通貨ペア | GBPUSD (Great Britain Pound vs US Dollar) | ||||
期間 | 5分足(M5) 2009.08.31 00:00 - 2010.02.05 22:55 (2009.08.30 - 2010.02.08) | ||||
モデル | Every tick (the most precise method based on all available least timeframes) | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2235.68 | Gross profit | 7404.48 | Gross loss | -5168.80 |
Profit factor | 1.43 | Expected payoff | 50.81 | ||
Absolute drawdown | 3503.28 | Maximal drawdown | 4185.52 (39.18%) | Relative drawdown | 39.18% (4185.52) |
Total trades | 44 | Short positions (won %) | 31 (58.06%) | Long positions (won %) | 13 (76.92%) |
Profit trades (% of total) | 28 (63.64%) | Loss trades (% of total) | 16 (36.36%) | ||
Largest | profit trade | 360.00 | loss trade | -565.76 | |
Average | profit trade | 264.45 | loss trade | -323.05 | |
Maximum | consecutive wins (profit in money) | 9 (2264.64) | consecutive losses (loss in money) | 5 (-2009.60) | |
Maximal | consecutive profit (count of wins) | 2264.64 (9) | consecutive loss (count of losses) | -2009.60 (5) | |
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 | 2009.08.31 22:47 | sell | 1 | 0.80 | 1.62901 | 1.63601 | 1.62601 | ||
2 | 2009.08.31 22:48 | sell limit | 2 | 1.20 | 1.63251 | 1.63601 | 1.62951 | ||
3 | 2009.09.01 02:53 | t/p | 1 | 0.80 | 1.62601 | 1.63601 | 1.62601 | 238.08 | 10238.08 |
4 | 2009.09.01 02:53 | delete | 2 | 1.20 | 1.63251 | 1.63601 | 1.62951 | ||
5 | 2009.09.03 21:42 | sell | 3 | 0.80 | 1.63411 | 1.64111 | 1.63111 | ||
6 | 2009.09.03 21:43 | sell limit | 4 | 1.20 | 1.63761 | 1.64111 | 1.63461 | ||
7 | 2009.09.04 03:08 | t/p | 3 | 0.80 | 1.63111 | 1.64111 | 1.63111 | 238.08 | 10476.16 |
8 | 2009.09.04 03:08 | delete | 4 | 1.20 | 1.63761 | 1.64111 | 1.63461 | ||
9 | 2009.09.07 21:53 | sell | 5 | 0.80 | 1.63395 | 1.64095 | 1.63095 | ||
10 | 2009.09.07 21:54 | sell limit | 6 | 1.20 | 1.63745 | 1.64095 | 1.63445 | ||
11 | 2009.09.08 07:53 | sell | 6 | 1.20 | 1.63745 | 1.64095 | 1.63445 | ||
12 | 2009.09.08 07:53 | modify | 5 | 0.80 | 1.63395 | 1.64095 | 1.63445 | ||
13 | 2009.09.08 08:37 | s/l | 5 | 0.80 | 1.64095 | 1.64095 | 1.63445 | -561.92 | 9914.24 |
14 | 2009.09.08 08:37 | s/l | 6 | 1.20 | 1.64095 | 1.64095 | 1.63445 | -420.00 | 9494.24 |
15 | 2009.09.10 23:05 | buy | 7 | 0.80 | 1.66512 | 1.65812 | 1.66812 | ||
16 | 2009.09.10 23:06 | buy limit | 8 | 1.20 | 1.66162 | 1.65812 | 1.66462 | ||
17 | 2009.09.11 04:08 | t/p | 7 | 0.80 | 1.66812 | 1.65812 | 1.66812 | 240.00 | 9734.24 |
18 | 2009.09.11 04:08 | delete | 8 | 1.20 | 1.66162 | 1.65812 | 1.66462 | ||
19 | 2009.09.14 21:16 | buy | 9 | 0.80 | 1.65601 | 1.64901 | 1.65901 | ||
20 | 2009.09.14 21:17 | buy limit | 10 | 1.20 | 1.65251 | 1.64901 | 1.65551 | ||
21 | 2009.09.15 01:02 | t/p | 9 | 0.80 | 1.65901 | 1.64901 | 1.65901 | 240.00 | 9974.24 |
22 | 2009.09.15 01:02 | delete | 10 | 1.20 | 1.65251 | 1.64901 | 1.65551 | ||
23 | 2009.09.16 23:15 | buy | 11 | 0.80 | 1.64870 | 1.64170 | 1.65170 | ||
24 | 2009.09.16 23:16 | buy limit | 12 | 1.20 | 1.64520 | 1.64170 | 1.64820 | ||
25 | 2009.09.17 07:47 | t/p | 11 | 0.80 | 1.65170 | 1.64170 | 1.65170 | 240.00 | 10214.24 |
26 | 2009.09.17 07:47 | delete | 12 | 1.20 | 1.64520 | 1.64170 | 1.64820 | ||
27 | 2009.09.17 21:20 | buy | 13 | 0.80 | 1.64341 | 1.63641 | 1.64641 | ||
28 | 2009.09.17 21:21 | buy limit | 14 | 1.20 | 1.63991 | 1.63641 | 1.64291 | ||
29 | 2009.09.18 03:17 | buy | 14 | 1.20 | 1.63991 | 1.63641 | 1.64291 | ||
30 | 2009.09.18 03:17 | modify | 13 | 0.80 | 1.64341 | 1.63641 | 1.64291 | ||
31 | 2009.09.18 04:00 | s/l | 13 | 0.80 | 1.63641 | 1.63641 | 1.64291 | -560.00 | 9654.24 |
32 | 2009.09.18 04:00 | s/l | 14 | 1.20 | 1.63641 | 1.63641 | 1.64291 | -420.00 | 9234.24 |
33 | 2009.09.21 21:31 | sell | 15 | 0.80 | 1.62147 | 1.62847 | 1.61847 | ||
34 | 2009.09.21 21:32 | sell limit | 16 | 1.20 | 1.62497 | 1.62847 | 1.62197 | ||
35 | 2009.09.22 04:16 | sell | 16 | 1.20 | 1.62497 | 1.62847 | 1.62197 | ||
36 | 2009.09.22 04:16 | modify | 15 | 0.80 | 1.62147 | 1.62847 | 1.62197 | ||
37 | 2009.09.22 08:22 | s/l | 15 | 0.80 | 1.62847 | 1.62847 | 1.62197 | -561.92 | 8672.32 |
38 | 2009.09.22 08:22 | s/l | 16 | 1.20 | 1.62847 | 1.62847 | 1.62197 | -420.00 | 8252.32 |
39 | 2009.09.22 21:33 | sell | 17 | 0.80 | 1.63629 | 1.64329 | 1.63329 | ||
40 | 2009.09.22 21:34 | sell limit | 18 | 1.20 | 1.63979 | 1.64329 | 1.63679 | ||
41 | 2009.09.23 01:23 | sell | 18 | 1.20 | 1.63979 | 1.64329 | 1.63679 | ||
42 | 2009.09.23 01:23 | modify | 17 | 0.80 | 1.63629 | 1.64329 | 1.63679 | ||
43 | 2009.09.23 02:43 | t/p | 17 | 0.80 | 1.63679 | 1.64329 | 1.63679 | -41.92 | 8210.40 |
44 | 2009.09.23 02:43 | t/p | 18 | 1.20 | 1.63679 | 1.64329 | 1.63679 | 360.00 | 8570.40 |
45 | 2009.09.23 22:35 | buy | 19 | 0.80 | 1.63469 | 1.62769 | 1.63769 | ||
46 | 2009.09.23 22:36 | buy limit | 20 | 1.20 | 1.63119 | 1.62769 | 1.63419 | ||
47 | 2009.09.24 07:48 | t/p | 19 | 0.80 | 1.63769 | 1.62769 | 1.63769 | 240.00 | 8810.40 |
48 | 2009.09.24 07:48 | delete | 20 | 1.20 | 1.63119 | 1.62769 | 1.63419 | ||
49 | 2009.09.30 21:18 | buy | 21 | 0.80 | 1.59819 | 1.59119 | 1.60119 | ||
50 | 2009.09.30 21:19 | buy limit | 22 | 1.20 | 1.59469 | 1.59119 | 1.59769 | ||
51 | 2009.10.01 06:32 | buy | 22 | 1.20 | 1.59469 | 1.59119 | 1.59769 | ||
52 | 2009.10.01 06:32 | modify | 21 | 0.80 | 1.59819 | 1.59119 | 1.59769 | ||
53 | 2009.10.01 09:03 | t/p | 21 | 0.80 | 1.59769 | 1.59119 | 1.59769 | -40.00 | 8770.40 |
54 | 2009.10.01 09:03 | t/p | 22 | 1.20 | 1.59769 | 1.59119 | 1.59769 | 360.00 | 9130.40 |
55 | 2009.10.07 22:51 | sell | 23 | 0.80 | 1.59567 | 1.60267 | 1.59267 | ||
56 | 2009.10.07 22:52 | sell limit | 24 | 1.20 | 1.59917 | 1.60267 | 1.59617 | ||
57 | 2009.10.08 02:43 | sell | 24 | 1.20 | 1.59917 | 1.60267 | 1.59617 | ||
58 | 2009.10.08 02:43 | modify | 23 | 0.80 | 1.59567 | 1.60267 | 1.59617 | ||
59 | 2009.10.08 08:57 | s/l | 23 | 0.80 | 1.60267 | 1.60267 | 1.59617 | -565.76 | 8564.64 |
60 | 2009.10.08 08:57 | s/l | 24 | 1.20 | 1.60267 | 1.60267 | 1.59617 | -420.00 | 8144.64 |
61 | 2009.10.13 22:50 | sell | 25 | 0.80 | 1.59130 | 1.59830 | 1.58830 | ||
62 | 2009.10.13 22:51 | sell limit | 26 | 1.20 | 1.59480 | 1.59830 | 1.59180 | ||
63 | 2009.10.14 06:20 | sell | 26 | 1.20 | 1.59480 | 1.59830 | 1.59180 | ||
64 | 2009.10.14 06:20 | modify | 25 | 0.80 | 1.59130 | 1.59830 | 1.59180 | ||
65 | 2009.10.14 07:48 | s/l | 25 | 0.80 | 1.59830 | 1.59830 | 1.59180 | -561.92 | 7582.72 |
66 | 2009.10.14 07:48 | s/l | 26 | 1.20 | 1.59830 | 1.59830 | 1.59180 | -420.00 | 7162.72 |
67 | 2009.10.19 22:38 | sell | 27 | 0.80 | 1.63818 | 1.64518 | 1.63518 | ||
68 | 2009.10.19 22:39 | sell limit | 28 | 1.20 | 1.64168 | 1.64518 | 1.63868 | ||
69 | 2009.10.19 22:59 | sell | 28 | 1.20 | 1.64168 | 1.64518 | 1.63868 | ||
70 | 2009.10.19 22:59 | modify | 27 | 0.80 | 1.63818 | 1.64518 | 1.63868 | ||
71 | 2009.10.20 02:38 | t/p | 27 | 0.80 | 1.63868 | 1.64518 | 1.63868 | -41.92 | 7120.80 |
72 | 2009.10.20 02:38 | t/p | 28 | 1.20 | 1.63868 | 1.64518 | 1.63868 | 357.12 | 7477.92 |
73 | 2009.10.21 21:55 | buy | 29 | 0.80 | 1.65911 | 1.65211 | 1.66211 | ||
74 | 2009.10.21 21:56 | buy limit | 30 | 1.20 | 1.65561 | 1.65211 | 1.65861 | ||
75 | 2009.10.22 01:18 | t/p | 29 | 0.80 | 1.66211 | 1.65211 | 1.66211 | 240.00 | 7717.92 |
76 | 2009.10.22 01:18 | delete | 30 | 1.20 | 1.65561 | 1.65211 | 1.65861 | ||
77 | 2009.10.28 23:25 | sell | 31 | 0.80 | 1.64023 | 1.64723 | 1.63723 | ||
78 | 2009.10.28 23:26 | sell limit | 32 | 1.20 | 1.64373 | 1.64723 | 1.64073 | ||
79 | 2009.10.29 01:07 | t/p | 31 | 0.80 | 1.63723 | 1.64723 | 1.63723 | 234.24 | 7952.16 |
80 | 2009.10.29 01:07 | delete | 32 | 1.20 | 1.64373 | 1.64723 | 1.64073 | ||
81 | 2009.10.29 22:20 | sell | 33 | 0.80 | 1.65567 | 1.66267 | 1.65267 | ||
82 | 2009.10.29 22:21 | sell limit | 34 | 1.20 | 1.65917 | 1.66267 | 1.65617 | ||
83 | 2009.10.30 08:00 | t/p | 33 | 0.80 | 1.65267 | 1.66267 | 1.65267 | 238.08 | 8190.24 |
84 | 2009.10.30 08:00 | delete | 34 | 1.20 | 1.65917 | 1.66267 | 1.65617 | ||
85 | 2009.11.02 23:00 | sell | 35 | 0.80 | 1.64116 | 1.64816 | 1.63816 | ||
86 | 2009.11.02 23:01 | sell limit | 36 | 1.20 | 1.64466 | 1.64816 | 1.64166 | ||
87 | 2009.11.03 03:48 | t/p | 35 | 0.80 | 1.63816 | 1.64816 | 1.63816 | 238.08 | 8428.32 |
88 | 2009.11.03 03:48 | delete | 36 | 1.20 | 1.64466 | 1.64816 | 1.64166 | ||
89 | 2009.11.03 22:40 | sell | 37 | 0.80 | 1.64379 | 1.65079 | 1.64079 | ||
90 | 2009.11.03 22:41 | sell limit | 38 | 1.20 | 1.64729 | 1.65079 | 1.64429 | ||
91 | 2009.11.04 01:14 | t/p | 37 | 0.80 | 1.64079 | 1.65079 | 1.64079 | 238.08 | 8666.40 |
92 | 2009.11.04 01:14 | delete | 38 | 1.20 | 1.64729 | 1.65079 | 1.64429 | ||
93 | 2009.11.10 22:50 | sell | 39 | 0.80 | 1.67401 | 1.68101 | 1.67101 | ||
94 | 2009.11.10 22:51 | sell limit | 40 | 1.20 | 1.67751 | 1.68101 | 1.67451 | ||
95 | 2009.11.11 10:32 | sell | 40 | 1.20 | 1.67751 | 1.68101 | 1.67451 | ||
96 | 2009.11.11 10:32 | modify | 39 | 0.80 | 1.67401 | 1.68101 | 1.67451 | ||
97 | 2009.11.11 11:25 | t/p | 39 | 0.80 | 1.67451 | 1.68101 | 1.67451 | -41.92 | 8624.48 |
98 | 2009.11.11 11:25 | t/p | 40 | 1.20 | 1.67451 | 1.68101 | 1.67451 | 360.00 | 8984.48 |
99 | 2009.11.11 22:05 | sell | 41 | 0.80 | 1.65649 | 1.66349 | 1.65349 | ||
100 | 2009.11.11 22:06 | sell limit | 42 | 1.20 | 1.65999 | 1.66349 | 1.65699 | ||
101 | 2009.11.12 01:27 | sell | 42 | 1.20 | 1.65999 | 1.66349 | 1.65699 | ||
102 | 2009.11.12 01:27 | modify | 41 | 0.80 | 1.65649 | 1.66349 | 1.65699 | ||
103 | 2009.11.12 06:09 | t/p | 41 | 0.80 | 1.65699 | 1.66349 | 1.65699 | -45.76 | 8938.72 |
104 | 2009.11.12 06:09 | t/p | 42 | 1.20 | 1.65699 | 1.66349 | 1.65699 | 360.00 | 9298.72 |
105 | 2009.11.17 21:51 | sell | 43 | 0.80 | 1.68174 | 1.68874 | 1.67874 | ||
106 | 2009.11.17 21:52 | sell limit | 44 | 1.20 | 1.68524 | 1.68874 | 1.68224 | ||
107 | 2009.11.18 02:56 | t/p | 43 | 0.80 | 1.67874 | 1.68874 | 1.67874 | 238.08 | 9536.80 |
108 | 2009.11.18 02:56 | delete | 44 | 1.20 | 1.68524 | 1.68874 | 1.68224 | ||
109 | 2009.11.19 22:57 | sell | 45 | 0.80 | 1.66660 | 1.67360 | 1.66360 | ||
110 | 2009.11.19 22:58 | sell limit | 46 | 1.20 | 1.67010 | 1.67360 | 1.66710 | ||
111 | 2009.11.20 02:13 | t/p | 45 | 0.80 | 1.66360 | 1.67360 | 1.66360 | 238.08 | 9774.88 |
112 | 2009.11.20 02:13 | delete | 46 | 1.20 | 1.67010 | 1.67360 | 1.66710 | ||
113 | 2009.11.23 21:05 | sell | 47 | 0.80 | 1.66190 | 1.66890 | 1.65890 | ||
114 | 2009.11.23 21:06 | sell limit | 48 | 1.20 | 1.66540 | 1.66890 | 1.66240 | ||
115 | 2009.11.24 01:13 | t/p | 47 | 0.80 | 1.65890 | 1.66890 | 1.65890 | 238.08 | 10012.96 |
116 | 2009.11.24 01:13 | delete | 48 | 1.20 | 1.66540 | 1.66890 | 1.66240 | ||
117 | 2009.11.24 22:16 | buy | 49 | 0.80 | 1.65747 | 1.65047 | 1.66047 | ||
118 | 2009.11.24 22:17 | buy limit | 50 | 1.20 | 1.65397 | 1.65047 | 1.65697 | ||
119 | 2009.11.25 01:18 | t/p | 49 | 0.80 | 1.66047 | 1.65047 | 1.66047 | 240.00 | 10252.96 |
120 | 2009.11.25 01:18 | delete | 50 | 1.20 | 1.65397 | 1.65047 | 1.65697 | ||
121 | 2009.11.25 21:48 | sell | 51 | 0.80 | 1.67224 | 1.67924 | 1.66924 | ||
122 | 2009.11.25 21:49 | sell limit | 52 | 1.20 | 1.67574 | 1.67924 | 1.67274 | ||
123 | 2009.11.26 04:42 | t/p | 51 | 0.80 | 1.66924 | 1.67924 | 1.66924 | 234.24 | 10487.20 |
124 | 2009.11.26 04:42 | delete | 52 | 1.20 | 1.67574 | 1.67924 | 1.67274 | ||
125 | 2009.11.26 21:07 | sell | 53 | 0.80 | 1.65054 | 1.65754 | 1.64754 | ||
126 | 2009.11.26 21:08 | sell limit | 54 | 1.20 | 1.65404 | 1.65754 | 1.65104 | ||
127 | 2009.11.27 00:13 | t/p | 53 | 0.80 | 1.64754 | 1.65754 | 1.64754 | 238.08 | 10725.28 |
128 | 2009.11.27 00:13 | delete | 54 | 1.20 | 1.65404 | 1.65754 | 1.65104 | ||
129 | 2009.11.30 21:22 | sell | 55 | 0.80 | 1.64474 | 1.65174 | 1.64174 | ||
130 | 2009.11.30 21:23 | sell limit | 56 | 1.20 | 1.64824 | 1.65174 | 1.64524 | ||
131 | 2009.12.01 03:18 | t/p | 55 | 0.80 | 1.64174 | 1.65174 | 1.64174 | 238.08 | 10963.36 |
132 | 2009.12.01 03:18 | delete | 56 | 1.20 | 1.64824 | 1.65174 | 1.64524 | ||
133 | 2009.12.03 23:07 | buy | 57 | 0.80 | 1.65359 | 1.64659 | 1.65659 | ||
134 | 2009.12.03 23:09 | buy limit | 58 | 1.20 | 1.65009 | 1.64659 | 1.65309 | ||
135 | 2009.12.04 08:01 | t/p | 57 | 0.80 | 1.65659 | 1.64659 | 1.65659 | 240.00 | 11203.36 |
136 | 2009.12.04 08:01 | delete | 58 | 1.20 | 1.65009 | 1.64659 | 1.65309 | ||
137 | 2009.12.09 21:22 | sell | 59 | 0.80 | 1.62723 | 1.63423 | 1.62423 | ||
138 | 2009.12.09 21:23 | sell limit | 60 | 1.20 | 1.63073 | 1.63423 | 1.62773 | ||
139 | 2009.12.10 01:30 | sell | 60 | 1.20 | 1.63073 | 1.63423 | 1.62773 | ||
140 | 2009.12.10 01:30 | modify | 59 | 0.80 | 1.62723 | 1.63423 | 1.62773 | ||
141 | 2009.12.10 05:13 | t/p | 59 | 0.80 | 1.62773 | 1.63423 | 1.62773 | -45.76 | 11157.60 |
142 | 2009.12.10 05:13 | t/p | 60 | 1.20 | 1.62773 | 1.63423 | 1.62773 | 360.00 | 11517.60 |
143 | 2009.12.22 23:21 | buy | 61 | 0.80 | 1.59576 | 1.58876 | 1.59876 | ||
144 | 2009.12.22 23:22 | buy limit | 62 | 1.20 | 1.59226 | 1.58876 | 1.59526 | ||
145 | 2009.12.23 16:32 | t/p | 61 | 0.80 | 1.59876 | 1.58876 | 1.59876 | 240.00 | 11757.60 |
146 | 2009.12.23 16:32 | delete | 62 | 1.20 | 1.59226 | 1.58876 | 1.59526 | ||
147 | 2010.01.26 23:05 | sell | 63 | 0.80 | 1.61446 | 1.62146 | 1.61146 | ||
148 | 2010.01.26 23:06 | sell limit | 64 | 1.20 | 1.61796 | 1.62146 | 1.61496 | ||
149 | 2010.01.27 06:45 | t/p | 63 | 0.80 | 1.61146 | 1.62146 | 1.61146 | 238.08 | 11995.68 |
150 | 2010.01.27 06:45 | delete | 64 | 1.20 | 1.61796 | 1.62146 | 1.61496 | ||
151 | 2010.02.02 22:37 | buy | 65 | 0.80 | 1.59726 | 1.59026 | 1.60026 | ||
152 | 2010.02.02 22:39 | buy limit | 66 | 1.20 | 1.59376 | 1.59026 | 1.59676 | ||
153 | 2010.02.03 01:38 | t/p | 65 | 0.80 | 1.60026 | 1.59026 | 1.60026 | 240.00 | 12235.68 |
154 | 2010.02.03 01:38 | delete | 66 | 1.20 | 1.59376 | 1.59026 | 1.59676 |