通貨ペア | GBPUSD (Great Britain Pound 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 | 1897 | Ticks modelled | 44551 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 37110.10 | Gross profit | 75910.10 | Gross loss | -38800.00 |
Profit factor | 1.96 | Expected payoff | 3373.65 | ||
Absolute drawdown | 3220.80 | Maximal drawdown | 57629.00 (76.52%) | Relative drawdown | 76.52% (57629.00) |
Total trades | 11 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 3 (0.00%) |
Profit trades (% of total) | 7 (63.64%) | Loss trades (% of total) | 4 (36.36%) | ||
Largest | profit trade | 26622.00 | loss trade | -10000.00 | |
Average | profit trade | 10844.30 | loss trade | -9700.00 | |
Maximum | consecutive wins (profit in money) | 4 (46070.50) | consecutive losses (loss in money) | 3 (-28800.00) | |
Maximal | consecutive profit (count of wins) | 46070.50 (4) | consecutive loss (count of losses) | -28800.00 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | 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 | 2010.01.13 12:05 | sell | 1 | 1.30 | 1.62908 | 1.64908 | 0.00000 | ||
2 | 2010.01.15 00:05 | sell | 2 | 0.90 | 1.63458 | 1.65458 | 0.00000 | ||
3 | 2010.02.01 08:00 | close | 1 | 1.30 | 1.59342 | 1.64908 | 0.00000 | 4635.80 | 14635.80 |
4 | 2010.02.05 08:05 | close | 2 | 0.90 | 1.56605 | 1.65458 | 0.00000 | 6167.70 | 20803.50 |
5 | 2010.02.17 08:05 | sell | 3 | 2.90 | 1.58113 | 1.60113 | 0.00000 | ||
6 | 2010.03.10 08:05 | close | 3 | 2.90 | 1.48933 | 1.60113 | 0.00000 | 26622.00 | 47425.50 |
7 | 2010.04.12 04:05 | sell | 4 | 5.00 | 1.54582 | 1.56582 | 0.00000 | ||
8 | 2010.04.19 00:05 | close | 4 | 5.00 | 1.52853 | 1.56582 | 0.00000 | 8645.00 | 56070.50 |
9 | 2010.04.27 16:05 | buy | 5 | 5.00 | 1.52594 | 1.50594 | 0.00000 | ||
10 | 2010.04.28 16:05 | buy | 6 | 5.00 | 1.51344 | 1.49344 | 0.00000 | ||
11 | 2010.05.06 06:20 | s/l | 5 | 5.00 | 1.50594 | 1.50594 | 0.00000 | -10000.00 | 46070.50 |
12 | 2010.05.06 08:05 | buy | 7 | 4.40 | 1.50202 | 1.48202 | 0.00000 | ||
13 | 2010.05.06 15:20 | s/l | 6 | 5.00 | 1.49344 | 1.49344 | 0.00000 | -10000.00 | 36070.50 |
14 | 2010.05.06 18:30 | s/l | 7 | 4.40 | 1.48202 | 1.48202 | 0.00000 | -8800.00 | 27270.50 |
15 | 2010.08.05 08:00 | sell | 8 | 3.80 | 1.58551 | 1.60551 | 0.00000 | ||
16 | 2010.08.05 08:05 | sell | 9 | 2.80 | 1.58556 | 1.60556 | 0.00000 | ||
17 | 2010.08.12 12:05 | close | 8 | 3.80 | 1.55716 | 1.60551 | 0.00000 | 10773.00 | 38043.50 |
18 | 2010.08.31 12:05 | close | 9 | 2.80 | 1.53684 | 1.60556 | 0.00000 | 13641.60 | 51685.10 |
19 | 2010.09.15 16:00 | sell | 10 | 5.00 | 1.56378 | 1.58378 | 0.00000 | ||
20 | 2010.09.24 15:40 | s/l | 10 | 5.00 | 1.58378 | 1.58378 | 0.00000 | -10000.00 | 41685.10 |
21 | 2010.10.15 12:05 | sell | 11 | 5.00 | 1.60982 | 1.62982 | 0.00000 | ||
22 | 2010.10.15 20:46 | close at stop | 11 | 5.00 | 1.59897 | 1.62982 | 0.00000 | 5425.00 | 47110.10 |