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=0; Magic_no3=13013010; 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 | -744.48 | Gross profit | 2207.19 | Gross loss | -2951.67 |
Profit factor | 0.75 | Expected payoff | -15.51 | ||
Absolute drawdown | 3993.08 | Maximal drawdown | 4157.70 (40.90%) | Relative drawdown | 40.90% (4157.70) |
Total trades | 48 | Short positions (won %) | 17 (82.35%) | Long positions (won %) | 31 (70.97%) |
Profit trades (% of total) | 36 (75.00%) | Loss trades (% of total) | 12 (25.00%) | ||
Largest | profit trade | 606.42 | loss trade | -1694.18 | |
Average | profit trade | 61.31 | loss trade | -245.97 | |
Maximum | consecutive wins (profit in money) | 9 (63.31) | consecutive losses (loss in money) | 5 (-1216.30) | |
Maximal | consecutive profit (count of wins) | 1941.68 (4) | consecutive loss (count of losses) | -1694.18 (1) | |
Average | consecutive wins | 5 | 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 | 2013.01.02 10:56 | buy | 1 | 0.10 | 1.32783 | 0.00000 | 0.00000 | ||
2 | 2013.01.02 10:56 | modify | 1 | 0.10 | 1.32783 | 1.29766 | 0.00000 | ||
3 | 2013.01.02 11:09 | close | 1 | 0.10 | 1.32836 | 1.29766 | 0.00000 | 5.30 | 10005.30 |
4 | 2013.01.07 23:21 | buy | 2 | 0.10 | 1.31135 | 0.00000 | 0.00000 | ||
5 | 2013.01.07 23:21 | modify | 2 | 0.10 | 1.31135 | 1.28118 | 0.00000 | ||
6 | 2013.01.08 00:04 | close | 2 | 0.10 | 1.31196 | 1.28118 | 0.00000 | 5.90 | 10011.20 |
7 | 2013.01.10 21:45 | buy | 3 | 0.10 | 1.32558 | 0.00000 | 0.00000 | ||
8 | 2013.01.10 21:45 | modify | 3 | 0.10 | 1.32558 | 1.29541 | 0.00000 | ||
9 | 2013.01.10 23:34 | close | 3 | 0.10 | 1.32611 | 1.29541 | 0.00000 | 5.30 | 10016.50 |
10 | 2013.01.11 17:02 | buy | 4 | 0.10 | 1.33343 | 0.00000 | 0.00000 | ||
11 | 2013.01.11 17:02 | modify | 4 | 0.10 | 1.33343 | 1.30326 | 0.00000 | ||
12 | 2013.01.11 17:21 | close | 4 | 0.10 | 1.33401 | 1.30326 | 0.00000 | 5.80 | 10022.30 |
13 | 2013.01.11 17:34 | buy | 5 | 0.10 | 1.33336 | 0.00000 | 0.00000 | ||
14 | 2013.01.11 17:34 | modify | 5 | 0.10 | 1.33336 | 1.30319 | 0.00000 | ||
15 | 2013.01.11 17:38 | close | 5 | 0.10 | 1.33387 | 1.30319 | 0.00000 | 5.10 | 10027.40 |
16 | 2013.01.11 18:08 | buy | 6 | 0.10 | 1.33400 | 0.00000 | 0.00000 | ||
17 | 2013.01.11 18:08 | modify | 6 | 0.10 | 1.33400 | 1.30383 | 0.00000 | ||
18 | 2013.01.11 18:15 | close | 6 | 0.10 | 1.33451 | 1.30383 | 0.00000 | 5.10 | 10032.50 |
19 | 2013.01.11 19:37 | buy | 7 | 0.10 | 1.33524 | 0.00000 | 0.00000 | ||
20 | 2013.01.11 19:37 | modify | 7 | 0.10 | 1.33524 | 1.30507 | 0.00000 | ||
21 | 2013.01.11 19:49 | close | 7 | 0.10 | 1.33577 | 1.30507 | 0.00000 | 5.30 | 10037.80 |
22 | 2013.01.11 20:06 | buy | 8 | 0.10 | 1.33550 | 0.00000 | 0.00000 | ||
23 | 2013.01.11 20:06 | modify | 8 | 0.10 | 1.33550 | 1.30533 | 0.00000 | ||
24 | 2013.01.11 21:36 | buy | 9 | 0.10 | 1.33438 | 0.00000 | 0.00000 | ||
25 | 2013.01.11 21:36 | modify | 9 | 0.10 | 1.33438 | 1.30421 | 0.00000 | ||
26 | 2013.01.11 22:08 | buy | 10 | 0.10 | 1.33331 | 0.00000 | 0.00000 | ||
27 | 2013.01.11 22:08 | modify | 10 | 0.10 | 1.33331 | 1.30314 | 0.00000 | ||
28 | 2013.01.14 00:00 | close | 10 | 0.10 | 1.33514 | 1.30314 | 0.00000 | 18.10 | 10055.91 |
29 | 2013.01.14 00:00 | close | 9 | 0.10 | 1.33514 | 1.30421 | 0.00000 | 7.40 | 10063.31 |
30 | 2013.01.14 00:00 | close | 8 | 0.10 | 1.33514 | 1.30533 | 0.00000 | -3.80 | 10059.51 |
31 | 2013.01.17 14:28 | buy | 11 | 0.10 | 1.33666 | 0.00000 | 0.00000 | ||
32 | 2013.01.17 14:28 | modify | 11 | 0.10 | 1.33666 | 1.30649 | 0.00000 | ||
33 | 2013.01.17 14:48 | close | 11 | 0.10 | 1.33719 | 1.30649 | 0.00000 | 5.30 | 10064.81 |
34 | 2013.01.17 15:30 | buy | 12 | 0.10 | 1.33701 | 0.00000 | 0.00000 | ||
35 | 2013.01.17 15:30 | modify | 12 | 0.10 | 1.33701 | 1.30684 | 0.00000 | ||
36 | 2013.01.17 15:35 | buy | 13 | 0.10 | 1.33566 | 0.00000 | 0.00000 | ||
37 | 2013.01.17 15:35 | modify | 13 | 0.10 | 1.33566 | 1.30549 | 0.00000 | ||
38 | 2013.01.17 15:56 | buy | 14 | 0.10 | 1.33454 | 0.00000 | 0.00000 | ||
39 | 2013.01.17 15:56 | modify | 14 | 0.10 | 1.33454 | 1.30437 | 0.00000 | ||
40 | 2013.01.17 19:54 | close | 14 | 0.10 | 1.33624 | 1.30437 | 0.00000 | 17.00 | 10081.81 |
41 | 2013.01.17 19:54 | close | 13 | 0.10 | 1.33624 | 1.30549 | 0.00000 | 5.80 | 10087.61 |
42 | 2013.01.17 19:54 | close | 12 | 0.10 | 1.33624 | 1.30684 | 0.00000 | -7.70 | 10079.91 |
43 | 2013.02.07 19:16 | sell | 15 | 0.10 | 1.33933 | 0.00000 | 0.00000 | ||
44 | 2013.02.07 19:16 | modify | 15 | 0.10 | 1.33933 | 1.36950 | 0.00000 | ||
45 | 2013.02.07 23:55 | sell | 16 | 0.10 | 1.34001 | 0.00000 | 0.00000 | ||
46 | 2013.02.07 23:55 | modify | 16 | 0.10 | 1.34001 | 1.37018 | 0.00000 | ||
47 | 2013.02.08 00:24 | close | 16 | 0.10 | 1.33916 | 1.37018 | 0.00000 | 8.50 | 10088.41 |
48 | 2013.02.08 00:24 | close | 15 | 0.10 | 1.33916 | 1.36950 | 0.00000 | 1.70 | 10090.11 |
49 | 2013.02.08 16:06 | sell | 17 | 0.10 | 1.33789 | 0.00000 | 0.00000 | ||
50 | 2013.02.08 16:06 | modify | 17 | 0.10 | 1.33789 | 1.36806 | 0.00000 | ||
51 | 2013.02.08 16:27 | sell | 18 | 0.10 | 1.33911 | 0.00000 | 0.00000 | ||
52 | 2013.02.08 16:27 | modify | 18 | 0.10 | 1.33911 | 1.36928 | 0.00000 | ||
53 | 2013.02.08 16:34 | sell | 19 | 0.10 | 1.33950 | 0.00000 | 0.00000 | ||
54 | 2013.02.08 16:34 | modify | 19 | 0.10 | 1.33950 | 1.36967 | 0.00000 | ||
55 | 2013.02.08 17:09 | close | 19 | 0.10 | 1.33825 | 1.36967 | 0.00000 | 12.50 | 10102.61 |
56 | 2013.02.08 17:09 | close | 18 | 0.10 | 1.33825 | 1.36928 | 0.00000 | 8.60 | 10111.21 |
57 | 2013.02.08 17:09 | close | 17 | 0.10 | 1.33825 | 1.36806 | 0.00000 | -3.60 | 10107.61 |
58 | 2013.02.08 17:35 | sell | 20 | 0.10 | 1.33817 | 0.00000 | 0.00000 | ||
59 | 2013.02.08 17:35 | modify | 20 | 0.10 | 1.33817 | 1.36834 | 0.00000 | ||
60 | 2013.02.08 17:38 | sell | 21 | 0.10 | 1.33886 | 0.00000 | 0.00000 | ||
61 | 2013.02.08 17:38 | modify | 21 | 0.10 | 1.33886 | 1.36903 | 0.00000 | ||
62 | 2013.02.08 17:59 | close | 21 | 0.10 | 1.33785 | 1.36903 | 0.00000 | 10.10 | 10117.71 |
63 | 2013.02.08 17:59 | close | 20 | 0.10 | 1.33785 | 1.36834 | 0.00000 | 3.20 | 10120.91 |
64 | 2013.02.12 20:04 | buy | 22 | 0.10 | 1.34578 | 0.00000 | 0.00000 | ||
65 | 2013.02.12 20:04 | modify | 22 | 0.10 | 1.34578 | 1.31561 | 0.00000 | ||
66 | 2013.02.12 20:09 | close | 22 | 0.10 | 1.34629 | 1.31561 | 0.00000 | 5.10 | 10126.01 |
67 | 2013.02.12 20:57 | buy | 23 | 0.10 | 1.34599 | 0.00000 | 0.00000 | ||
68 | 2013.02.12 20:57 | modify | 23 | 0.10 | 1.34599 | 1.31582 | 0.00000 | ||
69 | 2013.02.12 21:11 | buy | 24 | 0.10 | 1.34523 | 0.00000 | 0.00000 | ||
70 | 2013.02.12 21:11 | modify | 24 | 0.10 | 1.34523 | 1.31506 | 0.00000 | ||
71 | 2013.02.12 21:55 | buy | 25 | 0.10 | 1.34447 | 0.00000 | 0.00000 | ||
72 | 2013.02.12 21:55 | modify | 25 | 0.10 | 1.34447 | 1.31430 | 0.00000 | ||
73 | 2013.02.13 09:00 | buy | 26 | 0.10 | 1.34434 | 0.00000 | 0.00000 | ||
74 | 2013.02.13 09:00 | modify | 26 | 0.10 | 1.34434 | 1.31417 | 0.00000 | ||
75 | 2013.02.13 09:43 | close | 26 | 0.10 | 1.34566 | 1.31417 | 0.00000 | 13.20 | 10139.21 |
76 | 2013.02.13 09:43 | close | 25 | 0.10 | 1.34566 | 1.31430 | 0.00000 | 11.70 | 10150.91 |
77 | 2013.02.13 09:43 | close | 24 | 0.10 | 1.34566 | 1.31506 | 0.00000 | 4.10 | 10155.02 |
78 | 2013.02.13 09:43 | close | 23 | 0.10 | 1.34566 | 1.31582 | 0.00000 | -3.50 | 10151.52 |
79 | 2013.02.13 14:47 | buy | 27 | 0.10 | 1.34961 | 0.00000 | 0.00000 | ||
80 | 2013.02.13 14:47 | modify | 27 | 0.10 | 1.34961 | 1.31944 | 0.00000 | ||
81 | 2013.02.13 14:48 | buy | 28 | 0.10 | 1.34822 | 0.00000 | 0.00000 | ||
82 | 2013.02.13 14:48 | modify | 28 | 0.10 | 1.34822 | 1.31805 | 0.00000 | ||
83 | 2013.02.13 14:49 | close | 28 | 0.10 | 1.34945 | 1.31805 | 0.00000 | 12.30 | 10163.82 |
84 | 2013.02.13 14:49 | close | 27 | 0.10 | 1.34945 | 1.31944 | 0.00000 | -1.60 | 10162.22 |
85 | 2013.02.13 14:49 | buy | 29 | 0.10 | 1.34960 | 0.00000 | 0.00000 | ||
86 | 2013.02.13 14:49 | modify | 29 | 0.10 | 1.34960 | 1.31943 | 0.00000 | ||
87 | 2013.02.13 15:06 | buy | 30 | 0.10 | 1.34838 | 0.00000 | 0.00000 | ||
88 | 2013.02.13 15:06 | modify | 30 | 0.10 | 1.34838 | 1.31821 | 0.00000 | ||
89 | 2013.02.13 15:20 | buy | 31 | 0.10 | 1.34760 | 0.00000 | 0.00000 | ||
90 | 2013.02.13 15:20 | modify | 31 | 0.10 | 1.34760 | 1.31743 | 0.00000 | ||
91 | 2013.02.13 17:23 | buy | 32 | 0.10 | 1.34642 | 0.00000 | 0.00000 | ||
92 | 2013.02.13 17:23 | modify | 32 | 0.10 | 1.34642 | 1.31625 | 0.00000 | ||
93 | 2013.02.13 17:32 | buy | 33 | 0.80 | 1.34499 | 0.00000 | 0.00000 | ||
94 | 2013.02.13 17:32 | modify | 33 | 0.80 | 1.34499 | 1.31482 | 0.00000 | ||
95 | 2013.02.21 10:59 | s/l | 29 | 0.10 | 1.31943 | 1.31943 | 0.00000 | -303.67 | 9858.54 |
96 | 2013.02.21 10:59 | buy | 34 | 0.80 | 1.31957 | 0.00000 | 0.00000 | ||
97 | 2013.02.21 10:59 | modify | 34 | 0.80 | 1.31957 | 1.28940 | 0.00000 | ||
98 | 2013.02.21 11:35 | s/l | 30 | 0.10 | 1.31821 | 1.31821 | 0.00000 | -303.67 | 9554.87 |
99 | 2013.02.21 11:35 | buy | 35 | 0.80 | 1.31837 | 0.00000 | 0.00000 | ||
100 | 2013.02.21 11:35 | modify | 35 | 0.80 | 1.31837 | 1.28820 | 0.00000 | ||
101 | 2013.02.21 12:42 | s/l | 31 | 0.10 | 1.31743 | 1.31743 | 0.00000 | -303.67 | 9251.19 |
102 | 2013.02.21 12:42 | buy | 36 | 0.80 | 1.31740 | 0.00000 | 0.00000 | ||
103 | 2013.02.21 12:42 | modify | 36 | 0.80 | 1.31740 | 1.28723 | 0.00000 | ||
104 | 2013.02.21 21:47 | s/l | 32 | 0.10 | 1.31625 | 1.31625 | 0.00000 | -303.67 | 8947.52 |
105 | 2013.02.21 21:47 | buy | 37 | 0.80 | 1.31643 | 0.00000 | 0.00000 | ||
106 | 2013.02.21 21:47 | modify | 37 | 0.80 | 1.31643 | 1.28626 | 0.00000 | ||
107 | 2013.02.22 11:00 | close | 37 | 0.80 | 1.32403 | 1.28626 | 0.00000 | 606.42 | 9553.94 |
108 | 2013.02.22 11:00 | close | 36 | 0.80 | 1.32403 | 1.28723 | 0.00000 | 528.82 | 10082.76 |
109 | 2013.02.22 11:00 | close | 35 | 0.80 | 1.32403 | 1.28820 | 0.00000 | 451.22 | 10533.98 |
110 | 2013.02.22 11:00 | close | 34 | 0.80 | 1.32403 | 1.28940 | 0.00000 | 355.22 | 10889.20 |
111 | 2013.02.22 11:00 | close | 33 | 0.80 | 1.32403 | 1.31482 | 0.00000 | -1694.18 | 9195.02 |
112 | 2013.02.22 17:20 | sell | 38 | 0.10 | 1.31672 | 0.00000 | 0.00000 | ||
113 | 2013.02.22 17:20 | modify | 38 | 0.10 | 1.31672 | 1.34689 | 0.00000 | ||
114 | 2013.02.22 17:24 | close | 38 | 0.10 | 1.31614 | 1.34689 | 0.00000 | 5.80 | 9200.82 |
115 | 2013.02.25 23:38 | sell | 39 | 0.10 | 1.30804 | 0.00000 | 0.00000 | ||
116 | 2013.02.25 23:38 | modify | 39 | 0.10 | 1.30804 | 1.33821 | 0.00000 | ||
117 | 2013.02.25 23:43 | close | 39 | 0.10 | 1.30748 | 1.33821 | 0.00000 | 5.60 | 9206.42 |
118 | 2013.02.25 23:49 | sell | 40 | 0.10 | 1.30797 | 0.00000 | 0.00000 | ||
119 | 2013.02.25 23:49 | modify | 40 | 0.10 | 1.30797 | 1.33814 | 0.00000 | ||
120 | 2013.02.25 23:52 | close | 40 | 0.10 | 1.30727 | 1.33814 | 0.00000 | 7.00 | 9213.42 |
121 | 2013.02.26 09:42 | sell | 41 | 0.10 | 1.30409 | 0.00000 | 0.00000 | ||
122 | 2013.02.26 09:42 | modify | 41 | 0.10 | 1.30409 | 1.33426 | 0.00000 | ||
123 | 2013.02.26 09:46 | close | 41 | 0.10 | 1.30357 | 1.33426 | 0.00000 | 5.20 | 9218.62 |
124 | 2013.02.26 09:50 | sell | 42 | 0.10 | 1.30411 | 0.00000 | 0.00000 | ||
125 | 2013.02.26 09:50 | modify | 42 | 0.10 | 1.30411 | 1.33428 | 0.00000 | ||
126 | 2013.02.26 10:00 | sell | 43 | 0.10 | 1.30533 | 0.00000 | 0.00000 | ||
127 | 2013.02.26 10:00 | modify | 43 | 0.10 | 1.30533 | 1.33550 | 0.00000 | ||
128 | 2013.02.26 10:01 | sell | 44 | 0.10 | 1.30619 | 0.00000 | 0.00000 | ||
129 | 2013.02.26 10:01 | modify | 44 | 0.10 | 1.30619 | 1.33636 | 0.00000 | ||
130 | 2013.02.26 11:49 | sell | 45 | 0.10 | 1.30981 | 0.00000 | 0.00000 | ||
131 | 2013.02.26 11:49 | modify | 45 | 0.10 | 1.30981 | 1.33998 | 0.00000 | ||
132 | 2013.02.26 15:29 | close | 45 | 0.10 | 1.30585 | 1.33998 | 0.00000 | 39.60 | 9258.22 |
133 | 2013.02.26 15:29 | close | 44 | 0.10 | 1.30585 | 1.33636 | 0.00000 | 3.40 | 9261.62 |
134 | 2013.02.26 15:29 | close | 43 | 0.10 | 1.30585 | 1.33550 | 0.00000 | -5.20 | 9256.42 |
135 | 2013.02.26 15:29 | close | 42 | 0.10 | 1.30585 | 1.33428 | 0.00000 | -17.40 | 9239.02 |
136 | 2013.02.26 18:32 | sell | 46 | 0.10 | 1.30649 | 0.00000 | 0.00000 | ||
137 | 2013.02.26 18:32 | modify | 46 | 0.10 | 1.30649 | 1.33666 | 0.00000 | ||
138 | 2013.02.26 18:32 | sell | 47 | 0.10 | 1.30718 | 0.00000 | 0.00000 | ||
139 | 2013.02.26 18:32 | modify | 47 | 0.10 | 1.30718 | 1.33735 | 0.00000 | ||
140 | 2013.02.26 18:35 | close | 47 | 0.10 | 1.30627 | 1.33735 | 0.00000 | 9.10 | 9248.12 |
141 | 2013.02.26 18:35 | close | 46 | 0.10 | 1.30627 | 1.33666 | 0.00000 | 2.20 | 9250.32 |
142 | 2013.03.07 17:48 | buy | 48 | 0.10 | 1.30943 | 0.00000 | 0.00000 | ||
143 | 2013.03.07 17:48 | modify | 48 | 0.10 | 1.30943 | 1.27926 | 0.00000 | ||
144 | 2013.03.07 18:20 | close | 48 | 0.10 | 1.30995 | 1.27926 | 0.00000 | 5.20 | 9255.52 |