Strategy Tester Report
M5G Cyborg v1.3.8
AlpariUK-Classic (Build 224)

通貨ペアGBPUSD (Great Britain Pound vs US Dollar)
期間5分足(M5) 2009.03.02 00:00 - 2009.07.31 22:55 (2009.03.01 - 2009.08.01)
モデルEvery tick (the most precise method based on all available least timeframes)
Mismatched charts errors421
Initial deposit10000.00
Total net profit858.99Gross profit1469.18Gross loss-610.19
Profit factor2.41Expected payoff15.07
Absolute drawdown64.93Maximal drawdown215.57 (2.08%)Relative drawdown2.08% (215.57)
Total trades57Short positions (won %)35 (68.57%)Long positions (won %)22 (68.18%)
Profit trades (% of total)39 (68.42%)Loss trades (% of total)18 (31.58%)
Largestprofit trade60.14loss trade-70.27
Averageprofit trade37.67loss trade-33.90
Maximumconsecutive wins (profit in money)7 (240.10)consecutive losses (loss in money)2 (-140.27)
Maximalconsecutive profit (count of wins)240.10 (7)consecutive loss (count of losses)-140.27 (2)
Averageconsecutive wins3consecutive losses1
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
12009.03.02 23:35buy10.101.403531.396531.40653
22009.03.02 23:36buy limit20.201.400031.396531.40303
32009.03.03 01:38buy20.201.400031.396531.40303
42009.03.03 01:38modify10.101.403531.396531.40303
52009.03.03 02:02t/p10.101.403031.396531.40303-4.939995.07
62009.03.03 02:02t/p20.201.403031.396531.4030360.0010055.07
72009.03.03 22:40buy30.101.404641.397641.40764
82009.03.03 22:41buy limit40.201.401141.397641.40414
92009.03.04 01:38buy40.201.401141.397641.40414
102009.03.04 01:38modify30.101.404641.397641.40414
112009.03.04 08:26t/p30.101.404141.397641.40414-4.9310050.14
122009.03.04 08:26t/p40.201.404141.397641.4041460.0010110.14
132009.03.04 22:52sell50.101.419401.426401.41640
142009.03.04 22:53sell limit60.201.422901.426401.41990
152009.03.05 01:02t/p50.101.416401.426401.4164029.7310139.87
162009.03.05 01:02delete60.201.422901.426401.41990
172009.03.11 00:01sell70.101.377261.384261.37426
182009.03.11 00:02sell limit80.201.380761.384261.37776
192009.03.11 04:36t/p70.101.374261.384261.3742630.0010169.87
202009.03.11 04:36delete80.201.380761.384261.37776
212009.03.17 23:50sell90.101.405981.412981.40298
222009.03.17 23:51sell limit100.201.409481.412981.40648
232009.03.18 06:03t/p90.101.402981.412981.4029829.9110199.78
242009.03.18 06:03delete100.201.409481.412981.40648
252009.03.18 22:29sell110.101.431361.438361.42836
262009.03.18 22:30sell limit120.201.434861.438361.43186
272009.03.18 23:38t/p110.101.428361.438361.4283630.0010229.78
282009.03.18 23:38delete120.201.434861.438361.43186
292009.03.25 00:05sell130.101.471761.478761.46876
302009.03.25 00:06sell limit140.201.475261.478761.47226
312009.03.25 01:52t/p130.101.468761.478761.4687630.0010259.78
322009.03.25 01:52delete140.201.475261.478761.47226
332009.03.26 00:30sell150.101.456481.463481.45348
342009.03.26 00:31sell limit160.201.459981.463481.45698
352009.03.26 01:32sell160.201.459981.463481.45698
362009.03.26 01:32modify150.101.456481.463481.45698
372009.03.26 03:48t/p150.101.456981.463481.45698-5.0010254.78
382009.03.26 03:48t/p160.201.456981.463481.4569860.0010314.78
392009.03.30 22:31sell170.101.426631.433631.42363
402009.03.30 22:32sell limit180.201.430131.433631.42713
412009.03.31 02:56sell180.201.430131.433631.42713
422009.03.31 02:56modify170.101.426631.433631.42713
432009.03.31 05:33s/l170.101.433631.433631.42713-70.0910244.69
442009.03.31 05:33s/l180.201.433631.433631.42713-70.0010174.69
452009.04.01 00:25sell190.101.435211.442211.43221
462009.04.01 00:26sell limit200.201.438711.442211.43571
472009.04.01 02:14t/p190.101.432211.442211.4322130.0010204.69
482009.04.01 02:14delete200.201.438711.442211.43571
492009.04.01 23:05sell210.101.447391.454391.44439
502009.04.01 23:06sell limit220.201.450891.454391.44789
512009.04.02 04:30sell220.201.450891.454391.44789
522009.04.02 04:30modify210.101.447391.454391.44789
532009.04.02 04:43t/p210.101.447891.454391.44789-5.2710199.42
542009.04.02 04:43t/p220.201.447891.454391.4478960.0010259.42
552009.04.02 22:30sell230.101.472621.479621.46962
562009.04.02 22:31sell limit240.201.476121.479621.47312
572009.04.03 02:16sell240.201.476121.479621.47312
582009.04.03 02:16modify230.101.472621.479621.47312
592009.04.03 02:37t/p230.101.473121.479621.47312-5.0910254.33
602009.04.03 02:37t/p240.201.473121.479621.4731260.0010314.33
612009.04.08 22:32sell250.101.470621.477621.46762
622009.04.08 22:33sell limit260.201.474121.477621.47112
632009.04.09 01:53t/p250.101.467621.477621.4676229.7310344.06
642009.04.09 01:53delete260.201.474121.477621.47112
652009.04.14 22:05buy270.101.491181.484181.49418
662009.04.14 22:06buy limit280.201.487681.484181.49068
672009.04.15 02:43buy280.201.487681.484181.49068
682009.04.15 02:43modify270.101.491181.484181.49068
692009.04.15 03:07t/p270.101.490681.484181.49068-4.9310339.13
702009.04.15 03:07t/p280.201.490681.484181.4906860.0010399.13
712009.04.15 22:17sell290.101.499501.506501.49650
722009.04.15 22:18sell limit300.201.503001.506501.50000
732009.04.16 02:17sell300.201.503001.506501.50000
742009.04.16 02:17modify290.101.499501.506501.50000
752009.04.16 02:48s/l290.101.506501.506501.50000-70.2710328.86
762009.04.16 02:48s/l300.201.506501.506501.50000-70.0010258.86
772009.04.21 00:25sell310.101.454631.461631.45163
782009.04.21 00:27sell limit320.201.458131.461631.45513
792009.04.21 01:55t/p310.101.451631.461631.4516330.0010288.86
802009.04.21 01:55delete320.201.458131.461631.45513
812009.04.23 22:06sell330.101.472681.479681.46968
822009.04.23 22:07sell limit340.201.476181.479681.47318
832009.04.24 01:36t/p330.101.469681.479681.4696829.9110318.77
842009.04.24 01:36delete340.201.476181.479681.47318
852009.05.04 22:10sell350.101.501241.508241.49824
862009.05.04 22:11sell limit360.201.504741.508241.50174
872009.05.05 08:45sell360.201.504741.508241.50174
882009.05.05 08:45modify350.101.501241.508241.50174
892009.05.05 09:43t/p350.101.501741.508241.50174-5.0910313.68
902009.05.05 09:43t/p360.201.501741.508241.5017460.0010373.68
912009.05.05 22:40sell370.101.509381.516381.50638
922009.05.05 22:41sell limit380.201.512881.516381.50988
932009.05.05 23:33t/p370.101.506381.516381.5063830.0010403.68
942009.05.05 23:33delete380.201.512881.516381.50988
952009.05.06 22:21sell390.101.514481.521481.51148
962009.05.06 22:22sell limit400.201.517981.521481.51498
972009.05.06 23:35t/p390.101.511481.521481.5114830.0010433.68
982009.05.06 23:35delete400.201.517981.521481.51498
992009.05.07 23:10sell410.101.504561.511561.50156
1002009.05.07 23:11sell limit420.201.508061.511561.50506
1012009.05.08 00:27t/p410.101.501561.511561.5015629.9110463.59
1022009.05.08 00:27delete420.201.508061.511561.50506
1032009.05.18 22:40sell430.101.534601.541601.53160
1042009.05.18 22:41sell limit440.201.538101.541601.53510
1052009.05.19 02:08t/p430.101.531601.541601.5316029.9110493.50
1062009.05.19 02:08delete440.201.538101.541601.53510
1072009.05.19 22:18buy450.101.548091.541091.55109
1082009.05.19 22:19buy limit460.201.544591.541091.54759
1092009.05.20 09:37t/p450.101.551091.541091.5510930.0710523.57
1102009.05.20 09:37delete460.201.544591.541091.54759
1112009.05.20 23:41buy470.101.573821.566821.57682
1122009.05.20 23:42buy limit480.201.570321.566821.57332
1132009.05.21 04:07t/p470.101.576821.566821.5768230.2110553.78
1142009.05.21 04:07delete480.201.570321.566821.57332
1152009.05.27 22:25buy490.101.599711.592711.60271
1162009.05.27 22:27buy limit500.201.596211.592711.59921
1172009.05.27 22:57buy500.201.596211.592711.59921
1182009.05.27 22:57modify490.101.599711.592711.59921
1192009.05.28 05:07s/l490.101.592711.592711.59921-69.7910483.99
1202009.05.28 05:07s/l500.201.592711.592711.59921-69.5810414.41
1212009.05.28 22:55sell510.101.595241.602241.59224
1222009.05.28 22:56sell limit520.201.598741.602241.59574
1232009.05.29 01:31t/p510.101.592241.602241.5922429.9110444.32
1242009.05.29 01:31delete520.201.598741.602241.59574
1252009.06.01 22:55sell530.101.645041.652041.64204
1262009.06.01 22:56sell limit540.201.648541.652041.64554
1272009.06.02 02:32t/p530.101.642041.652041.6420429.9110474.23
1282009.06.02 02:32delete540.201.648541.652041.64554
1292009.06.03 22:10sell550.101.629811.636811.62681
1302009.06.03 22:11sell limit560.201.633311.636811.63031
1312009.06.04 02:16sell560.201.633311.636811.63031
1322009.06.04 02:16modify550.101.629811.636811.63031
1332009.06.04 03:59t/p550.101.630311.636811.63031-5.2710468.96
1342009.06.04 03:59t/p560.201.630311.636811.6303160.0010528.96
1352009.06.04 23:53buy570.101.614491.607491.61749
1362009.06.04 23:54buy limit580.201.610991.607491.61399
1372009.06.05 00:43buy580.201.610991.607491.61399
1382009.06.05 00:43modify570.101.614491.607491.61399
1392009.06.05 02:23t/p570.101.613991.607491.61399-4.9310524.03
1402009.06.05 02:23t/p580.201.613991.607491.6139960.0010584.03
1412009.06.08 23:45buy590.101.604131.597131.60713
1422009.06.08 23:47buy limit600.201.600631.597131.60363
1432009.06.09 01:21t/p590.101.607131.597131.6071330.0710614.10
1442009.06.09 01:21delete600.201.600631.597131.60363
1452009.06.09 23:00buy610.101.631041.624041.63404
1462009.06.09 23:01buy limit620.201.627541.624041.63054
1472009.06.10 03:13t/p610.101.634041.624041.6340430.0710644.17
1482009.06.10 03:13delete620.201.627541.624041.63054
1492009.06.18 00:02buy630.101.639351.632351.64235
1502009.06.18 00:03buy limit640.201.635851.632351.63885
1512009.06.18 01:57t/p630.101.642351.632351.6423530.0010674.17
1522009.06.18 01:57delete640.201.635851.632351.63885
1532009.06.29 23:27buy650.101.656091.649091.65909
1542009.06.29 23:29buy limit660.201.652591.649091.65559
1552009.06.30 01:25t/p650.101.659091.649091.6590930.0710704.24
1562009.06.30 01:25delete660.201.652591.649091.65559
1572009.07.02 22:45buy670.101.639031.632031.64203
1582009.07.02 22:46buy limit680.201.635531.632031.63853
1592009.07.02 23:29buy680.201.635531.632031.63853
1602009.07.02 23:29modify670.101.639031.632031.63853
1612009.07.03 02:51t/p670.101.638531.632031.63853-4.9310699.31
1622009.07.03 02:51t/p680.201.638531.632031.6385360.1410759.45
1632009.07.06 22:05sell690.101.628741.635741.62574
1642009.07.06 22:06sell limit700.201.632241.635741.62924
1652009.07.07 03:02t/p690.101.625741.635741.6257429.9110789.36
1662009.07.07 03:02delete700.201.632241.635741.62924
1672009.07.08 22:45sell710.101.606921.613921.60392
1682009.07.08 22:46sell limit720.201.610421.613921.60742
1692009.07.09 01:20t/p710.101.603921.613921.6039229.7310819.09
1702009.07.09 01:20delete720.201.610421.613921.60742
1712009.07.14 22:37sell730.101.630781.637781.62778
1722009.07.14 22:38sell limit740.201.634281.637781.63128
1732009.07.15 07:55sell740.201.634281.637781.63128
1742009.07.15 07:55modify730.101.630781.637781.63128
1752009.07.15 08:02s/l730.101.637781.637781.63128-70.0910749.00
1762009.07.15 08:02s/l740.201.637781.637781.63128-70.0010679.00
1772009.07.21 22:19sell750.101.645371.652371.64237
1782009.07.21 22:20sell limit760.201.648871.652371.64587
1792009.07.22 01:49t/p750.101.642371.652371.6423729.9110708.91
1802009.07.22 01:49delete760.201.648871.652371.64587
1812009.07.22 22:35sell770.101.647171.654171.64417
1822009.07.22 22:36sell limit780.201.650671.654171.64767
1832009.07.23 02:22t/p770.101.644171.654171.6441729.7310738.64
1842009.07.23 02:22delete780.201.650671.654171.64767
1852009.07.23 22:34buy790.101.647611.640611.65061
1862009.07.23 22:35buy limit800.201.644111.640611.64711
1872009.07.24 00:39t/p790.101.650611.640611.6506130.0710768.71
1882009.07.24 00:39delete800.201.644111.640611.64711
1892009.07.28 00:25buy810.101.648211.641211.65121
1902009.07.28 00:26buy limit820.201.644711.641211.64771
1912009.07.28 07:16t/p810.101.651211.641211.6512130.0010798.71
1922009.07.28 07:16delete820.201.644711.641211.64771
1932009.07.29 23:41buy830.101.636311.629311.63931
1942009.07.29 23:42buy limit840.201.632811.629311.63581
1952009.07.30 02:11t/p830.101.639311.629311.6393130.2110828.92
1962009.07.30 02:11delete840.201.632811.629311.63581
1972009.07.30 22:06buy850.101.648161.641161.65116
1982009.07.30 22:07buy limit860.201.644661.641161.64766
1992009.07.31 01:36t/p850.101.651161.641161.6511630.0710858.99
2002009.07.31 01:36delete860.201.644661.641161.64766