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 profit-228.80Gross profit9938.88Gross loss-10167.68
Profit factor0.98Expected payoff-3.47
Absolute drawdown3933.44Maximal drawdown5213.44 (46.22%)Relative drawdown46.22% (5213.44)
Total trades66Short positions (won %)37 (51.35%)Long positions (won %)29 (62.07%)
Profit trades (% of total)37 (56.06%)Loss trades (% of total)29 (43.94%)
Largestprofit trade360.00loss trade-565.76
Averageprofit trade268.62loss trade-350.61
Maximumconsecutive wins (profit in money)12 (2872.32)consecutive losses (loss in money)5 (-2000.00)
Maximalconsecutive profit (count of wins)2872.32 (12)consecutive loss (count of losses)-2000.00 (5)
Averageconsecutive wins3consecutive 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
12009.09.02 01:25buy10.801.613611.606611.61661
22009.09.02 01:26buy limit21.201.610111.606611.61311
32009.09.02 05:32t/p10.801.616611.606611.61661240.0010240.00
42009.09.02 05:32delete21.201.610111.606611.61311
52009.09.09 00:56sell30.801.651041.658041.64804
62009.09.09 00:57sell limit41.201.654541.658041.65154
72009.09.09 08:01sell41.201.654541.658041.65154
82009.09.09 08:01modify30.801.651041.658041.65154
92009.09.09 08:50t/p30.801.651541.658041.65154-40.0010200.00
102009.09.09 08:50t/p41.201.651541.658041.65154360.0010560.00
112009.09.10 23:05buy50.801.665121.658121.66812
122009.09.10 23:06buy limit61.201.661621.658121.66462
132009.09.11 04:08t/p50.801.668121.658121.66812240.0010800.00
142009.09.11 04:08delete61.201.661621.658121.66462
152009.09.16 23:15buy70.801.648701.641701.65170
162009.09.16 23:16buy limit81.201.645201.641701.64820
172009.09.17 07:47t/p70.801.651701.641701.65170240.0011040.00
182009.09.17 07:47delete81.201.645201.641701.64820
192009.09.23 23:53buy90.801.634081.627081.63708
202009.09.23 23:54buy limit101.201.630581.627081.63358
212009.09.24 02:33t/p90.801.637081.627081.63708240.0011280.00
222009.09.24 02:33delete101.201.630581.627081.63358
232009.09.25 00:53buy110.801.604591.597591.60759
242009.09.25 00:54buy limit121.201.601091.597591.60409
252009.09.25 01:42buy121.201.601091.597591.60409
262009.09.25 01:42modify110.801.604591.597591.60409
272009.09.25 01:48s/l110.801.597591.597591.60409-560.0010720.00
282009.09.25 01:48s/l121.201.597591.597591.60409-420.0010300.00
292009.09.30 01:07sell130.801.596511.603511.59351
302009.09.30 01:08sell limit141.201.600011.603511.59701
312009.09.30 03:31sell141.201.600011.603511.59701
322009.09.30 03:31modify130.801.596511.603511.59701
332009.09.30 07:57s/l130.801.603511.603511.59701-560.009740.00
342009.09.30 07:57s/l141.201.603511.603511.59701-420.009320.00
352009.09.30 23:37sell150.801.600431.607431.59743
362009.09.30 23:38sell limit161.201.603931.607431.60093
372009.10.01 03:23t/p150.801.597431.607431.59743234.249554.24
382009.10.01 03:23delete161.201.603931.607431.60093
392009.10.07 01:27sell170.801.593341.600341.59034
402009.10.07 01:28sell limit181.201.596841.600341.59384
412009.10.07 02:23t/p170.801.590341.600341.59034240.009794.24
422009.10.07 02:23delete181.201.596841.600341.59384
432009.10.08 01:26sell190.801.596601.603601.59360
442009.10.08 01:27sell limit201.201.600101.603601.59710
452009.10.08 02:47sell201.201.600101.603601.59710
462009.10.08 02:47modify190.801.596601.603601.59710
472009.10.08 09:02s/l190.801.603601.603601.59710-560.009234.24
482009.10.08 09:02s/l201.201.603601.603601.59710-420.008814.24
492009.10.09 01:25buy210.801.604701.597701.60770
502009.10.09 01:26buy limit221.201.601201.597701.60420
512009.10.09 04:52buy221.201.601201.597701.60420
522009.10.09 04:52modify210.801.604701.597701.60420
532009.10.09 10:27s/l210.801.597701.597701.60420-560.008254.24
542009.10.09 10:27s/l221.201.597701.597701.60420-420.007834.24
552009.10.13 01:08sell230.801.580591.587591.57759
562009.10.13 01:09sell limit241.201.584091.587591.58109
572009.10.13 04:00t/p230.801.577591.587591.57759240.008074.24
582009.10.13 04:00delete241.201.584091.587591.58109
592009.10.13 23:05sell250.801.592401.599401.58940
602009.10.13 23:06sell limit261.201.595901.599401.59290
612009.10.14 06:30sell261.201.595901.599401.59290
622009.10.14 06:30modify250.801.592401.599401.59290
632009.10.14 08:15s/l250.801.599401.599401.59290-561.927512.32
642009.10.14 08:15s/l261.201.599401.599401.59290-420.007092.32
652009.10.14 23:40sell270.801.599231.606231.59623
662009.10.14 23:41sell limit281.201.602731.606231.59973
672009.10.15 02:51sell281.201.602731.606231.59973
682009.10.15 02:51modify270.801.599231.606231.59973
692009.10.15 05:43s/l270.801.606231.606231.59973-565.766526.56
702009.10.15 05:43s/l281.201.606231.606231.59973-420.006106.56
712009.10.16 00:07buy290.801.626041.619041.62904
722009.10.16 00:08buy limit301.201.622541.619041.62554
732009.10.16 01:30t/p290.801.629041.619041.62904240.006346.56
742009.10.16 01:30delete301.201.622541.619041.62554
752009.10.19 23:05sell310.801.641461.648461.63846
762009.10.19 23:06sell limit321.201.644961.648461.64196
772009.10.20 02:38t/p310.801.638461.648461.63846238.086584.64
782009.10.20 02:38delete321.201.644961.648461.64196
792009.10.21 00:30sell330.801.638701.645701.63570
802009.10.21 00:31sell limit341.201.642201.645701.63920
812009.10.21 03:48t/p330.801.635701.645701.63570240.006824.64
822009.10.21 03:48delete341.201.642201.645701.63920
832009.10.21 23:52buy350.801.658641.651641.66164
842009.10.21 23:53buy limit361.201.655141.651641.65814
852009.10.22 01:13t/p350.801.661641.651641.66164240.007064.64
862009.10.22 01:13delete361.201.655141.651641.65814
872009.10.27 00:47buy370.801.629031.622031.63203
882009.10.27 00:48buy limit381.201.625531.622031.62853
892009.10.27 01:22t/p370.801.632031.622031.63203240.007304.64
902009.10.27 01:22delete381.201.625531.622031.62853
912009.10.28 00:30sell390.801.638461.645461.63546
922009.10.28 00:31sell limit401.201.641961.645461.63896
932009.10.28 01:50t/p390.801.635461.645461.63546240.007544.64
942009.10.28 01:50delete401.201.641961.645461.63896
952009.10.28 23:25sell410.801.640231.647231.63723
962009.10.28 23:26sell limit421.201.643731.647231.64073
972009.10.29 01:07t/p410.801.637231.647231.63723234.247778.88
982009.10.29 01:07delete421.201.643731.647231.64073
992009.10.30 00:45sell430.801.657111.664111.65411
1002009.10.30 00:46sell limit441.201.660611.664111.65761
1012009.10.30 06:47t/p430.801.654111.664111.65411240.008018.88
1022009.10.30 06:47delete441.201.660611.664111.65761
1032009.11.03 01:16sell450.801.641691.648691.63869
1042009.11.03 01:17sell limit461.201.645191.648691.64219
1052009.11.03 03:45t/p450.801.638691.648691.63869240.008258.88
1062009.11.03 03:45delete461.201.645191.648691.64219
1072009.11.04 01:25buy470.801.640561.633561.64356
1082009.11.04 01:26buy limit481.201.637061.633561.64006
1092009.11.04 07:06t/p470.801.643561.633561.64356240.008498.88
1102009.11.04 07:06delete481.201.637061.633561.64006
1112009.11.06 01:15buy490.801.656451.649451.65945
1122009.11.06 01:16buy limit501.201.652951.649451.65595
1132009.11.06 04:16t/p490.801.659451.649451.65945240.008738.88
1142009.11.06 04:16delete501.201.652951.649451.65595
1152009.11.10 00:18sell510.801.677241.684241.67424
1162009.11.10 00:19sell limit521.201.680741.684241.67774
1172009.11.10 03:15t/p510.801.674241.684241.67424240.008978.88
1182009.11.10 03:15delete521.201.680741.684241.67774
1192009.11.12 01:15sell530.801.658671.665671.65567
1202009.11.12 01:16sell limit541.201.662171.665671.65917
1212009.11.12 01:32sell541.201.662171.665671.65917
1222009.11.12 01:32modify530.801.658671.665671.65917
1232009.11.12 03:37t/p530.801.659171.665671.65917-40.008938.88
1242009.11.12 03:37t/p541.201.659171.665671.65917360.009298.88
1252009.11.13 01:11sell550.801.659071.666071.65607
1262009.11.13 01:12sell limit561.201.662571.666071.65957
1272009.11.13 08:32sell561.201.662571.666071.65957
1282009.11.13 08:32modify550.801.659071.666071.65957
1292009.11.13 09:12s/l550.801.666071.666071.65957-560.008738.88
1302009.11.13 09:12s/l561.201.666071.666071.65957-420.008318.88
1312009.11.17 00:26sell570.801.683641.690641.68064
1322009.11.17 00:27sell limit581.201.687141.690641.68414
1332009.11.17 03:17t/p570.801.680641.690641.68064240.008558.88
1342009.11.17 03:17delete581.201.687141.690641.68414
1352009.11.17 23:38buy590.801.680351.673351.68335
1362009.11.17 23:40buy limit601.201.676851.673351.67985
1372009.11.18 08:05t/p590.801.683351.673351.68335240.008798.88
1382009.11.18 08:05delete601.201.676851.673351.67985
1392009.11.20 00:11buy610.801.665101.658101.66810
1402009.11.20 00:12buy limit621.201.661601.658101.66460
1412009.11.20 03:32buy621.201.661601.658101.66460
1422009.11.20 03:32modify610.801.665101.658101.66460
1432009.11.20 04:56t/p610.801.664601.658101.66460-40.008758.88
1442009.11.20 04:56t/p621.201.664601.658101.66460360.009118.88
1452009.11.24 01:15buy630.801.659191.652191.66219
1462009.11.24 01:16buy limit641.201.655691.652191.65869
1472009.11.24 06:53buy641.201.655691.652191.65869
1482009.11.24 06:53modify630.801.659191.652191.65869
1492009.11.24 08:25s/l630.801.652191.652191.65869-560.008558.88
1502009.11.24 08:25s/l641.201.652191.652191.65869-420.008138.88
1512009.11.25 01:21sell650.801.660231.667231.65723
1522009.11.25 01:22sell limit661.201.663731.667231.66073
1532009.11.25 07:57sell661.201.663731.667231.66073
1542009.11.25 07:57modify650.801.660231.667231.66073
1552009.11.25 08:52s/l650.801.667231.667231.66073-560.007578.88
1562009.11.25 08:52s/l661.201.667231.667231.66073-420.007158.88
1572009.11.27 00:20buy670.801.647331.640331.65033
1582009.11.27 00:21buy limit681.201.643831.640331.64683
1592009.11.27 00:33buy681.201.643831.640331.64683
1602009.11.27 00:33modify670.801.647331.640331.64683
1612009.11.27 01:05t/p670.801.646831.640331.64683-40.007118.88
1622009.11.27 01:05t/p681.201.646831.640331.64683360.007478.88
1632009.12.01 00:25buy690.801.643311.636311.64631
1642009.12.01 00:26buy limit701.201.639811.636311.64281
1652009.12.01 07:37buy701.201.639811.636311.64281
1662009.12.01 07:37modify690.801.643311.636311.64281
1672009.12.01 08:01t/p690.801.642811.636311.64281-40.007438.88
1682009.12.01 08:01t/p701.201.642811.636311.64281360.007798.88
1692009.12.03 00:16sell710.801.665431.672431.66243
1702009.12.03 00:17sell limit721.201.668931.672431.66593
1712009.12.03 07:53sell721.201.668931.672431.66593
1722009.12.03 07:53modify710.801.665431.672431.66593
1732009.12.03 10:11t/p710.801.665931.672431.66593-40.007758.88
1742009.12.03 10:11t/p721.201.665931.672431.66593360.008118.88
1752009.12.03 23:07buy730.801.653591.646591.65659
1762009.12.03 23:09buy limit741.201.650091.646591.65309
1772009.12.04 08:01t/p730.801.656591.646591.65659240.008358.88
1782009.12.04 08:01delete741.201.650091.646591.65309
1792009.12.08 00:27sell750.801.645571.652571.64257
1802009.12.08 00:29sell limit761.201.649071.652571.64607
1812009.12.08 07:11t/p750.801.642571.652571.64257240.008598.88
1822009.12.08 07:11delete761.201.649071.652571.64607
1832009.12.08 23:56buy770.801.626771.619771.62977
1842009.12.08 23:57buy limit781.201.623271.619771.62627
1852009.12.09 00:29buy781.201.623271.619771.62627
1862009.12.09 00:29modify770.801.626771.619771.62627
1872009.12.09 01:24t/p770.801.626271.619771.62627-40.008558.88
1882009.12.09 01:24t/p781.201.626271.619771.62627360.008918.88
1892009.12.09 23:23sell790.801.629691.636691.62669
1902009.12.09 23:24sell limit801.201.633191.636691.63019
1912009.12.10 05:16t/p790.801.626691.636691.62669234.249153.12
1922009.12.10 05:16delete801.201.633191.636691.63019
1932009.12.16 01:11buy810.801.625991.618991.62899
1942009.12.16 01:12buy limit821.201.622491.618991.62549
1952009.12.16 10:30t/p810.801.628991.618991.62899240.009393.12
1962009.12.16 10:30delete821.201.622491.618991.62549
1972009.12.17 00:45sell830.801.633841.640841.63084
1982009.12.17 00:46sell limit841.201.637341.640841.63434
1992009.12.17 02:17t/p830.801.630841.640841.63084240.009633.12
2002009.12.17 02:17delete841.201.637341.640841.63434
2012009.12.22 01:05sell850.801.605761.612761.60276
2022009.12.22 01:06sell limit861.201.609261.612761.60626
2032009.12.22 08:27sell861.201.609261.612761.60626
2042009.12.22 08:27modify850.801.605761.612761.60626
2052009.12.22 10:06t/p850.801.606261.612761.60626-40.009593.12
2062009.12.22 10:06t/p861.201.606261.612761.60626360.009953.12
2072009.12.22 23:21buy870.801.595761.588761.59876
2082009.12.22 23:22buy limit881.201.592261.588761.59526
2092009.12.23 16:32t/p870.801.598761.588761.59876240.0010193.12
2102009.12.23 16:32delete881.201.592261.588761.59526
2112010.01.26 23:05sell890.801.614461.621461.61146
2122010.01.26 23:06sell limit901.201.617961.621461.61496
2132010.01.27 06:45t/p890.801.611461.621461.61146238.0810431.20
2142010.01.27 06:45delete901.201.617961.621461.61496
2152010.02.02 00:33buy910.801.594841.587841.59784
2162010.02.02 00:34buy limit921.201.591341.587841.59434
2172010.02.02 09:18buy921.201.591341.587841.59434
2182010.02.02 09:18modify910.801.594841.587841.59434
2192010.02.02 10:36t/p910.801.594341.587841.59434-40.0010391.20
2202010.02.02 10:36t/p921.201.594341.587841.59434360.0010751.20
2212010.02.03 00:58sell930.801.598721.605721.59572
2222010.02.03 00:59sell limit941.201.602221.605721.59922
2232010.02.03 07:21sell941.201.602221.605721.59922
2242010.02.03 07:21modify930.801.598721.605721.59922
2252010.02.03 08:39s/l930.801.605721.605721.59922-560.0010191.20
2262010.02.03 08:39s/l941.201.605721.605721.59922-420.009771.20