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=0; Magic_no2=13013010; 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 | -886.58 | Gross profit | 2034.29 | Gross loss | -2920.87 |
Profit factor | 0.70 | Expected payoff | -29.55 | ||
Absolute drawdown | 3997.58 | Maximal drawdown | 4122.90 (40.72%) | Relative drawdown | 40.72% (4122.90) |
Total trades | 30 | Short positions (won %) | 10 (90.00%) | Long positions (won %) | 20 (60.00%) |
Profit trades (% of total) | 21 (70.00%) | Loss trades (% of total) | 9 (30.00%) | ||
Largest | profit trade | 600.82 | loss trade | -1699.78 | |
Average | profit trade | 96.87 | loss trade | -324.54 | |
Maximum | consecutive wins (profit in money) | 6 (38.20) | consecutive losses (loss in money) | 5 (-1215.70) | |
Maximal | consecutive profit (count of wins) | 1903.28 (4) | consecutive loss (count of losses) | -1699.78 (1) | |
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 | 2013.01.10 23:17 | buy | 1 | 0.10 | 1.32538 | 0.00000 | 0.00000 | ||
2 | 2013.01.10 23:17 | modify | 1 | 0.10 | 1.32538 | 1.29521 | 0.00000 | ||
3 | 2013.01.10 23:26 | close | 1 | 0.10 | 1.32589 | 1.29521 | 0.00000 | 5.10 | 10005.10 |
4 | 2013.01.11 20:08 | buy | 2 | 0.10 | 1.33538 | 0.00000 | 0.00000 | ||
5 | 2013.01.11 20:08 | modify | 2 | 0.10 | 1.33538 | 1.30521 | 0.00000 | ||
6 | 2013.01.11 21:40 | buy | 3 | 0.10 | 1.33425 | 0.00000 | 0.00000 | ||
7 | 2013.01.11 21:40 | modify | 3 | 0.10 | 1.33425 | 1.30408 | 0.00000 | ||
8 | 2013.01.11 22:10 | buy | 4 | 0.10 | 1.33321 | 0.00000 | 0.00000 | ||
9 | 2013.01.11 22:10 | modify | 4 | 0.10 | 1.33321 | 1.30304 | 0.00000 | ||
10 | 2013.01.14 00:00 | close | 4 | 0.10 | 1.33528 | 1.30304 | 0.00000 | 20.50 | 10025.60 |
11 | 2013.01.14 00:00 | close | 3 | 0.10 | 1.33528 | 1.30408 | 0.00000 | 10.10 | 10035.71 |
12 | 2013.01.14 00:00 | close | 2 | 0.10 | 1.33528 | 1.30521 | 0.00000 | -1.20 | 10034.51 |
13 | 2013.01.14 23:32 | buy | 5 | 0.10 | 1.33810 | 0.00000 | 0.00000 | ||
14 | 2013.01.14 23:32 | modify | 5 | 0.10 | 1.33810 | 1.30793 | 0.00000 | ||
15 | 2013.01.14 23:34 | buy | 6 | 0.10 | 1.33741 | 0.00000 | 0.00000 | ||
16 | 2013.01.14 23:34 | modify | 6 | 0.10 | 1.33741 | 1.30724 | 0.00000 | ||
17 | 2013.01.14 23:58 | close | 6 | 0.10 | 1.33828 | 1.30724 | 0.00000 | 8.70 | 10043.21 |
18 | 2013.01.14 23:58 | close | 5 | 0.10 | 1.33828 | 1.30793 | 0.00000 | 1.80 | 10045.01 |
19 | 2013.02.07 20:32 | sell | 7 | 0.10 | 1.33952 | 0.00000 | 0.00000 | ||
20 | 2013.02.07 20:32 | modify | 7 | 0.10 | 1.33952 | 1.36969 | 0.00000 | ||
21 | 2013.02.07 21:39 | close | 7 | 0.10 | 1.33901 | 1.36969 | 0.00000 | 5.10 | 10050.11 |
22 | 2013.02.07 22:35 | sell | 8 | 0.10 | 1.33940 | 0.00000 | 0.00000 | ||
23 | 2013.02.07 22:35 | modify | 8 | 0.10 | 1.33940 | 1.36957 | 0.00000 | ||
24 | 2013.02.08 00:25 | close | 8 | 0.10 | 1.33888 | 1.36957 | 0.00000 | 5.20 | 10055.31 |
25 | 2013.02.08 16:07 | sell | 9 | 0.10 | 1.33825 | 0.00000 | 0.00000 | ||
26 | 2013.02.08 16:07 | modify | 9 | 0.10 | 1.33825 | 1.36842 | 0.00000 | ||
27 | 2013.02.08 16:27 | sell | 10 | 0.10 | 1.33916 | 0.00000 | 0.00000 | ||
28 | 2013.02.08 16:27 | modify | 10 | 0.10 | 1.33916 | 1.36933 | 0.00000 | ||
29 | 2013.02.08 16:34 | sell | 11 | 0.10 | 1.33954 | 0.00000 | 0.00000 | ||
30 | 2013.02.08 16:34 | modify | 11 | 0.10 | 1.33954 | 1.36971 | 0.00000 | ||
31 | 2013.02.08 17:09 | close | 11 | 0.10 | 1.33848 | 1.36971 | 0.00000 | 10.60 | 10065.91 |
32 | 2013.02.08 17:09 | close | 10 | 0.10 | 1.33848 | 1.36933 | 0.00000 | 6.80 | 10072.71 |
33 | 2013.02.08 17:09 | close | 9 | 0.10 | 1.33848 | 1.36842 | 0.00000 | -2.30 | 10070.41 |
34 | 2013.02.08 17:35 | sell | 12 | 0.10 | 1.33822 | 0.00000 | 0.00000 | ||
35 | 2013.02.08 17:35 | modify | 12 | 0.10 | 1.33822 | 1.36839 | 0.00000 | ||
36 | 2013.02.08 17:39 | sell | 13 | 0.10 | 1.33887 | 0.00000 | 0.00000 | ||
37 | 2013.02.08 17:39 | modify | 13 | 0.10 | 1.33887 | 1.36904 | 0.00000 | ||
38 | 2013.02.08 17:59 | close | 13 | 0.10 | 1.33792 | 1.36904 | 0.00000 | 9.50 | 10079.91 |
39 | 2013.02.08 17:59 | close | 12 | 0.10 | 1.33792 | 1.36839 | 0.00000 | 3.00 | 10082.91 |
40 | 2013.02.08 18:20 | sell | 14 | 0.10 | 1.33820 | 0.00000 | 0.00000 | ||
41 | 2013.02.08 18:20 | modify | 14 | 0.10 | 1.33820 | 1.36837 | 0.00000 | ||
42 | 2013.02.08 18:28 | close | 14 | 0.10 | 1.33768 | 1.36837 | 0.00000 | 5.20 | 10088.11 |
43 | 2013.02.12 20:57 | buy | 15 | 0.10 | 1.34592 | 0.00000 | 0.00000 | ||
44 | 2013.02.12 20:57 | modify | 15 | 0.10 | 1.34592 | 1.31575 | 0.00000 | ||
45 | 2013.02.12 21:12 | buy | 16 | 0.10 | 1.34516 | 0.00000 | 0.00000 | ||
46 | 2013.02.12 21:12 | modify | 16 | 0.10 | 1.34516 | 1.31499 | 0.00000 | ||
47 | 2013.02.12 21:55 | buy | 17 | 0.10 | 1.34458 | 0.00000 | 0.00000 | ||
48 | 2013.02.12 21:55 | modify | 17 | 0.10 | 1.34458 | 1.31441 | 0.00000 | ||
49 | 2013.02.13 00:32 | close | 17 | 0.10 | 1.34575 | 1.31441 | 0.00000 | 11.50 | 10099.61 |
50 | 2013.02.13 00:32 | close | 16 | 0.10 | 1.34575 | 1.31499 | 0.00000 | 5.70 | 10105.31 |
51 | 2013.02.13 00:32 | close | 15 | 0.10 | 1.34575 | 1.31575 | 0.00000 | -1.90 | 10103.42 |
52 | 2013.02.13 14:47 | buy | 18 | 0.10 | 1.34937 | 0.00000 | 0.00000 | ||
53 | 2013.02.13 14:47 | modify | 18 | 0.10 | 1.34937 | 1.31920 | 0.00000 | ||
54 | 2013.02.13 14:48 | buy | 19 | 0.10 | 1.34814 | 0.00000 | 0.00000 | ||
55 | 2013.02.13 14:48 | modify | 19 | 0.10 | 1.34814 | 1.31797 | 0.00000 | ||
56 | 2013.02.13 14:49 | close | 19 | 0.10 | 1.34927 | 1.31797 | 0.00000 | 11.30 | 10114.72 |
57 | 2013.02.13 14:49 | close | 18 | 0.10 | 1.34927 | 1.31920 | 0.00000 | -1.00 | 10113.72 |
58 | 2013.02.13 14:49 | buy | 20 | 0.10 | 1.34941 | 0.00000 | 0.00000 | ||
59 | 2013.02.13 14:49 | modify | 20 | 0.10 | 1.34941 | 1.31924 | 0.00000 | ||
60 | 2013.02.13 15:07 | buy | 21 | 0.10 | 1.34811 | 0.00000 | 0.00000 | ||
61 | 2013.02.13 15:07 | modify | 21 | 0.10 | 1.34811 | 1.31794 | 0.00000 | ||
62 | 2013.02.13 15:20 | buy | 22 | 0.10 | 1.34755 | 0.00000 | 0.00000 | ||
63 | 2013.02.13 15:20 | modify | 22 | 0.10 | 1.34755 | 1.31738 | 0.00000 | ||
64 | 2013.02.13 17:23 | buy | 23 | 0.10 | 1.34633 | 0.00000 | 0.00000 | ||
65 | 2013.02.13 17:23 | modify | 23 | 0.10 | 1.34633 | 1.31616 | 0.00000 | ||
66 | 2013.02.13 17:32 | buy | 24 | 0.80 | 1.34484 | 0.00000 | 0.00000 | ||
67 | 2013.02.13 17:32 | modify | 24 | 0.80 | 1.34484 | 1.31467 | 0.00000 | ||
68 | 2013.02.21 11:01 | s/l | 20 | 0.10 | 1.31924 | 1.31924 | 0.00000 | -303.67 | 9810.04 |
69 | 2013.02.21 11:01 | buy | 25 | 0.80 | 1.31943 | 0.00000 | 0.00000 | ||
70 | 2013.02.21 11:01 | modify | 25 | 0.80 | 1.31943 | 1.28926 | 0.00000 | ||
71 | 2013.02.21 11:43 | s/l | 21 | 0.10 | 1.31794 | 1.31794 | 0.00000 | -303.67 | 9506.37 |
72 | 2013.02.21 11:43 | buy | 26 | 0.80 | 1.31812 | 0.00000 | 0.00000 | ||
73 | 2013.02.21 11:43 | modify | 26 | 0.80 | 1.31812 | 1.28795 | 0.00000 | ||
74 | 2013.02.21 12:42 | s/l | 22 | 0.10 | 1.31738 | 1.31738 | 0.00000 | -303.67 | 9202.69 |
75 | 2013.02.21 12:42 | buy | 27 | 0.80 | 1.31754 | 0.00000 | 0.00000 | ||
76 | 2013.02.21 12:42 | modify | 27 | 0.80 | 1.31754 | 1.28737 | 0.00000 | ||
77 | 2013.02.21 21:47 | s/l | 23 | 0.10 | 1.31616 | 1.31616 | 0.00000 | -303.67 | 8899.02 |
78 | 2013.02.21 21:47 | buy | 28 | 0.80 | 1.31628 | 0.00000 | 0.00000 | ||
79 | 2013.02.21 21:47 | modify | 28 | 0.80 | 1.31628 | 1.28611 | 0.00000 | ||
80 | 2013.02.22 11:00 | close | 28 | 0.80 | 1.32381 | 1.28611 | 0.00000 | 600.82 | 9499.84 |
81 | 2013.02.22 11:00 | close | 27 | 0.80 | 1.32381 | 1.28737 | 0.00000 | 500.02 | 9999.86 |
82 | 2013.02.22 11:00 | close | 26 | 0.80 | 1.32381 | 1.28795 | 0.00000 | 453.62 | 10453.48 |
83 | 2013.02.22 11:00 | close | 25 | 0.80 | 1.32381 | 1.28926 | 0.00000 | 348.82 | 10802.30 |
84 | 2013.02.22 11:00 | close | 24 | 0.80 | 1.32381 | 1.31467 | 0.00000 | -1699.78 | 9102.52 |
85 | 2013.02.26 18:32 | sell | 29 | 0.10 | 1.30675 | 0.00000 | 0.00000 | ||
86 | 2013.02.26 18:32 | modify | 29 | 0.10 | 1.30675 | 1.33692 | 0.00000 | ||
87 | 2013.02.26 18:33 | sell | 30 | 0.10 | 1.30724 | 0.00000 | 0.00000 | ||
88 | 2013.02.26 18:33 | modify | 30 | 0.10 | 1.30724 | 1.33741 | 0.00000 | ||
89 | 2013.02.26 18:35 | close | 30 | 0.10 | 1.30645 | 1.33741 | 0.00000 | 7.90 | 9110.42 |
90 | 2013.02.26 18:35 | close | 29 | 0.10 | 1.30645 | 1.33692 | 0.00000 | 3.00 | 9113.42 |