通貨ペア | EURUSD (Euro vs US Dollar) | ||||
期間 | 30分足(M30) 2007.01.01 23:00 - 2007.12.31 17:00 (2007.01.01 - 2008.01.01) | ||||
モデル | Every tick (the most precise method based on all available least timeframes) | ||||
パラメーター | TakeProfit=5; StopLoss=60; Slippage=0; EntryHour=19; Fitted_to_ODL=true; EntryFrequency=1; MoneyManagement=true; minLots=0.1; maxLots=100; Risk_percent=5; Magic=20080328; | ||||
Bars in test | 13277 | Ticks modelled | 1199873 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 8724.28 | Gross profit | 13983.16 | Gross loss | -5258.88 |
Profit factor | 2.66 | Expected payoff | 22.72 | ||
Absolute drawdown | 70.00 | Maximal drawdown | 2818.14 (15.65%) | Relative drawdown | 15.65% (2818.14) |
Total trades | 384 | Short positions (won %) | 193 (95.85%) | Long positions (won %) | 191 (98.43%) |
Profit trades (% of total) | 373 (97.14%) | Loss trades (% of total) | 11 (2.86%) | ||
Largest | profit trade | 100.44 | loss trade | -562.14 | |
Average | profit trade | 37.49 | loss trade | -478.08 | |
Maximum | consecutive wins (profit in money) | 159 (5793.70) | consecutive losses (loss in money) | 3 (-1554.50) | |
Maximal | consecutive profit (count of wins) | 5793.70 (159) | consecutive loss (count of losses) | -1554.50 (3) | |
Average | consecutive wins | 47 | 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 | 2007.01.02 19:00 | buy | 1 | 0.50 | 1.3279 | 1.3219 | 1.3289 | ||
2 | 2007.01.02 20:10 | buy | 2 | 0.50 | 1.3271 | 1.3211 | 1.3281 | ||
3 | 2007.01.02 20:57 | close | 2 | 0.50 | 1.3276 | 1.3211 | 1.3281 | 25.00 | 10025.00 |
4 | 2007.01.02 21:19 | buy | 3 | 0.50 | 1.3273 | 1.3213 | 1.3283 | ||
5 | 2007.01.02 21:23 | close | 3 | 0.50 | 1.3279 | 1.3213 | 1.3283 | 30.00 | 10055.00 |
6 | 2007.01.03 00:38 | close | 1 | 0.50 | 1.3284 | 1.3219 | 1.3289 | 28.60 | 10083.60 |
7 | 2007.01.03 19:01 | sell | 4 | 0.50 | 1.3161 | 1.3221 | 1.3151 | ||
8 | 2007.01.03 19:01 | close | 4 | 0.50 | 1.3156 | 1.3221 | 1.3151 | 25.00 | 10108.60 |
9 | 2007.01.03 19:02 | sell | 5 | 0.50 | 1.3162 | 1.3222 | 1.3152 | ||
10 | 2007.01.03 20:13 | sell | 6 | 0.50 | 1.3168 | 1.3228 | 1.3158 | ||
11 | 2007.01.03 20:33 | close | 6 | 0.50 | 1.3163 | 1.3228 | 1.3158 | 25.00 | 10133.60 |
12 | 2007.01.03 20:47 | close | 5 | 0.50 | 1.3156 | 1.3222 | 1.3152 | 30.00 | 10163.60 |
13 | 2007.01.03 21:27 | sell | 7 | 0.50 | 1.3164 | 1.3224 | 1.3154 | ||
14 | 2007.01.03 21:32 | close | 7 | 0.50 | 1.3159 | 1.3224 | 1.3154 | 25.00 | 10188.60 |
15 | 2007.01.03 21:37 | sell | 8 | 0.50 | 1.3167 | 1.3227 | 1.3157 | ||
16 | 2007.01.03 21:37 | close | 8 | 0.50 | 1.3162 | 1.3227 | 1.3157 | 25.00 | 10213.60 |
17 | 2007.01.03 21:38 | sell | 9 | 0.50 | 1.3166 | 1.3226 | 1.3156 | ||
18 | 2007.01.03 21:40 | close | 9 | 0.50 | 1.3161 | 1.3226 | 1.3156 | 25.00 | 10238.60 |
19 | 2007.01.03 21:42 | sell | 10 | 0.50 | 1.3165 | 1.3225 | 1.3155 | ||
20 | 2007.01.03 22:55 | close | 10 | 0.50 | 1.3160 | 1.3225 | 1.3155 | 25.00 | 10263.60 |
21 | 2007.01.04 19:58 | sell | 11 | 0.50 | 1.3091 | 1.3151 | 1.3081 | ||
22 | 2007.01.04 19:59 | close | 11 | 0.50 | 1.3086 | 1.3151 | 1.3081 | 25.00 | 10288.60 |
23 | 2007.01.04 21:13 | sell | 12 | 0.50 | 1.3087 | 1.3147 | 1.3077 | ||
24 | 2007.01.04 21:27 | close | 12 | 0.50 | 1.3081 | 1.3147 | 1.3077 | 30.00 | 10318.60 |
25 | 2007.01.08 19:03 | buy | 13 | 0.50 | 1.3021 | 1.2961 | 1.3031 | ||
26 | 2007.01.08 20:09 | buy | 14 | 0.50 | 1.3017 | 1.2957 | 1.3027 | ||
27 | 2007.01.08 20:10 | close | 14 | 0.50 | 1.3022 | 1.2957 | 1.3027 | 25.00 | 10343.60 |
28 | 2007.01.08 20:11 | buy | 15 | 0.50 | 1.3016 | 1.2956 | 1.3026 | ||
29 | 2007.01.08 20:20 | close | 15 | 0.50 | 1.3021 | 1.2956 | 1.3026 | 25.00 | 10368.60 |
30 | 2007.01.08 20:27 | buy | 16 | 0.50 | 1.3017 | 1.2957 | 1.3027 | ||
31 | 2007.01.08 20:48 | close | 16 | 0.50 | 1.3023 | 1.2957 | 1.3027 | 30.00 | 10398.60 |
32 | 2007.01.08 20:49 | buy | 17 | 0.50 | 1.3018 | 1.2958 | 1.3028 | ||
33 | 2007.01.08 21:02 | buy | 18 | 0.50 | 1.3014 | 1.2954 | 1.3024 | ||
34 | 2007.01.08 21:02 | close | 18 | 0.50 | 1.3019 | 1.2954 | 1.3024 | 25.00 | 10423.60 |
35 | 2007.01.08 21:02 | buy | 19 | 0.50 | 1.3016 | 1.2956 | 1.3026 | ||
36 | 2007.01.08 21:10 | close | 19 | 0.50 | 1.3021 | 1.2956 | 1.3026 | 25.00 | 10448.60 |
37 | 2007.01.08 21:10 | buy | 20 | 0.50 | 1.3010 | 1.2950 | 1.3020 | ||
38 | 2007.01.08 21:11 | close | 20 | 0.50 | 1.3018 | 1.2950 | 1.3020 | 40.00 | 10488.60 |
39 | 2007.01.08 21:19 | buy | 21 | 0.50 | 1.3014 | 1.2954 | 1.3024 | ||
40 | 2007.01.08 21:21 | close | 21 | 0.50 | 1.3019 | 1.2954 | 1.3024 | 25.00 | 10513.60 |
41 | 2007.01.08 21:25 | close | 17 | 0.50 | 1.3024 | 1.2958 | 1.3028 | 30.00 | 10543.60 |
42 | 2007.01.08 22:15 | close | 13 | 0.50 | 1.3026 | 1.2961 | 1.3031 | 25.00 | 10568.60 |
43 | 2007.01.09 21:47 | sell | 22 | 0.50 | 1.3001 | 1.3061 | 1.2991 | ||
44 | 2007.01.09 22:38 | close | 22 | 0.50 | 1.2996 | 1.3061 | 1.2991 | 25.00 | 10593.60 |
45 | 2007.01.10 19:00 | sell | 23 | 0.50 | 1.2938 | 1.2998 | 1.2928 | ||
46 | 2007.01.10 20:02 | close | 23 | 0.50 | 1.2933 | 1.2998 | 1.2928 | 25.00 | 10618.60 |
47 | 2007.01.10 21:08 | sell | 24 | 0.50 | 1.2940 | 1.3000 | 1.2930 | ||
48 | 2007.01.10 21:09 | close | 24 | 0.50 | 1.2935 | 1.3000 | 1.2930 | 25.00 | 10643.60 |
49 | 2007.01.10 21:33 | sell | 25 | 0.50 | 1.2939 | 1.2999 | 1.2929 | ||
50 | 2007.01.11 12:11 | s/l | 25 | 0.50 | 1.2999 | 1.2999 | 1.2929 | -312.30 | 10331.30 |
51 | 2007.01.11 19:37 | sell | 26 | 0.50 | 1.2892 | 1.2952 | 1.2882 | ||
52 | 2007.01.11 20:19 | close | 26 | 0.50 | 1.2887 | 1.2952 | 1.2882 | 25.00 | 10356.30 |
53 | 2007.01.11 20:25 | sell | 27 | 0.50 | 1.2892 | 1.2952 | 1.2882 | ||
54 | 2007.01.11 21:01 | sell | 28 | 0.50 | 1.2893 | 1.2953 | 1.2883 | ||
55 | 2007.01.11 22:04 | close | 27 | 0.50 | 1.2887 | 1.2952 | 1.2882 | 25.00 | 10381.30 |
56 | 2007.01.11 22:04 | close | 28 | 0.50 | 1.2888 | 1.2953 | 1.2883 | 25.00 | 10406.30 |
57 | 2007.01.16 19:17 | sell | 29 | 0.50 | 1.2918 | 1.2978 | 1.2908 | ||
58 | 2007.01.16 20:00 | sell | 30 | 0.50 | 1.2922 | 1.2982 | 1.2912 | ||
59 | 2007.01.16 20:12 | close | 30 | 0.50 | 1.2917 | 1.2982 | 1.2912 | 25.00 | 10431.30 |
60 | 2007.01.16 21:11 | sell | 31 | 0.50 | 1.2919 | 1.2979 | 1.2909 | ||
61 | 2007.01.16 22:07 | close | 31 | 0.50 | 1.2914 | 1.2979 | 1.2909 | 25.00 | 10456.30 |
62 | 2007.01.16 22:09 | close | 29 | 0.50 | 1.2912 | 1.2978 | 1.2908 | 30.00 | 10486.30 |
63 | 2007.01.17 19:00 | buy | 32 | 0.50 | 1.2938 | 1.2878 | 1.2948 | ||
64 | 2007.01.17 19:00 | close | 32 | 0.50 | 1.2945 | 1.2878 | 1.2948 | 35.00 | 10521.30 |
65 | 2007.01.17 19:07 | buy | 33 | 0.50 | 1.2938 | 1.2878 | 1.2948 | ||
66 | 2007.01.17 20:33 | buy | 34 | 0.50 | 1.2930 | 1.2870 | 1.2940 | ||
67 | 2007.01.17 20:41 | close | 34 | 0.50 | 1.2936 | 1.2870 | 1.2940 | 30.00 | 10551.30 |
68 | 2007.01.17 21:38 | close | 33 | 0.50 | 1.2943 | 1.2878 | 1.2948 | 25.00 | 10576.30 |
69 | 2007.01.22 19:14 | sell | 35 | 0.50 | 1.2949 | 1.3009 | 1.2939 | ||
70 | 2007.01.22 20:05 | sell | 36 | 0.50 | 1.2953 | 1.3013 | 1.2943 | ||
71 | 2007.01.22 20:22 | close | 36 | 0.50 | 1.2948 | 1.3013 | 1.2943 | 25.00 | 10601.30 |
72 | 2007.01.22 21:11 | sell | 37 | 0.50 | 1.2954 | 1.3014 | 1.2944 | ||
73 | 2007.01.22 21:11 | close | 37 | 0.50 | 1.2949 | 1.3014 | 1.2944 | 25.00 | 10626.30 |
74 | 2007.01.22 21:12 | sell | 38 | 0.50 | 1.2956 | 1.3016 | 1.2946 | ||
75 | 2007.01.22 21:12 | close | 38 | 0.50 | 1.2948 | 1.3016 | 1.2946 | 40.00 | 10666.30 |
76 | 2007.01.22 21:12 | sell | 39 | 0.50 | 1.2955 | 1.3015 | 1.2945 | ||
77 | 2007.01.22 21:13 | close | 39 | 0.50 | 1.2948 | 1.3015 | 1.2945 | 35.00 | 10701.30 |
78 | 2007.01.22 21:21 | sell | 40 | 0.50 | 1.2951 | 1.3011 | 1.2941 | ||
79 | 2007.01.22 21:32 | close | 40 | 0.50 | 1.2946 | 1.3011 | 1.2941 | 25.00 | 10726.30 |
80 | 2007.01.22 21:41 | sell | 41 | 0.50 | 1.2951 | 1.3011 | 1.2941 | ||
81 | 2007.01.22 21:52 | close | 41 | 0.50 | 1.2946 | 1.3011 | 1.2941 | 25.00 | 10751.30 |
82 | 2007.01.22 22:11 | close | 35 | 0.50 | 1.2943 | 1.3009 | 1.2939 | 30.00 | 10781.30 |
83 | 2007.01.23 21:16 | buy | 42 | 0.50 | 1.3023 | 1.2963 | 1.3033 | ||
84 | 2007.01.23 22:06 | close | 42 | 0.50 | 1.3028 | 1.2963 | 1.3033 | 25.00 | 10806.30 |
85 | 2007.01.24 19:00 | sell | 43 | 0.50 | 1.2956 | 1.3016 | 1.2946 | ||
86 | 2007.01.24 19:25 | close | 43 | 0.50 | 1.2951 | 1.3016 | 1.2946 | 25.00 | 10831.30 |
87 | 2007.01.24 19:35 | sell | 44 | 0.50 | 1.2955 | 1.3015 | 1.2945 | ||
88 | 2007.01.24 20:46 | sell | 45 | 0.50 | 1.2959 | 1.3019 | 1.2949 | ||
89 | 2007.01.24 21:14 | sell | 46 | 0.50 | 1.2960 | 1.3020 | 1.2950 | ||
90 | 2007.01.24 23:18 | close | 46 | 0.50 | 1.2955 | 1.3020 | 1.2950 | 25.00 | 10856.30 |
91 | 2007.01.24 23:29 | close | 45 | 0.50 | 1.2953 | 1.3019 | 1.2949 | 30.00 | 10886.30 |
92 | 2007.01.25 19:03 | close | 44 | 0.50 | 1.2950 | 1.3015 | 1.2945 | 12.70 | 10899.00 |
93 | 2007.01.25 20:20 | sell | 47 | 0.50 | 1.2934 | 1.2994 | 1.2924 | ||
94 | 2007.01.25 21:01 | sell | 48 | 0.50 | 1.2936 | 1.2996 | 1.2926 | ||
95 | 2007.01.25 21:21 | close | 48 | 0.50 | 1.2931 | 1.2996 | 1.2926 | 25.00 | 10924.00 |
96 | 2007.01.25 21:29 | sell | 49 | 0.50 | 1.2935 | 1.2995 | 1.2925 | ||
97 | 2007.01.25 21:30 | close | 49 | 0.50 | 1.2930 | 1.2995 | 1.2925 | 25.00 | 10949.00 |
98 | 2007.01.25 21:34 | sell | 50 | 0.50 | 1.2935 | 1.2995 | 1.2925 | ||
99 | 2007.01.25 21:55 | close | 50 | 0.50 | 1.2930 | 1.2995 | 1.2925 | 25.00 | 10974.00 |
100 | 2007.01.25 22:00 | close | 47 | 0.50 | 1.2929 | 1.2994 | 1.2924 | 25.00 | 10999.00 |
101 | 2007.01.29 20:30 | buy | 51 | 0.50 | 1.2951 | 1.2891 | 1.2961 | ||
102 | 2007.01.29 21:48 | close | 51 | 0.50 | 1.2956 | 1.2891 | 1.2961 | 25.00 | 11024.00 |
103 | 2007.01.30 19:44 | buy | 52 | 0.60 | 1.2958 | 1.2898 | 1.2968 | ||
104 | 2007.01.30 20:05 | close | 52 | 0.60 | 1.2963 | 1.2898 | 1.2968 | 30.00 | 11054.00 |
105 | 2007.01.30 20:46 | sell | 53 | 0.60 | 1.2965 | 1.3025 | 1.2955 | ||
106 | 2007.01.31 00:16 | close | 53 | 0.60 | 1.2959 | 1.3025 | 1.2955 | 31.08 | 11085.08 |
107 | 2007.01.31 19:14 | buy | 54 | 0.60 | 1.3006 | 1.2946 | 1.3016 | ||
108 | 2007.01.31 19:16 | close | 54 | 0.60 | 1.3011 | 1.2946 | 1.3016 | 30.00 | 11115.08 |