通貨ペア | EURUSD (Euro vs US Dollar) | ||||
期間 | 4時間足(H4) 2010.01.03 20:00 - 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 | 1898 | Ticks modelled | 44529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -7184.33 | Gross profit | 3023.26 | Gross loss | -10207.59 |
Profit factor | 0.30 | Expected payoff | -653.12 | ||
Absolute drawdown | 7716.53 | Maximal drawdown | 10094.62 (81.55%) | Relative drawdown | 81.55% (10094.62) |
Total trades | 11 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 5 (40.00%) |
Profit trades (% of total) | 4 (36.36%) | Loss trades (% of total) | 7 (63.64%) | ||
Largest | profit trade | 1077.80 | loss trade | -2589.01 | |
Average | profit trade | 755.81 | loss trade | -1458.23 | |
Maximum | consecutive wins (profit in money) | 3 (2521.36) | consecutive losses (loss in money) | 4 (-6790.58) | |
Maximal | consecutive profit (count of wins) | 2521.36 (3) | consecutive loss (count of losses) | -6790.58 (4) | |
Average | consecutive wins | 2 | 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 | 2010.02.05 08:05 | buy | 1 | 1.30 | 1.36552 | 1.34552 | 0.00000 | ||
2 | 2010.02.18 23:40 | s/l | 1 | 1.30 | 1.34552 | 1.34552 | 0.00000 | -2589.01 | 7410.99 |
3 | 2010.04.08 08:05 | buy | 2 | 1.00 | 1.32869 | 1.30869 | 0.00000 | ||
4 | 2010.04.28 16:05 | buy | 3 | 0.50 | 1.31216 | 1.29216 | 0.00000 | ||
5 | 2010.05.04 12:40 | s/l | 2 | 1.00 | 1.30869 | 1.30869 | 0.00000 | -1984.40 | 5426.59 |
6 | 2010.05.05 11:40 | s/l | 3 | 0.50 | 1.29216 | 1.29216 | 0.00000 | -997.73 | 4428.86 |
7 | 2010.07.16 12:05 | sell | 4 | 0.60 | 1.30036 | 1.32036 | 0.00000 | ||
8 | 2010.08.05 08:05 | sell | 5 | 0.30 | 1.31481 | 1.33481 | 0.00000 | ||
9 | 2010.08.05 09:40 | s/l | 4 | 0.60 | 1.32036 | 1.32036 | 0.00000 | -1219.44 | 3209.42 |
10 | 2010.08.12 12:05 | close | 5 | 0.30 | 1.27877 | 1.33481 | 0.00000 | 1077.80 | 4287.22 |
11 | 2010.08.13 20:05 | buy | 6 | 0.50 | 1.27532 | 1.25532 | 0.00000 | ||
12 | 2010.08.24 08:05 | buy | 7 | 0.30 | 1.26135 | 1.24135 | 0.00000 | ||
13 | 2010.09.03 12:05 | close | 6 | 0.50 | 1.28670 | 1.25532 | 0.00000 | 575.83 | 4863.04 |
14 | 2010.09.06 04:05 | close | 7 | 0.30 | 1.29019 | 1.24135 | 0.00000 | 867.74 | 5730.78 |
15 | 2010.09.14 16:05 | sell | 8 | 0.80 | 1.30300 | 1.32300 | 0.00000 | ||
16 | 2010.09.21 18:30 | s/l | 8 | 0.80 | 1.32300 | 1.32300 | 0.00000 | -1609.07 | 4121.71 |
17 | 2010.09.28 16:05 | sell | 9 | 0.50 | 1.35921 | 1.37921 | 0.00000 | ||
18 | 2010.09.29 12:05 | sell | 10 | 0.40 | 1.36388 | 1.38388 | 0.00000 | ||
19 | 2010.10.01 20:40 | s/l | 9 | 0.50 | 1.37921 | 1.37921 | 0.00000 | -1004.05 | 3117.66 |
20 | 2010.10.05 14:40 | s/l | 10 | 0.40 | 1.38388 | 1.38388 | 0.00000 | -803.89 | 2313.77 |
21 | 2010.10.15 12:05 | sell | 11 | 0.30 | 1.41444 | 1.43444 | 0.00000 | ||
22 | 2010.10.15 20:55 | close at stop | 11 | 0.30 | 1.39771 | 1.43444 | 0.00000 | 501.90 | 2815.67 |