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- 조회수:
- 13691
- 평가:
- 게시됨:
- 2008.05.16 06:39
- 업데이트됨:
- 2014.04.21 14:52
-
이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동
Symbol | EURJPY (Euro vs Japanese Yen) | ||||
Timeframe | 4 Hours (H4) 2006.12.05 00:00 - 2007.03.07 00:00 (2006.12.05 - 2007.03.07) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Bars in history | 1380 | Ticks modelled | 5265 | Modelling quality | n/a |
Charts mismatch errors | 10 | ||||
Initial deposit | 10000.00 | ||||
Net profit | 4740.25 | Total profit | 5014.92 | Total loss | -274.67 |
Profit factor | 18.26 | Expected payoff | 364.63 | ||
Absolute drawdown | 1071.62 | Maximum drawdown | 3220.28 (26.51%) | Relative drawdown | 26.51% (3220.28) |
Total trades | 13 | Short positions (% of won) | 13 (76.92%) | Long positions (% of won) | 0 (0.00%) |
Profitable trades (% of the total) | 10 (76.92%) | Losing trades (% of the total) | 3 (23.08%) | ||
The largest | profitable trade | 1403.65 | losing trade | -151.13 | |
Average | profitable trade | 501.49 | losing trade | -91.56 | |
Maximum amount of | successive wins (profit) | 8 (4449.25) | successive losses (loss) | 2 (-196.69) | |
Maximal | successive profit (amount of wins) | 4449.25 (8) | successive loss (amount of losses) | -196.69 (2) | |
Average | successive win | 5 | successive loss | 2 |
Order | Time | Type | Order | Volume | Price | S/L | T/P | Profit | Balance |
1 | 2006.12.05 08:20 | sell | 1 | 0.40 | 153.35 | 0.00 | 0.00 | ||
2 | 2006.12.06 02:40 | sell | 2 | 2.00 | 152.90 | 0.00 | 0.00 | ||
3 | 2006.12.06 06:20 | sell | 3 | 1.60 | 152.68 | 0.00 | 0.00 | ||
4 | 2006.12.06 06:40 | sell | 4 | 1.20 | 152.76 | 0.00 | 0.00 | ||
5 | 2006.12.06 07:20 | sell | 5 | 0.80 | 152.79 | 0.00 | 0.00 | ||
6 | 2006.12.06 10:00 | modify | 1 | 0.40 | 153.35 | 152.73 | 0.00 | ||
7 | 2006.12.06 10:00 | modify | 2 | 2.00 | 152.90 | 152.73 | 0.00 | ||
8 | 2006.12.06 10:00 | modify | 3 | 1.60 | 152.68 | 152.73 | 0.00 | ||
9 | 2006.12.06 10:00 | modify | 4 | 1.20 | 152.76 | 152.73 | 0.00 | ||
10 | 2006.12.06 10:00 | modify | 5 | 0.80 | 152.79 | 152.73 | 0.00 | ||
11 | 2006.12.06 12:20 | s/l | 1 | 0.40 | 152.73 | 152.73 | 0.00 | 234.25 | 10234.25 |
12 | 2006.12.06 12:20 | s/l | 2 | 2.00 | 152.73 | 152.73 | 0.00 | 331.41 | 10565.66 |
13 | 2006.12.06 12:20 | s/l | 3 | 1.60 | 152.73 | 152.73 | 0.00 | -77.98 | 10487.68 |
14 | 2006.12.06 12:20 | s/l | 4 | 1.20 | 152.73 | 152.73 | 0.00 | 35.09 | 10522.77 |
15 | 2006.12.06 12:20 | s/l | 5 | 0.80 | 152.73 | 152.73 | 0.00 | 46.79 | 10569.56 |
16 | 2006.12.14 16:20 | sell | 6 | 0.40 | 154.87 | 0.00 | 0.00 | ||
17 | 2006.12.15 03:20 | sell | 7 | 2.00 | 154.80 | 0.00 | 0.00 | ||
18 | 2006.12.15 16:40 | modify | 6 | 0.40 | 154.87 | 154.56 | 0.00 | ||
19 | 2006.12.15 16:40 | modify | 7 | 2.00 | 154.80 | 154.56 | 0.00 | ||
20 | 2006.12.15 17:40 | modify | 6 | 0.40 | 154.87 | 154.40 | 0.00 | ||
21 | 2006.12.15 17:40 | modify | 7 | 2.00 | 154.80 | 154.40 | 0.00 | ||
22 | 2006.12.15 18:20 | modify | 6 | 0.40 | 154.87 | 154.08 | 0.00 | ||
23 | 2006.12.15 18:20 | modify | 7 | 2.00 | 154.80 | 154.08 | 0.00 | ||
24 | 2006.12.15 19:59 | s/l | 6 | 0.40 | 154.08 | 154.08 | 0.00 | 300.53 | 10870.09 |
25 | 2006.12.15 19:59 | s/l | 7 | 2.00 | 154.08 | 154.08 | 0.00 | 1403.65 | 12273.74 |
26 | 2006.12.21 08:20 | sell | 8 | 0.40 | 155.59 | 0.00 | 0.00 | ||
27 | 2007.01.08 01:40 | sell | 9 | 2.00 | 154.09 | 0.00 | 0.00 | ||
28 | 2007.01.08 11:20 | modify | 8 | 0.40 | 155.59 | 153.96 | 0.00 | ||
29 | 2007.01.08 11:20 | modify | 9 | 2.00 | 154.09 | 153.96 | 0.00 | ||
30 | 2007.01.08 11:59 | s/l | 8 | 0.40 | 153.96 | 153.96 | 0.00 | 515.73 | 12789.48 |
31 | 2007.01.08 11:59 | s/l | 9 | 2.00 | 153.96 | 153.96 | 0.00 | 253.44 | 13042.92 |
32 | 2007.01.10 00:20 | sell | 10 | 0.40 | 154.61 | 0.00 | 0.00 | ||
33 | 2007.03.05 21:40 | sell | 11 | 2.00 | 151.54 | 0.00 | 0.00 | ||
34 | 2007.03.05 22:20 | sell | 12 | 1.60 | 151.04 | 0.00 | 0.00 | ||
35 | 2007.03.05 22:40 | sell | 13 | 1.20 | 150.94 | 0.00 | 0.00 | ||
36 | 2007.03.05 23:00 | modify | 10 | 0.40 | 154.61 | 151.05 | 0.00 | ||
37 | 2007.03.05 23:00 | modify | 11 | 2.00 | 151.54 | 151.05 | 0.00 | ||
38 | 2007.03.05 23:00 | modify | 12 | 1.60 | 151.04 | 151.05 | 0.00 | ||
39 | 2007.03.05 23:00 | modify | 13 | 1.20 | 150.94 | 151.05 | 0.00 | ||
40 | 2007.03.06 00:20 | s/l | 10 | 0.40 | 151.05 | 151.05 | 0.00 | 976.21 | 14019.13 |
41 | 2007.03.06 00:20 | s/l | 11 | 2.00 | 151.05 | 151.05 | 0.00 | 917.81 | 14936.94 |
42 | 2007.03.06 00:20 | s/l | 12 | 1.60 | 151.05 | 151.05 | 0.00 | -45.55 | 14891.38 |
43 | 2007.03.06 00:20 | s/l | 13 | 1.20 | 151.05 | 151.05 | 0.00 | -151.13 | 14740.25 |
MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/8055

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