Bars in test 16904 Ticks modelled 13620260 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 998.80 Gross profit 2536.55 Gross loss -1537.76
Profit factor 1.65 Expected payoff 9.79
Absolute drawdown 173.45 Maximal drawdown 402.93 (3.71%) Relative drawdown 3.71% (402.93)
Total trades 102 Short positions (won %) 48 (47.92%) Long positions (won %) 54 (64.81%)
Profit trades (% of total) 58 (56.86%) Loss trades (% of total) 44 (43.14%)
Largest profit trade 129.93 loss trade -74.42
Average profit trade 43.73 loss trade -34.95
Maximum consecutive wins (profit in money) 10 (450.46) consecutive losses (loss in money) 8 (-286.14)
Maximal consecutive profit (count of wins) 470.51 (8) consecutive loss (count of losses) -286.14 (8)
Average consecutive wins 4 consecutive losses 3
Graph
# 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 2009.01.14 11:30 sell 1 0.10 1.11480 1.12150 1.10836
2 2009.01.14 12:00 sell 2 0.10 1.11460 1.12080 1.10866
3 2009.01.14 14:00 s/l 2 0.10 1.12080 1.12080 1.10866 -55.32 9944.68
4 2009.01.14 14:37 s/l 1 0.10 1.12150 1.12150 1.10836 -59.73 9884.95
5 2009.01.15 11:00 buy 3 0.10 1.12006 1.11340 1.12620
6 2009.01.15 11:30 buy 4 0.10 1.11906 1.11340 1.12420
7 2009.01.15 13:53 t/p 4 0.10 1.12420 1.11340 1.12420 45.71 9930.66
8 2009.01.15 13:54 t/p 3 0.10 1.12620 1.11340 1.12620 54.52 9985.18
9 2009.01.19 10:00 sell 5 0.10 1.11750 1.12260 1.11266
10 2009.01.19 12:14 s/l 5 0.10 1.12260 1.12260 1.11266 -45.42 9939.76
11 2009.01.28 10:30 buy 6 0.10 1.13836 1.13290 1.14330
12 2009.01.28 11:00 buy 7 0.10 1.14066 1.13340 1.14740
13 2009.01.28 11:33 t/p 6 0.10 1.14330 1.13290 1.14330 43.21 9982.97
14 2009.01.28 20:19 t/p 7 0.10 1.14740 1.13340 1.14740 58.74 10041.71
15 2009.02.05 12:00 buy 8 0.10 1.16156 1.15710 1.16550
16 2009.02.05 12:30 buy 9 0.10 1.16136 1.15710 1.16510
17 2009.02.05 14:36 t/p 9 0.10 1.16510 1.15710 1.16510 32.10 10073.81
18 2009.02.05 14:36 t/p 8 0.10 1.16550 1.15710 1.16550 33.81 10107.62
19 2009.02.06 15:30 sell 10 0.10 1.16730 1.17410 1.16076
20 2009.02.06 19:52 t/p 10 0.10 1.16076 1.17410 1.16076 56.34 10163.96
21 2009.03.20 15:00 sell 11 0.10 1.12032 1.12872 1.11218
22 2009.03.20 15:30 sell 12 0.10 1.12057 1.12872 1.11268
23 2009.03.20 18:15 s/l 11 0.10 1.12872 1.12872 1.11218 -74.42 10089.54
24 2009.03.20 18:15 s/l 12 0.10 1.12872 1.12872 1.11268 -72.21 10017.33
25 2009.04.02 09:30 buy 13 0.10 1.14583 1.14083 1.15031
26 2009.04.02 12:31 s/l 13 0.10 1.14083 1.14083 1.15031 -43.83 9973.50
27 2009.04.07 07:30 buy 14 0.10 1.13759 1.13478 1.13988
28 2009.04.07 08:00 buy 15 0.10 1.13699 1.13478 1.13868
29 2009.04.07 08:40 s/l 14 0.10 1.13478 1.13478 1.13988 -24.77 9948.73
30 2009.04.07 08:40 s/l 15 0.10 1.13478 1.13478 1.13868 -19.48 9929.25
31 2009.04.28 11:30 buy 16 0.10 1.15710 1.15451 1.15917
32 2009.04.28 12:00 buy 17 0.10 1.15620 1.15451 1.15737
33 2009.04.28 13:34 t/p 17 0.10 1.15737 1.15451 1.15737 10.11 9939.36
34 2009.04.28 13:46 t/p 16 0.10 1.15917 1.15451 1.15917 17.85 9957.21
35 2009.05.05 06:30 sell 18 0.10 1.12673 1.12995 1.12377
36 2009.05.05 07:00 sell 19 0.10 1.12846 1.12995 1.12723
37 2009.05.05 07:19 s/l 18 0.10 1.12995 1.12995 1.12377 -28.50 9928.71
38 2009.05.05 07:19 s/l 19 0.10 1.12995 1.12995 1.12723 -13.19 9915.52
39 2009.05.12 06:30 buy 20 0.10 1.10922 1.10630 1.11162
40 2009.05.12 07:00 buy 21 0.10 1.10842 1.10683 1.10949
41 2009.05.12 07:31 s/l 21 0.10 1.10683 1.10683 1.10949 -14.37 9901.15
42 2009.05.12 08:04 s/l 20 0.10 1.10630 1.10630 1.11162 -26.39 9874.76
43 2009.05.15 10:00 sell 22 0.10 1.10549 1.10960 1.10164
44 2009.05.15 12:15 s/l 22 0.10 1.10960 1.10960 1.10164 -37.04 9837.72
45 2009.06.11 15:30 sell 23 0.10 1.07752 1.08383 1.07147
46 2009.06.11 16:00 sell 24 0.10 1.07667 1.08383 1.06977
47 2009.06.11 17:28 t/p 23 0.10 1.07147 1.08383 1.07147 56.46 9894.18
48 2009.06.11 19:03 t/p 24 0.10 1.06977 1.08383 1.06977 64.50 9958.68
49 2009.06.19 08:30 buy 25 0.10 1.08572 1.08301 1.08791
50 2009.06.19 09:00 buy 26 0.10 1.08629 1.08302 1.08904
51 2009.06.19 10:39 t/p 25 0.10 1.08791 1.08301 1.08791 20.13 9978.81
52 2009.06.19 10:46 t/p 26 0.10 1.08904 1.08302 1.08904 25.25 10004.06
53 2009.06.24 12:00 sell 27 0.10 1.06537 1.06898 1.06202
54 2009.06.24 12:30 sell 28 0.10 1.06669 1.06898 1.06466
55 2009.06.24 12:44 s/l 27 0.10 1.06898 1.06898 1.06202 -33.77 9970.29
56 2009.06.24 12:44 s/l 28 0.10 1.06898 1.06898 1.06466 -21.43 9948.86
57 2009.06.25 09:30 buy 29 0.10 1.09629 1.09266 1.09940
58 2009.06.25 10:00 buy 30 0.10 1.09484 1.09266 1.09650
59 2009.06.25 10:40 s/l 29 0.10 1.09266 1.09266 1.09940 -33.22 9915.64
60 2009.06.25 10:40 s/l 30 0.10 1.09266 1.09266 1.09650 -19.95 9895.69
61 2009.07.21 10:00 sell 31 0.10 1.06785 1.07158 1.06438
62 2009.07.21 10:30 sell 32 0.10 1.06888 1.07158 1.06644
63 2009.07.21 14:26 t/p 32 0.10 1.06644 1.07158 1.06644 22.88 9918.57
64 2009.07.21 15:08 t/p 31 0.10 1.06438 1.07158 1.06438 32.61 9951.18
65 2009.07.22 17:00 sell 33 0.10 1.06671 1.07135 1.06233
66 2009.07.23 15:04 s/l 33 0.10 1.07135 1.07135 1.06233 -43.62 9907.56
67 2009.08.07 15:00 buy 34 0.10 1.07008 1.05791 1.08173
68 2009.08.07 15:30 buy 35 0.10 1.07255 1.05791 1.08667
69 2009.08.07 17:54 t/p 34 0.10 1.08173 1.05791 1.08173 107.70 10015.26
70 2009.08.10 17:08 t/p 35 0.10 1.08667 1.05791 1.08667 129.93 10145.19
71 2009.08.12 10:30 sell 36 0.10 1.08184 1.08458 1.07936
72 2009.08.12 12:13 t/p 36 0.10 1.07936 1.08458 1.07936 22.98 10168.17
73 2009.08.27 10:00 buy 37 0.10 1.06889 1.06681 1.07045
74 2009.08.27 10:30 buy 38 0.10 1.06931 1.06681 1.07129
75 2009.08.27 12:13 s/l 37 0.10 1.06681 1.06681 1.07045 -19.50 10148.67
76 2009.08.27 12:13 s/l 38 0.10 1.06681 1.06681 1.07129 -23.44 10125.23
77 2009.09.02 17:00 sell 39 0.10 1.06364 1.06852 1.05902
78 2009.09.02 18:49 t/p 39 0.10 1.05902 1.06852 1.05902 43.63 10168.86
79 2009.09.04 10:00 buy 40 0.10 1.06230 1.05952 1.06456
80 2009.09.04 10:30 buy 41 0.10 1.06209 1.05952 1.06414
81 2009.09.04 14:43 t/p 41 0.10 1.06414 1.05952 1.06414 19.26 10188.12
82 2009.09.04 14:43 t/p 40 0.10 1.06456 1.05952 1.06456 21.23 10209.35
83 2009.09.10 14:00 sell 42 0.10 1.04043 1.04359 1.03753
84 2009.09.10 14:30 sell 43 0.10 1.04051 1.04359 1.03769
85 2009.09.10 14:52 t/p 43 0.10 1.03769 1.04359 1.03769 27.18 10236.53
86 2009.09.10 14:52 t/p 42 0.10 1.03753 1.04359 1.03753 27.95 10264.48
87 2009.09.10 15:30 buy 44 0.10 1.04309 1.03647 1.04919
88 2009.09.10 16:00 buy 45 0.10 1.04330 1.03647 1.04961
89 2009.09.10 19:03 s/l 44 0.10 1.03647 1.03647 1.04919 -63.87 10200.61
90 2009.09.10 19:03 s/l 45 0.10 1.03647 1.03647 1.04961 -65.90 10134.71
91 2009.09.11 17:00 sell 46 0.10 1.03546 1.03981 1.03137
92 2009.09.11 17:30 sell 47 0.10 1.03693 1.03981 1.03431
93 2009.09.14 02:23 s/l 46 0.10 1.03981 1.03981 1.03137 -41.93 10092.78
94 2009.09.14 02:23 s/l 47 0.10 1.03981 1.03981 1.03431 -27.79 10064.99
95 2009.09.23 21:30 buy 48 0.10 1.02458 1.01925 1.02939
96 2009.09.23 22:00 buy 49 0.10 1.02647 1.01944 1.03298
97 2009.09.23 23:59 t/p 48 0.10 1.02939 1.01925 1.02939 46.73 10111.72
98 2009.09.25 14:33 t/p 49 0.10 1.03298 1.01944 1.03298 62.98 10174.70
99 2009.09.28 19:00 buy 50 0.10 1.03249 1.02767 1.03679
100 2009.09.28 19:30 buy 51 0.10 1.03222 1.02767 1.03625
101 2009.09.29 09:50 t/p 51 0.10 1.03625 1.02767 1.03625 38.88 10213.58
102 2009.09.29 10:02 t/p 50 0.10 1.03679 1.02767 1.03679 41.47 10255.05
103 2009.10.02 09:00 buy 52 0.10 1.04172 1.03943 1.04349
104 2009.10.02 09:30 buy 53 0.10 1.04139 1.03943 1.04283
105 2009.10.02 10:45 s/l 52 0.10 1.03943 1.03943 1.04349 -22.03 10233.02
106 2009.10.02 10:45 s/l 53 0.10 1.03943 1.03943 1.04283 -18.86 10214.16
107 2009.10.02 15:30 sell 54 0.10 1.03773 1.04353 1.03219
108 2009.10.02 16:00 sell 55 0.10 1.03355 1.04353 1.02383
109 2009.10.02 16:03 t/p 54 0.10 1.03219 1.04353 1.03219 53.67 10267.83
110 2009.10.08 18:32 t/p 55 0.10 1.02383 1.04353 1.02383 94.33 10362.16
111 2009.10.09 15:00 buy 56 0.10 1.03109 1.02770 1.03396
112 2009.10.09 15:30 buy 57 0.10 1.03171 1.02806 1.03484
113 2009.10.09 18:07 t/p 56 0.10 1.03396 1.02770 1.03396 27.75 10389.91
114 2009.10.09 18:09 t/p 57 0.10 1.03484 1.02806 1.03484 30.25 10420.16
115 2009.10.27 09:00 buy 58 0.10 1.01801 1.01481 1.02069
116 2009.10.27 09:30 buy 59 0.10 1.01740 1.01496 1.01932
117 2009.10.27 10:11 t/p 59 0.10 1.01932 1.01496 1.01932 18.84 10439.00
118 2009.10.27 15:00 t/p 58 0.10 1.02069 1.01481 1.02069 26.25 10465.25
119 2009.10.30 12:30 buy 60 0.10 1.02123 1.01563 1.02631
120 2009.10.30 13:00 buy 61 0.10 1.02298 1.01563 1.02981
121 2009.10.30 16:14 t/p 60 0.10 1.02631 1.01563 1.02631 49.50 10514.75
122 2009.11.03 10:57 t/p 61 0.10 1.02981 1.01563 1.02981 66.30 10581.05
123 2009.11.13 17:00 sell 62 0.10 1.01410 1.01848 1.00998
124 2009.11.13 17:30 sell 63 0.10 1.01388 1.01848 1.00954
125 2009.11.16 00:52 t/p 62 0.10 1.00998 1.01848 1.00998 40.69 10621.74
126 2009.11.16 00:54 t/p 63 0.10 1.00954 1.01848 1.00954 42.89 10664.63
127 2009.11.16 19:30 sell 64 0.10 1.00853 1.01432 1.00300
128 2009.11.16 20:00 sell 65 0.10 1.00757 1.01271 1.00269
129 2009.11.17 11:14 s/l 65 0.10 1.01271 1.01271 1.00269 -50.85 10613.77
130 2009.11.17 11:45 s/l 64 0.10 1.01432 1.01432 1.00300 -57.18 10556.59
131 2009.12.02 09:30 sell 66 0.10 0.99834 1.00076 0.99618
132 2009.12.02 10:00 sell 67 0.10 0.99877 1.00076 0.99704
133 2009.12.02 15:12 s/l 66 0.10 1.00076 1.00076 0.99618 -24.18 10532.41
134 2009.12.02 15:12 s/l 67 0.10 1.00076 1.00076 0.99704 -19.88 10512.53
135 2009.12.22 09:00 buy 68 0.10 1.04591 1.04432 1.04698
136 2009.12.22 09:16 s/l 68 0.10 1.04432 1.04432 1.04698 -15.23 10497.30
137 2009.12.22 10:00 buy 69 0.10 1.04501 1.04415 1.04535
138 2009.12.22 10:12 t/p 69 0.10 1.04535 1.04415 1.04535 3.25 10500.55
139 2009.12.22 10:30 buy 70 0.10 1.04678 1.04415 1.04889
140 2009.12.22 11:00 buy 71 0.10 1.04650 1.04415 1.04833
141 2009.12.22 12:54 t/p 71 0.10 1.04833 1.04415 1.04833 17.46 10518.01
142 2009.12.22 13:39 t/p 70 0.10 1.04889 1.04415 1.04889 20.11 10538.12
143 2010.01.08 15:00 sell 72 0.10 1.02726 1.03835 1.01643
144 2010.01.08 15:30 sell 73 0.10 1.02799 1.03835 1.01789
145 2010.01.11 03:32 t/p 73 0.10 1.01789 1.03835 1.01789 99.12 10637.24
146 2010.01.11 03:51 t/p 72 0.10 1.01643 1.03835 1.01643 106.45 10743.69
147 2010.01.13 09:00 buy 74 0.10 1.01927 1.01626 1.02176
148 2010.01.13 09:30 buy 75 0.10 1.01940 1.01626 1.02202
149 2010.01.13 09:48 t/p 74 0.10 1.02176 1.01626 1.02176 24.36 10768.05
150 2010.01.13 12:14 s/l 75 0.10 1.01626 1.01626 1.02202 -30.90 10737.15
151 2010.01.21 03:00 buy 76 0.10 1.04396 1.04196 1.04544
152 2010.01.21 03:00 t/p 76 0.10 1.04544 1.04196 1.04544 14.15 10751.30
153 2010.01.21 03:30 buy 77 0.10 1.04502 1.04196 1.04756
154 2010.01.21 04:00 buy 78 0.10 1.04577 1.04196 1.04906
155 2010.01.21 10:38 t/p 77 0.10 1.04756 1.04196 1.04756 24.25 10775.55
156 2010.01.21 11:46 t/p 78 0.10 1.04906 1.04196 1.04906 31.36 10806.91
157 2010.01.22 17:00 sell 79 0.10 1.04030 1.04429 1.03657
158 2010.01.22 17:30 sell 80 0.10 1.03964 1.04429 1.03525
159 2010.01.26 05:51 s/l 79 0.10 1.04429 1.04429 1.03657 -38.40 10768.50
160 2010.01.26 05:51 s/l 80 0.10 1.04429 1.04429 1.03525 -44.72 10723.78
161 2010.02.17 09:00 sell 81 0.10 1.06598 1.06852 1.06370
162 2010.02.17 09:30 sell 82 0.10 1.06565 1.06852 1.06304
163 2010.02.17 10:35 s/l 81 0.10 1.06852 1.06852 1.06370 -23.77 10700.01
164 2010.02.17 10:35 s/l 82 0.10 1.06852 1.06852 1.06304 -26.86 10673.15
165 2010.02.23 06:30 buy 83 0.10 1.07605 1.07331 1.07827
166 2010.02.23 07:30 buy 84 0.10 1.07714 1.07331 1.08045
167 2010.02.23 08:16 s/l 83 0.10 1.07331 1.07331 1.07827 -25.53 10647.62
168 2010.02.23 08:16 s/l 84 0.10 1.07331 1.07331 1.08045 -35.68 10611.94
169 2010.02.25 17:30 buy 85 0.10 1.08489 1.08055 1.08871
170 2010.02.25 18:00 buy 86 0.10 1.08606 1.08055 1.09105
171 2010.02.25 19:56 s/l 85 0.10 1.08055 1.08055 1.08871 -40.17 10571.77
172 2010.02.25 19:56 s/l 86 0.10 1.08055 1.08055 1.09105 -51.00 10520.77
173 2010.03.01 09:00 sell 87 0.10 1.07412 1.07715 1.07135
174 2010.03.01 09:30 sell 88 0.10 1.07478 1.07715 1.07267
175 2010.03.01 10:15 t/p 88 0.10 1.07267 1.07715 1.07267 19.67 10540.44
176 2010.03.01 12:20 s/l 87 0.10 1.07715 1.07715 1.07135 -28.13 10512.31
177 2010.03.11 09:30 sell 89 0.10 1.07115 1.07267 1.06989
178 2010.03.11 10:00 sell 90 0.10 1.07008 1.07267 1.06775
179 2010.03.11 10:44 t/p 89 0.10 1.06989 1.07267 1.06989 11.78 10524.09
180 2010.03.11 15:06 s/l 90 0.10 1.07267 1.07267 1.06775 -24.14 10499.95
181 2010.04.01 10:00 sell 91 0.10 1.05158 1.05619 1.04723
182 2010.04.01 10:30 sell 92 0.10 1.05232 1.05619 1.04871
183 2010.04.01 15:55 t/p 92 0.10 1.04871 1.05619 1.04871 34.42 10534.37
184 2010.04.01 16:40 t/p 91 0.10 1.04723 1.05619 1.04723 41.54 10575.91
185 2010.04.01 18:00 buy 93 0.10 1.05621 1.04343 1.06847
186 2010.04.01 18:30 buy 94 0.10 1.05538 1.04343 1.06681
187 2010.04.06 04:09 t/p 94 0.10 1.06681 1.04343 1.06681 107.11 10683.02
188 2010.04.06 12:21 t/p 93 0.10 1.06847 1.04343 1.06847 114.72 10797.74
189 2010.04.09 16:00 sell 95 0.10 1.06920 1.07616 1.06250
190 2010.04.09 16:30 sell 96 0.10 1.06943 1.07616 1.06296
191 2010.04.12 00:01 t/p 95 0.10 1.06250 1.07616 1.06250 63.27 10861.01
192 2010.04.12 00:01 t/p 96 0.10 1.06296 1.07616 1.06296 61.09 10922.10
193 2010.04.13 17:00 sell 97 0.10 1.05749 1.06012 1.05512
194 2010.04.13 17:30 sell 98 0.10 1.05713 1.06012 1.05440
195 2010.04.13 18:12 t/p 97 0.10 1.05512 1.06012 1.05512 22.47 10944.57
196 2010.04.13 20:49 t/p 98 0.10 1.05440 1.06012 1.05440 25.89 10970.46
197 2010.04.26 09:00 sell 99 0.10 1.07308 1.07560 1.07082
198 2010.04.26 09:30 sell 100 0.10 1.07262 1.07560 1.06990
199 2010.04.26 10:07 s/l 99 0.10 1.07560 1.07560 1.07082 -23.43 10947.03
200 2010.04.26 10:07 s/l 100 0.10 1.07560 1.07560 1.06990 -27.71 10919.32
201 2010.04.28 16:00 buy 101 0.10 1.08602 1.08141 1.09011
202 2010.04.28 16:30 buy 102 0.10 1.08666 1.08156 1.09124
203 2010.04.28 17:29 t/p 101 0.10 1.09011 1.08141 1.09011 37.51 10956.83
204 2010.04.28 17:30 t/p 102 0.10 1.09124 1.08156 1.09124 41.97 10998.80