | 7 | 0.10 | 1.33406 | 0.00000 | 0.00000 | ||
20 | 2013.01.11 17:57 | modify | 7 | 0.10 | 1.33406 | 1.30389 | 0.00000 | ||
21 | 2013.01.11 18:00 | close | 7 | 0.10 | 1.33457 | 1.30389 | 0.00000 | 5.10 | 10037.20 |
22 | 2013.01.11 18:07 | buy | 8 | 0.10 | 1.33423 | 0.00000 | 0.00000 | ||
23 | 2013.01.11 18:07 | modify | 8 | 0.10 | 1.33423 | 1.30406 | 0.00000 | ||
24 | 2013.01.11 18:15 | close | 8 | 0.10 | 1.33478 | 1.30406 | 0.00000 | 5.50 | 10042.70 |
25 | 2013.01.11 18:28 | buy | 9 | 0.10 | 1.33449 | 0.00000 | 0.00000 | ||
26 | 2013.01.11 18:28 | modify | 9 | 0.10 | 1.33449 | 1.30432 | 0.00000 | ||
27 | 2013.01.11 18:34 | close | 9 | 0.10 | 1.33500 | 1.30432 | 0.00000 | 5.10 | 10047.80 |
28 | 2013.01.11 19:33 | buy | 10 | 0.10 | 1.33542 | 0.00000 | 0.00000 | ||
29 | 2013.01.11 19:33 | modify | 10 | 0.10 | 1.33542 | 1.30525 | 0.00000 | ||
30 | 2013.01.11 19:56 | close | 10 | 0.10 | 1.33596 | 1.30525 | 0.00000 | 5.40 | 10053.20 |
31 | 2013.01.11 20:03 | buy | 11 | 0.10 | 1.33562 | 0.00000 | 0.00000 | ||
32 | 2013.01.11 20:03 | modify | 11 | 0.10 | 1.33562 | 1.30545 | 0.00000 | ||
33 | 2013.01.11 20:33 | buy | 12 | 0.10 | 1.33436 | 0.00000 | 0.00000 | ||
34 | 2013.01.11 20:33 | modify | 12 | 0.10 | 1.33436 | 1.30419 | 0.00000 | ||
35 | 2013.01.11 22:08 | buy | 13 | 0.10 | 1.33348 | 0.00000 | 0.00000 | ||
36 | 2013.01.11 22:08 | modify | 13 | 0.10 | 1.33348 | 1.30331 | 0.00000 | ||
37 | 2013.01.14 00:00 | close | 13 | 0.10 | 1.33510 | 1.30331 | 0.00000 | 16.00 | 10069.21 |
38 | 2013.01.14 00:00 | close | 12 | 0.10 | 1.33510 | 1.30419 | 0.00000 | 7.20 | 10076.41 |
39 | 2013.01.14 00:00 | close | 11 | 0.10 | 1.33510 | 1.30545 | 0.00000 | -5.40 | 10071.01 |
40 | 2013.01.16 11:12 | sell | 14 | 0.10 | 1.32696 | 0.00000 | 0.00000 | ||
41 | 2013.01.16 11:12 | modify | 14 | 0.10 | 1.32696 | 1.35713 | 0.00000 | ||
42 | 2013.01.16 11:16 | sell | 15 | 0.10 | 1.32778 | 0.00000 | 0.00000 | ||
43 | 2013.01.16 11:16 | modify | 15 | 0.10 | 1.32778 | 1.35795 | 0.00000 | ||
44 | 2013.01.16 11:35 | sell | 16 | 0.10 | 1.32815 | 0.00000 | 0.00000 | ||
45 | 2013.01.16 11:35 | modify | 16 | 0.10 | 1.32815 | 1.35832 | 0.00000 | ||
46 | 2013.01.16 11:52 | close | 16 | 0.10 | 1.32712 | 1.35832 | 0.00000 | 10.30 | 10081.31 |
47 | 2013.01.16 11:52 | close | 15 | 0.10 | 1.32712 | 1.35795 | 0.00000 | 6.60 | 10087.91 |
48 | 2013.01.16 11:52 | close | 14 | 0.10 | 1.32712 | 1.35713 | 0.00000 | -1.60 | 10086.31 |
49 | 2013.01.17 13:59 | buy | 17 | 0.10 | 1.33645 | 0.00000 | 0.00000 | ||
50 | 2013.01.17 13:59 | modify | 17 | 0.10 | 1.33645 | 1.30628 | 0.00000 | ||
51 | 2013.01.17 14:05 | close | 17 | 0.10 | 1.33697 | 1.30628 | 0.00000 | 5.20 | 10091.51 |
52 | 2013.01.17 14:58 | buy | 18 | 0.10 | 1.33706 | 0.00000 | 0.00000 | ||
53 | 2013.01.17 14:58 | modify | 18 | 0.10 | 1.33706 | 1.30689 | 0.00000 | ||
54 | 2013.01.17 15:30 | close | 18 | 0.10 | 1.33756 | 1.30689 | 0.00000 | 5.00 | 10096.51 |
55 | 2013.02.07 19:15 | sell | 19 | 0.10 | 1.33895 | 0.00000 | 0.00000 | ||
56 | 2013.02.07 19:15 | modify | 19 | 0.10 | 1.33895 | 1.36912 | 0.00000 | ||
57 | 2013.02.07 21:58 | sell | 20 | 0.10 | 1.34041 | 0.00000 | 0.00000 | ||
58 | 2013.02.07 21:58 | modify | 20 | 0.10 | 1.34041 | 1.37058 | 0.00000 | ||
59 | 2013.02.08 00:24 | close | 20 | 0.10 | 1.33913 | 1.37058 | 0.00000 | 12.80 | 10109.31 |
60 | 2013.02.08 00:24 | close | 19 | 0.10 | 1.33913 | 1.36912 | 0.00000 | -1.80 | 10107.51 |
61 | 2013.02.08 16:05 | sell | 21 | 0.10 | 1.33765 | 0.00000 | 0.00000 | ||
62 | 2013.02.08 16:05 | modify | 21 | 0.10 | 1.33765 | 1.36782 | 0.00000 | ||
63 | 2013.02.08 16:20 | sell | 22 | 0.10 | 1.33901 | 0.00000 | 0.00000 | ||
64 | 2013.02.08 16:20 | modify | 22 | 0.10 | 1.33901 | 1.36918 | 0.00000 | ||
65 | 2013.02.08 16:27 | sell | 23 | 0.10 | 1.33946 | 0.00000 | 0.00000 | ||
66 | 2013.02.08 16:27 | modify | 23 | 0.10 | 1.33946 | 1.36963 | 0.00000 | ||
67 | 2013.02.08 17:11 | close | 23 | 0.10 | 1.33816 | 1.36963 | 0.00000 | 13.00 | 10120.51 |
68 | 2013.02.08 17:11 | close | 22 | 0.10 | 1.33816 | 1.36918 | 0.00000 | 8.50 | 10129.01 |
69 | 2013.02.08 17:11 | close | 21 | 0.10 | 1.33816 | 1.36782 | 0.00000 | -5.10 | 10123.91 |
70 | 2013.02.12 19:48 | buy | 24 | 0.10 | 1.34585 | 0.00000 | 0.00000 | ||
71 | 2013.02.12 19:48 | modify | 24 | 0.10 | 1.34585 | 1.31568 | 0.00000 | ||
72 | 2013.02.12 21:00 | buy | 25 | 0.10 | 1.34533 | 0.00000 | 0.00000 | ||
73 | 2013.02.12 21:00 | modify | 25 | 0.10 | 1.34533 | 1.31516 | 0.00000 | ||
74 | 2013.02.12 21:55 | buy | 26 | 0.10 | 1.34469 | 0.00000 | 0.00000 | ||
75 | 2013.02.12 21:55 | modify | 26 | 0.10 | 1.34469 | 1.31452 | 0.00000 | ||
76 | 2013.02.13 09:00 | buy | 27 | 0.10 | 1.34436 | 0.00000 | 0.00000 | ||
77 | 2013.02.13 09:00 | modify | 27 | 0.10 | 1.34436 | 1.31419 | 0.00000 | ||
78 | 2013.02.13 09:43 | close | 27 | 0.10 | 1.34559 | 1.31419 | 0.00000 | 12.30 | 10136.21 |
79 | 2013.02.13 09:43 | close | 26 | 0.10 | 1.34559 | 1.31452 | 0.00000 | 8.80 | 10145.01 |
80 | 2013.02.13 09:43 | close | 25 | 0.10 | 1.34559 | 1.31516 | 0.00000 | 2.40 | 10147.42 |
81 | 2013.02.13 09:43 | close | 24 | 0.10 | 1.34559 | 1.31568 | 0.00000 | -2.80 | 10144.62 |
82 | 2013.02.15 14:50 | sell | 28 | 0.10 | 1.33162 | 0.00000 | 0.00000 | ||
83 | 2013.02.15 14:50 | modify | 28 | 0.10 | 1.33162 | 1.36179 | 0.00000 | ||
84 | 2013.02.15 15:04 | close | 28 | 0.10 | 1.33107 | 1.36179 | 0.00000 | 5.50 | 10150.12 |
85 | 2013.02.15 15:08 | sell | 29 | 0.10 | 1.33201 | 0.00000 | 0.00000 | ||
86 | 2013.02.15 15:08 | modify | 29 | 0.10 | 1.33201 | 1.36218 | 0.00000 | ||
87 | 2013.02.15 15:08 | sell | 30 | 0.10 | 1.33358 | 0.00000 | 0.00000 | ||
88 | 2013.02.15 15:08 | modify | 30 | 0.10 | 1.33358 | 1.36375 | 0.00000 | ||
89 | 2013.02.15 15:09 | sell | 31 | 0.10 | 1.33497 | 0.00000 | 0.00000 | ||
90 | 2013.02.15 15:09 | modify | 31 | 0.10 | 1.33497 | 1.36514 | 0.00000 | ||
91 | 2013.02.15 15:10 | sell | 32 | 0.10 | 1.33457 | 0.00000 | 0.00000 | ||
92 | 2013.02.15 15:10 | modify | 32 | 0.10 | 1.33457 | 1.36474 | 0.00000 | ||
93 | 2013.02.15 15:12 | close | 32 | 0.10 | 1.33328 | 1.36474 | 0.00000 | 12.90 | 10163.02 |
94 | 2013.02.15 15:12 | close | 31 | 0.10 | 1.33328 | 1.36514 | 0.00000 | 16.90 | 10179.92 |
95 | 2013.02.15 15:12 | close | 30 | 0.10 | 1.33328 | 1.36375 | 0.00000 | 3.00 | 10182.92 |
96 | 2013.02.15 15:12 | close | 29 | 0.10 | 1.33328 | 1.36218 | 0.00000 | -12.70 | 10170.22 |
97 | 2013.02.20 09:20 | buy | 33 | 0.10 | 1.34249 | 0.00000 | 0.00000 | ||
98 | 2013.02.20 09:20 | modify | 33 | 0.10 | 1.34249 | 1.31232 | 0.00000 | ||
99 | 2013.02.20 09:51 | buy | 34 | 0.10 | 1.34198 | 0.00000 | 0.00000 | ||
100 | 2013.02.20 09:51 | modify | 34 | 0.10 | 1.34198 | 1.31181 | 0.00000 | ||
101 | 2013.02.20 09:52 | buy | 35 | 0.10 | 1.34145 | 0.00000 | 0.00000 | ||
102 | 2013.02.20 09:52 | modify | 35 | 0.10 | 1.34145 | 1.31128 | 0.00000 | ||
103 | 2013.02.20 11:32 | close | 35 | 0.10 | 1.34262 | 1.31128 | 0.00000 | 11.70 | 10181.92 |
104 | 2013.02.20 11:32 | close | 34 | 0.10 | 1.34262 | 1.31181 | 0.00000 | 6.40 | 10188.32 |
105 | 2013.02.20 11:32 | close | 33 | 0.10 | 1.34262 | 1.31232 | 0.00000 | 1.30 | 10189.62 |
106 | 2013.02.21 11:54 | sell | 36 | 0.10 | 1.31990 | 0.00000 | 0.00000 | ||
107 | 2013.02.21 11:54 | modify | 36 | 0.10 | 1.31990 | 1.35007 | 0.00000 | ||
108 | 2013.02.21 12:05 | close | 36 | 0.10 | 1.31934 | 1.35007 | 0.00000 | 5.60 | 10195.22 |
109 | 2013.02.21 12:57 | sell | 37 | 0.10 | 1.31836 | 0.00000 | 0.00000 | ||
110 | 2013.02.21 12:57 | modify | 37 | 0.10 | 1.31836 | 1.34853 | 0.00000 | ||
111 | 2013.02.21 13:20 | close | 37 | 0.10 | 1.31782 | 1.34853 | 0.00000 | 5.40 | 10200.62 |
112 | 2013.02.21 13:29 | sell | 38 | 0.10 | 1.31802 | 0.00000 | 0.00000 | ||
113 | 2013.02.21 13:29 | modify | 38 | 0.10 | 1.31802 | 1.34819 | 0.00000 | ||
114 | 2013.02.21 14:06 | close | 38 | 0.10 | 1.31751 | 1.34819 | 0.00000 | 5.10 | 10205.72 |
115 | 2013.02.21 14:14 | sell | 39 | 0.10 | 1.31780 | 0.00000 | 0.00000 | ||
116 | 2013.02.21 14:14 | modify | 39 | 0.10 | 1.31780 | 1.34797 | 0.00000 | ||
117 | 2013.02.21 14:14 | close | 39 | 0.10 | 1.31704 | 1.34797 | 0.00000 | 7.60 | 10213.32 |
118 | 2013.02.21 14:20 | sell | 40 | 0.10 | 1.31765 | 0.00000 | 0.00000 | ||
119 | 2013.02.21 14:20 | modify | 40 | 0.10 | 1.31765 | 1.34782 | 0.00000 | ||
120 | 2013.02.21 14:47 | sell | 41 | 0.10 | 1.31919 | 0.00000 | 0.00000 | ||
121 | 2013.02.21 14:47 | modify | 41 | 0.10 | 1.31919 | 1.34936 | 0.00000 | ||
122 | 2013.02.21 16:09 | sell | 42 | 0.10 | 1.32023 | 0.00000 | 0.00000 | ||
123 | 2013.02.21 16:09 | modify | 42 | 0.10 | 1.32023 | 1.35040 | 0.00000 | ||
124 | 2013.02.21 20:17 | close | 42 | 0.10 | 1.31851 | 1.35040 | 0.00000 | 17.20 | 10230.52 |
125 | 2013.02.21 20:17 | close | 41 | 0.10 | 1.31851 | 1.34936 | 0.00000 | 6.80 | 10237.32 |
126 | 2013.02.21 20:17 | close | 40 | 0.10 | 1.31851 | 1.34782 | 0.00000 | -8.60 | 10228.72 |
127 | 2013.02.22 17:20 | sell | 43 | 0.10 | 1.31643 | 0.00000 | 0.00000 | ||
128 | 2013.02.22 17:20 | modify | 43 | 0.10 | 1.31643 | 1.34660 | 0.00000 | ||
129 | 2013.02.22 17:26 | close | 43 | 0.10 | 1.31589 | 1.34660 | 0.00000 | 5.40 | 10234.12 |
130 | 2013.02.25 13:53 | buy | 44 | 0.10 | 1.32676 | 0.00000 | 0.00000 | ||
131 | 2013.02.25 13:53 | modify | 44 | 0.10 | 1.32676 | 1.29659 | 0.00000 | ||
132 | 2013.02.25 14:05 | close | 44 | 0.10 | 1.32733 | 1.29659 | 0.00000 | 5.70 | 10239.82 |
133 | 2013.02.25 23:08 | sell | 45 | 0.10 | 1.30778 | 0.00000 | 0.00000 | ||
134 | 2013.02.25 23:08 | modify | 45 | 0.10 | 1.30778 | 1.33795 | 0.00000 | ||
135 | 2013.02.25 23:44 | close | 45 | 0.10 | 1.30724 | 1.33795 | 0.00000 | 5.40 | 10245.22 |
136 | 2013.02.26 09:41 | sell | 46 | 0.10 | 1.30377 | 0.00000 | 0.00000 | ||
137 | 2013.02.26 09:41 | modify | 46 | 0.10 | 1.30377 | 1.33394 | 0.00000 | ||
138 | 2013.02.26 10:00 | sell | 47 | 0.10 | 1.30508 | 0.00000 | 0.00000 | ||
139 | 2013.02.26 10:00 | modify | 47 | 0.10 | 1.30508 | 1.33525 | 0.00000 | ||
140 | 2013.02.26 10:00 | sell | 48 | 0.10 | 1.30617 | 0.00000 | 0.00000 | ||
141 | 2013.02.26 10:00 | modify | 48 | 0.10 | 1.30617 | 1.33634 | 0.00000 | ||
142 | 2013.02.26 11:49 | sell | 49 | 0.10 | 1.30948 | 0.00000 | 0.00000 | ||
143 | 2013.02.26 11:49 | modify | 49 | 0.10 | 1.30948 | 1.33965 | 0.00000 | ||
144 | 2013.02.26 15:29 | close | 49 | 0.10 | 1.30539 | 1.33965 | 0.00000 | 40.90 | 10286.12 |
145 | 2013.02.26 15:29 | close | 48 | 0.10 | 1.30539 | 1.33634 | 0.00000 | 7.80 | 10293.92 |
146 | 2013.02.26 15:29 | close | 47 | 0.10 | 1.30539 | 1.33525 | 0.00000 | -3.10 | 10290.82 |
147 | 2013.02.26 15:29 | close | 46 | 0.10 | 1.30539 | 1.33394 | 0.00000 | -16.20 | 10274.62 |
148 | 2013.02.26 18:31 | sell | 50 | 0.10 | 1.30624 | 0.00000 | 0.00000 | ||
149 | 2013.02.26 18:31 | modify | 50 | 0.10 | 1.30624 | 1.33641 | 0.00000 | ||
150 | 2013.02.26 18:33 | sell | 51 | 0.10 | 1.30720 | 0.00000 | 0.00000 | ||
151 | 2013.02.26 18:33 | modify | 51 | 0.10 | 1.30720 | 1.33737 | 0.00000 | ||
152 | 2013.02.26 18:35 | close | 51 | 0.10 | 1.30621 | 1.33737 | 0.00000 | 9.90 | 10284.52 |
153 | 2013.02.26 18:35 | close | 50 | 0.10 | 1.30621 | 1.33641 | 0.00000 | 0.30 | 10284.82 |