通貨ペア | EURUSD (Euro vs US Dollar) | ||||
期間 | 30分足(M30) 2008.05.01 00:00 - 2008.05.30 22:30 (2008.05.01 - 2008.05.31) | ||||
モデル | Every tick (the most precise method based on all available least timeframes) | ||||
パラメーター | TimeAdjuster=0; AutoSummerTime=false; StopLoss=50; TakeProfit=7; TP0=true; Moneymanagement=false; MinimumLotSize=0.1; AccountBalanceUnit=500; Lots=0.1; magic=4602; | ||||
Bars in test | 1995 | Ticks modelled | 181997 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | -103.62 | Gross profit | 46.38 | Gross loss | -150.00 |
Profit factor | 0.31 | Expected payoff | -3.24 | ||
Absolute drawdown | 126.62 | Maximal drawdown | 137.62 (13.61%) | Relative drawdown | 13.61% (137.62) |
Total trades | 32 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 20 (95.00%) |
Profit trades (% of total) | 29 (90.63%) | Loss trades (% of total) | 3 (9.38%) | ||
Largest | profit trade | 6.00 | loss trade | -50.00 | |
Average | profit trade | 1.60 | loss trade | -50.00 | |
Maximum | consecutive wins (profit in money) | 15 (18.38) | consecutive losses (loss in money) | 1 (-50.00) | |
Maximal | consecutive profit (count of wins) | 18.38 (15) | consecutive loss (count of losses) | -50.00 (1) | |
Average | consecutive wins | 7 | 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 | 2008.05.01 23:06 | buy | 1 | 0.10 | 1.5467 | 1.5417 | 0.0000 | ||
2 | 2008.05.01 23:11 | close | 1 | 0.10 | 1.5467 | 1.5417 | 0.0000 | 0.00 | 1000.00 |
3 | 2008.05.02 20:07 | buy | 2 | 0.10 | 1.5413 | 1.5363 | 0.0000 | ||
4 | 2008.05.02 20:20 | close | 2 | 0.10 | 1.5414 | 1.5363 | 0.0000 | 1.00 | 1001.00 |
5 | 2008.05.05 04:29 | sell | 3 | 0.10 | 1.5461 | 1.5511 | 0.0000 | ||
6 | 2008.05.05 06:35 | close | 3 | 0.10 | 1.5460 | 1.5511 | 0.0000 | 1.00 | 1002.00 |
7 | 2008.05.06 05:52 | sell | 4 | 0.10 | 1.5526 | 1.5576 | 0.0000 | ||
8 | 2008.05.06 06:26 | close | 4 | 0.10 | 1.5520 | 1.5576 | 0.0000 | 6.00 | 1008.00 |
9 | 2008.05.06 06:43 | buy | 5 | 0.10 | 1.5512 | 1.5462 | 0.0000 | ||
10 | 2008.05.06 06:44 | close | 5 | 0.10 | 1.5515 | 1.5462 | 0.0000 | 3.00 | 1011.00 |
11 | 2008.05.07 03:30 | buy | 6 | 0.10 | 1.5517 | 1.5467 | 0.0000 | ||
12 | 2008.05.07 08:27 | s/l | 6 | 0.10 | 1.5467 | 1.5467 | 0.0000 | -50.00 | 961.00 |
13 | 2008.05.08 03:54 | sell | 7 | 0.10 | 1.5313 | 1.5363 | 0.0000 | ||
14 | 2008.05.08 03:54 | close | 7 | 0.10 | 1.5310 | 1.5363 | 0.0000 | 3.00 | 964.00 |
15 | 2008.05.08 04:49 | buy | 8 | 0.10 | 1.5325 | 1.5275 | 0.0000 | ||
16 | 2008.05.08 08:05 | close | 8 | 0.10 | 1.5325 | 1.5275 | 0.0000 | 0.00 | 964.00 |
17 | 2008.05.08 19:02 | buy | 9 | 0.10 | 1.5421 | 1.5371 | 0.0000 | ||
18 | 2008.05.08 19:15 | close | 9 | 0.10 | 1.5421 | 1.5371 | 0.0000 | 0.00 | 964.00 |
19 | 2008.05.09 06:46 | sell | 10 | 0.10 | 1.5409 | 1.5459 | 0.0000 | ||
20 | 2008.05.09 08:03 | s/l | 10 | 0.10 | 1.5459 | 1.5459 | 0.0000 | -50.00 | 914.00 |
21 | 2008.05.12 04:48 | sell | 11 | 0.10 | 1.5426 | 1.5476 | 0.0000 | ||
22 | 2008.05.12 04:51 | close | 11 | 0.10 | 1.5424 | 1.5476 | 0.0000 | 2.00 | 916.00 |
23 | 2008.05.12 07:07 | buy | 12 | 0.10 | 1.5403 | 1.5353 | 0.0000 | ||
24 | 2008.05.12 07:08 | close | 12 | 0.10 | 1.5403 | 1.5353 | 0.0000 | 0.00 | 916.00 |
25 | 2008.05.13 06:23 | buy | 13 | 0.10 | 1.5536 | 1.5486 | 0.0000 | ||
26 | 2008.05.13 07:25 | close | 13 | 0.10 | 1.5536 | 1.5486 | 0.0000 | 0.00 | 916.00 |
27 | 2008.05.14 03:30 | buy | 14 | 0.10 | 1.5457 | 1.5407 | 0.0000 | ||
28 | 2008.05.14 03:40 | close | 14 | 0.10 | 1.5457 | 1.5407 | 0.0000 | 0.00 | 916.00 |
29 | 2008.05.15 11:52 | buy | 15 | 0.10 | 1.5497 | 1.5447 | 0.0000 | ||
30 | 2008.05.15 12:22 | close | 15 | 0.10 | 1.5497 | 1.5447 | 0.0000 | 0.00 | 916.00 |
31 | 2008.05.15 19:02 | buy | 16 | 0.10 | 1.5435 | 1.5385 | 0.0000 | ||
32 | 2008.05.15 19:29 | close | 16 | 0.10 | 1.5435 | 1.5385 | 0.0000 | 0.00 | 916.00 |
33 | 2008.05.16 06:29 | buy | 17 | 0.10 | 1.5474 | 1.5424 | 0.0000 | ||
34 | 2008.05.16 06:42 | close | 17 | 0.10 | 1.5478 | 1.5424 | 0.0000 | 4.00 | 920.00 |
35 | 2008.05.16 22:07 | buy | 18 | 0.10 | 1.5594 | 1.5544 | 0.0000 | ||
36 | 2008.05.19 09:45 | close | 18 | 0.10 | 1.5594 | 1.5544 | 0.0000 | 0.38 | 920.38 |
37 | 2008.05.20 05:52 | buy | 19 | 0.10 | 1.5528 | 1.5478 | 0.0000 | ||
38 | 2008.05.20 07:04 | close | 19 | 0.10 | 1.5528 | 1.5478 | 0.0000 | 0.00 | 920.38 |
39 | 2008.05.21 03:06 | buy | 20 | 0.10 | 1.5671 | 1.5621 | 0.0000 | ||
40 | 2008.05.21 03:11 | close | 20 | 0.10 | 1.5672 | 1.5621 | 0.0000 | 1.00 | 921.38 |
41 | 2008.05.21 03:45 | sell | 21 | 0.10 | 1.5677 | 1.5727 | 0.0000 | ||
42 | 2008.05.21 03:46 | close | 21 | 0.10 | 1.5677 | 1.5727 | 0.0000 | 0.00 | 921.38 |
43 | 2008.05.22 06:00 | sell | 22 | 0.10 | 1.5774 | 1.5824 | 0.0000 | ||
44 | 2008.05.22 06:25 | close | 22 | 0.10 | 1.5768 | 1.5824 | 0.0000 | 6.00 | 927.38 |
45 | 2008.05.22 06:37 | sell | 23 | 0.10 | 1.5770 | 1.5820 | 0.0000 | ||
46 | 2008.05.22 06:40 | close | 23 | 0.10 | 1.5765 | 1.5820 | 0.0000 | 5.00 | 932.38 |
47 | 2008.05.23 04:29 | buy | 24 | 0.10 | 1.5729 | 1.5679 | 0.0000 | ||
48 | 2008.05.23 07:39 | close | 24 | 0.10 | 1.5729 | 1.5679 | 0.0000 | 0.00 | 932.38 |
49 | 2008.05.27 05:06 | buy | 25 | 0.10 | 1.5788 | 1.5738 | 0.0000 | ||
50 | 2008.05.27 05:30 | close | 25 | 0.10 | 1.5788 | 1.5738 | 0.0000 | 0.00 | 932.38 |
51 | 2008.05.28 03:30 | sell | 26 | 0.10 | 1.5676 | 1.5726 | 0.0000 | ||
52 | 2008.05.28 08:18 | s/l | 26 | 0.10 | 1.5726 | 1.5726 | 0.0000 | -50.00 | 882.38 |
53 | 2008.05.29 06:00 | sell | 27 | 0.10 | 1.5636 | 1.5686 | 0.0000 | ||
54 | 2008.05.29 06:06 | close | 27 | 0.10 | 1.5632 | 1.5686 | 0.0000 | 4.00 | 886.38 |
55 | 2008.05.29 06:51 | sell | 28 | 0.10 | 1.5638 | 1.5688 | 0.0000 | ||
56 | 2008.05.29 06:52 | close | 28 | 0.10 | 1.5637 | 1.5688 | 0.0000 | 1.00 | 887.38 |
57 | 2008.05.29 11:52 | sell | 29 | 0.10 | 1.5567 | 1.5617 | 0.0000 | ||
58 | 2008.05.29 12:14 | close | 29 | 0.10 | 1.5567 | 1.5617 | 0.0000 | 0.00 | 887.38 |
59 | 2008.05.29 19:02 | buy | 30 | 0.10 | 1.5501 | 1.5451 | 0.0000 | ||
60 | 2008.05.29 19:15 | close | 30 | 0.10 | 1.5501 | 1.5451 | 0.0000 | 0.00 | 887.38 |
61 | 2008.05.30 04:54 | buy | 31 | 0.10 | 1.5525 | 1.5475 | 0.0000 | ||
62 | 2008.05.30 07:14 | close | 31 | 0.10 | 1.5531 | 1.5475 | 0.0000 | 6.00 | 893.38 |
63 | 2008.05.30 20:07 | buy | 32 | 0.10 | 1.5559 | 1.5509 | 0.0000 | ||
64 | 2008.05.30 20:20 | close | 32 | 0.10 | 1.5562 | 1.5509 | 0.0000 | 3.00 | 896.38 |