通貨ペア | EURJPY (Euro vs Japanese Yen) | ||||
期間 | 5分足(M5) 2010.04.01 00:00 - 2010.04.23 23:55 (2010.04.01 - 2010.04.25) | ||||
モデル | Every tick (the most precise method based on all available least timeframes) | ||||
パラメーター | Lots=0.1; SlipPage=3; Stop=20; Limit=60; TrailingStop=15; TimeSet=7; Entry_Time=1970.01.01 00:00; Time_Back=45; Time_Period=600; Width=10; MAGICNUM=777; | ||||
Bars in test | 5378 | Ticks modelled | 213994 | Modelling quality | 90.00% |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 19.13 | Gross profit | 19.13 | Gross loss | 0.00 |
Profit factor | Expected payoff | 19.13 | |||
Absolute drawdown | 10.62 | Maximal drawdown | 15.93 (0.16%) | Relative drawdown | 0.16% (15.93) |
Total trades | 1 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 1 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 19.13 | loss trade | 0.00 | |
Average | profit trade | 19.13 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 1 (19.13) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 19.13 (1) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 1 | consecutive losses | 0 |
# | 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 | 2010.04.20 10:29 | buy stop | 1 | 0.10 | 124.93 | 124.73 | 125.53 | ||
2 | 2010.04.20 10:29 | sell stop | 2 | 0.10 | 124.69 | 124.89 | 124.09 | ||
3 | 2010.04.20 10:31 | buy | 1 | 0.10 | 124.93 | 124.73 | 125.53 | ||
4 | 2010.04.20 10:31 | delete | 2 | 0.10 | 124.69 | 124.89 | 124.09 | ||
5 | 2010.04.20 10:50 | modify | 1 | 0.10 | 124.93 | 124.94 | 125.53 | ||
6 | 2010.04.20 10:50 | modify | 1 | 0.10 | 124.93 | 124.95 | 125.53 | ||
7 | 2010.04.20 10:50 | modify | 1 | 0.10 | 124.93 | 124.96 | 125.53 | ||
8 | 2010.04.20 10:51 | modify | 1 | 0.10 | 124.93 | 124.97 | 125.53 | ||
9 | 2010.04.20 10:51 | modify | 1 | 0.10 | 124.93 | 124.98 | 125.53 | ||
10 | 2010.04.20 10:51 | modify | 1 | 0.10 | 124.93 | 124.99 | 125.53 | ||
11 | 2010.04.20 10:52 | modify | 1 | 0.10 | 124.93 | 125.00 | 125.53 | ||
12 | 2010.04.20 10:52 | modify | 1 | 0.10 | 124.93 | 125.01 | 125.53 | ||
13 | 2010.04.20 10:52 | modify | 1 | 0.10 | 124.93 | 125.02 | 125.53 | ||
14 | 2010.04.20 10:52 | modify | 1 | 0.10 | 124.93 | 125.03 | 125.53 | ||
15 | 2010.04.20 10:52 | modify | 1 | 0.10 | 124.93 | 125.05 | 125.53 | ||
16 | 2010.04.20 10:52 | modify | 1 | 0.10 | 124.93 | 125.06 | 125.53 | ||
17 | 2010.04.20 11:05 | modify | 1 | 0.10 | 124.93 | 125.07 | 125.53 | ||
18 | 2010.04.20 11:05 | modify | 1 | 0.10 | 124.93 | 125.08 | 125.53 | ||
19 | 2010.04.20 11:19 | modify | 1 | 0.10 | 124.93 | 125.09 | 125.53 | ||
20 | 2010.04.20 11:19 | modify | 1 | 0.10 | 124.93 | 125.11 | 125.53 | ||
21 | 2010.04.20 11:27 | s/l | 1 | 0.10 | 125.11 | 125.11 | 125.53 | 19.13 | 10019.13 |