通貨ペア | EURUSD (Euro vs US Dollar) | ||||
期間 | 1時間足(H1) 2010.01.03 23:00 - 2010.10.15 20:00 (2010.01.01 - 2010.10.31) | ||||
モデル | Control points (a very crude method, the results must not be considered) | ||||
パラメーター | Lots=200; StopLoss=2000; TakeProfit=0; TradeAtCloseBar=true; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="MasterMind3"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; Crash=false; TimeFrame=0; Length=5; Method=3; Smoothing=1; Filter=5; RealTime=true; Steady=false; Color=true; Alerts=true; EmailON=false; SignalPrice=true; SignalPriceBUY=Yellow; SignalPriceSELL=Aqua; CountBars=1485; | ||||
Bars in test | 4433 | Ticks modelled | 87463 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9704.38 | Gross profit | 17988.70 | Gross loss | -27693.08 |
Profit factor | 0.65 | Expected payoff | -202.17 | ||
Absolute drawdown | 9704.38 | Maximal drawdown | 18502.04 (98.43%) | Relative drawdown | 98.43% (18502.04) |
Total trades | 48 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 33 (39.39%) |
Profit trades (% of total) | 22 (45.83%) | Loss trades (% of total) | 26 (54.17%) | ||
Largest | profit trade | 4096.40 | loss trade | -3998.70 | |
Average | profit trade | 817.67 | loss trade | -1065.12 | |
Maximum | consecutive wins (profit in money) | 8 (6146.52) | consecutive losses (loss in money) | 10 (-8682.65) | |
Maximal | consecutive profit (count of wins) | 8068.12 (4) | consecutive loss (count of losses) | -10794.15 (3) | |
Average | consecutive wins | 4 | consecutive losses | 4 |
# | 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 | 2010.01.05 07:02 | sell | 1 | 1.30 | 1.44809 | 1.46809 | 0.00000 | ||
2 | 2010.01.06 07:02 | close | 1 | 1.30 | 1.42893 | 1.46809 | 0.00000 | 2488.69 | 12488.69 |
3 | 2010.01.08 13:03 | buy | 2 | 1.70 | 1.42689 | 1.40689 | 0.00000 | ||
4 | 2010.01.11 03:02 | close | 2 | 1.70 | 1.45098 | 1.40689 | 0.00000 | 4096.40 | 16585.10 |
5 | 2010.01.11 03:05 | sell | 3 | 2.30 | 1.45120 | 1.47120 | 0.00000 | ||
6 | 2010.01.14 16:02 | close | 3 | 2.30 | 1.44537 | 1.47120 | 0.00000 | 1322.27 | 17907.37 |
7 | 2010.01.15 08:03 | buy | 4 | 2.50 | 1.44050 | 1.42050 | 0.00000 | ||
8 | 2010.01.15 12:02 | buy | 5 | 1.80 | 1.43727 | 1.41727 | 0.00000 | ||
9 | 2010.01.19 00:02 | close | 4 | 2.50 | 1.44113 | 1.42050 | 0.00000 | 160.75 | 18068.12 |
10 | 2010.01.19 10:02 | buy | 6 | 2.00 | 1.43536 | 1.41536 | 0.00000 | ||
11 | 2010.01.19 10:05 | buy | 7 | 1.60 | 1.43507 | 1.41507 | 0.00000 | ||
12 | 2010.01.20 05:50 | s/l | 5 | 1.80 | 1.41727 | 1.41727 | 0.00000 | -3596.49 | 14471.63 |
13 | 2010.01.20 11:20 | s/l | 6 | 2.00 | 1.41536 | 1.41536 | 0.00000 | -3998.70 | 10472.93 |
14 | 2010.01.20 11:50 | s/l | 7 | 1.60 | 1.41507 | 1.41507 | 0.00000 | -3198.96 | 7273.97 |
15 | 2010.01.20 17:02 | buy | 8 | 1.00 | 1.40865 | 1.38865 | 0.00000 | ||
16 | 2010.01.25 11:02 | close | 8 | 1.00 | 1.41923 | 1.38865 | 0.00000 | 1061.25 | 8335.22 |
17 | 2010.01.26 04:03 | buy | 9 | 1.10 | 1.41121 | 1.39121 | 0.00000 | ||
18 | 2010.01.26 05:02 | buy | 10 | 0.80 | 1.40807 | 1.38807 | 0.00000 | ||
19 | 2010.01.26 12:02 | buy | 11 | 0.60 | 1.40729 | 1.38729 | 0.00000 | ||
20 | 2010.01.29 01:20 | s/l | 9 | 1.10 | 1.39121 | 1.39121 | 0.00000 | -2196.43 | 6138.79 |
21 | 2010.01.29 15:02 | buy | 12 | 0.20 | 1.39082 | 1.37082 | 0.00000 | ||
22 | 2010.01.29 16:40 | s/l | 10 | 0.80 | 1.38807 | 1.38807 | 0.00000 | -1597.40 | 4541.39 |
23 | 2010.01.29 16:50 | s/l | 11 | 0.60 | 1.38729 | 1.38729 | 0.00000 | -1198.05 | 3343.34 |
24 | 2010.01.29 17:02 | buy | 13 | 0.40 | 1.38666 | 1.36666 | 0.00000 | ||
25 | 2010.02.01 21:02 | close | 12 | 0.20 | 1.39365 | 1.37082 | 0.00000 | 56.73 | 3400.07 |
26 | 2010.02.03 09:03 | close | 13 | 0.40 | 1.40138 | 1.36666 | 0.00000 | 589.58 | 3989.65 |
27 | 2010.02.03 23:02 | buy | 14 | 0.50 | 1.38857 | 1.36857 | 0.00000 | ||
28 | 2010.02.04 01:02 | buy | 15 | 0.40 | 1.38702 | 1.36702 | 0.00000 | ||
29 | 2010.02.04 14:02 | buy | 16 | 0.20 | 1.38149 | 1.36149 | 0.00000 | ||
30 | 2010.02.05 01:15 | s/l | 14 | 0.50 | 1.36857 | 1.36857 | 0.00000 | -998.70 | 2990.95 |
31 | 2010.02.05 01:20 | s/l | 15 | 0.40 | 1.36702 | 1.36702 | 0.00000 | -799.74 | 2191.21 |
32 | 2010.02.05 15:02 | buy | 17 | 0.20 | 1.36472 | 1.34472 | 0.00000 | ||
33 | 2010.02.05 16:50 | s/l | 16 | 0.20 | 1.36149 | 1.36149 | 0.00000 | -399.87 | 1791.34 |
34 | 2010.02.18 02:02 | buy | 18 | 0.10 | 1.35620 | 1.33620 | 0.00000 | ||
35 | 2010.02.18 23:50 | s/l | 17 | 0.20 | 1.34472 | 1.34472 | 0.00000 | -398.31 | 1393.03 |
36 | 2010.02.22 00:02 | close | 18 | 0.10 | 1.36321 | 1.33620 | 0.00000 | 70.23 | 1463.26 |
37 | 2010.02.25 03:02 | buy | 19 | 0.20 | 1.34797 | 1.32797 | 0.00000 | ||
38 | 2010.02.25 04:05 | buy | 20 | 0.10 | 1.34745 | 1.32745 | 0.00000 | ||
39 | 2010.03.07 23:00 | close | 19 | 0.20 | 1.36410 | 1.32797 | 0.00000 | 323.64 | 1786.90 |
40 | 2010.03.07 23:02 | close | 20 | 0.10 | 1.36413 | 1.32745 | 0.00000 | 167.32 | 1954.22 |
41 | 2010.03.08 02:05 | sell | 21 | 0.20 | 1.36735 | 1.38735 | 0.00000 | ||
42 | 2010.03.09 07:02 | close | 21 | 0.20 | 1.36005 | 1.38735 | 0.00000 | 145.68 | 2099.90 |
43 | 2010.03.12 00:02 | sell | 22 | 0.20 | 1.36876 | 1.38876 | 0.00000 | ||
44 | 2010.03.25 21:00 | close | 22 | 0.20 | 1.32785 | 1.38876 | 0.00000 | 813.99 | 2913.89 |
45 | 2010.03.25 21:02 | buy | 23 | 0.40 | 1.32773 | 1.30773 | 0.00000 | ||
46 | 2010.03.30 16:05 | buy | 24 | 0.40 | 1.34204 | 1.32204 | 0.00000 | ||
47 | 2010.03.31 04:02 | buy | 25 | 0.20 | 1.33887 | 1.31887 | 0.00000 | ||
48 | 2010.04.09 07:00 | close | 23 | 0.40 | 1.33881 | 1.30773 | 0.00000 | 447.10 | 3360.99 |
49 | 2010.04.09 08:02 | close | 24 | 0.40 | 1.34160 | 1.32204 | 0.00000 | -14.48 | 3346.51 |
50 | 2010.04.09 14:02 | close | 25 | 0.20 | 1.34676 | 1.31887 | 0.00000 | 159.23 | 3505.74 |
51 | 2010.04.11 22:00 | sell | 26 | 0.40 | 1.36272 | 1.38272 | 0.00000 | ||
52 | 2010.04.11 22:02 | sell | 27 | 0.40 | 1.36279 | 1.38279 | 0.00000 | ||
53 | 2010.04.11 23:00 | sell | 28 | 0.30 | 1.36311 | 1.38311 | 0.00000 | ||
54 | 2010.04.13 15:02 | close | 26 | 0.40 | 1.35513 | 1.38272 | 0.00000 | 302.30 | 3808.04 |
55 | 2010.04.14 01:05 | sell | 29 | 0.30 | 1.36441 | 1.38441 | 0.00000 | ||
56 | 2010.04.21 05:02 | close | 27 | 0.40 | 1.34027 | 1.38279 | 0.00000 | 894.32 | 4702.36 |
57 | 2010.04.22 13:02 | close | 28 | 0.30 | 1.33163 | 1.38311 | 0.00000 | 938.08 | 5640.44 |
58 | 2010.04.22 14:02 | close | 29 | 0.30 | 1.32840 | 1.38441 | 0.00000 | 1075.44 | 6715.88 |
59 | 2010.04.22 23:02 | buy | 30 | 0.90 | 1.32664 | 1.30664 | 0.00000 | ||
60 | 2010.04.22 23:05 | buy | 31 | 0.70 | 1.32602 | 1.30602 | 0.00000 | ||
61 | 2010.04.23 18:02 | close | 30 | 0.90 | 1.33824 | 1.30664 | 0.00000 | 1044.59 | 7760.47 |
62 | 2010.04.23 18:05 | close | 31 | 0.70 | 1.33840 | 1.30602 | 0.00000 | 867.06 | 8627.52 |
63 | 2010.04.27 16:02 | buy | 32 | 1.20 | 1.32166 | 1.30166 | 0.00000 | ||
64 | 2010.04.27 19:02 | buy | 33 | 0.90 | 1.32073 | 1.30073 | 0.00000 | ||
65 | 2010.04.27 20:02 | buy | 34 | 0.60 | 1.31701 | 1.29701 | 0.00000 | ||
66 | 2010.04.30 07:00 | close | 32 | 1.20 | 1.32884 | 1.30166 | 0.00000 | 865.50 | 9493.02 |
67 | 2010.05.03 04:02 | buy | 35 | 1.00 | 1.32100 | 1.30100 | 0.00000 | ||
68 | 2010.05.04 18:20 | s/l | 33 | 0.90 | 1.30073 | 1.30073 | 0.00000 | -1795.91 | 7697.12 |
69 | 2010.05.04 18:20 | s/l | 35 | 1.00 | 1.30100 | 1.30100 | 0.00000 | -1999.35 | 5697.77 |
70 | 2010.05.04 21:20 | s/l | 34 | 0.60 | 1.29701 | 1.29701 | 0.00000 | -1197.27 | 4500.50 |
71 | 2010.05.05 01:00 | buy | 36 | 0.60 | 1.29512 | 1.27512 | 0.00000 | ||
72 | 2010.05.05 13:02 | buy | 37 | 0.40 | 1.28583 | 1.26583 | 0.00000 | ||
73 | 2010.05.05 13:05 | buy | 38 | 0.30 | 1.28531 | 1.26531 | 0.00000 | ||
74 | 2010.05.06 06:50 | s/l | 36 | 0.60 | 1.27512 | 1.27512 | 0.00000 | -1198.83 | 3301.67 |
75 | 2010.05.06 12:02 | buy | 39 | 0.10 | 1.27166 | 1.25166 | 0.00000 | ||
76 | 2010.05.06 15:50 | s/l | 37 | 0.40 | 1.26583 | 1.26583 | 0.00000 | -799.22 | 2502.45 |
77 | 2010.05.06 18:10 | s/l | 38 | 0.30 | 1.26531 | 1.26531 | 0.00000 | -599.41 | 1903.03 |
78 | 2010.07.13 13:03 | close | 39 | 0.10 | 1.26224 | 1.25166 | 0.00000 | -89.91 | 1813.12 |
79 | 2010.07.13 14:03 | sell | 40 | 0.20 | 1.26569 | 1.28569 | 0.00000 | ||
80 | 2010.07.13 15:05 | sell | 41 | 0.20 | 1.26735 | 1.28735 | 0.00000 | ||
81 | 2010.07.15 09:02 | sell | 42 | 0.10 | 1.28007 | 1.30007 | 0.00000 | ||
82 | 2010.07.15 12:45 | s/l | 40 | 0.20 | 1.28569 | 1.28569 | 0.00000 | -401.30 | 1411.83 |
83 | 2010.07.15 13:15 | s/l | 41 | 0.20 | 1.28735 | 1.28735 | 0.00000 | -401.30 | 1010.53 |
84 | 2010.07.15 15:05 | sell | 43 | 0.10 | 1.28958 | 1.30958 | 0.00000 | ||
85 | 2010.07.16 11:50 | s/l | 42 | 0.10 | 1.30007 | 1.30007 | 0.00000 | -200.16 | 810.37 |
86 | 2010.07.20 06:05 | sell | 44 | 0.10 | 1.29917 | 1.31917 | 0.00000 | ||
87 | 2010.07.21 11:02 | close | 43 | 0.10 | 1.27966 | 1.30958 | 0.00000 | 98.55 | 908.92 |
88 | 2010.07.22 14:00 | sell | 45 | 0.10 | 1.28952 | 1.30952 | 0.00000 | ||
89 | 2010.08.05 06:30 | s/l | 45 | 0.10 | 1.30952 | 1.30952 | 0.00000 | -202.27 | 706.65 |
90 | 2010.08.05 08:05 | sell | 46 | 0.10 | 1.31476 | 1.33476 | 0.00000 | ||
91 | 2010.08.05 09:20 | s/l | 44 | 0.10 | 1.31917 | 1.31917 | 0.00000 | -202.92 | 503.74 |
92 | 2010.08.10 03:00 | close | 46 | 0.10 | 1.31535 | 1.33476 | 0.00000 | -6.39 | 497.35 |
93 | 2010.08.10 03:02 | buy | 47 | 0.10 | 1.31405 | 1.29405 | 0.00000 | ||
94 | 2010.08.11 11:02 | buy | 48 | 0.10 | 1.29941 | 1.27941 | 0.00000 | ||
95 | 2010.08.11 13:15 | close at stop | 48 | 0.10 | 1.29664 | 1.27941 | 0.00000 | -27.70 | 469.65 |
96 | 2010.08.11 13:15 | close at stop | 47 | 0.10 | 1.29664 | 1.29405 | 0.00000 | -174.04 | 295.62 |