Strategy Tester Report
多聞天 2011_07_10 (Ver5.0)
FXDDMalta-MT4 Demo Server 2 (Build 402)

通貨ペアUSDJPY (United States Dollar vs. Japanese Yen)
期間15分足(M15) 2010.06.28 00:00 - 2011.07.01 22:45 (2010.06.27 - 2011.07.02)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターNoteRisk="Trade Lot Risk %: 0.50 - 20.00"; PercentToRisk=5; NoteScale="Test Lot Scaling: 0.00 - 1.00"; TestLotScale=1; NoteSpread="Max Spreads: 2.0 - 6.0"; MaxSpread=6; NoteFri="Trade after Friday Cut Hour"; TradeLateFri=false; FridayCutHour=15; NoteDec="Trade on December Cut Date (15)"; TradeLateDec=false; NoteBroker="Broker Friendly Settings"; PipStepping=false; FXOpenECN=false;
Bars in test24341Ticks modelled9090515Modelling quality90.00%
Mismatched charts errors2
Initial deposit10000.00
Total net profit2535.57Gross profit3755.93Gross loss-1220.36
Profit factor3.08Expected payoff24.86
Absolute drawdown125.58Maximal drawdown743.43 (5.98%)Relative drawdown5.98% (743.43)
Total trades102Short positions (won %)60 (81.67%)Long positions (won %)42 (83.33%)
Profit trades (% of total)84 (82.35%)Loss trades (% of total)18 (17.65%)
Largestprofit trade252.04loss trade-162.63
Averageprofit trade44.71loss trade-67.80
Maximumconsecutive wins (profit in money)12 (280.57)consecutive losses (loss in money)3 (-143.46)
Maximalconsecutive profit (count of wins)444.35 (11)consecutive loss (count of losses)-162.63 (1)
Averageconsecutive wins5consecutive losses1
Graph
#時間取引種別注文番号数量PriceS/L:決済逆指値T/P:決済指値損益Balance
12010.06.28 01:47sell10.3489.3800.0000.000
22010.06.28 01:47modify10.3489.38090.58088.880
32010.06.28 02:47close10.3489.28590.58088.88036.1810036.18
42010.06.29 14:10sell20.3488.8200.0000.000
52010.06.29 14:10modify20.3488.82090.02088.320
62010.06.29 15:47close20.3488.73890.02088.32031.4210067.60
72010.07.07 00:00sell30.3487.5200.0000.000
82010.07.07 00:00modify30.3487.52088.72087.020
92010.07.07 01:50close30.3487.50588.72087.0205.8310073.43
102010.07.12 08:03buy40.3489.0180.0000.000
112010.07.12 08:03modify40.3489.01887.81889.518
122010.07.12 16:42close40.3488.69687.81889.518-123.439950.00
132010.07.12 16:42sell50.3388.7000.0000.000
142010.07.12 16:42modify50.3388.70089.90088.200
152010.07.13 14:15t/p50.3388.20089.90088.200186.4710136.47
162010.07.14 10:18buy60.3488.8770.0000.000
172010.07.14 10:18modify60.3488.87787.67789.377
182010.07.14 11:18close60.3488.91287.67789.37713.3810149.85
192010.07.15 22:46sell70.3487.5400.0000.000
202010.07.15 22:46modify70.3487.54088.74087.040
212010.07.15 23:51close70.3487.42888.74087.04043.5610193.41
222010.07.16 03:28sell80.3487.4900.0000.000
232010.07.16 03:28modify80.3487.49088.69086.990
242010.07.16 04:37close80.3487.26888.69086.99086.4910279.90
252010.07.16 10:03sell90.3587.2500.0000.000
262010.07.16 10:03modify90.3587.25088.45086.750
272010.07.16 11:08close90.3587.17988.45086.75028.5010308.40
282010.07.19 03:04sell100.3586.6650.0000.000
292010.07.19 03:04modify100.3586.66587.86586.165
302010.07.19 04:37close100.3586.58787.86586.16531.5310339.93
312010.07.22 10:18sell110.3586.5410.0000.000
322010.07.22 10:18modify110.3586.54187.74186.041
332010.07.22 22:36close110.3586.94587.74186.041-162.6310177.30
342010.07.22 22:36buy120.3486.9460.0000.000
352010.07.22 22:36modify120.3486.94685.74687.446
362010.07.23 12:30close120.3487.10085.74687.44660.1110237.41
372010.07.28 01:15buy130.3487.8030.0000.000
382010.07.28 01:15modify130.3487.80386.60388.303
392010.07.28 06:28close130.3487.80386.60388.3030.0010237.41
402010.07.30 09:47sell140.3486.5180.0000.000
412010.07.30 09:47modify140.3486.51887.71886.018
422010.07.30 10:54close140.3486.32387.71886.01876.8010314.21
432010.08.02 22:01sell150.3586.4900.0000.000
442010.08.02 22:01modify150.3586.49087.69085.990
452010.08.02 23:02close150.3586.43987.69085.99020.6510334.86
462010.08.04 10:41sell160.3585.5100.0000.000
472010.08.04 10:41modify160.3585.51086.71085.010
482010.08.04 12:00close160.3585.44586.71085.01026.6310361.49
492010.08.09 00:00sell170.3585.4200.0000.000
502010.08.09 00:00modify170.3585.42086.62084.920
512010.08.09 01:00close170.3585.35386.62084.92027.4710388.96
522010.08.11 05:02sell180.3585.3940.0000.000
532010.08.11 05:02modify180.3585.39486.59484.894
542010.08.11 06:02close180.3585.31186.59484.89434.0510423.01
552010.08.17 00:14sell190.3585.3600.0000.000
562010.08.17 00:14modify190.3585.36086.56084.860
572010.08.17 01:53close190.3585.34886.56084.8604.9210427.93
582010.08.17 06:01sell200.3585.3000.0000.000
592010.08.17 06:01modify200.3585.30086.50084.800
602010.08.17 07:17close200.3585.27186.50084.80011.9010439.83
612010.08.18 08:11sell210.3585.4300.0000.000
622010.08.18 08:11modify210.3585.43086.63084.930
632010.08.18 11:15close210.3585.42886.63084.9300.8210440.65
642010.08.23 11:01sell220.3585.3900.0000.000
652010.08.23 11:01modify220.3585.39086.59084.890
662010.08.23 12:01close220.3585.35086.59084.89016.4010457.05
672010.08.23 19:34sell230.3585.2000.0000.000
682010.08.23 19:34modify230.3585.20086.40084.700
692010.08.23 22:32close230.3585.19886.40084.7000.8210457.87
702010.08.27 06:06sell240.3584.4020.0000.000
712010.08.27 06:06modify240.3584.40285.60283.902
722010.08.27 13:41close240.3584.61085.60283.902-86.0410371.83
732010.08.27 13:41buy250.3584.6080.0000.000
742010.08.27 13:41modify250.3584.60883.40885.108
752010.08.27 15:00close250.3584.68083.40885.10829.7610401.59
762010.08.31 10:25sell260.3584.3820.0000.000
772010.08.31 10:25modify260.3584.38285.58283.882
782010.08.31 14:17close260.3584.35785.58283.88210.3710411.96
792010.08.31 23:47sell270.3584.1500.0000.000
802010.08.31 23:47modify270.3584.15085.35083.650
812010.09.01 03:03close270.3584.10085.35083.65020.1610432.12
822010.09.08 10:07sell280.3583.6000.0000.000
832010.09.08 10:07modify280.3583.60084.80083.100
842010.09.08 20:06close280.3583.82184.80083.100-92.2810339.84
852010.09.08 20:06buy290.3583.8130.0000.000
862010.09.08 20:06modify290.3583.81382.61384.313
872010.09.10 04:21close290.3584.11082.61384.313123.5910463.43
882010.09.13 23:54sell300.3583.6700.0000.000
892010.09.13 23:54modify300.3583.67084.87083.170
902010.09.14 01:21close300.3583.66884.87083.1700.1910463.61
912010.09.14 08:58sell310.3583.4720.0000.000
922010.09.14 08:58modify310.3583.47284.67282.972
932010.09.14 10:04close310.3583.34884.67282.97252.0710515.68
942010.09.14 23:06sell320.3583.1100.0000.000
952010.09.14 23:06modify320.3583.11084.31082.610
962010.09.15 00:17close320.3583.06884.31082.61017.0510532.73
972010.09.15 20:00buy330.3585.5180.0000.000
982010.09.15 20:00modify330.3585.51884.31886.018
992010.09.15 21:16close330.3585.58184.31886.01825.7710558.50
1002010.09.15 21:43buy340.3585.5180.0000.000
1012010.09.15 21:43modify340.3585.51884.31886.018
1022010.09.15 22:43close340.3585.60184.31886.01833.9410592.44
1032010.09.16 03:00buy350.3685.5860.0000.000
1042010.09.16 03:00modify350.3685.58684.38686.086
1052010.09.16 04:00close350.3685.59784.38686.0864.6310597.07
1062010.09.29 15:12sell360.3683.6900.0000.000
1072010.09.29 15:12modify360.3683.69084.89083.190
1082010.09.29 16:15close360.3683.65584.89083.19015.0610612.13
1092010.09.29 16:36sell370.3683.6900.0000.000
1102010.09.29 16:36modify370.3683.69084.89083.190
1112010.09.29 17:57close370.3683.69084.89083.1900.0010612.13
1122010.10.04 15:03sell380.3683.3400.0000.000
1132010.10.04 15:03modify380.3683.34084.54082.840
1142010.10.04 16:46close380.3683.31884.54082.8409.5110621.64
1152010.10.06 01:09sell390.3683.2500.0000.000
1162010.10.06 01:09modify390.3683.25084.45082.750
1172010.10.06 02:42close390.3683.22584.45082.75010.8110632.45
1182010.10.14 15:37sell400.3681.2420.0000.000
1192010.10.14 15:37modify400.3681.24282.44280.742
1202010.10.14 21:11close400.3681.40882.44280.742-73.4110559.04
1212010.10.14 21:11buy410.3581.4060.0000.000
1222010.10.14 21:11modify410.3581.40680.20681.906
1232010.10.19 14:19close410.3581.54080.20681.90657.5210616.56
1242010.10.20 14:29sell420.3681.3100.0000.000
1252010.10.20 14:29modify420.3681.31082.51080.810
1262010.10.20 15:31close420.3681.26882.51080.81018.6110635.17
1272010.10.25 15:24sell430.3680.7100.0000.000
1282010.10.25 15:24modify430.3680.71081.91080.210
1292010.10.25 16:37close430.3680.56881.91080.21063.4510698.62
1302010.10.29 10:07sell440.3680.7210.0000.000
1312010.10.29 10:07modify440.3680.72181.92180.221
1322010.10.29 11:07close440.3680.64781.92180.22133.0310731.65
1332010.10.29 11:10sell450.3680.7300.0000.000
1342010.10.29 11:10modify450.3680.73081.93080.230
1352010.10.29 15:30close450.3680.72781.93080.2301.3410732.99
1362010.11.01 03:00sell460.3680.4640.0000.000
1372010.11.01 03:00modify460.3680.46481.66479.964
1382010.11.01 08:00close460.3680.62881.66479.964-73.2310659.76
1392010.11.01 08:00buy470.3680.6260.0000.000
1402010.11.01 08:00modify470.3680.62679.42681.126
1412010.11.03 14:11close470.3680.82079.42681.12686.4110746.17
1422010.11.10 10:27buy480.3681.7180.0000.000
1432010.11.10 10:27modify480.3681.71880.51882.218
1442010.11.10 11:27close480.3681.79280.51882.21832.5710778.74
1452010.11.15 02:10buy490.3682.4280.0000.000
1462010.11.15 02:10modify490.3682.42881.22882.928
1472010.11.15 03:12close490.3682.55081.22882.92853.2010831.94
1482010.11.16 03:14buy500.3683.0540.0000.000
1492010.11.16 03:14modify500.3683.05481.85483.554
1502010.11.16 04:14close500.3683.13381.85483.55434.2110866.15
1512010.11.25 02:03buy510.3683.4980.0000.000
1522010.11.25 02:03modify510.3683.49882.29883.998
1532010.11.25 04:47close510.3683.49882.29883.9980.0010866.15
1542010.11.29 00:00buy520.3684.0080.0000.000
1552010.11.29 00:00modify520.3684.00882.80884.508
1562010.11.29 01:12close520.3684.04082.80884.50813.7110879.86
1572010.11.29 21:13buy530.3784.2970.0000.000
1582010.11.29 21:13modify530.3784.29783.09784.797
1592010.11.30 00:04close530.3784.30083.09784.7971.3210881.18
1602010.12.02 01:00buy540.3784.1580.0000.000
1612010.12.02 01:00modify540.3784.15882.95884.658
1622010.12.02 02:42close540.3784.15882.95884.6580.0010881.18
1632010.12.06 02:00sell550.3782.7800.0000.000
1642010.12.06 02:00modify550.3782.78083.98082.280
1652010.12.06 09:30close550.3782.87083.98082.280-40.1810841.00
1662010.12.06 09:30buy560.3682.8710.0000.000
1672010.12.06 09:30modify560.3682.87181.67183.371
1682010.12.07 20:11t/p560.3683.37181.67183.371215.9011056.90
1692010.12.13 02:17buy570.3783.9380.0000.000
1702010.12.13 02:17modify570.3783.93882.73884.438
1712010.12.13 03:37close570.3783.94882.73884.4384.4111061.31
1722011.01.03 00:12sell580.3781.2300.0000.000
1732011.01.03 00:12modify580.3781.23082.43080.730
1742011.01.03 07:08close580.3781.26882.43080.730-17.3011044.01
1752011.01.03 07:08buy590.3781.2730.0000.000
1762011.01.03 07:08modify590.3781.27380.07381.773
1772011.01.04 01:04close590.3781.72480.07381.773204.1911248.20
1782011.01.06 07:40buy600.3883.2080.0000.000
1792011.01.06 07:40modify600.3883.20882.00883.708
1802011.01.06 09:04close600.3883.21282.00883.7081.8311250.03
1812011.01.11 21:26buy610.3883.2270.0000.000
1822011.01.11 21:26modify610.3883.22782.02783.727
1832011.01.12 00:02close610.3883.26882.02783.72718.7111268.74
1842011.01.12 18:00buy620.3883.2850.0000.000
1852011.01.12 18:00modify620.3883.28582.08583.785
1862011.01.13 01:08close620.3883.01882.08583.785-122.2111146.53
1872011.01.13 01:08sell630.3783.0090.0000.000
1882011.01.13 01:08modify630.3783.00984.20982.509
1892011.01.13 04:35close630.3783.00784.20982.5090.8911147.42
1902011.02.23 01:03sell640.3782.7880.0000.000
1912011.02.23 01:03modify640.3782.78883.98882.288
1922011.02.23 02:08close640.3782.77383.98882.2886.7111154.13
1932011.02.23 10:43sell650.3782.6800.0000.000
1942011.02.23 10:43modify650.3782.68083.88082.180
1952011.02.23 12:00close650.3782.66683.88082.1806.2711160.40
1962011.03.02 22:01sell660.3781.7190.0000.000
1972011.03.02 22:01modify660.3781.71982.91981.219
1982011.03.03 03:47close660.3781.82282.91981.219-48.6411111.76
1992011.03.03 03:47buy670.3781.8210.0000.000
2002011.03.03 03:47modify670.3781.82180.62182.321
2012011.03.03 17:37t/p670.3782.32180.62182.321224.7311336.49
2022011.03.08 22:05buy680.3882.6320.0000.000
2032011.03.08 22:05modify680.3882.63281.43283.132
2042011.03.08 23:51close680.3882.67981.43283.13221.6011358.09
2052011.03.09 10:03buy690.3882.8180.0000.000
2062011.03.09 10:03modify690.3882.81881.61883.318
2072011.03.09 11:10close690.3882.83281.61883.3186.4211364.51
2082011.03.15 01:28sell700.3881.7220.0000.000
2092011.03.15 01:28modify700.3881.72282.92281.222
2102011.03.15 05:05close700.3881.72282.92281.2220.0011364.51
2112011.03.15 20:09sell710.3881.0650.0000.000
2122011.03.15 20:09modify710.3881.06582.26580.565
2132011.03.15 21:13close710.3880.90982.26580.56573.2711437.78
2142011.03.16 02:16sell720.3880.8800.0000.000
2152011.03.16 02:16modify720.3880.88082.08080.380
2162011.03.16 05:05close720.3880.88082.08080.3800.0011437.78
2172011.03.28 10:31buy730.3881.6750.0000.000
2182011.03.28 10:31modify730.3881.67580.47582.175
2192011.03.28 11:31close730.3881.73880.47582.17529.2911467.07
2202011.03.30 01:28buy740.3982.4090.0000.000
2212011.03.30 01:28modify740.3982.40981.20982.909
2222011.03.30 02:33close740.3982.42481.20982.9097.1011474.17
2232011.03.30 15:19buy750.3982.9600.0000.000
2242011.03.30 15:19modify750.3982.96081.76083.460
2252011.03.30 16:19close750.3983.08281.76083.46057.2711531.44
2262011.04.01 09:02buy760.3983.5350.0000.000
2272011.04.01 09:02modify760.3983.53582.33584.035
2282011.04.01 10:02close760.3983.57382.33584.03517.7311549.17
2292011.04.05 09:58buy770.3984.3130.0000.000
2302011.04.05 09:58modify770.3984.31383.11384.813
2312011.04.05 10:58close770.3984.32883.11384.8136.9411556.11
2322011.04.06 09:25buy780.3985.2580.0000.000
2332011.04.06 09:25modify780.3985.25884.05885.758
2342011.04.06 15:00close780.3985.25084.05885.758-3.6611552.45
2352011.04.06 15:00sell790.3985.2480.0000.000
2362011.04.06 15:00modify790.3985.24886.44884.748
2372011.04.07 18:35t/p790.3984.74886.44884.748227.9211780.37
2382011.04.18 21:50sell800.4082.5820.0000.000
2392011.04.18 21:50modify800.4082.58283.78282.082
2402011.04.19 00:37close800.4082.56083.78282.0829.9211790.29
2412011.04.21 23:33sell810.4081.8440.0000.000
2422011.04.21 23:33modify810.4081.84483.04481.344
2432011.04.22 03:02close810.4081.84483.04481.344-0.7411789.54
2442011.04.26 01:10sell820.4081.8810.0000.000
2452011.04.26 01:10modify820.4081.88183.08181.381
2462011.04.26 02:10close820.4081.72683.08181.38175.8611865.40
2472011.04.28 14:15sell830.4081.7570.0000.000
2482011.04.28 14:15modify830.4081.75782.95781.257
2492011.04.28 15:30close830.4081.68682.95781.25734.7711900.17
2502011.04.28 20:01sell840.4081.5970.0000.000
2512011.04.28 20:01modify840.4081.59782.79781.097
2522011.04.28 21:20close840.4081.57182.79781.09712.7511912.92
2532011.05.05 00:00sell850.4080.6220.0000.000
2542011.05.05 00:00modify850.4080.62281.82280.122
2552011.05.05 02:12close850.4080.62281.82280.1220.0011912.92
2562011.05.05 18:33sell860.4080.0520.0000.000
2572011.05.05 18:33modify860.4080.05281.25279.552
2582011.05.05 22:24close860.4080.04181.25279.5525.5011918.42
2592011.05.10 05:17sell870.4080.3470.0000.000
2602011.05.10 05:17modify870.4080.34781.54779.847
2612011.05.13 10:11close870.4080.52181.54779.847-90.1611828.26
2622011.05.13 10:11buy880.4080.5200.0000.000
2632011.05.13 10:11modify880.4080.52079.32081.020
2642011.05.16 04:53t/p880.4081.02079.32081.020246.8512075.11
2652011.05.17 15:34buy890.4181.5670.0000.000
2662011.05.17 15:34modify890.4181.56780.36782.067
2672011.05.17 20:39close890.4181.50080.36782.067-33.7112041.40
2682011.05.17 20:39sell900.4081.5020.0000.000
2692011.05.17 20:39modify900.4081.50282.70281.002
2702011.05.18 06:46t/p900.4081.00282.70281.002246.1712287.57
2712011.05.19 04:16buy910.4181.6350.0000.000
2722011.05.19 04:16modify910.4181.63580.43582.135
2732011.05.19 08:26close910.4181.63080.43582.135-2.5112285.06
2742011.05.19 08:26sell920.4181.6290.0000.000
2752011.05.19 08:26modify920.4181.62982.82981.129
2762011.05.26 12:00close920.4181.71082.82981.129-45.9812239.08
2772011.05.26 12:23buy930.4181.7800.0000.000
2782011.05.26 12:23modify930.4181.78080.58082.280
2792011.05.31 15:47close930.4181.59180.58082.280-94.9712144.11
2802011.05.31 15:47sell940.4181.5920.0000.000
2812011.05.31 15:47modify940.4181.59282.79281.092
2822011.06.01 15:15t/p940.4181.09282.79281.092252.0412396.15
2832011.06.01 20:32sell950.4280.9480.0000.000
2842011.06.01 20:32modify950.4280.94882.14880.448
2852011.06.01 22:51close950.4280.89482.14880.44828.0412424.19
2862011.06.06 03:11sell960.4280.3110.0000.000
2872011.06.06 03:11modify960.4280.31181.51179.811
2882011.06.06 04:17close960.4280.26581.51179.81124.0712448.26
2892011.06.16 02:05buy970.4280.8770.0000.000
2902011.06.16 02:05modify970.4280.87779.67781.377
2912011.06.16 04:00close970.4280.93379.67781.37729.0612477.32
2922011.06.16 08:20buy980.4280.9300.0000.000
2932011.06.16 08:20modify980.4280.93079.73081.430
2942011.06.16 14:00close980.4280.72079.73081.430-109.2712368.05
2952011.06.16 14:00sell990.4280.7190.0000.000
2962011.06.16 14:00modify990.4280.71981.91980.219
2972011.06.17 10:50close990.4280.47881.91980.219124.9912493.04
2982011.06.27 22:22buy1000.4280.8720.0000.000
2992011.06.27 22:22modify1000.4280.87279.67281.372
3002011.06.27 23:49close1000.4280.90279.67281.37215.5712508.61
3012011.06.28 00:00buy1010.4280.8710.0000.000
3022011.06.28 00:00modify1010.4280.87179.67181.371
3032011.06.28 01:00close1010.4280.89379.67181.37111.4212520.03
3042011.06.29 01:00buy1020.4281.0510.0000.000
3052011.06.29 01:00modify1020.4281.05179.85181.551
3062011.06.29 02:08close1020.4281.08179.85181.55115.5412535.57