通貨ペア | EURUSD (Euro vs US Dollar) | ||||
期間 | 5分足(M5) 2009.03.23 00:00 - 2009.08.21 22:55 (2009.03.22 - 2009.08.22) | ||||
モデル | Every tick (the most precise method based on all available least timeframes) | ||||
パラメーター | Start_Hour=21; Stop_Hour=0; Stop_Hour_2=1; Start_Days=1; Stop_Days=5; Buy_Order=true; Sell_Order=true; Max_TargetEquity_Percen=0; Min_TargetEquity_Percen=0; LotsOptimized=true; Lots=0.1; MaxLots=0; Risk=20; MaxTrades=4; Hidden_TP=true; Hidden_SL=true; Hide_ALL=false; ECN_Broker_Modify_Order=false; Use_TrailingStop=true; TrailingStop=22; StopLoss=200; True_Max_StopLoss=220; TakeProfit=32; TakeProfit_FAKE=40; PriceFromMid=6; PriceFromLastOP=60; Multiple_Lot=true; Slippage=3; MaxSpread=3; rdb_Sideway_Level=5; BBands_Period=32; DeMarker_Period=8; Envelope_Period=30; Envelope_Deviation=0.16; Time_Protection=true; LimitTime_0=20; LimitTime_1=30; LimitTime_2=60; LimitTime_3=120; LimitTime_4=240; pips_0=8; pips_1=16; pips_2=12; pips_3=6; pips_4=10; Sound_Alert=true; BuySound="ok1.wav"; SellSound="ok1.wav"; CloseProfitSound="excellent_a.wav"; CloseLostSound="oh_man.wav"; MagicNumber1=23714431; MagicNumber2=23714432; MagicNumber3=23714433; MagicNumber4=23714434; Created_By="Rahman_Dg_Beta"; | ||||
Bars in test | 32403 | Ticks modelled | 5494254 | Modelling quality | 61.25% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 3843.27 | Gross profit | 6581.24 | Gross loss | -2737.96 |
Profit factor | 2.40 | Expected payoff | 64.05 | ||
Absolute drawdown | 293.11 | Maximal drawdown | 1760.94 (14.69%) | Relative drawdown | 14.69% (1760.94) |
Total trades | 60 | Short positions (won %) | 38 (84.21%) | Long positions (won %) | 22 (81.82%) |
Profit trades (% of total) | 50 (83.33%) | Loss trades (% of total) | 10 (16.67%) | ||
Largest | profit trade | 283.80 | loss trade | -1046.04 | |
Average | profit trade | 131.62 | loss trade | -273.80 | |
Maximum | consecutive wins (profit in money) | 16 (2245.10) | consecutive losses (loss in money) | 2 (-508.84) | |
Maximal | consecutive profit (count of wins) | 2245.10 (16) | consecutive loss (count of losses) | -1046.04 (1) | |
Average | consecutive wins | 6 | 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 | 2009.03.23 21:01 | sell | 1 | 1.83 | 1.36502 | 1.38702 | 1.36102 | ||
2 | 2009.03.23 21:07 | close | 1 | 1.83 | 1.36419 | 1.38702 | 1.36102 | 151.89 | 10151.89 |
3 | 2009.03.24 00:25 | sell | 2 | 1.86 | 1.36394 | 1.38594 | 1.35994 | ||
4 | 2009.03.24 00:31 | close | 2 | 1.86 | 1.36312 | 1.38594 | 1.35994 | 152.52 | 10304.41 |
5 | 2009.03.24 23:31 | sell | 3 | 1.91 | 1.34769 | 1.36969 | 1.34369 | ||
6 | 2009.03.25 00:45 | close | 3 | 1.91 | 1.34677 | 1.36969 | 1.34369 | 175.53 | 10479.94 |
7 | 2009.03.26 00:30 | sell | 4 | 1.93 | 1.35930 | 1.38130 | 1.35530 | ||
8 | 2009.03.26 00:52 | close | 4 | 1.93 | 1.35866 | 1.38130 | 1.35530 | 123.52 | 10603.46 |
9 | 2009.03.30 21:10 | sell | 5 | 2.01 | 1.31732 | 1.33932 | 1.31332 | ||
10 | 2009.03.30 23:57 | close | 5 | 2.01 | 1.31969 | 1.33932 | 1.31332 | -476.37 | 10127.09 |
11 | 2009.04.01 21:26 | sell | 6 | 1.91 | 1.32304 | 1.34504 | 1.31904 | ||
12 | 2009.04.01 23:12 | close | 6 | 1.91 | 1.32321 | 1.34504 | 1.31904 | -32.47 | 10094.62 |
13 | 2009.04.02 00:06 | sell | 7 | 1.91 | 1.32453 | 1.34653 | 1.32053 | ||
14 | 2009.04.02 00:46 | close | 7 | 1.91 | 1.32376 | 1.34653 | 1.32053 | 147.07 | 10241.69 |
15 | 2009.04.06 21:53 | sell | 8 | 1.91 | 1.34118 | 1.36318 | 1.33718 | ||
16 | 2009.04.06 23:31 | close | 8 | 1.91 | 1.34069 | 1.36318 | 1.33718 | 93.59 | 10335.28 |
17 | 2009.04.13 21:35 | sell | 9 | 1.93 | 1.33784 | 1.35984 | 1.33384 | ||
18 | 2009.04.13 22:46 | close | 9 | 1.93 | 1.33661 | 1.35984 | 1.33384 | 237.39 | 10572.67 |
19 | 2009.04.15 21:51 | sell | 10 | 2.00 | 1.32174 | 1.34374 | 1.31774 | ||
20 | 2009.04.15 23:40 | close | 10 | 2.00 | 1.32171 | 1.34374 | 1.31774 | 6.00 | 10578.67 |
21 | 2009.04.20 21:21 | sell | 11 | 2.04 | 1.29394 | 1.31594 | 1.28994 | ||
22 | 2009.04.20 21:26 | close | 11 | 2.04 | 1.29313 | 1.31594 | 1.28994 | 165.24 | 10743.91 |
23 | 2009.04.23 21:55 | sell | 12 | 2.04 | 1.31482 | 1.33682 | 1.31082 | ||
24 | 2009.04.23 23:41 | close | 12 | 2.04 | 1.31385 | 1.33682 | 1.31082 | 197.88 | 10941.79 |
25 | 2009.04.27 22:32 | sell | 13 | 2.10 | 1.30436 | 1.32636 | 1.30036 | ||
26 | 2009.04.27 22:47 | close | 13 | 2.10 | 1.30353 | 1.32636 | 1.30036 | 174.30 | 11116.09 |
27 | 2009.05.04 21:55 | sell | 14 | 2.07 | 1.33984 | 1.36184 | 1.33584 | ||
28 | 2009.05.05 01:28 | close | 14 | 2.07 | 1.34171 | 1.36184 | 1.33584 | -387.30 | 10728.79 |
29 | 2009.05.06 21:00 | sell | 15 | 2.01 | 1.33485 | 1.35685 | 1.33085 | ||
30 | 2009.05.06 21:03 | close | 15 | 2.01 | 1.33406 | 1.35685 | 1.33085 | 158.79 | 10887.58 |
31 | 2009.05.07 22:19 | sell | 16 | 2.03 | 1.33906 | 1.36106 | 1.33506 | ||
32 | 2009.05.07 23:58 | close | 16 | 2.03 | 1.33887 | 1.36106 | 1.33506 | 38.57 | 10926.15 |
33 | 2009.05.12 21:00 | sell | 17 | 2.00 | 1.36421 | 1.38621 | 1.36021 | ||
34 | 2009.05.13 00:05 | close | 17 | 2.00 | 1.36426 | 1.38621 | 1.36021 | -10.20 | 10915.95 |
35 | 2009.05.18 21:48 | sell | 18 | 2.02 | 1.35402 | 1.37602 | 1.35002 | ||
36 | 2009.05.19 00:05 | close | 18 | 2.02 | 1.35539 | 1.37602 | 1.35002 | -276.94 | 10639.01 |
37 | 2009.05.19 21:02 | sell | 19 | 1.95 | 1.36575 | 1.38775 | 1.36175 | ||
38 | 2009.05.19 21:52 | close | 19 | 1.95 | 1.36433 | 1.38775 | 1.36175 | 276.90 | 10915.91 |
39 | 2009.05.26 23:17 | sell | 20 | 1.95 | 1.39920 | 1.42120 | 1.39520 | ||
40 | 2009.05.27 01:27 | close | 20 | 1.95 | 1.39911 | 1.42120 | 1.39520 | 17.36 | 10933.26 |
41 | 2009.05.28 23:38 | buy | 21 | 1.96 | 1.39340 | 1.37140 | 1.39740 | ||
42 | 2009.05.29 01:39 | close | 21 | 1.96 | 1.39339 | 1.37140 | 1.39740 | -2.16 | 10931.11 |
43 | 2009.06.04 00:27 | buy | 22 | 1.93 | 1.41395 | 1.39195 | 1.41795 | ||
44 | 2009.06.04 00:40 | close | 22 | 1.93 | 1.41477 | 1.39195 | 1.41795 | 158.26 | 11089.37 |
45 | 2009.06.04 23:15 | sell | 23 | 1.95 | 1.41958 | 1.44158 | 1.41558 | ||
46 | 2009.06.04 23:18 | close | 23 | 1.95 | 1.41880 | 1.44158 | 1.41558 | 152.10 | 11241.47 |
47 | 2009.06.09 00:30 | sell | 24 | 2.02 | 1.39123 | 1.41323 | 1.38723 | ||
48 | 2009.06.09 00:50 | close | 24 | 2.02 | 1.39033 | 1.41323 | 1.38723 | 181.80 | 11423.27 |
49 | 2009.06.15 23:00 | sell | 25 | 2.07 | 1.38028 | 1.40228 | 1.37628 | ||
50 | 2009.06.15 23:01 | close | 25 | 2.07 | 1.37947 | 1.40228 | 1.37628 | 167.67 | 11590.94 |
51 | 2009.06.16 23:38 | buy | 26 | 2.09 | 1.38333 | 1.36133 | 1.38733 | ||
52 | 2009.06.17 02:08 | close | 26 | 2.09 | 1.38259 | 1.36133 | 1.38733 | -154.87 | 11436.07 |
53 | 2009.06.22 22:01 | buy | 27 | 2.06 | 1.38599 | 1.36399 | 1.38999 | ||
54 | 2009.06.22 23:45 | close | 27 | 2.06 | 1.38620 | 1.36399 | 1.38999 | 43.26 | 11479.33 |
55 | 2009.06.23 00:40 | buy | 28 | 2.07 | 1.38553 | 1.36353 | 1.38953 | ||
56 | 2009.06.23 00:59 | close | 28 | 2.07 | 1.38632 | 1.36353 | 1.38953 | 163.53 | 11642.86 |
57 | 2009.06.24 00:32 | buy | 29 | 2.07 | 1.40713 | 1.38513 | 1.41113 | ||
58 | 2009.06.24 01:07 | close | 29 | 2.07 | 1.40758 | 1.38513 | 1.41113 | 93.15 | 11736.01 |
59 | 2009.06.25 23:55 | sell | 30 | 2.10 | 1.39965 | 1.42165 | 1.39565 | ||
60 | 2009.06.26 00:15 | close | 30 | 2.10 | 1.39924 | 1.42165 | 1.39565 | 85.89 | 11821.90 |
61 | 2009.06.29 23:30 | buy | 31 | 2.10 | 1.40752 | 1.38552 | 1.41152 | ||
62 | 2009.06.30 00:50 | close | 31 | 2.10 | 1.40783 | 1.38552 | 1.41152 | 64.89 | 11886.79 |
63 | 2009.07.01 21:54 | buy | 32 | 2.10 | 1.41467 | 1.39267 | 1.41867 | ||
64 | 2009.07.01 23:25 | close | 32 | 2.10 | 1.41497 | 1.39267 | 1.41867 | 63.00 | 11949.79 |
65 | 2009.07.02 21:26 | buy | 33 | 2.13 | 1.40081 | 1.37881 | 1.40481 | ||
66 | 2009.07.03 01:53 | close | 33 | 2.13 | 1.39590 | 1.37881 | 1.40481 | -1046.04 | 10903.75 |
67 | 2009.07.06 22:00 | sell | 34 | 1.95 | 1.39783 | 1.41983 | 1.39383 | ||
68 | 2009.07.06 23:31 | close | 34 | 1.95 | 1.39774 | 1.41983 | 1.39383 | 17.55 | 10921.30 |
69 | 2009.07.07 21:02 | buy | 35 | 1.96 | 1.39253 | 1.37053 | 1.39653 | ||
70 | 2009.07.07 22:30 | close | 35 | 1.96 | 1.39253 | 1.37053 | 1.39653 | 0.00 | 10921.30 |
71 | 2009.07.08 21:45 | sell | 36 | 1.97 | 1.38755 | 1.40955 | 1.38355 | ||
72 | 2009.07.08 23:40 | close | 36 | 1.97 | 1.38753 | 1.40955 | 1.38355 | 3.94 | 10925.24 |
73 | 2009.07.09 22:57 | buy | 37 | 1.95 | 1.40183 | 1.37983 | 1.40583 | ||
74 | 2009.07.09 23:11 | close | 37 | 1.95 | 1.40243 | 1.37983 | 1.40583 | 117.00 | 11042.24 |
75 | 2009.07.13 21:23 | sell | 38 | 1.97 | 1.39867 | 1.42067 | 1.39467 | ||
76 | 2009.07.13 22:53 | close | 38 | 1.97 | 1.39831 | 1.42067 | 1.39467 | 70.92 | 11113.16 |
77 | 2009.07.14 00:41 | sell | 39 | 1.99 | 1.39943 | 1.42143 | 1.39543 | ||
78 | 2009.07.14 00:59 | close | 39 | 1.99 | 1.39861 | 1.42143 | 1.39543 | 163.18 | 11276.34 |
79 | 2009.07.15 22:20 | buy | 40 | 2.00 | 1.41049 | 1.38849 | 1.41449 | ||
80 | 2009.07.15 23:16 | close | 40 | 2.00 | 1.41169 | 1.38849 | 1.41449 | 240.00 | 11516.34 |
81 | 2009.07.16 22:30 | sell | 41 | 2.03 | 1.41587 | 1.43787 | 1.41187 | ||
82 | 2009.07.16 23:08 | close | 41 | 2.03 | 1.41478 | 1.43787 | 1.41187 | 221.27 | 11737.61 |
83 | 2009.07.20 22:21 | sell | 42 | 2.06 | 1.42362 | 1.44562 | 1.41962 | ||
84 | 2009.07.20 23:46 | close | 42 | 2.06 | 1.42259 | 1.44562 | 1.41962 | 212.18 | 11949.79 |
85 | 2009.07.21 22:14 | sell | 43 | 2.10 | 1.42092 | 1.44292 | 1.41692 | ||
86 | 2009.07.22 01:06 | close | 43 | 2.10 | 1.42159 | 1.44292 | 1.41692 | -140.91 | 11808.88 |
87 | 2009.07.22 21:41 | buy | 44 | 2.08 | 1.42125 | 1.39925 | 1.42525 | ||
88 | 2009.07.23 01:43 | close | 44 | 2.08 | 1.42024 | 1.39925 | 1.42525 | -210.70 | 11598.17 |
89 | 2009.07.23 21:56 | buy | 45 | 2.04 | 1.41898 | 1.39698 | 1.42298 | ||
90 | 2009.07.23 22:01 | close | 45 | 2.04 | 1.41976 | 1.39698 | 1.42298 | 159.12 | 11757.29 |
91 | 2009.07.27 21:00 | sell | 46 | 2.06 | 1.42423 | 1.44623 | 1.42023 | ||
92 | 2009.07.27 22:43 | close | 46 | 2.06 | 1.42380 | 1.44623 | 1.42023 | 88.58 | 11845.87 |
93 | 2009.07.27 23:00 | buy | 47 | 2.08 | 1.42312 | 1.40112 | 1.42712 | ||
94 | 2009.07.27 23:11 | close | 47 | 2.08 | 1.42394 | 1.40112 | 1.42712 | 170.56 | 12016.43 |
95 | 2009.07.27 23:33 | sell | 48 | 2.11 | 1.42446 | 1.44646 | 1.42046 | ||
96 | 2009.07.28 00:45 | close | 48 | 2.11 | 1.42424 | 1.44646 | 1.42046 | 46.21 | 12062.64 |
97 | 2009.07.29 22:44 | sell | 49 | 2.15 | 1.40485 | 1.42685 | 1.40085 | ||
98 | 2009.07.29 23:17 | close | 49 | 2.15 | 1.40353 | 1.42685 | 1.40085 | 283.80 | 12346.44 |
99 | 2009.07.30 21:48 | buy | 50 | 2.19 | 1.40670 | 1.38470 | 1.41070 | ||
100 | 2009.07.30 22:57 | close | 50 | 2.19 | 1.40727 | 1.38470 | 1.41070 | 124.83 | 12471.27 |
101 | 2009.08.04 22:25 | sell | 51 | 2.16 | 1.44050 | 1.46250 | 1.43650 | ||
102 | 2009.08.04 23:41 | close | 51 | 2.16 | 1.43938 | 1.46250 | 1.43650 | 241.92 | 12713.19 |
103 | 2009.08.05 21:49 | buy | 52 | 2.21 | 1.44082 | 1.41882 | 1.44482 | ||
104 | 2009.08.05 21:54 | close | 52 | 2.21 | 1.44171 | 1.41882 | 1.44482 | 196.69 | 12909.88 |
105 | 2009.08.06 22:00 | sell | 53 | 2.25 | 1.43570 | 1.45770 | 1.43170 | ||
106 | 2009.08.06 22:55 | close | 53 | 2.25 | 1.43509 | 1.45770 | 1.43170 | 137.25 | 13047.13 |
107 | 2009.08.10 23:48 | sell | 54 | 2.31 | 1.41455 | 1.43655 | 1.41055 | ||
108 | 2009.08.11 00:45 | close | 54 | 2.31 | 1.41413 | 1.43655 | 1.41055 | 96.79 | 13143.92 |
109 | 2009.08.11 21:08 | buy | 55 | 2.32 | 1.41482 | 1.39282 | 1.41882 | ||
110 | 2009.08.11 22:47 | close | 55 | 2.32 | 1.41531 | 1.39282 | 1.41882 | 113.68 | 13257.60 |
111 | 2009.08.11 23:56 | buy | 56 | 2.34 | 1.41473 | 1.39273 | 1.41873 | ||
112 | 2009.08.12 00:30 | close | 56 | 2.34 | 1.41523 | 1.39273 | 1.41873 | 116.77 | 13374.37 |
113 | 2009.08.13 23:52 | buy | 57 | 2.34 | 1.42817 | 1.40617 | 1.43217 | ||
114 | 2009.08.14 00:49 | close | 57 | 2.34 | 1.42869 | 1.40617 | 1.43217 | 121.45 | 13495.81 |
115 | 2009.08.17 22:24 | buy | 58 | 2.40 | 1.40782 | 1.38582 | 1.41182 | ||
116 | 2009.08.18 00:36 | close | 58 | 2.40 | 1.40784 | 1.38582 | 1.41182 | 4.56 | 13500.37 |
117 | 2009.08.20 21:25 | sell | 59 | 2.37 | 1.42632 | 1.44832 | 1.42232 | ||
118 | 2009.08.20 22:55 | close | 59 | 2.37 | 1.42581 | 1.44832 | 1.42232 | 120.87 | 13621.24 |
119 | 2009.08.20 23:32 | buy | 60 | 2.39 | 1.42434 | 1.40234 | 1.42834 | ||
120 | 2009.08.21 00:30 | close | 60 | 2.39 | 1.42527 | 1.40234 | 1.42834 | 222.03 | 13843.27 |