Bars in test8956Ticks modelled12820679Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2287.87Gross profit4180.18Gross loss-1892.32
Profit factor2.21Expected payoff17.20
Absolute drawdown12.10Maximal drawdown210.27 (2.05%)Relative drawdown2.05% (210.27)
Total trades133Short positions (won %)69 (57.97%)Long positions (won %)64 (59.38%)
Profit trades (% of total)78 (58.65%)Loss trades (% of total)55 (41.35%)
Largestprofit trade57.01loss trade-74.37
Averageprofit trade53.59loss trade-34.41
Maximumconsecutive wins (profit in money)7 (362.36)consecutive losses (loss in money)3 (-114.68)
Maximalconsecutive profit (count of wins)362.36 (7)consecutive loss (count of losses)-127.13 (2)
Averageconsecutive wins2consecutive 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
12009.01.02 17:00buy10.1091.03090.52891.530
22009.01.02 19:38t/p10.1091.53090.52891.53054.6010054.60
32009.01.08 01:00sell20.1092.75093.19692.250
42009.01.08 07:16t/p20.1092.25093.19692.25054.2110108.81
52009.01.16 15:00buy30.1090.31089.92190.810
62009.01.16 16:31t/p30.1090.81089.92190.81055.0610163.87
72009.01.20 01:00sell40.1090.62090.97290.120
82009.01.20 05:46t/p40.1090.12090.97290.12055.5010219.37
92009.01.20 08:00sell50.1090.42090.73089.920
102009.01.20 09:09s/l50.1090.73090.73089.920-34.1710185.20
112009.01.20 15:00sell60.1090.45090.81389.950
122009.01.20 18:27t/p60.1089.95090.81389.95055.5910240.79
132009.01.27 11:00buy70.1089.46088.85489.960
142009.01.27 16:10s/l70.1088.85488.85489.960-68.2110172.58
152009.01.29 04:00buy80.1090.14089.61290.640
162009.01.29 12:31s/l80.1089.61289.61290.640-58.9210113.66
172009.01.29 17:00sell90.1089.90090.34589.400
182009.01.30 02:27t/p90.1089.40090.34589.40055.8510169.51
192009.01.30 08:00sell100.1089.51089.86089.010
202009.01.30 13:14s/l100.1089.86089.86089.010-38.9510130.56
212009.02.02 15:00sell110.1089.39089.69088.890
222009.02.02 16:10s/l110.1089.69089.69088.890-33.4510097.11
232009.02.02 20:00buy120.1089.56089.18390.060
242009.02.03 15:32s/l120.1089.18389.18390.060-42.2810054.83
252009.02.06 02:00buy130.1090.90090.24191.400
262009.02.06 10:12t/p130.1091.40090.24191.40054.7010109.53
272009.02.09 15:00sell140.1091.63092.10591.130
282009.02.10 02:00t/p140.1091.13092.10591.13054.7910164.33
292009.02.10 03:00sell150.1091.40091.77590.900
302009.02.10 10:23t/p150.1090.90091.77590.90055.0110219.34
312009.02.10 14:00sell160.1091.36091.71090.860
322009.02.10 17:11t/p160.1090.86091.71090.86055.0310274.37
332009.02.10 23:00sell170.1090.45091.03489.950
342009.02.11 06:42t/p170.1089.95091.03489.95055.5110329.88
352009.02.13 15:00buy180.1091.34090.87791.840
362009.02.13 16:08t/p180.1091.84090.87791.84054.4410384.32
372009.02.17 10:00buy190.1092.12091.66192.620
382009.02.17 10:22s/l190.1091.66191.66192.620-50.0810334.24
392009.02.17 14:00sell200.1091.96092.26591.460
402009.02.17 16:42s/l200.1092.26592.26591.460-33.0510301.19
412009.02.18 01:00buy210.1092.31091.92892.810
422009.02.18 13:16t/p210.1092.81091.92892.81053.8710355.06
432009.02.19 06:00buy220.1093.49093.12193.990
442009.02.19 14:51t/p220.1093.99093.12193.99053.1910408.25
452009.02.26 10:00buy230.1097.72097.33698.220
462009.02.26 16:35t/p230.1098.22097.33698.22050.9010459.15
472009.02.27 08:00sell240.1097.74098.30497.240
482009.02.27 10:15t/p240.1097.24098.30497.24051.4310510.58
492009.02.27 13:00sell250.1097.67098.06997.170
502009.02.27 14:26t/p250.1097.17098.06997.17051.4610562.04
512009.02.27 16:00sell260.1097.80098.27897.300
522009.03.02 00:23t/p260.1097.30098.27897.30051.3210613.36
532009.03.04 22:00buy270.1099.07098.72599.570
542009.03.05 08:12t/p270.1099.57098.72599.57050.1910663.55
552009.03.27 02:00buy280.1098.55097.89299.050
562009.03.27 07:40s/l280.1097.89297.89299.050-67.2210596.33
572009.03.27 10:00sell290.1098.12198.48497.621
582009.03.27 12:38t/p290.1097.62198.48497.62151.2210647.55
592009.03.27 16:00sell300.1097.98598.56597.485
602009.03.30 06:10t/p300.1097.48598.56597.48551.2110698.76
612009.04.01 03:00buy310.1098.79297.69999.292
622009.04.01 17:00sell320.1098.80499.54298.304
632009.04.02 10:06t/p310.1099.29297.69999.29250.3310749.09
642009.04.02 11:27s/l320.1099.54299.54298.304-74.3710674.72
652009.04.03 07:00buy330.1099.61499.188100.114
662009.04.03 10:43t/p330.10100.11499.188100.11449.9410724.66
672009.04.07 04:00sell340.10100.776101.171100.276
682009.04.07 10:48t/p340.10100.276101.171100.27649.8610774.52
692009.04.07 15:00sell350.10100.318100.69499.818
702009.04.07 17:36s/l350.10100.694100.69499.818-37.3410737.18
712009.04.30 06:00buy360.1097.38596.93297.885
722009.04.30 11:52t/p360.1097.88596.93297.88551.0810788.26
732009.05.01 18:00buy370.1099.25498.83999.754
742009.05.04 18:07s/l370.1098.83998.83999.754-42.0010746.26
752009.05.05 08:00sell380.1098.81099.05298.310
762009.05.05 09:50s/l380.1099.05299.05298.310-24.4310721.83
772009.05.05 10:00sell390.1099.01799.28998.517
782009.05.06 03:16t/p390.1098.51799.28998.51750.6710772.50
792009.05.06 19:00buy400.1098.58398.17299.083
802009.05.07 11:01t/p400.1099.08398.17299.08350.4310822.93
812009.05.07 17:00buy410.1098.93898.48199.438
822009.05.08 09:43t/p410.1099.43898.48199.43850.2710873.20
832009.05.27 09:00buy420.1095.15494.81395.654
842009.05.27 15:25s/l420.1094.81394.81395.654-35.9610837.24
852009.05.29 07:00sell430.1096.52896.86296.028
862009.05.29 08:56s/l430.1096.86296.86296.028-34.4810802.76
872009.06.02 08:00buy440.1096.31395.93496.813
882009.06.02 11:55s/l440.1095.93495.93496.813-39.5110763.25
892009.06.03 12:00buy450.1095.91195.50996.411
902009.06.04 10:59t/p450.1096.41195.50996.41151.8310815.07
912009.06.04 16:00buy460.1096.41295.94896.912
922009.06.04 21:06t/p460.1096.91295.94896.91251.5910866.66
932009.06.05 11:00buy470.1096.70496.38297.204
942009.06.05 14:30t/p470.1097.20496.38297.20451.4410918.10
952009.06.08 22:00sell480.1098.42698.76597.926
962009.06.09 06:02t/p480.1097.92698.76597.92650.9810969.09
972009.06.09 10:00sell490.1098.14998.53097.649
982009.06.09 15:15t/p490.1097.64998.53097.64951.2111020.30
992009.06.10 01:00sell500.1097.48297.79296.982
1002009.06.10 11:05s/l500.1097.79297.79296.982-31.7010988.60
1012009.06.30 05:00buy510.1095.94095.65196.440
1022009.06.30 06:48s/l510.1095.65195.65196.440-30.2110958.39
1032009.07.01 02:00buy520.1096.25096.00796.750
1042009.07.01 03:12t/p520.1096.75096.00796.75051.6811010.07
1052009.07.01 15:00buy530.1096.70896.32297.208
1062009.07.02 01:00sell540.1096.62296.87996.122
1072009.07.02 14:20s/l540.1096.87996.87996.122-26.5310983.54
1082009.07.02 14:52s/l530.1096.32296.32297.208-40.1010943.43
1092009.07.02 23:00sell550.1095.92696.23595.426
1102009.07.06 03:59t/p550.1095.42696.23595.42652.2510995.68
1112009.07.15 09:00buy560.1093.38893.00293.888
1122009.07.15 16:15t/p560.1093.88893.00293.88853.2511048.93
1132009.07.16 05:00buy570.1094.14493.79294.644
1142009.07.16 07:21s/l570.1093.79293.79294.644-37.5311011.40
1152009.07.16 13:00sell580.1093.84994.36193.349
1162009.07.16 16:03t/p580.1093.34994.36193.34953.5611064.96
1172009.07.16 20:00sell590.1093.66894.00093.168
1182009.07.17 15:00s/l590.1094.00094.00093.168-35.4011029.56
1192009.07.21 08:00sell600.1093.99194.23493.491
1202009.07.21 10:49s/l600.1094.23494.23493.491-25.7811003.78
1212009.07.22 21:00buy610.1093.59393.26194.093
1222009.07.23 04:01t/p610.1094.09393.26194.09353.1111056.89
1232009.07.24 03:00buy620.1094.87094.55295.370
1242009.07.24 18:00sell630.1094.86295.07494.362
1252009.07.27 09:50s/l630.1095.07495.07494.362-22.3711034.52
1262009.07.27 16:02t/p620.1095.37094.55295.37052.4211086.94
1272009.07.28 08:00sell640.1095.13095.33294.630
1282009.07.28 11:11t/p640.1094.63095.33294.63052.8411139.78
1292009.07.28 16:00sell650.1094.75595.03894.255
1302009.07.28 17:24t/p650.1094.25595.03894.25553.0511192.83
1312009.07.28 20:00sell660.1094.49094.80393.990
1322009.07.29 11:26s/l660.1094.80394.80393.990-33.1011159.73
1332009.07.30 04:00buy670.1094.99694.56695.496
1342009.07.30 14:51t/p670.1095.49694.56695.49652.3611212.09
1352009.07.30 22:00buy680.1095.47395.08495.973
1362009.07.31 17:13s/l680.1095.08495.08495.973-40.9211171.17
1372009.08.04 02:00buy690.1095.19095.00995.690
1382009.08.04 09:23s/l690.1095.00995.00995.690-19.0511152.12
1392009.08.07 07:00sell700.1095.35595.56994.855
1402009.08.07 14:30s/l700.1095.56995.56994.855-22.3911129.73
1412009.08.10 16:00sell710.1097.28697.58496.786
1422009.08.11 04:42t/p710.1096.78697.58496.78651.5811181.32
1432009.08.11 08:00sell720.1096.79997.07696.299
1442009.08.11 15:14t/p720.1096.29997.07696.29951.9211233.24
1452009.08.12 01:00sell730.1096.01496.28495.514
1462009.08.12 04:55t/p730.1095.51496.28495.51452.3511285.59
1472009.09.07 23:00sell740.1093.06693.23592.566
1482009.09.08 08:29t/p740.1092.56693.23592.56653.9311339.52
1492009.09.08 18:00sell750.1092.21292.46691.712
1502009.09.09 08:20s/l750.1092.46692.46691.712-27.5511311.97
1512009.09.17 09:00buy760.1090.96090.57591.460
1522009.09.17 09:48s/l760.1090.57590.57591.460-42.5111269.46
1532009.09.17 23:00buy770.1091.09190.78491.591
1542009.09.21 07:07t/p770.1091.59190.78491.59154.5611324.02
1552009.09.21 18:00buy780.1091.89291.54292.392
1562009.09.22 08:22s/l780.1091.54291.54292.392-38.2411285.78
1572009.09.22 14:00sell790.1091.43291.68990.932
1582009.09.23 01:20t/p790.1090.93291.68990.93254.9111340.69
1592009.09.23 21:00buy800.1091.18590.52891.685
1602009.09.24 08:57s/l800.1090.52890.52891.685-72.6111268.08
1612009.09.30 03:00buy810.1090.12489.84590.624
1622009.09.30 03:10s/l810.1089.84589.84590.624-31.0511237.03
1632009.10.06 00:00sell820.1089.54489.78789.044
1642009.10.06 03:50t/p820.1089.04489.78789.04456.1511293.18
1652009.10.06 09:00sell830.1089.25789.67088.757
1662009.10.06 15:37t/p830.1088.75789.67088.75756.3311349.51
1672009.10.12 21:00sell840.1089.83690.08189.336
1682009.10.13 08:36s/l840.1090.08190.08189.336-27.2811322.23
1692009.10.13 16:00sell850.1089.71590.00389.215
1702009.10.13 20:01s/l850.1090.00390.00389.215-32.0011290.23
1712009.10.13 21:00sell860.1089.78790.26889.287
1722009.10.14 03:48t/p860.1089.28790.26889.28755.9211346.15
1732009.10.14 09:00sell870.1089.17489.49788.674
1742009.10.14 13:10s/l870.1089.49789.49788.674-36.0911310.06
1752009.10.15 00:00buy880.1089.32889.02189.828
1762009.10.15 11:29t/p880.1089.82889.02189.82855.6611365.72
1772009.10.19 16:00sell890.1090.83191.10390.331
1782009.10.20 04:25t/p890.1090.33191.10390.33155.2711421.00
1792009.10.20 10:00sell900.1090.30190.53289.801
1802009.10.20 13:06s/l900.1090.53290.53289.801-25.5211395.48
1812009.10.21 00:00buy910.1090.64890.38191.148
1822009.10.21 14:23t/p910.1091.14890.38191.14854.8611450.34
1832009.10.22 01:00buy920.1090.92490.62891.424
1842009.10.22 07:59t/p920.1091.42490.62891.42454.6911505.03
1852009.10.22 19:00buy930.1091.38891.10691.888
1862009.10.23 09:02t/p930.1091.88891.10691.88854.4011559.43
1872009.10.27 02:00buy940.1092.10891.88592.608
1882009.10.27 09:38s/l940.1091.88591.88592.608-24.2711535.16
1892009.10.27 13:00sell950.1092.00292.21891.502
1902009.10.28 01:57t/p950.1091.50292.21891.50254.5611589.72
1912009.11.13 01:00buy960.1090.30290.08190.802
1922009.11.13 10:05s/l960.1090.08190.08190.802-24.5311565.19
1932009.12.02 15:00buy970.1087.16786.76187.667
1942009.12.03 01:04t/p970.1087.66786.76187.66757.0111622.20
1952009.12.04 02:00buy980.1088.09587.79688.595
1962009.12.04 14:30t/p980.1088.59587.79688.59556.4311678.63
1972009.12.07 22:00sell990.1089.51889.82789.018
1982009.12.08 02:24t/p990.1089.01889.82789.01856.0911734.72
1992009.12.08 08:00sell1000.1089.02789.37588.527
2002009.12.08 13:34t/p1000.1088.52789.37588.52756.4811791.20
2012009.12.08 20:00sell1010.1088.43488.72387.934
2022009.12.09 08:12t/p1010.1087.93488.72387.93456.7911847.99
2032009.12.16 01:00buy1020.1089.51989.29690.019
2042009.12.17 03:51t/p1020.1090.01989.29690.01955.5111903.50
2052009.12.18 04:00sell1030.1089.67890.24989.178
2062009.12.18 09:32s/l1030.1090.24990.24989.178-63.2711840.23
2072009.12.23 20:00sell1040.1091.56691.76791.066
2082009.12.24 16:58s/l1040.1091.76791.76791.066-22.1311818.10
2092009.12.29 13:00buy1050.1091.68991.48492.189
2102009.12.30 03:07t/p1050.1092.18991.48492.18954.2211872.32
2112009.12.30 19:00buy1060.1092.38292.13792.882
2122009.12.31 07:47s/l1060.1092.13792.13792.882-26.6311845.68
2132010.01.04 19:00sell1070.1092.68492.95892.184
2142010.01.05 02:06t/p1070.1092.18492.95892.18454.1611899.85
2152010.01.08 17:00sell1080.1092.92993.67492.429
2162010.01.11 00:37t/p1080.1092.42993.67492.42954.0311953.88
2172010.02.02 05:00buy1090.1090.70990.46091.209
2182010.02.02 14:44s/l1090.1090.46090.46091.209-27.5311926.35
2192010.02.03 01:00sell1100.1090.43790.64989.937
2202010.02.03 13:02s/l1100.1090.64990.64989.937-23.3911902.96
2212010.02.04 01:00buy1110.1090.87190.62991.371
2222010.02.04 11:42s/l1110.1090.62990.62991.371-26.7011876.26
2232010.02.04 13:00sell1120.1090.82491.06590.324
2242010.02.04 17:05t/p1120.1090.32491.06590.32455.3611931.62
2252010.02.11 04:00buy1130.1089.92589.70290.425
2262010.02.11 12:04s/l1130.1089.70289.70290.425-24.8611906.76
2272010.02.11 17:00sell1140.1089.78490.03189.284
2282010.02.12 08:30s/l1140.1090.03190.03189.284-27.5111879.25
2292010.02.12 16:00buy1150.1089.98389.40290.483
2302010.02.15 16:00sell1160.1089.99690.17289.496
2312010.02.16 15:16s/l1160.1090.17290.17289.496-19.6011859.66
2322010.02.16 17:42t/p1150.1090.48389.40290.48355.2411914.89
2332010.02.17 09:00buy1170.1090.25590.00990.755
2342010.02.17 13:31t/p1170.1090.75590.00990.75555.0911969.98
2352010.02.18 13:00sell1180.1090.88691.16190.386
2362010.02.18 17:08s/l1180.1091.16191.16190.386-30.1711939.81
2372010.02.19 10:00buy1190.1091.76991.48292.269
2382010.02.22 08:59s/l1190.1091.48291.48292.269-31.3811908.43
2392010.02.23 00:00sell1200.1091.19391.36990.693
2402010.02.23 13:48t/p1200.1090.69391.36990.69355.1411963.57
2412010.03.05 11:00buy1210.1089.24689.04389.746
2422010.03.05 14:30t/p1210.1089.74689.04389.74655.7012019.27
2432010.03.08 16:00sell1220.1090.31990.62789.819
2442010.03.09 10:07t/p1220.1089.81990.62789.81955.5912074.87
2452010.03.09 16:00sell1230.1089.84790.05689.347
2462010.03.09 20:00s/l1230.1090.05690.05689.347-23.2112051.66
2472010.03.10 09:00buy1240.1090.01189.86390.511
2482010.03.10 15:24t/p1240.1090.51189.86390.51155.2412106.90
2492010.03.11 07:00sell1250.1090.37390.59289.873
2502010.03.11 12:47s/l1250.1090.59290.59289.873-24.1712082.73
2512010.03.11 23:00buy1260.1090.51590.31291.015
2522010.03.12 10:54s/l1260.1090.31290.31291.015-22.4912060.24
2532010.03.30 00:00sell1270.1092.53592.68992.035
2542010.03.30 08:40s/l1270.1092.68992.68992.035-16.6112043.63
2552010.04.01 03:00buy1280.1093.40993.13393.909
2562010.04.01 16:00t/p1280.1093.90993.13393.90953.2412096.87
2572010.04.02 02:00buy1290.1093.74793.54994.247
2582010.04.02 14:30t/p1290.1094.24793.54994.24753.0512149.92
2592010.04.21 02:00buy1300.1093.13192.93193.631
2602010.04.21 13:13s/l1300.1092.93192.93193.631-21.5212128.40
2612010.04.23 06:00buy1310.1093.39193.12593.891
2622010.04.23 14:12t/p1310.1093.89193.12593.89153.2512181.65
2632010.04.26 19:00sell1320.1094.11994.32193.619
2642010.04.27 14:46t/p1320.1093.61994.32193.61953.3312234.98
2652010.04.29 01:00buy1330.1094.00393.60994.503
2662010.04.30 12:17t/p1330.1094.50393.60994.50352.8912287.87