제가 만든건데....평가좀,,,,,부탁요,,,

Strategy Tester Report

EA_2011-09-22

SilkRoadFX-IBFX (Build 401)

통화		EURUSD (Euro vs US Dollar)
기간		1 분 (M1) 2011.08.19 07:30 - 2011.11.01 17:59
적용 데이타		모든 틱(프랙탈 보간을 가진 사용 가능한 최소 타임 프레임 전체를 기준)
변수		Lots=1; Slippage=3; UseTakeProfit=false; TakeProfit=150; UseStopLoss=false; StopLoss=100; TickMode=true;
테스트 중인 바 차트	74796	모델링된 틱	4907850	모델링 품질	24.97%
Mismatched charts errors	0
초기 입금액	10000.00
총 순이익	23852.50	순이익	29563.10	순손실	-5710.60
손익 요인	5.18	예상 지불액	404.28
최대 손실 한도	1045.00	최대 인출 촌액(%)	3783.70 (15.20%)	Relative drawdown	16.83% (1812.00)
총 매매횟수	59	숏 포지션(won %)	27 (62.96%)	롱 포지션(won %)	32 (59.38%)
		거래이익횟수 (승률%)	36 (61.02%)	거래손실횟수 (승률%)	23 (38.98%)
최대치		거래이익	4732.20	거래손실	-1929.80
평균		거래이익	821.20	거래손실	-248.29
최대		연속 이익 (이익 금액)	5 (1333.20)	연속 손실 (손실 금액)	5 (-589.40)
최대화		연속 이익 (연속 이익 횟수)	5080.20 (2)	연속 손실 (연속 손실 횟수)	-2106.50 (2)
평균		연속 이익	2	연속 손실	1

# #	시간	주문형태	주문	계약수	가격	손절매	이익실현	손익	전일예탁잔고
1	2011.08.22 15:31	buy	1	1.00	1.43568	0.00000	0.00000
2	2011.08.23 11:44	close	1	1.00	1.43902	0.00000	0.00000	334.20	10334.20
3	2011.08.23 15:22	sell	2	1.00	1.43901	0.00000	0.00000
4	2011.08.23 22:25	close	2	1.00	1.44278	0.00000	0.00000	-377.00	9957.20
5	2011.08.23 22:25	buy	3	1.00	1.44278	0.00000	0.00000
6	2011.08.24 03:45	close	3	1.00	1.44260	0.00000	0.00000	-17.80	9939.40
7	2011.08.24 07:40	buy	4	1.00	1.44277	0.00000	0.00000
8	2011.08.24 16:02	close	4	1.00	1.44339	0.00000	0.00000	62.00	10001.40
9	2011.08.24 16:02	sell	5	1.00	1.44361	0.00000	0.00000
10	2011.08.24 23:46	close	5	1.00	1.44286	0.00000	0.00000	75.00	10076.40
11	2011.08.24 23:46	buy	6	1.00	1.44286	0.00000	0.00000
12	2011.08.25 15:40	close	6	1.00	1.44297	0.00000	0.00000	11.60	10088.00
13	2011.08.25 15:40	sell	7	1.00	1.44297	0.00000	0.00000
14	2011.08.25 21:05	close	7	1.00	1.44361	0.00000	0.00000	-64.00	10024.00
15	2011.08.25 21:05	buy	8	1.00	1.44343	0.00000	0.00000
16	2011.08.26 09:50	close	8	1.00	1.44006	0.00000	0.00000	-336.80	9687.20
17	2011.08.26 09:50	sell	9	1.00	1.44040	0.00000	0.00000
18	2011.08.26 21:29	close	9	1.00	1.43934	0.00000	0.00000	106.00	9793.20
19	2011.08.26 21:29	buy	10	1.00	1.43934	0.00000	0.00000
20	2011.08.30 06:44	close	10	1.00	1.45120	0.00000	0.00000	1186.40	10979.60
21	2011.08.30 15:08	buy	11	1.00	1.45179	0.00000	0.00000
22	2011.08.30 16:03	close	11	1.00	1.45049	0.00000	0.00000	-130.00	10849.60
23	2011.08.30 16:03	sell	12	1.00	1.45049	0.00000	0.00000
24	2011.08.31 17:21	close	12	1.00	1.44410	0.00000	0.00000	636.10	11485.70
25	2011.08.31 17:21	buy	13	1.00	1.44395	0.00000	0.00000
26	2011.09.01 00:11	close	13	1.00	1.44314	0.00000	0.00000	-80.40	11405.30
27	2011.09.01 00:11	sell	14	1.00	1.44314	0.00000	0.00000
28	2011.09.06 20:30	close	14	1.00	1.41467	0.00000	0.00000	2838.30	14243.60
29	2011.09.07 17:10	sell	15	1.00	1.41131	0.00000	0.00000
30	2011.09.07 20:22	close	15	1.00	1.40547	0.00000	0.00000	584.00	14827.60
31	2011.09.07 21:07	buy	16	1.00	1.40324	0.00000	0.00000
32	2011.09.08 00:06	close	16	1.00	1.40600	0.00000	0.00000	276.60	15104.20
33	2011.09.08 00:06	sell	17	1.00	1.40600	0.00000	0.00000
34	2011.09.08 09:02	close	17	1.00	1.40757	0.00000	0.00000	-157.00	14947.20
35	2011.09.08 15:56	sell	18	1.00	1.40797	0.00000	0.00000
36	2011.09.08 19:20	close	18	1.00	1.40611	0.00000	0.00000	186.00	15133.20
37	2011.09.08 19:20	buy	19	1.00	1.40611	0.00000	0.00000
38	2011.09.08 21:31	close	19	1.00	1.40595	0.00000	0.00000	-16.00	15117.20
39	2011.09.08 21:31	sell	20	1.00	1.40595	0.00000	0.00000
40	2011.09.13 00:12	close	20	1.00	1.36275	0.00000	0.00000	4311.30	19428.50
41	2011.09.13 03:58	buy	21	1.00	1.35800	0.00000	0.00000
42	2011.09.14 16:27	close	21	1.00	1.36479	0.00000	0.00000	679.20	20107.70
43	2011.09.14 18:32	sell	22	1.00	1.36593	0.00000	0.00000
44	2011.09.14 23:16	close	22	1.00	1.36706	0.00000	0.00000	-113.00	19994.70
45	2011.09.14 23:16	buy	23	1.00	1.36706	0.00000	0.00000
46	2011.09.15 22:07	close	23	1.00	1.38739	0.00000	0.00000	2033.60	22028.30
47	2011.09.16 16:04	buy	24	1.00	1.38230	0.00000	0.00000
48	2011.09.16 23:01	close	24	1.00	1.38445	0.00000	0.00000	215.00	22243.30
49	2011.09.16 23:01	sell	25	1.00	1.38445	0.00000	0.00000
50	2011.09.20 07:21	close	25	1.00	1.36547	0.00000	0.00000	1892.20	24135.50
51	2011.09.20 16:22	sell	26	1.00	1.36531	0.00000	0.00000
52	2011.09.20 22:31	close	26	1.00	1.36665	0.00000	0.00000	-134.00	24001.50
53	2011.09.20 22:36	buy	27	1.00	1.36649	0.00000	0.00000
54	2011.09.21 18:31	close	27	1.00	1.36925	0.00000	0.00000	276.20	24277.70
55	2011.09.21 18:31	sell	28	1.00	1.36925	0.00000	0.00000
56	2011.09.22 03:33	close	28	1.00	1.37093	0.00000	0.00000	-176.70	24101.00
57	2011.09.22 03:35	buy	29	1.00	1.36821	0.00000	0.00000
58	2011.09.23 08:41	close	29	1.00	1.34891	0.00000	0.00000	-1929.80	22171.20
59	2011.09.23 08:41	sell	30	1.00	1.34903	0.00000	0.00000
60	2011.09.23 14:52	close	30	1.00	1.34795	0.00000	0.00000	108.00	22279.20
61	2011.09.23 14:52	buy	31	1.00	1.34795	0.00000	0.00000
62	2011.09.23 23:08	close	31	1.00	1.34999	0.00000	0.00000	204.00	22483.20
63	2011.09.23 23:30	sell	32	1.00	1.35029	0.00000	0.00000
64	2011.09.24 03:34	close	32	1.00	1.34883	0.00000	0.00000	146.00	22629.20
65	2011.09.26 17:51	sell	33	1.00	1.34604	0.00000	0.00000
66	2011.09.26 22:32	close	33	1.00	1.34574	0.00000	0.00000	30.00	22659.20
67	2011.09.27 17:50	buy	34	1.00	1.34897	0.00000	0.00000
68	2011.09.28 14:17	close	34	1.00	1.35742	0.00000	0.00000	845.20	23504.40
69	2011.09.28 21:36	buy	35	1.00	1.36167	0.00000	0.00000
70	2011.09.29 12:36	close	35	1.00	1.36046	0.00000	0.00000	-120.40	23384.00
71	2011.09.29 12:36	sell	36	1.00	1.36046	0.00000	0.00000
72	2011.09.30 01:34	close	36	1.00	1.36003	0.00000	0.00000	40.10	23424.10
73	2011.09.30 01:34	buy	37	1.00	1.36003	0.00000	0.00000
74	2011.09.30 09:35	close	37	1.00	1.35987	0.00000	0.00000	-16.00	23408.10
75	2011.09.30 09:35	sell	38	1.00	1.35987	0.00000	0.00000
76	2011.10.06 00:14	close	38	1.00	1.33000	0.00000	0.00000	2969.60	26377.70
77	2011.10.06 00:14	buy	39	1.00	1.32932	0.00000	0.00000
78	2011.10.10 09:59	close	39	1.00	1.34420	0.00000	0.00000	1488.40	27866.10
79	2011.10.10 13:10	sell	40	1.00	1.34593	0.00000	0.00000
80	2011.10.11 17:52	close	40	1.00	1.35980	0.00000	0.00000	-1389.90	26476.20
81	2011.10.11 17:52	buy	41	1.00	1.35961	0.00000	0.00000
82	2011.10.11 23:52	close	41	1.00	1.36312	0.00000	0.00000	351.00	26827.20
83	2011.10.11 23:52	sell	42	1.00	1.36324	0.00000	0.00000
84	2011.10.12 09:31	close	42	1.00	1.36258	0.00000	0.00000	63.10	26890.30
85	2011.10.12 09:31	buy	43	1.00	1.36258	0.00000	0.00000
86	2011.10.12 13:23	close	43	1.00	1.36243	0.00000	0.00000	-15.00	26875.30
87	2011.10.13 17:36	buy	44	1.00	1.37419	0.00000	0.00000
88	2011.10.14 02:27	close	44	1.00	1.37590	0.00000	0.00000	171.20	27046.50
89	2011.10.14 02:27	sell	45	1.00	1.37590	0.00000	0.00000
90	2011.10.14 07:42	close	45	1.00	1.37565	0.00000	0.00000	25.00	27071.50
91	2011.10.14 07:42	buy	46	1.00	1.37565	0.00000	0.00000
92	2011.10.14 11:49	close	46	1.00	1.37551	0.00000	0.00000	-14.00	27057.50
93	2011.10.14 12:36	sell	47	1.00	1.37551	0.00000	0.00000
94	2011.10.14 16:32	close	47	1.00	1.37568	0.00000	0.00000	-17.00	27040.50
95	2011.10.14 16:32	buy	48	1.00	1.37568	0.00000	0.00000
96	2011.10.19 00:38	close	48	1.00	1.37198	0.00000	0.00000	-369.40	26671.10
97	2011.10.19 00:38	sell	49	1.00	1.37198	0.00000	0.00000
98	2011.10.19 06:07	close	49	1.00	1.37360	0.00000	0.00000	-162.00	26509.10
99	2011.10.20 00:59	buy	50	1.00	1.37732	0.00000	0.00000
100	2011.10.20 18:28	close	50	1.00	1.37705	0.00000	0.00000	-27.00	26482.10
101	2011.10.20 18:28	sell	51	1.00	1.37722	0.00000	0.00000
102	2011.10.20 23:14	close	51	1.00	1.37566	0.00000	0.00000	156.00	26638.10
103	2011.10.20 23:21	buy	52	1.00	1.37427	0.00000	0.00000
104	2011.10.21 02:50	close	52	1.00	1.37492	0.00000	0.00000	65.20	26703.30
105	2011.10.21 02:50	sell	53	1.00	1.37492	0.00000	0.00000
106	2011.10.21 16:01	close	53	1.00	1.37507	0.00000	0.00000	-15.00	26688.30
107	2011.10.21 16:01	buy	54	1.00	1.37507	0.00000	0.00000
108	2011.10.24 23:17	close	54	1.00	1.38681	0.00000	0.00000	1174.20	27862.50
109	2011.10.25 14:41	buy	55	1.00	1.38905	0.00000	0.00000
110	2011.10.26 01:54	close	55	1.00	1.39214	0.00000	0.00000	309.20	28171.70
111	2011.10.26 06:05	buy	56	1.00	1.39054	0.00000	0.00000
112	2011.10.26 22:16	close	56	1.00	1.39687	0.00000	0.00000	633.00	28804.70
113	2011.10.26 22:50	buy	57	1.00	1.39034	0.00000	0.00000
114	2011.10.27 04:31	close	57	1.00	1.39001	0.00000	0.00000	-32.40	28772.30
115	2011.10.28 22:06	buy	58	1.00	1.41424	0.00000	0.00000
116	2011.10.28 23:41	close	58	1.00	1.41772	0.00000	0.00000	348.00	29120.30
117	2011.10.28 23:41	sell	59	1.00	1.41772	0.00000	0.00000
118	2011.11.01 17:59	close at stop	59	1.00	1.37034	0.00000	0.00000	4732.20	33852.50