Strategy Tester Report
M5G Cyborg v1.3.8
AlpariUK-Classic-1 (Build 225)

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 deposit10000.00
Total net profit2235.68Gross profit7404.48Gross loss-5168.80
Profit factor1.43Expected payoff50.81
Absolute drawdown3503.28Maximal drawdown4185.52 (39.18%)Relative drawdown39.18% (4185.52)
Total trades44Short 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%)
Largestprofit trade360.00loss trade-565.76
Averageprofit trade264.45loss trade-323.05
Maximumconsecutive wins (profit in money)9 (2264.64)consecutive losses (loss in money)5 (-2009.60)
Maximalconsecutive profit (count of wins)2264.64 (9)consecutive loss (count of losses)-2009.60 (5)
Averageconsecutive wins4consecutive losses2
Graph
#時間取引種別注文番号数量PriceS/L:決済逆指値T/P:決済指値損益Balance
12009.08.31 22:47sell10.801.629011.636011.62601
22009.08.31 22:48sell limit21.201.632511.636011.62951
32009.09.01 02:53t/p10.801.626011.636011.62601238.0810238.08
42009.09.01 02:53delete21.201.632511.636011.62951
52009.09.03 21:42sell30.801.634111.641111.63111
62009.09.03 21:43sell limit41.201.637611.641111.63461
72009.09.04 03:08t/p30.801.631111.641111.63111238.0810476.16
82009.09.04 03:08delete41.201.637611.641111.63461
92009.09.07 21:53sell50.801.633951.640951.63095
102009.09.07 21:54sell limit61.201.637451.640951.63445
112009.09.08 07:53sell61.201.637451.640951.63445
122009.09.08 07:53modify50.801.633951.640951.63445
132009.09.08 08:37s/l50.801.640951.640951.63445-561.929914.24
142009.09.08 08:37s/l61.201.640951.640951.63445-420.009494.24
152009.09.10 23:05buy70.801.665121.658121.66812
162009.09.10 23:06buy limit81.201.661621.658121.66462
172009.09.11 04:08t/p70.801.668121.658121.66812240.009734.24
182009.09.11 04:08delete81.201.661621.658121.66462
192009.09.14 21:16buy90.801.656011.649011.65901
202009.09.14 21:17buy limit101.201.652511.649011.65551
212009.09.15 01:02t/p90.801.659011.649011.65901240.009974.24
222009.09.15 01:02delete101.201.652511.649011.65551
232009.09.16 23:15buy110.801.648701.641701.65170
242009.09.16 23:16buy limit121.201.645201.641701.64820
252009.09.17 07:47t/p110.801.651701.641701.65170240.0010214.24
262009.09.17 07:47delete121.201.645201.641701.64820
272009.09.17 21:20buy130.801.643411.636411.64641
282009.09.17 21:21buy limit141.201.639911.636411.64291
292009.09.18 03:17buy141.201.639911.636411.64291
302009.09.18 03:17modify130.801.643411.636411.64291
312009.09.18 04:00s/l130.801.636411.636411.64291-560.009654.24
322009.09.18 04:00s/l141.201.636411.636411.64291-420.009234.24
332009.09.21 21:31sell150.801.621471.628471.61847
342009.09.21 21:32sell limit161.201.624971.628471.62197
352009.09.22 04:16sell161.201.624971.628471.62197
362009.09.22 04:16modify150.801.621471.628471.62197
372009.09.22 08:22s/l150.801.628471.628471.62197-561.928672.32
382009.09.22 08:22s/l161.201.628471.628471.62197-420.008252.32
392009.09.22 21:33sell170.801.636291.643291.63329
402009.09.22 21:34sell limit181.201.639791.643291.63679
412009.09.23 01:23sell181.201.639791.643291.63679
422009.09.23 01:23modify170.801.636291.643291.63679
432009.09.23 02:43t/p170.801.636791.643291.63679-41.928210.40
442009.09.23 02:43t/p181.201.636791.643291.63679360.008570.40
452009.09.23 22:35buy190.801.634691.627691.63769
462009.09.23 22:36buy limit201.201.631191.627691.63419
472009.09.24 07:48t/p190.801.637691.627691.63769240.008810.40
482009.09.24 07:48delete201.201.631191.627691.63419
492009.09.30 21:18buy210.801.598191.591191.60119
502009.09.30 21:19buy limit221.201.594691.591191.59769
512009.10.01 06:32buy221.201.594691.591191.59769
522009.10.01 06:32modify210.801.598191.591191.59769
532009.10.01 09:03t/p210.801.597691.591191.59769-40.008770.40
542009.10.01 09:03t/p221.201.597691.591191.59769360.009130.40
552009.10.07 22:51sell230.801.595671.602671.59267
562009.10.07 22:52sell limit241.201.599171.602671.59617
572009.10.08 02:43sell241.201.599171.602671.59617
582009.10.08 02:43modify230.801.595671.602671.59617
592009.10.08 08:57s/l230.801.602671.602671.59617-565.768564.64
602009.10.08 08:57s/l241.201.602671.602671.59617-420.008144.64
612009.10.13 22:50sell250.801.591301.598301.58830
622009.10.13 22:51sell limit261.201.594801.598301.59180
632009.10.14 06:20sell261.201.594801.598301.59180
642009.10.14 06:20modify250.801.591301.598301.59180
652009.10.14 07:48s/l250.801.598301.598301.59180-561.927582.72
662009.10.14 07:48s/l261.201.598301.598301.59180-420.007162.72
672009.10.19 22:38sell270.801.638181.645181.63518
682009.10.19 22:39sell limit281.201.641681.645181.63868
692009.10.19 22:59sell281.201.641681.645181.63868
702009.10.19 22:59modify270.801.638181.645181.63868
712009.10.20 02:38t/p270.801.638681.645181.63868-41.927120.80
722009.10.20 02:38t/p281.201.638681.645181.63868357.127477.92
732009.10.21 21:55buy290.801.659111.652111.66211
742009.10.21 21:56buy limit301.201.655611.652111.65861
752009.10.22 01:18t/p290.801.662111.652111.66211240.007717.92
762009.10.22 01:18delete301.201.655611.652111.65861
772009.10.28 23:25sell310.801.640231.647231.63723
782009.10.28 23:26sell limit321.201.643731.647231.64073
792009.10.29 01:07t/p310.801.637231.647231.63723234.247952.16
802009.10.29 01:07delete321.201.643731.647231.64073
812009.10.29 22:20sell330.801.655671.662671.65267
822009.10.29 22:21sell limit341.201.659171.662671.65617
832009.10.30 08:00t/p330.801.652671.662671.65267238.088190.24
842009.10.30 08:00delete341.201.659171.662671.65617
852009.11.02 23:00sell350.801.641161.648161.63816
862009.11.02 23:01sell limit361.201.644661.648161.64166
872009.11.03 03:48t/p350.801.638161.648161.63816238.088428.32
882009.11.03 03:48delete361.201.644661.648161.64166
892009.11.03 22:40sell370.801.643791.650791.64079
902009.11.03 22:41sell limit381.201.647291.650791.64429
912009.11.04 01:14t/p370.801.640791.650791.64079238.088666.40
922009.11.04 01:14delete381.201.647291.650791.64429
932009.11.10 22:50sell390.801.674011.681011.67101
942009.11.10 22:51sell limit401.201.677511.681011.67451
952009.11.11 10:32sell401.201.677511.681011.67451
962009.11.11 10:32modify390.801.674011.681011.67451
972009.11.11 11:25t/p390.801.674511.681011.67451-41.928624.48
982009.11.11 11:25t/p401.201.674511.681011.67451360.008984.48
992009.11.11 22:05sell410.801.656491.663491.65349
1002009.11.11 22:06sell limit421.201.659991.663491.65699
1012009.11.12 01:27sell421.201.659991.663491.65699
1022009.11.12 01:27modify410.801.656491.663491.65699
1032009.11.12 06:09t/p410.801.656991.663491.65699-45.768938.72
1042009.11.12 06:09t/p421.201.656991.663491.65699360.009298.72
1052009.11.17 21:51sell430.801.681741.688741.67874
1062009.11.17 21:52sell limit441.201.685241.688741.68224
1072009.11.18 02:56t/p430.801.678741.688741.67874238.089536.80
1082009.11.18 02:56delete441.201.685241.688741.68224
1092009.11.19 22:57sell450.801.666601.673601.66360
1102009.11.19 22:58sell limit461.201.670101.673601.66710
1112009.11.20 02:13t/p450.801.663601.673601.66360238.089774.88
1122009.11.20 02:13delete461.201.670101.673601.66710
1132009.11.23 21:05sell470.801.661901.668901.65890
1142009.11.23 21:06sell limit481.201.665401.668901.66240
1152009.11.24 01:13t/p470.801.658901.668901.65890238.0810012.96
1162009.11.24 01:13delete481.201.665401.668901.66240
1172009.11.24 22:16buy490.801.657471.650471.66047
1182009.11.24 22:17buy limit501.201.653971.650471.65697
1192009.11.25 01:18t/p490.801.660471.650471.66047240.0010252.96
1202009.11.25 01:18delete501.201.653971.650471.65697
1212009.11.25 21:48sell510.801.672241.679241.66924
1222009.11.25 21:49sell limit521.201.675741.679241.67274
1232009.11.26 04:42t/p510.801.669241.679241.66924234.2410487.20
1242009.11.26 04:42delete521.201.675741.679241.67274
1252009.11.26 21:07sell530.801.650541.657541.64754
1262009.11.26 21:08sell limit541.201.654041.657541.65104
1272009.11.27 00:13t/p530.801.647541.657541.64754238.0810725.28
1282009.11.27 00:13delete541.201.654041.657541.65104
1292009.11.30 21:22sell550.801.644741.651741.64174
1302009.11.30 21:23sell limit561.201.648241.651741.64524
1312009.12.01 03:18t/p550.801.641741.651741.64174238.0810963.36
1322009.12.01 03:18delete561.201.648241.651741.64524
1332009.12.03 23:07buy570.801.653591.646591.65659
1342009.12.03 23:09buy limit581.201.650091.646591.65309
1352009.12.04 08:01t/p570.801.656591.646591.65659240.0011203.36
1362009.12.04 08:01delete581.201.650091.646591.65309
1372009.12.09 21:22sell590.801.627231.634231.62423
1382009.12.09 21:23sell limit601.201.630731.634231.62773
1392009.12.10 01:30sell601.201.630731.634231.62773
1402009.12.10 01:30modify590.801.627231.634231.62773
1412009.12.10 05:13t/p590.801.627731.634231.62773-45.7611157.60
1422009.12.10 05:13t/p601.201.627731.634231.62773360.0011517.60
1432009.12.22 23:21buy610.801.595761.588761.59876
1442009.12.22 23:22buy limit621.201.592261.588761.59526
1452009.12.23 16:32t/p610.801.598761.588761.59876240.0011757.60
1462009.12.23 16:32delete621.201.592261.588761.59526
1472010.01.26 23:05sell630.801.614461.621461.61146
1482010.01.26 23:06sell limit641.201.617961.621461.61496
1492010.01.27 06:45t/p630.801.611461.621461.61146238.0811995.68
1502010.01.27 06:45delete641.201.617961.621461.61496
1512010.02.02 22:37buy650.801.597261.590261.60026
1522010.02.02 22:39buy limit661.201.593761.590261.59676
1532010.02.03 01:38t/p650.801.600261.590261.60026240.0012235.68
1542010.02.03 01:38delete661.201.593761.590261.59676