通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
期間 | 5分足(M5) 2013.03.13 00:00 - 2013.03.13 23:55 (2013.03.13 - 2013.03.14) | ||||
モデル | Every tick (the most precise method based on all available least timeframes) | ||||
パラメーター | Lots=1; Slip=3; Comments=""; | ||||
Bars in test | 1288 | Ticks modelled | 102607 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 51.52 | Gross profit | 79.98 | Gross loss | -28.46 |
Profit factor | 2.81 | Expected payoff | 4.29 | ||
Absolute drawdown | 6.36 | Maximal drawdown | 45.32 (0.45%) | Relative drawdown | 0.45% (45.32) |
Total trades | 12 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 6 (50.00%) |
Profit trades (% of total) | 8 (66.67%) | Loss trades (% of total) | 4 (33.33%) | ||
Largest | profit trade | 24.46 | loss trade | -8.98 | |
Average | profit trade | 10.00 | loss trade | -7.11 | |
Maximum | consecutive wins (profit in money) | 4 (48.28) | consecutive losses (loss in money) | 2 (-13.03) | |
Maximal | consecutive profit (count of wins) | 48.28 (4) | consecutive loss (count of losses) | -13.03 (2) | |
Average | consecutive wins | 3 | 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 | 2013.03.13 00:00 | sell | 1 | 1.00 | 96.100 | 0.000 | 0.000 | ||
2 | 2013.03.13 00:55 | close | 1 | 1.00 | 95.962 | 0.000 | 0.000 | 14.38 | 10014.38 |
3 | 2013.03.13 00:55 | buy | 2 | 1.00 | 95.962 | 0.000 | 0.000 | ||
4 | 2013.03.13 02:00 | close | 2 | 1.00 | 95.918 | 0.000 | 0.000 | -4.59 | 10009.79 |
5 | 2013.03.13 04:40 | buy | 3 | 1.00 | 96.061 | 0.000 | 0.000 | ||
6 | 2013.03.13 05:00 | close | 3 | 1.00 | 95.980 | 0.000 | 0.000 | -8.44 | 10001.35 |
7 | 2013.03.13 06:54 | sell | 4 | 1.00 | 95.962 | 0.000 | 0.000 | ||
8 | 2013.03.13 09:10 | close | 4 | 1.00 | 95.930 | 0.000 | 0.000 | 3.34 | 10004.69 |
9 | 2013.03.13 09:10 | buy | 5 | 1.00 | 95.930 | 0.000 | 0.000 | ||
10 | 2013.03.13 10:35 | close | 5 | 1.00 | 95.952 | 0.000 | 0.000 | 2.29 | 10006.98 |
11 | 2013.03.13 10:35 | sell | 6 | 1.00 | 95.952 | 0.000 | 0.000 | ||
12 | 2013.03.13 13:20 | close | 6 | 1.00 | 95.840 | 0.000 | 0.000 | 11.69 | 10018.67 |
13 | 2013.03.13 13:20 | buy | 7 | 1.00 | 95.840 | 0.000 | 0.000 | ||
14 | 2013.03.13 13:45 | close | 7 | 1.00 | 95.754 | 0.000 | 0.000 | -8.98 | 10009.69 |
15 | 2013.03.13 13:45 | sell | 8 | 1.00 | 95.754 | 0.000 | 0.000 | ||
16 | 2013.03.13 15:00 | close | 8 | 1.00 | 95.719 | 0.000 | 0.000 | 3.66 | 10013.35 |
17 | 2013.03.13 16:20 | sell | 9 | 1.00 | 95.697 | 0.000 | 0.000 | ||
18 | 2013.03.13 17:25 | close | 9 | 1.00 | 95.642 | 0.000 | 0.000 | 5.75 | 10019.10 |
19 | 2013.03.13 17:25 | buy | 10 | 1.00 | 95.642 | 0.000 | 0.000 | ||
20 | 2013.03.13 18:35 | close | 10 | 1.00 | 95.780 | 0.000 | 0.000 | 14.41 | 10033.51 |
21 | 2013.03.13 21:30 | buy | 11 | 1.00 | 95.842 | 0.000 | 0.000 | ||
22 | 2013.03.13 23:10 | close | 11 | 1.00 | 96.077 | 0.000 | 0.000 | 24.46 | 10057.97 |
23 | 2013.03.13 23:10 | sell | 12 | 1.00 | 96.077 | 0.000 | 0.000 | ||
24 | 2013.03.13 23:50 | close | 12 | 1.00 | 96.139 | 0.000 | 0.000 | -6.45 | 10051.52 |