Historical data: FXDD 5M Spread:3 期間:2006年1月 -> 2009年5月まで メモ:本日は晴天なり
Pass | StopLoss | StopStep | 損益 | Total trades | Profit factor | Expected Payoff | Drawdown $ | Drawdown % |
73 | 110 | 60 | 5173.94 | 715 | 2.37 | 7.24 | 741.72 | 6.13 |
63 | 110 | 42 | 5173.94 | 715 | 2.37 | 7.24 | 741.72 | 6.13 |
15 | 110 | 44 | 5173.94 | 715 | 2.37 | 7.24 | 741.72 | 6.13 |
13 | 115 | 50 | 5158.63 | 715 | 2.36 | 7.21 | 742.98 | 6.14 |
67 | 120 | 58 | 5142.22 | 715 | 2.35 | 7.19 | 744.26 | 6.16 |
59 | 120 | 42 | 5142.22 | 715 | 2.35 | 7.19 | 744.26 | 6.16 |
55 | 120 | 40 | 5142.22 | 715 | 2.35 | 7.19 | 744.26 | 6.16 |
40 | 120 | 44 | 5142.22 | 715 | 2.35 | 7.19 | 744.26 | 6.16 |
54 | 115 | 10 | 5033.86 | 717 | 2.29 | 7.02 | 737.10 | 6.13 |
51 | 95 | 52 | 5016.01 | 715 | 2.29 | 7.02 | 739.32 | 6.12 |
60 | 90 | 58 | 4987.49 | 715 | 2.28 | 6.98 | 739.32 | 6.14 |
57 | 90 | 60 | 4987.49 | 715 | 2.28 | 6.98 | 739.32 | 6.14 |
56 | 100 | 20 | 4941.40 | 717 | 2.26 | 6.89 | 796.08 | 6.62 |
52 | 110 | 18 | 4938.75 | 717 | 2.25 | 6.89 | 814.21 | 6.75 |
25 | 120 | 18 | 4896.20 | 716 | 2.23 | 6.84 | 849.19 | 7.02 |
34 | 120 | 20 | 4843.38 | 716 | 2.21 | 6.76 | 866.10 | 7.16 |
33 | 90 | 48 | 4800.20 | 715 | 2.19 | 6.71 | 739.32 | 6.14 |
69 | 110 | 32 | 4791.84 | 715 | 2.19 | 6.70 | 894.62 | 7.39 |
30 | 105 | 26 | 4756.75 | 717 | 2.18 | 6.63 | 882.94 | 7.35 |
12 | 105 | 34 | 4741.20 | 715 | 2.17 | 6.63 | 901.74 | 7.48 |
43 | 105 | 32 | 4722.49 | 716 | 2.17 | 6.60 | 879.74 | 7.33 |
35 | 95 | 24 | 4707.64 | 717 | 2.16 | 6.57 | 833.87 | 6.95 |
62 | 90 | 28 | 4660.81 | 717 | 2.14 | 6.50 | 835.05 | 6.98 |
76 | 90 | 42 | 4645.16 | 716 | 2.13 | 6.49 | 842.03 | 7.02 |
68 | 90 | 44 | 4628.63 | 716 | 2.12 | 6.46 | 848.47 | 7.07 |
4 | 90 | 38 | 4606.50 | 716 | 2.11 | 6.43 | 886.70 | 7.39 |
31 | 95 | 20 | 4566.20 | 719 | 2.09 | 6.35 | 760.98 | 6.40 |
71 | 90 | 22 | 4553.98 | 719 | 2.09 | 6.33 | 768.04 | 6.47 |
32 | 70 | 56 | 4538.28 | 716 | 2.10 | 6.34 | 721.35 | 6.08 |
21 | 70 | 58 | 4533.57 | 716 | 2.09 | 6.33 | 721.35 | 6.08 |
66 | 70 | 60 | 4531.51 | 716 | 2.09 | 6.33 | 721.35 | 6.08 |
58 | 90 | 12 | 4488.82 | 719 | 2.07 | 6.24 | 666.90 | 5.71 |
61 | 90 | 10 | 4460.70 | 719 | 2.06 | 6.20 | 648.06 | 5.54 |
41 | 60 | 60 | 4447.05 | 716 | 2.06 | 6.21 | 729.41 | 6.14 |
74 | 85 | 42 | 4349.26 | 715 | 2.01 | 6.08 | 873.67 | 7.36 |
28 | 85 | 24 | 4323.78 | 718 | 2.00 | 6.02 | 757.58 | 6.45 |
9 | 75 | 46 | 4292.36 | 716 | 1.99 | 5.99 | 799.43 | 6.76 |
50 | 80 | 20 | 4277.69 | 719 | 1.98 | 5.95 | 695.12 | 5.94 |
42 | 80 | 28 | 4249.78 | 719 | 1.97 | 5.91 | 784.85 | 6.64 |
38 | 75 | 44 | 4180.76 | 716 | 1.95 | 5.84 | 855.64 | 7.27 |
19 | 80 | 16 | 4139.28 | 719 | 1.93 | 5.76 | 684.46 | 5.88 |
23 | 65 | 38 | 4097.51 | 719 | 1.91 | 5.70 | 848.99 | 7.23 |
3 | 65 | 48 | 4047.69 | 718 | 1.89 | 5.64 | 860.09 | 7.32 |
7 | 65 | 24 | 4013.38 | 719 | 1.90 | 5.58 | 662.33 | 5.77 |
22 | 70 | 46 | 3914.77 | 717 | 1.85 | 5.46 | 859.11 | 7.34 |
48 | 60 | 12 | 3902.40 | 723 | 1.85 | 5.40 | 509.18 | 4.78 |
45 | 60 | 56 | 3865.36 | 717 | 1.83 | 5.39 | 805.96 | 6.88 |
47 | 60 | 30 | 3824.27 | 719 | 1.83 | 5.32 | 726.41 | 6.29 |
11 | 60 | 20 | 3739.73 | 719 | 1.80 | 5.20 | 584.67 | 5.06 |
26 | 55 | 36 | 3701.03 | 719 | 1.79 | 5.15 | 849.47 | 7.36 |
14 | 75 | 10 | 3681.49 | 720 | 1.78 | 5.11 | 535.00 | 5.01 |
65 | 50 | 44 | 3637.88 | 719 | 1.76 | 5.06 | 934.00 | 7.98 |
44 | 50 | 52 | 3614.29 | 718 | 1.76 | 5.03 | 922.33 | 7.92 |
17 | 45 | 20 | 3545.57 | 724 | 1.74 | 4.90 | 573.26 | 4.97 |
75 | 40 | 60 | 3426.72 | 718 | 1.72 | 4.77 | 812.88 | 7.08 |
27 | 40 | 26 | 3401.40 | 720 | 1.71 | 4.72 | 647.46 | 5.66 |
53 | 40 | 36 | 3347.00 | 719 | 1.70 | 4.66 | 754.47 | 6.58 |
49 | 40 | 56 | 3329.66 | 718 | 1.69 | 4.64 | 868.19 | 7.54 |
2 | 50 | 14 | 3273.83 | 719 | 1.66 | 4.55 | 665.02 | 5.75 |
72 | 40 | 42 | 3202.30 | 719 | 1.65 | 4.45 | 817.81 | 7.13 |
46 | 45 | 18 | 3169.47 | 724 | 1.63 | 4.38 | 657.88 | 5.69 |
70 | 40 | 44 | 3135.66 | 719 | 1.63 | 4.36 | 839.25 | 7.32 |
20 | 35 | 34 | 3082.86 | 721 | 1.63 | 4.28 | 700.05 | 6.22 |
16 | 55 | 10 | 2908.75 | 720 | 1.57 | 4.04 | 627.02 | 5.76 |
36 | 30 | 36 | 2788.55 | 723 | 1.55 | 3.86 | 689.63 | 6.13 |
24 | 25 | 46 | 2605.01 | 721 | 1.53 | 3.61 | 782.20 | 7.02 |
29 | 30 | 28 | 2576.29 | 724 | 1.50 | 3.56 | 563.34 | 5.48 |
8 | 30 | 24 | 2424.62 | 724 | 1.46 | 3.35 | 599.02 | 5.43 |
6 | 25 | 54 | 2415.06 | 721 | 1.48 | 3.35 | 846.74 | 7.62 |
37 | 20 | 60 | 2158.21 | 721 | 1.43 | 2.99 | 780.86 | 7.10 |
5 | 30 | 22 | 2104.18 | 726 | 1.38 | 2.90 | 582.51 | 5.67 |
64 | 40 | 10 | 2066.73 | 722 | 1.37 | 2.86 | 592.89 | 5.71 |
10 | 35 | 10 | 1862.95 | 724 | 1.33 | 2.57 | 571.84 | 5.57 |
1 | 30 | 14 | 1844.95 | 724 | 1.33 | 2.55 | 627.59 | 5.98 |
39 | 20 | 16 | 1596.32 | 724 | 1.30 | 2.20 | 595.49 | 5.82 |
18 | 25 | 20 | 1487.42 | 724 | 1.26 | 2.05 | 647.12 | 6.20 |