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 profit750.79Gross profit1500.71Gross loss-749.92
Profit factor2.00Expected payoff12.51
Absolute drawdown150.06Maximal drawdown274.50 (2.71%)Relative drawdown2.71% (274.50)
Total trades60Short positions (won %)34 (58.82%)Long positions (won %)26 (76.92%)
Profit trades (% of total)40 (66.67%)Loss trades (% of total)20 (33.33%)
Largestprofit trade60.14loss trade-70.00
Averageprofit trade37.52loss trade-37.50
Maximumconsecutive wins (profit in money)8 (270.35)consecutive losses (loss in money)3 (-145.00)
Maximalconsecutive profit (count of wins)270.35 (8)consecutive loss (count of losses)-145.00 (3)
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 23:48buy30.101.403201.396201.40620
82009.03.03 23:50buy limit40.201.399701.396201.40270
92009.03.04 01:48buy40.201.399701.396201.40270
102009.03.04 01:48modify30.101.403201.396201.40270
112009.03.04 03:17t/p30.101.402701.396201.40270-4.9310050.14
122009.03.04 03:17t/p40.201.402701.396201.4027060.0010110.14
132009.03.06 01:30sell50.101.415861.422861.41286
142009.03.06 01:31sell limit60.201.419361.422861.41636
152009.03.06 07:03sell60.201.419361.422861.41636
162009.03.06 07:03modify50.101.415861.422861.41636
172009.03.06 07:51s/l50.101.422861.422861.41636-70.0010040.14
182009.03.06 07:51s/l60.201.422861.422861.41636-70.009970.14
192009.03.10 01:00sell70.101.378961.385961.37596
202009.03.10 01:01sell limit80.201.382461.385961.37946
212009.03.10 01:42sell80.201.382461.385961.37946
222009.03.10 01:42modify70.101.378961.385961.37946
232009.03.10 05:47t/p70.101.379461.385961.37946-5.009965.14
242009.03.10 05:47t/p80.201.379461.385961.3794660.0010025.14
252009.03.11 00:01sell90.101.377261.384261.37426
262009.03.11 00:02sell limit100.201.380761.384261.37776
272009.03.11 04:36t/p90.101.374261.384261.3742630.0010055.14
282009.03.11 04:36delete100.201.380761.384261.37776
292009.03.17 23:50sell110.101.405981.412981.40298
302009.03.17 23:51sell limit120.201.409481.412981.40648
312009.03.18 06:03t/p110.101.402981.412981.4029829.9110085.05
322009.03.18 06:03delete120.201.409481.412981.40648
332009.03.25 00:05sell130.101.471761.478761.46876
342009.03.25 00:06sell limit140.201.475261.478761.47226
352009.03.25 01:52t/p130.101.468761.478761.4687630.0010115.05
362009.03.25 01:52delete140.201.475261.478761.47226
372009.03.26 00:30sell150.101.456481.463481.45348
382009.03.26 00:31sell limit160.201.459981.463481.45698
392009.03.26 01:32sell160.201.459981.463481.45698
402009.03.26 01:32modify150.101.456481.463481.45698
412009.03.26 03:48t/p150.101.456981.463481.45698-5.0010110.05
422009.03.26 03:48t/p160.201.456981.463481.4569860.0010170.05
432009.04.01 00:25sell170.101.435211.442211.43221
442009.04.01 00:26sell limit180.201.438711.442211.43571
452009.04.01 02:14t/p170.101.432211.442211.4322130.0010200.05
462009.04.01 02:14delete180.201.438711.442211.43571
472009.04.01 23:05sell190.101.447391.454391.44439
482009.04.01 23:06sell limit200.201.450891.454391.44789
492009.04.02 04:30sell200.201.450891.454391.44789
502009.04.02 04:30modify190.101.447391.454391.44789
512009.04.02 04:43t/p190.101.447891.454391.44789-5.2710194.78
522009.04.02 04:43t/p200.201.447891.454391.4478960.0010254.78
532009.04.10 01:25buy210.101.463701.456701.46670
542009.04.10 01:26buy limit220.201.460201.456701.46320
552009.04.10 04:13t/p210.101.466701.456701.4667030.0010284.78
562009.04.10 04:13delete220.201.460201.456701.46320
572009.04.14 01:07sell230.101.485151.492151.48215
582009.04.14 01:08sell limit240.201.488651.492151.48565
592009.04.14 06:51sell240.201.488651.492151.48565
602009.04.14 06:51modify230.101.485151.492151.48565
612009.04.14 07:13s/l230.101.492151.492151.48565-70.0010214.78
622009.04.14 07:13s/l240.201.492151.492151.48565-70.0010144.78
632009.04.21 00:25sell250.101.454631.461631.45163
642009.04.21 00:27sell limit260.201.458131.461631.45513
652009.04.21 01:55t/p250.101.451631.461631.4516330.0010174.78
662009.04.21 01:55delete260.201.458131.461631.45513
672009.04.22 01:05buy270.101.466521.459521.46952
682009.04.22 01:06buy limit280.201.463021.459521.46602
692009.04.22 03:43buy280.201.463021.459521.46602
702009.04.22 03:43modify270.101.466521.459521.46602
712009.04.22 04:38t/p270.101.466021.459521.46602-5.0010169.78
722009.04.22 04:38t/p280.201.466021.459521.4660260.0010229.78
732009.05.04 23:40sell290.101.502731.509731.49973
742009.05.04 23:41sell limit300.201.506231.509731.50323
752009.05.05 05:26t/p290.101.499731.509731.4997329.9110259.69
762009.05.05 05:26delete300.201.506231.509731.50323
772009.05.05 23:36buy310.101.505821.498821.50882
782009.05.05 23:37buy limit320.201.502321.498821.50532
792009.05.06 03:17buy320.201.502321.498821.50532
802009.05.06 03:17modify310.101.505821.498821.50532
812009.05.06 09:41t/p310.101.505321.498821.50532-4.9310254.76
822009.05.06 09:41t/p320.201.505321.498821.5053260.0010314.76
832009.05.06 23:45buy330.101.511311.504311.51431
842009.05.06 23:46buy limit340.201.507811.504311.51081
852009.05.07 00:32t/p330.101.514311.504311.5143130.2110344.97
862009.05.07 00:32delete340.201.507811.504311.51081
872009.05.07 00:52sell350.101.514871.521871.51187
882009.05.07 00:53sell limit360.201.518371.521871.51537
892009.05.07 02:32t/p350.101.511871.521871.5118730.0010374.97
902009.05.07 02:32delete360.201.518371.521871.51537
912009.05.07 23:10sell370.101.504561.511561.50156
922009.05.07 23:11sell limit380.201.508061.511561.50506
932009.05.08 00:27t/p370.101.501561.511561.5015629.9110404.88
942009.05.08 00:27delete380.201.508061.511561.50506
952009.05.12 01:00sell390.101.513501.520501.51050
962009.05.12 01:01sell limit400.201.517001.520501.51400
972009.05.12 03:32t/p390.101.510501.520501.5105030.0010434.88
982009.05.12 03:32delete400.201.517001.520501.51400
992009.05.20 23:41buy410.101.573821.566821.57682
1002009.05.20 23:42buy limit420.201.570321.566821.57332
1012009.05.21 04:07t/p410.101.576821.566821.5768230.2110465.09
1022009.05.21 04:07delete420.201.570321.566821.57332
1032009.05.22 01:27sell430.101.586681.593681.58368
1042009.05.22 01:28sell limit440.201.590181.593681.58718
1052009.05.22 06:23t/p430.101.583681.593681.5836830.0010495.09
1062009.05.22 06:23delete440.201.590181.593681.58718
1072009.05.26 01:21buy450.101.589631.582631.59263
1082009.05.26 01:22buy limit460.201.586131.582631.58913
1092009.05.26 02:43t/p450.101.592631.582631.5926330.0010525.09
1102009.05.26 02:43delete460.201.586131.582631.58913
1112009.05.27 01:15sell470.101.595311.602311.59231
1122009.05.27 01:16sell limit480.201.598811.602311.59581
1132009.05.27 08:46sell480.201.598811.602311.59581
1142009.05.27 08:46modify470.101.595311.602311.59581
1152009.05.27 11:17s/l470.101.602311.602311.59581-70.0010455.09
1162009.05.27 11:17s/l480.201.602311.602311.59581-70.0010385.09
1172009.05.28 23:45buy490.101.593211.586211.59621
1182009.05.28 23:46buy limit500.201.589711.586211.59271
1192009.05.29 02:16t/p490.101.596211.586211.5962130.0710415.16
1202009.05.29 02:16delete500.201.589711.586211.59271
1212009.06.04 01:00sell510.101.631021.638021.62802
1222009.06.04 01:01sell limit520.201.634521.638021.63152
1232009.06.04 05:57t/p510.101.628021.638021.6280230.0010445.16
1242009.06.04 05:57delete520.201.634521.638021.63152
1252009.06.04 23:53buy530.101.614491.607491.61749
1262009.06.04 23:54buy limit540.201.610991.607491.61399
1272009.06.05 00:43buy540.201.610991.607491.61399
1282009.06.05 00:43modify530.101.614491.607491.61399
1292009.06.05 02:23t/p530.101.613991.607491.61399-4.9310440.23
1302009.06.05 02:23t/p540.201.613991.607491.6139960.0010500.23
1312009.06.08 23:45buy550.101.604131.597131.60713
1322009.06.08 23:47buy limit560.201.600631.597131.60363
1332009.06.09 01:21t/p550.101.607131.597131.6071330.0710530.30
1342009.06.09 01:21delete560.201.600631.597131.60363
1352009.06.10 00:18sell570.101.632081.639081.62908
1362009.06.10 00:19sell limit580.201.635581.639081.63258
1372009.06.10 07:47sell580.201.635581.639081.63258
1382009.06.10 07:47modify570.101.632081.639081.63258
1392009.06.10 07:54s/l570.101.639081.639081.63258-70.0010460.30
1402009.06.10 07:54s/l580.201.639081.639081.63258-70.0010390.30
1412009.06.12 01:25sell590.101.659041.666041.65604
1422009.06.12 01:26sell limit600.201.662541.666041.65954
1432009.06.12 02:37t/p590.101.656041.666041.6560430.0010420.30
1442009.06.12 02:37delete600.201.662541.666041.65954
1452009.06.17 01:15buy610.101.638771.631771.64177
1462009.06.17 01:16buy limit620.201.635271.631771.63827
1472009.06.17 05:46t/p610.101.641771.631771.6417730.0010450.30
1482009.06.17 05:46delete620.201.635271.631771.63827
1492009.06.18 00:02buy630.101.639351.632351.64235
1502009.06.18 00:03buy limit640.201.635851.632351.63885
1512009.06.18 01:57t/p630.101.642351.632351.6423530.0010480.30
1522009.06.18 01:57delete640.201.635851.632351.63885
1532009.06.19 00:55sell650.101.635811.642811.63281
1542009.06.19 00:56sell limit660.201.639311.642811.63631
1552009.06.19 02:10t/p650.101.632811.642811.6328130.0010510.30
1562009.06.19 02:10delete660.201.639311.642811.63631
1572009.06.24 00:46buy670.101.644111.637111.64711
1582009.06.24 00:47buy limit680.201.640611.637111.64361
1592009.06.24 02:14t/p670.101.647111.637111.6471130.0010540.30
1602009.06.24 02:14delete680.201.640611.637111.64361
1612009.06.25 01:08sell690.101.642971.649971.63997
1622009.06.25 01:09sell limit700.201.646471.649971.64347
1632009.06.25 06:12sell700.201.646471.649971.64347
1642009.06.25 06:12modify690.101.642971.649971.64347
1652009.06.25 07:46t/p690.101.643471.649971.64347-5.0010535.30
1662009.06.25 07:46t/p700.201.643471.649971.6434760.0010595.30
1672009.06.29 23:27buy710.101.656091.649091.65909
1682009.06.29 23:29buy limit720.201.652591.649091.65559
1692009.06.30 01:25t/p710.101.659091.649091.6590930.0710625.37
1702009.06.30 01:25delete720.201.652591.649091.65559
1712009.07.02 23:25buy730.101.637611.630611.64061
1722009.07.02 23:26buy limit740.201.634111.630611.63711
1732009.07.02 23:31buy740.201.634111.630611.63711
1742009.07.02 23:31modify730.101.637611.630611.63711
1752009.07.03 02:41t/p730.101.637111.630611.63711-4.9310620.44
1762009.07.03 02:41t/p740.201.637111.630611.6371160.1410680.58
1772009.07.09 01:30buy750.101.603301.596301.60630
1782009.07.09 01:31buy limit760.201.599801.596301.60280
1792009.07.09 02:28t/p750.101.606301.596301.6063030.0010710.58
1802009.07.09 02:28delete760.201.599801.596301.60280
1812009.07.14 01:20sell770.101.627681.634681.62468
1822009.07.14 01:22sell limit780.201.631181.634681.62818
1832009.07.14 03:14t/p770.101.624681.634681.6246830.0010740.58
1842009.07.14 03:14delete780.201.631181.634681.62818
1852009.07.16 01:03sell790.101.642791.649791.63979
1862009.07.16 01:04sell limit800.201.646291.649791.64329
1872009.07.16 03:03t/p790.101.639791.649791.6397930.0010770.58
1882009.07.16 03:03delete800.201.646291.649791.64329
1892009.07.24 00:41sell810.101.651411.658411.64841
1902009.07.24 00:43sell limit820.201.654911.658411.65191
1912009.07.24 02:58t/p810.101.648411.658411.6484130.0010800.58
1922009.07.24 02:58delete820.201.654911.658411.65191
1932009.07.28 00:25buy830.101.648211.641211.65121
1942009.07.28 00:26buy limit840.201.644711.641211.64771
1952009.07.28 07:16t/p830.101.651211.641211.6512130.0010830.58
1962009.07.28 07:16delete840.201.644711.641211.64771
1972009.07.29 01:00buy850.101.640861.633861.64386
1982009.07.29 01:01buy limit860.201.637361.633861.64036
1992009.07.29 02:42t/p850.101.643861.633861.6438630.0010860.58
2002009.07.29 02:42delete860.201.637361.633861.64036
2012009.07.29 23:41buy870.101.636311.629311.63931
2022009.07.29 23:42buy limit880.201.632811.629311.63581
2032009.07.30 02:11t/p870.101.639311.629311.6393130.2110890.79
2042009.07.30 02:11delete880.201.632811.629311.63581
2052009.07.31 01:30sell890.101.650591.657591.64759
2062009.07.31 01:31sell limit900.201.654091.657591.65109
2072009.07.31 06:11sell900.201.654091.657591.65109
2082009.07.31 06:11modify890.101.650591.657591.65109
2092009.07.31 11:32s/l890.101.657591.657591.65109-70.0010820.79
2102009.07.31 11:32s/l900.201.657591.657591.65109-70.0010750.79