通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
期間 | 5分足(M5) 2013.03.18 07:00 - 2013.03.23 05:45 (2013.03.18 - 2013.03.25) | ||||
モデル | Every tick (the most precise method based on all available least timeframes) | ||||
パラメーター | Lots=1; Slip=10; Comments=""; TP=50; | ||||
Bars in test | 2423 | Ticks modelled | 493089 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 37.02 | Gross profit | 327.68 | Gross loss | -290.66 |
Profit factor | 1.13 | Expected payoff | 0.76 | ||
Absolute drawdown | 62.28 | Maximal drawdown | 126.47 (1.25%) | Relative drawdown | 1.25% (126.47) |
Total trades | 49 | Short positions (won %) | 24 (37.50%) | Long positions (won %) | 25 (32.00%) |
Profit trades (% of total) | 17 (34.69%) | Loss trades (% of total) | 32 (65.31%) | ||
Largest | profit trade | 47.39 | loss trade | -21.99 | |
Average | profit trade | 19.28 | loss trade | -9.08 | |
Maximum | consecutive wins (profit in money) | 3 (68.49) | consecutive losses (loss in money) | 9 (-69.73) | |
Maximal | consecutive profit (count of wins) | 68.49 (3) | consecutive loss (count of losses) | -69.73 (9) | |
Average | consecutive wins | 1 | 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 | 2013.03.18 13:20 | buy | 1 | 1.00 | 94.718 | 0.000 | 0.000 | ||
2 | 2013.03.18 14:25 | close | 1 | 1.00 | 94.580 | 0.000 | 0.000 | -14.59 | 9985.41 |
3 | 2013.03.18 14:25 | sell | 2 | 1.00 | 94.580 | 0.000 | 0.000 | ||
4 | 2013.03.18 16:30 | close | 2 | 1.00 | 94.636 | 0.000 | 0.000 | -5.92 | 9979.49 |
5 | 2013.03.18 16:30 | buy | 3 | 1.00 | 94.636 | 0.000 | 0.000 | ||
6 | 2013.03.18 22:25 | close | 3 | 1.00 | 94.851 | 0.000 | 0.000 | 22.67 | 10002.16 |
7 | 2013.03.18 22:25 | sell | 4 | 1.00 | 94.851 | 0.000 | 0.000 | ||
8 | 2013.03.18 23:50 | close | 4 | 1.00 | 95.060 | 0.000 | 0.000 | -21.99 | 9980.17 |
9 | 2013.03.18 23:50 | buy | 5 | 1.00 | 95.060 | 0.000 | 0.000 | ||
10 | 2013.03.19 00:40 | close | 5 | 1.00 | 94.921 | 0.000 | 0.000 | -14.64 | 9965.53 |
11 | 2013.03.19 00:40 | sell | 6 | 1.00 | 94.921 | 0.000 | 0.000 | ||
12 | 2013.03.19 01:25 | close | 6 | 1.00 | 95.058 | 0.000 | 0.000 | -14.41 | 9951.12 |
13 | 2013.03.19 01:25 | buy | 7 | 1.00 | 95.058 | 0.000 | 0.000 | ||
14 | 2013.03.19 04:40 | close | 7 | 1.00 | 95.159 | 0.000 | 0.000 | 10.61 | 9961.73 |
15 | 2013.03.19 04:40 | sell | 8 | 1.00 | 95.159 | 0.000 | 0.000 | ||
16 | 2013.03.19 07:30 | close | 8 | 1.00 | 95.305 | 0.000 | 0.000 | -15.32 | 9946.41 |
17 | 2013.03.19 07:30 | buy | 9 | 1.00 | 95.305 | 0.000 | 0.000 | ||
18 | 2013.03.19 13:05 | close | 9 | 1.00 | 95.557 | 0.000 | 0.000 | 26.37 | 9972.78 |
19 | 2013.03.19 13:05 | sell | 10 | 1.00 | 95.557 | 0.000 | 0.000 | ||
20 | 2013.03.19 21:05 | close | 10 | 1.00 | 95.422 | 0.000 | 0.000 | 14.15 | 9986.93 |
21 | 2013.03.19 21:05 | buy | 11 | 1.00 | 95.422 | 0.000 | 0.000 | ||
22 | 2013.03.19 22:40 | close | 11 | 1.00 | 95.324 | 0.000 | 0.000 | -10.28 | 9976.65 |
23 | 2013.03.19 22:40 | sell | 12 | 1.00 | 95.324 | 0.000 | 0.000 | ||
24 | 2013.03.20 03:30 | close | 12 | 1.00 | 95.061 | 0.000 | 0.000 | 27.67 | 10004.32 |
25 | 2013.03.20 03:30 | buy | 13 | 1.00 | 95.061 | 0.000 | 0.000 | ||
26 | 2013.03.20 07:55 | close | 13 | 1.00 | 95.023 | 0.000 | 0.000 | -4.00 | 10000.32 |
27 | 2013.03.20 07:55 | sell | 14 | 1.00 | 95.023 | 0.000 | 0.000 | ||
28 | 2013.03.20 11:25 | close | 14 | 1.00 | 95.013 | 0.000 | 0.000 | 1.05 | 10001.37 |
29 | 2013.03.20 11:25 | buy | 15 | 1.00 | 95.013 | 0.000 | 0.000 | ||
30 | 2013.03.20 14:55 | close | 15 | 1.00 | 95.026 | 0.000 | 0.000 | 1.37 | 10002.74 |
31 | 2013.03.20 14:55 | sell | 16 | 1.00 | 95.026 | 0.000 | 0.000 | ||
32 | 2013.03.20 15:15 | close | 16 | 1.00 | 95.053 | 0.000 | 0.000 | -2.84 | 9999.90 |
33 | 2013.03.20 15:15 | buy | 17 | 1.00 | 95.053 | 0.000 | 0.000 | ||
34 | 2013.03.20 15:20 | close | 17 | 1.00 | 95.031 | 0.000 | 0.000 | -2.32 | 9997.58 |
35 | 2013.03.20 15:20 | sell | 18 | 1.00 | 95.031 | 0.000 | 0.000 | ||
36 | 2013.03.20 15:25 | close | 18 | 1.00 | 95.063 | 0.000 | 0.000 | -3.37 | 9994.21 |
37 | 2013.03.20 15:25 | buy | 19 | 1.00 | 95.063 | 0.000 | 0.000 | ||
38 | 2013.03.20 21:00 | close | 19 | 1.00 | 95.364 | 0.000 | 0.000 | 31.56 | 10025.77 |
39 | 2013.03.20 21:00 | sell | 20 | 1.00 | 95.364 | 0.000 | 0.000 | ||
40 | 2013.03.20 21:10 | close | 20 | 1.00 | 95.487 | 0.000 | 0.000 | -12.88 | 10012.89 |
41 | 2013.03.20 21:10 | buy | 21 | 1.00 | 95.487 | 0.000 | 0.000 | ||
42 | 2013.03.20 23:15 | close | 21 | 1.00 | 95.495 | 0.000 | 0.000 | 0.84 | 10013.73 |
43 | 2013.03.20 23:15 | sell | 22 | 1.00 | 95.495 | 0.000 | 0.000 | ||
44 | 2013.03.21 00:05 | close | 22 | 1.00 | 95.567 | 0.000 | 0.000 | -7.53 | 10006.20 |
45 | 2013.03.21 00:05 | buy | 23 | 1.00 | 95.567 | 0.000 | 0.000 | ||
46 | 2013.03.21 00:20 | close | 23 | 1.00 | 95.497 | 0.000 | 0.000 | -7.33 | 9998.87 |
47 | 2013.03.21 00:20 | sell | 24 | 1.00 | 95.497 | 0.000 | 0.000 | ||
48 | 2013.03.21 00:30 | close | 24 | 1.00 | 95.538 | 0.000 | 0.000 | -4.29 | 9994.58 |
49 | 2013.03.21 00:30 | buy | 25 | 1.00 | 95.538 | 0.000 | 0.000 | ||
50 | 2013.03.21 00:35 | close | 25 | 1.00 | 95.485 | 0.000 | 0.000 | -5.55 | 9989.03 |
51 | 2013.03.21 00:35 | sell | 26 | 1.00 | 95.485 | 0.000 | 0.000 | ||
52 | 2013.03.21 01:35 | close | 26 | 1.00 | 95.553 | 0.000 | 0.000 | -7.12 | 9981.91 |
53 | 2013.03.21 01:35 | buy | 27 | 1.00 | 95.553 | 0.000 | 0.000 | ||
54 | 2013.03.21 08:50 | close | 27 | 1.00 | 96.008 | 0.000 | 0.000 | 47.39 | 10029.30 |
55 | 2013.03.21 08:50 | sell | 28 | 1.00 | 96.008 | 0.000 | 0.000 | ||
56 | 2013.03.21 11:35 | close | 28 | 1.00 | 96.029 | 0.000 | 0.000 | -2.19 | 10027.11 |
57 | 2013.03.21 11:35 | buy | 29 | 1.00 | 96.029 | 0.000 | 0.000 | ||
58 | 2013.03.21 13:10 | close | 29 | 1.00 | 95.927 | 0.000 | 0.000 | -10.63 | 10016.48 |
59 | 2013.03.21 13:10 | sell | 30 | 1.00 | 95.927 | 0.000 | 0.000 | ||
60 | 2013.03.21 16:35 | close | 30 | 1.00 | 95.845 | 0.000 | 0.000 | 8.56 | 10025.04 |
61 | 2013.03.21 16:35 | buy | 31 | 1.00 | 95.845 | 0.000 | 0.000 | ||
62 | 2013.03.21 17:50 | close | 31 | 1.00 | 95.695 | 0.000 | 0.000 | -15.67 | 10009.37 |
63 | 2013.03.21 17:50 | sell | 32 | 1.00 | 95.695 | 0.000 | 0.000 | ||
64 | 2013.03.22 00:30 | close | 32 | 1.00 | 95.268 | 0.000 | 0.000 | 44.82 | 10054.19 |
65 | 2013.03.22 00:30 | buy | 33 | 1.00 | 95.268 | 0.000 | 0.000 | ||
66 | 2013.03.22 01:10 | close | 33 | 1.00 | 95.097 | 0.000 | 0.000 | -17.98 | 10036.21 |
67 | 2013.03.22 01:10 | sell | 34 | 1.00 | 95.097 | 0.000 | 0.000 | ||
68 | 2013.03.22 04:30 | close | 34 | 1.00 | 94.951 | 0.000 | 0.000 | 15.38 | 10051.59 |
69 | 2013.03.22 04:30 | buy | 35 | 1.00 | 94.951 | 0.000 | 0.000 | ||
70 | 2013.03.22 05:10 | close | 35 | 1.00 | 94.839 | 0.000 | 0.000 | -11.81 | 10039.78 |
71 | 2013.03.22 05:10 | sell | 36 | 1.00 | 94.839 | 0.000 | 0.000 | ||
72 | 2013.03.22 05:25 | close | 36 | 1.00 | 94.929 | 0.000 | 0.000 | -9.48 | 10030.30 |
73 | 2013.03.22 05:25 | buy | 37 | 1.00 | 94.929 | 0.000 | 0.000 | ||
74 | 2013.03.22 08:40 | close | 37 | 1.00 | 94.919 | 0.000 | 0.000 | -1.05 | 10029.25 |
75 | 2013.03.22 08:40 | sell | 38 | 1.00 | 94.919 | 0.000 | 0.000 | ||
76 | 2013.03.22 09:55 | close | 38 | 1.00 | 95.057 | 0.000 | 0.000 | -14.52 | 10014.73 |
77 | 2013.03.22 09:55 | buy | 39 | 1.00 | 95.057 | 0.000 | 0.000 | ||
78 | 2013.03.22 10:25 | close | 39 | 1.00 | 94.916 | 0.000 | 0.000 | -14.86 | 9999.87 |
79 | 2013.03.22 10:25 | sell | 40 | 1.00 | 94.916 | 0.000 | 0.000 | ||
80 | 2013.03.22 11:40 | close | 40 | 1.00 | 94.962 | 0.000 | 0.000 | -4.84 | 9995.03 |
81 | 2013.03.22 11:40 | buy | 41 | 1.00 | 94.962 | 0.000 | 0.000 | ||
82 | 2013.03.22 11:45 | close | 41 | 1.00 | 94.929 | 0.000 | 0.000 | -3.48 | 9991.55 |
83 | 2013.03.22 11:45 | sell | 42 | 1.00 | 94.929 | 0.000 | 0.000 | ||
84 | 2013.03.22 12:30 | close | 42 | 1.00 | 94.961 | 0.000 | 0.000 | -3.37 | 9988.18 |
85 | 2013.03.22 12:30 | buy | 43 | 1.00 | 94.961 | 0.000 | 0.000 | ||
86 | 2013.03.22 13:40 | close | 43 | 1.00 | 94.901 | 0.000 | 0.000 | -6.32 | 9981.86 |
87 | 2013.03.22 13:40 | sell | 44 | 1.00 | 94.901 | 0.000 | 0.000 | ||
88 | 2013.03.22 16:35 | close | 44 | 1.00 | 94.837 | 0.000 | 0.000 | 6.75 | 9988.61 |
89 | 2013.03.22 16:35 | buy | 45 | 1.00 | 94.837 | 0.000 | 0.000 | ||
90 | 2013.03.22 16:45 | close | 45 | 1.00 | 94.660 | 0.000 | 0.000 | -18.70 | 9969.91 |
91 | 2013.03.22 16:45 | sell | 46 | 1.00 | 94.660 | 0.000 | 0.000 | ||
92 | 2013.03.22 19:45 | close | 46 | 1.00 | 94.486 | 0.000 | 0.000 | 18.42 | 9988.33 |
93 | 2013.03.22 19:45 | buy | 47 | 1.00 | 94.486 | 0.000 | 0.000 | ||
94 | 2013.03.23 00:00 | close | 47 | 1.00 | 94.753 | 0.000 | 0.000 | 28.18 | 10016.51 |
95 | 2013.03.23 00:00 | sell | 48 | 1.00 | 94.753 | 0.000 | 0.000 | ||
96 | 2013.03.23 04:25 | close | 48 | 1.00 | 94.546 | 0.000 | 0.000 | 21.89 | 10038.40 |
97 | 2013.03.23 04:25 | buy | 49 | 1.00 | 94.546 | 0.000 | 0.000 | ||
98 | 2013.03.23 05:49 | close at stop | 49 | 1.00 | 94.533 | 0.000 | 0.000 | -1.38 | 10037.02 |