| 通貨ペア | EURUSD (Euro vs. United States Dollar) | ||||
| 期間 | 30分足(M30) 2008.02.01 00:00 - 2008.02.28 23:30 (2008.02.01 - 2008.02.29) | ||||
| モデル | Every tick (the most precise method based on all available least timeframes) | ||||
| パラメーター | TestMode=false; MagicNumber=541360970; MoneyManagement=true; RiskLevel=0.5; MaxLots=100; FixedLots=0.1; StopLoss=35; TakeProfit=8; Stoch1_On_Off=true; Stoch1_1=2; Stoch1_2=3; Stoch1_3=4; Stoch2_On_Off=true; Stoch2_1=3; Stoch2_2=3; Stoch2_3=1; PSar1_On_Off=true; PSar1_1=0.02; PSar1_2=0.2; PSar1_3=0.03; PSar1_4=0.3; PSar2_On_Off=false; PSar2_1=0.05; PSar2_2=0.3; PSar2_3=0.04; PSar2_4=0.2; Macd_On_Off=false; Macd_1=12; Macd_2=26; Macd_3=9; Momentum_On_Off=false; Momentum_Period=14; Adx_On_Off=false; ADXPeriod=14; Adx_Level=30; Stoch_Applied_Price=0; Macd_Applied_Price=0; Momentum_Applied_Price=0; Adx_Applied_Price=0; | ||||
| Bars in test | 1955 | Ticks modelled | 150189 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1089.87 | Gross profit | 4869.87 | Gross loss | -3780.00 |
| Profit factor | 1.29 | Expected payoff | 25.35 | ||
| Absolute drawdown | 999.00 | Maximal drawdown | 1407.00 (13.52%) | Relative drawdown | 13.52% (1407.00) |
| Total trades | 43 | Short positions (won %) | 22 (86.36%) | Long positions (won %) | 21 (80.95%) |
| Profit trades (% of total) | 36 (83.72%) | Loss trades (% of total) | 7 (16.28%) | ||
| Largest | profit trade | 160.00 | loss trade | -700.00 | |
| Average | profit trade | 135.27 | loss trade | -540.00 | |
| Maximum | consecutive wins (profit in money) | 14 (2048.00) | consecutive losses (loss in money) | 3 (-1190.00) | |
| Maximal | consecutive profit (count of wins) | 2048.00 (14) | consecutive loss (count of losses) | -1190.00 (3) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |

| # | 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 | 2008.02.01 08:00 | sell | 1 | 1.70 | 1.4863 | 1.4898 | 1.4855 | ||
| 2 | 2008.02.01 08:15 | t/p | 1 | 1.70 | 1.4855 | 1.4898 | 1.4855 | 136.00 | 10136.00 |
| 3 | 2008.02.01 08:15 | buy | 2 | 1.70 | 1.4855 | 1.4820 | 1.4863 | ||
| 4 | 2008.02.01 08:25 | t/p | 2 | 1.70 | 1.4863 | 1.4820 | 1.4863 | 136.00 | 10272.00 |
| 5 | 2008.02.01 08:25 | sell | 3 | 1.70 | 1.4864 | 1.4899 | 1.4856 | ||
| 6 | 2008.02.01 08:52 | t/p | 3 | 1.70 | 1.4856 | 1.4899 | 1.4856 | 136.00 | 10408.00 |
| 7 | 2008.02.01 16:15 | buy | 4 | 1.70 | 1.4896 | 1.4861 | 1.4904 | ||
| 8 | 2008.02.01 16:24 | s/l | 4 | 1.70 | 1.4861 | 1.4861 | 1.4904 | -595.00 | 9813.00 |
| 9 | 2008.02.04 04:50 | sell | 5 | 1.60 | 1.4800 | 1.4835 | 1.4792 | ||
| 10 | 2008.02.04 09:07 | s/l | 5 | 1.60 | 1.4835 | 1.4835 | 1.4792 | -560.00 | 9253.00 |
| 11 | 2008.02.05 01:30 | buy | 6 | 0.10 | 1.4826 | 1.4791 | 1.4834 | ||
| 12 | 2008.02.05 10:10 | s/l | 6 | 0.10 | 1.4791 | 1.4791 | 1.4834 | -35.00 | 9218.00 |
| 13 | 2008.02.08 02:00 | buy | 7 | 0.10 | 1.4476 | 1.4441 | 1.4484 | ||
| 14 | 2008.02.08 02:45 | t/p | 7 | 0.10 | 1.4484 | 1.4441 | 1.4484 | 8.00 | 9226.00 |
| 15 | 2008.02.08 02:45 | sell | 8 | 1.50 | 1.4484 | 1.4519 | 1.4476 | ||
| 16 | 2008.02.08 07:41 | t/p | 8 | 1.50 | 1.4476 | 1.4519 | 1.4476 | 120.00 | 9346.00 |
| 17 | 2008.02.08 07:41 | buy | 9 | 1.60 | 1.4476 | 1.4441 | 1.4484 | ||
| 18 | 2008.02.08 08:34 | t/p | 9 | 1.60 | 1.4484 | 1.4441 | 1.4484 | 128.00 | 9474.00 |
| 19 | 2008.02.08 08:34 | sell | 10 | 1.60 | 1.4484 | 1.4519 | 1.4476 | ||
| 20 | 2008.02.08 09:20 | t/p | 10 | 1.60 | 1.4476 | 1.4519 | 1.4476 | 128.00 | 9602.00 |
| 21 | 2008.02.08 14:09 | sell | 11 | 1.60 | 1.4481 | 1.4516 | 1.4473 | ||
| 22 | 2008.02.08 14:16 | t/p | 11 | 1.60 | 1.4473 | 1.4516 | 1.4473 | 128.00 | 9730.00 |
| 23 | 2008.02.08 14:27 | sell | 12 | 1.60 | 1.4481 | 1.4516 | 1.4473 | ||
| 24 | 2008.02.08 14:55 | s/l | 12 | 1.60 | 1.4516 | 1.4516 | 1.4473 | -560.00 | 9170.00 |
| 25 | 2008.02.08 17:00 | buy | 13 | 1.50 | 1.4480 | 1.4445 | 1.4488 | ||
| 26 | 2008.02.08 17:28 | t/p | 13 | 1.50 | 1.4488 | 1.4445 | 1.4488 | 120.00 | 9290.00 |
| 27 | 2008.02.11 08:59 | sell | 14 | 1.50 | 1.4556 | 1.4591 | 1.4548 | ||
| 28 | 2008.02.11 09:35 | t/p | 14 | 1.50 | 1.4548 | 1.4591 | 1.4548 | 120.00 | 9410.00 |
| 29 | 2008.02.12 01:03 | buy | 15 | 1.60 | 1.4518 | 1.4483 | 1.4526 | ||
| 30 | 2008.02.12 08:09 | t/p | 15 | 1.60 | 1.4526 | 1.4483 | 1.4526 | 128.00 | 9538.00 |
| 31 | 2008.02.12 10:33 | buy | 16 | 1.60 | 1.4525 | 1.4490 | 1.4533 | ||
| 32 | 2008.02.12 14:01 | t/p | 16 | 1.60 | 1.4533 | 1.4490 | 1.4533 | 128.00 | 9666.00 |
| 33 | 2008.02.12 20:00 | buy | 17 | 1.60 | 1.4584 | 1.4549 | 1.4592 | ||
| 34 | 2008.02.12 20:33 | t/p | 17 | 1.60 | 1.4592 | 1.4549 | 1.4592 | 128.00 | 9794.00 |
| 35 | 2008.02.13 04:22 | sell | 18 | 1.60 | 1.4571 | 1.4606 | 1.4563 | ||
| 36 | 2008.02.13 08:36 | t/p | 18 | 1.60 | 1.4563 | 1.4606 | 1.4563 | 128.00 | 9922.00 |
| 37 | 2008.02.13 15:15 | sell | 19 | 1.70 | 1.4585 | 1.4620 | 1.4577 | ||
| 38 | 2008.02.13 15:30 | t/p | 19 | 1.70 | 1.4577 | 1.4620 | 1.4577 | 136.00 | 10058.00 |
| 39 | 2008.02.13 15:32 | sell | 20 | 1.70 | 1.4581 | 1.4616 | 1.4573 | ||
| 40 | 2008.02.13 15:37 | t/p | 20 | 1.70 | 1.4573 | 1.4616 | 1.4573 | 136.00 | 10194.00 |
| 41 | 2008.02.13 15:46 | sell | 21 | 1.70 | 1.4581 | 1.4616 | 1.4573 | ||
| 42 | 2008.02.13 15:48 | t/p | 21 | 1.70 | 1.4573 | 1.4616 | 1.4573 | 136.00 | 10330.00 |
| 43 | 2008.02.13 23:19 | buy | 22 | 1.70 | 1.4569 | 1.4534 | 1.4577 | ||
| 44 | 2008.02.14 00:02 | t/p | 22 | 1.70 | 1.4577 | 1.4534 | 1.4577 | 149.87 | 10479.87 |
| 45 | 2008.02.14 00:02 | sell | 23 | 1.70 | 1.4577 | 1.4612 | 1.4569 | ||
| 46 | 2008.02.14 01:20 | t/p | 23 | 1.70 | 1.4569 | 1.4612 | 1.4569 | 136.00 | 10615.87 |
| 47 | 2008.02.14 08:16 | sell | 24 | 1.80 | 1.4569 | 1.4604 | 1.4561 | ||
| 48 | 2008.02.14 09:57 | s/l | 24 | 1.80 | 1.4604 | 1.4604 | 1.4561 | -630.00 | 9985.87 |
| 49 | 2008.02.14 12:30 | sell | 25 | 1.70 | 1.4619 | 1.4654 | 1.4611 | ||
| 50 | 2008.02.14 13:58 | t/p | 25 | 1.70 | 1.4611 | 1.4654 | 1.4611 | 136.00 | 10121.87 |
| 51 | 2008.02.14 14:16 | sell | 26 | 1.70 | 1.4619 | 1.4654 | 1.4611 | ||
| 52 | 2008.02.14 15:45 | t/p | 26 | 1.70 | 1.4611 | 1.4654 | 1.4611 | 136.00 | 10257.87 |
| 53 | 2008.02.15 01:55 | sell | 27 | 1.70 | 1.4641 | 1.4676 | 1.4633 | ||
| 54 | 2008.02.15 03:10 | t/p | 27 | 1.70 | 1.4633 | 1.4676 | 1.4633 | 136.00 | 10393.87 |
| 55 | 2008.02.15 04:15 | buy | 28 | 1.70 | 1.4632 | 1.4597 | 1.4640 | ||
| 56 | 2008.02.15 07:03 | t/p | 28 | 1.70 | 1.4640 | 1.4597 | 1.4640 | 136.00 | 10529.87 |
| 57 | 2008.02.15 10:51 | buy | 29 | 1.80 | 1.4644 | 1.4609 | 1.4652 | ||
| 58 | 2008.02.15 11:02 | t/p | 29 | 1.80 | 1.4652 | 1.4609 | 1.4652 | 144.00 | 10673.87 |
| 59 | 2008.02.15 19:30 | sell | 30 | 1.80 | 1.4680 | 1.4715 | 1.4672 | ||
| 60 | 2008.02.15 19:47 | t/p | 30 | 1.80 | 1.4672 | 1.4715 | 1.4672 | 144.00 | 10817.87 |
| 61 | 2008.02.18 09:22 | sell | 31 | 1.80 | 1.4683 | 1.4718 | 1.4675 | ||
| 62 | 2008.02.18 09:59 | t/p | 31 | 1.80 | 1.4675 | 1.4718 | 1.4675 | 144.00 | 10961.87 |
| 63 | 2008.02.19 01:01 | buy | 32 | 1.80 | 1.4653 | 1.4618 | 1.4661 | ||
| 64 | 2008.02.19 04:19 | t/p | 32 | 1.80 | 1.4661 | 1.4618 | 1.4661 | 144.00 | 11105.87 |
| 65 | 2008.02.19 21:25 | sell | 33 | 1.90 | 1.4737 | 1.4772 | 1.4729 | ||
| 66 | 2008.02.19 22:25 | t/p | 33 | 1.90 | 1.4729 | 1.4772 | 1.4729 | 152.00 | 11257.87 |
| 67 | 2008.02.20 08:14 | sell | 34 | 1.90 | 1.4716 | 1.4751 | 1.4708 | ||
| 68 | 2008.02.20 08:31 | t/p | 34 | 1.90 | 1.4708 | 1.4751 | 1.4708 | 152.00 | 11409.87 |
| 69 | 2008.02.20 09:19 | sell | 35 | 1.90 | 1.4714 | 1.4749 | 1.4706 | ||
| 70 | 2008.02.20 09:54 | t/p | 35 | 1.90 | 1.4706 | 1.4749 | 1.4706 | 152.00 | 11561.87 |
| 71 | 2008.02.22 02:30 | buy | 36 | 1.90 | 1.4811 | 1.4776 | 1.4819 | ||
| 72 | 2008.02.22 10:35 | t/p | 36 | 1.90 | 1.4819 | 1.4776 | 1.4819 | 152.00 | 11713.87 |
| 73 | 2008.02.25 02:54 | buy | 37 | 2.00 | 1.4823 | 1.4788 | 1.4831 | ||
| 74 | 2008.02.25 08:30 | t/p | 37 | 2.00 | 1.4831 | 1.4788 | 1.4831 | 160.00 | 11873.87 |
| 75 | 2008.02.26 04:00 | buy | 38 | 2.00 | 1.4823 | 1.4788 | 1.4831 | ||
| 76 | 2008.02.26 06:07 | t/p | 38 | 2.00 | 1.4831 | 1.4788 | 1.4831 | 160.00 | 12033.87 |
| 77 | 2008.02.26 07:29 | buy | 39 | 2.00 | 1.4822 | 1.4787 | 1.4830 | ||
| 78 | 2008.02.26 09:56 | s/l | 39 | 2.00 | 1.4787 | 1.4787 | 1.4830 | -700.00 | 11333.87 |
| 79 | 2008.02.27 13:02 | buy | 40 | 1.90 | 1.5037 | 1.5002 | 1.5045 | ||
| 80 | 2008.02.27 13:11 | t/p | 40 | 1.90 | 1.5045 | 1.5002 | 1.5045 | 152.00 | 11485.87 |
| 81 | 2008.02.27 13:26 | buy | 41 | 1.90 | 1.5035 | 1.5000 | 1.5043 | ||
| 82 | 2008.02.27 14:00 | t/p | 41 | 1.90 | 1.5043 | 1.5000 | 1.5043 | 152.00 | 11637.87 |
| 83 | 2008.02.27 20:32 | buy | 42 | 1.90 | 1.5118 | 1.5083 | 1.5126 | ||
| 84 | 2008.02.27 22:30 | t/p | 42 | 1.90 | 1.5126 | 1.5083 | 1.5126 | 152.00 | 11789.87 |
| 85 | 2008.02.28 00:32 | buy | 43 | 2.00 | 1.5119 | 1.5084 | 1.5127 | ||
| 86 | 2008.02.28 09:41 | s/l | 43 | 2.00 | 1.5084 | 1.5084 | 1.5127 | -700.00 | 11089.87 |