通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
期間 | 15分足(M15) 2013.03.01 00:00 - 2013.03.28 23:59 (2013.03.01 - 2013.03.29) | ||||
モデル | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
パラメーター | Lots=1; Slip=3; Comments=""; TP=100; SP=200; chikuseki=0.7; RENGE=8; | ||||
Bars in test | 2628 | Ticks modelled | 4254 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 310.03 | Gross profit | 527.08 | Gross loss | -217.05 |
Profit factor | 2.43 | Expected payoff | 8.86 | ||
Absolute drawdown | 13.84 | Maximal drawdown | 88.50 (0.88%) | Relative drawdown | 0.88% (88.50) |
Total trades | 35 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 20 (75.00%) |
Profit trades (% of total) | 26 (74.29%) | Loss trades (% of total) | 9 (25.71%) | ||
Largest | profit trade | 111.74 | loss trade | -29.14 | |
Average | profit trade | 20.27 | loss trade | -24.12 | |
Maximum | consecutive wins (profit in money) | 8 (135.69) | consecutive losses (loss in money) | 3 (-72.90) | |
Maximal | consecutive profit (count of wins) | 135.69 (8) | consecutive loss (count of losses) | -72.90 (3) | |
Average | consecutive wins | 4 | 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 | 2013.03.01 01:00 | buy | 1 | 1.00 | 92.629 | 0.000 | 0.000 | ||
2 | 2013.03.01 11:45 | close | 1 | 1.00 | 92.773 | 0.000 | 0.000 | 15.52 | 10015.52 |
3 | 2013.03.01 15:45 | buy | 2 | 1.00 | 92.763 | 0.000 | 0.000 | ||
4 | 2013.03.01 17:15 | close | 2 | 1.00 | 93.121 | 0.000 | 0.000 | 38.44 | 10053.96 |
5 | 2013.03.04 00:30 | buy | 3 | 1.00 | 93.433 | 0.000 | 0.000 | ||
6 | 2013.03.04 01:00 | close | 3 | 1.00 | 93.546 | 0.000 | 0.000 | 12.08 | 10066.04 |
7 | 2013.03.04 01:00 | buy | 4 | 1.00 | 93.556 | 0.000 | 0.000 | ||
8 | 2013.03.04 04:15 | close | 4 | 1.00 | 93.349 | 0.000 | 0.000 | -22.17 | 10043.87 |
9 | 2013.03.05 11:30 | sell | 5 | 1.00 | 93.070 | 0.000 | 0.000 | ||
10 | 2013.03.05 17:15 | close | 5 | 1.00 | 93.342 | 0.000 | 0.000 | -29.14 | 10014.73 |
11 | 2013.03.05 21:45 | buy | 6 | 1.00 | 93.283 | 0.000 | 0.000 | ||
12 | 2013.03.06 03:15 | close | 6 | 1.00 | 93.082 | 0.000 | 0.000 | -21.59 | 9993.14 |
13 | 2013.03.06 15:00 | buy | 7 | 1.00 | 93.464 | 0.000 | 0.000 | ||
14 | 2013.03.06 17:15 | close | 7 | 1.00 | 93.595 | 0.000 | 0.000 | 14.00 | 10007.14 |
15 | 2013.03.07 01:30 | buy | 8 | 1.00 | 93.982 | 0.000 | 0.000 | ||
16 | 2013.03.07 11:45 | close | 8 | 1.00 | 94.144 | 0.000 | 0.000 | 17.21 | 10024.35 |
17 | 2013.03.07 23:00 | buy | 9 | 1.00 | 94.876 | 0.000 | 0.000 | ||
18 | 2013.03.08 01:45 | close | 9 | 1.00 | 94.976 | 0.000 | 0.000 | 10.53 | 10034.88 |
19 | 2013.03.08 09:15 | buy | 10 | 1.00 | 95.383 | 0.000 | 0.000 | ||
20 | 2013.03.08 11:00 | close | 10 | 1.00 | 95.575 | 0.000 | 0.000 | 20.09 | 10054.97 |
21 | 2013.03.08 20:30 | buy | 11 | 1.00 | 95.817 | 0.000 | 0.000 | ||
22 | 2013.03.08 22:30 | close | 11 | 1.00 | 96.011 | 0.000 | 0.000 | 20.21 | 10075.18 |
23 | 2013.03.11 03:45 | buy | 12 | 1.00 | 96.082 | 0.000 | 0.000 | ||
24 | 2013.03.11 04:15 | close | 12 | 1.00 | 96.206 | 0.000 | 0.000 | 12.89 | 10088.07 |
25 | 2013.03.11 08:15 | buy | 13 | 1.00 | 96.097 | 0.000 | 0.000 | ||
26 | 2013.03.11 20:00 | close | 13 | 1.00 | 96.226 | 0.000 | 0.000 | 13.41 | 10101.48 |
27 | 2013.03.12 05:45 | buy | 14 | 1.00 | 96.584 | 0.000 | 0.000 | ||
28 | 2013.03.12 09:30 | close | 14 | 1.00 | 96.378 | 0.000 | 0.000 | -21.37 | 10080.11 |
29 | 2013.03.12 16:30 | sell | 15 | 1.00 | 96.003 | 0.000 | 0.000 | ||
30 | 2013.03.12 17:30 | close | 15 | 1.00 | 96.226 | 0.000 | 0.000 | -23.17 | 10056.94 |
31 | 2013.03.12 22:30 | sell | 16 | 1.00 | 96.033 | 0.000 | 0.000 | ||
32 | 2013.03.13 01:45 | close | 16 | 1.00 | 95.864 | 0.000 | 0.000 | 17.63 | 10074.57 |
33 | 2013.03.13 12:30 | sell | 17 | 1.00 | 95.782 | 0.000 | 0.000 | ||
34 | 2013.03.13 14:30 | close | 17 | 1.00 | 95.667 | 0.000 | 0.000 | 12.02 | 10086.59 |
35 | 2013.03.13 20:45 | buy | 18 | 1.00 | 96.048 | 0.000 | 0.000 | ||
36 | 2013.03.13 23:30 | close | 18 | 1.00 | 96.161 | 0.000 | 0.000 | 11.75 | 10098.34 |
37 | 2013.03.14 15:45 | buy | 19 | 1.00 | 96.433 | 0.000 | 0.000 | ||
38 | 2013.03.14 17:15 | close | 19 | 1.00 | 96.225 | 0.000 | 0.000 | -21.62 | 10076.72 |
39 | 2013.03.14 23:00 | sell | 20 | 1.00 | 96.082 | 0.000 | 0.000 | ||
40 | 2013.03.15 03:00 | close | 20 | 1.00 | 95.946 | 0.000 | 0.000 | 14.17 | 10090.89 |
41 | 2013.03.15 22:15 | sell | 21 | 1.00 | 95.380 | 0.000 | 0.000 | ||
42 | 2013.03.18 00:15 | close | 21 | 1.00 | 94.326 | 0.000 | 0.000 | 111.74 | 10202.63 |
43 | 2013.03.18 00:15 | sell | 22 | 1.00 | 94.316 | 0.000 | 0.000 | ||
44 | 2013.03.18 00:45 | close | 22 | 1.00 | 94.587 | 0.000 | 0.000 | -28.65 | 10173.98 |
45 | 2013.03.18 04:15 | sell | 23 | 1.00 | 94.753 | 0.000 | 0.000 | ||
46 | 2013.03.18 05:30 | close | 23 | 1.00 | 94.635 | 0.000 | 0.000 | 12.47 | 10186.45 |
47 | 2013.03.18 16:00 | buy | 24 | 1.00 | 95.090 | 0.000 | 0.000 | ||
48 | 2013.03.18 16:30 | close | 24 | 1.00 | 94.869 | 0.000 | 0.000 | -23.30 | 10163.15 |
49 | 2013.03.18 19:15 | buy | 25 | 1.00 | 95.051 | 0.000 | 0.000 | ||
50 | 2013.03.18 19:45 | close | 25 | 1.00 | 95.170 | 0.000 | 0.000 | 12.50 | 10175.65 |
51 | 2013.03.19 00:45 | buy | 26 | 1.00 | 95.250 | 0.000 | 0.000 | ||
52 | 2013.03.19 01:45 | close | 26 | 1.00 | 95.370 | 0.000 | 0.000 | 12.58 | 10188.23 |
53 | 2013.03.19 01:45 | buy | 27 | 1.00 | 95.380 | 0.000 | 0.000 | ||
54 | 2013.03.19 03:45 | close | 27 | 1.00 | 95.526 | 0.000 | 0.000 | 15.28 | 10203.51 |
55 | 2013.03.19 15:45 | sell | 28 | 1.00 | 95.398 | 0.000 | 0.000 | ||
56 | 2013.03.19 17:45 | close | 28 | 1.00 | 95.191 | 0.000 | 0.000 | 21.75 | 10225.26 |
57 | 2013.03.19 23:15 | sell | 29 | 1.00 | 95.065 | 0.000 | 0.000 | ||
58 | 2013.03.20 03:45 | close | 29 | 1.00 | 94.935 | 0.000 | 0.000 | 13.69 | 10238.95 |
59 | 2013.03.20 19:30 | buy | 30 | 1.00 | 95.542 | 0.000 | 0.000 | ||
60 | 2013.03.20 21:15 | close | 30 | 1.00 | 95.823 | 0.000 | 0.000 | 29.32 | 10268.27 |
61 | 2013.03.21 19:00 | sell | 31 | 1.00 | 95.050 | 0.000 | 0.000 | ||
62 | 2013.03.21 20:30 | close | 31 | 1.00 | 94.894 | 0.000 | 0.000 | 16.44 | 10284.71 |
63 | 2013.03.22 00:45 | sell | 32 | 1.00 | 94.992 | 0.000 | 0.000 | ||
64 | 2013.03.22 02:45 | close | 32 | 1.00 | 94.858 | 0.000 | 0.000 | 14.13 | 10298.84 |
65 | 2013.03.27 22:30 | sell | 33 | 1.00 | 94.215 | 0.000 | 0.000 | ||
66 | 2013.03.28 00:30 | close | 33 | 1.00 | 94.461 | 0.000 | 0.000 | -26.04 | 10272.80 |
67 | 2013.03.28 01:15 | sell | 34 | 1.00 | 94.367 | 0.000 | 0.000 | ||
68 | 2013.03.28 10:15 | close | 34 | 1.00 | 94.244 | 0.000 | 0.000 | 13.05 | 10285.85 |
69 | 2013.03.28 15:00 | sell | 35 | 1.00 | 94.125 | 0.000 | 0.000 | ||
70 | 2013.03.28 18:30 | close | 35 | 1.00 | 93.898 | 0.000 | 0.000 | 24.18 | 10310.03 |