Strategy Tester Report
RDB_EURUSD_v1a
AlpariUK-Classic (Build 224)

通貨ペアEURUSD (Euro vs US Dollar)
期間5分足(M5) 2009.03.23 00:00 - 2009.08.21 22:55 (2009.03.22 - 2009.08.22)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターStart_Hour=21; Stop_Hour=0; Stop_Hour_2=1; Start_Days=1; Stop_Days=5; Buy_Order=true; Sell_Order=true; Max_TargetEquity_Percen=0; Min_TargetEquity_Percen=0; LotsOptimized=true; Lots=0.1; MaxLots=0; Risk=20; MaxTrades=4; Hidden_TP=true; Hidden_SL=true; Hide_ALL=false; ECN_Broker_Modify_Order=false; Use_TrailingStop=true; TrailingStop=22; StopLoss=200; True_Max_StopLoss=220; TakeProfit=32; TakeProfit_FAKE=40; PriceFromMid=6; PriceFromLastOP=60; Multiple_Lot=true; Slippage=3; MaxSpread=3; rdb_Sideway_Level=5; BBands_Period=32; DeMarker_Period=8; Envelope_Period=30; Envelope_Deviation=0.16; Time_Protection=true; LimitTime_0=20; LimitTime_1=30; LimitTime_2=60; LimitTime_3=120; LimitTime_4=240; pips_0=8; pips_1=16; pips_2=12; pips_3=6; pips_4=10; Sound_Alert=true; BuySound="ok1.wav"; SellSound="ok1.wav"; CloseProfitSound="excellent_a.wav"; CloseLostSound="oh_man.wav"; MagicNumber1=23714431; MagicNumber2=23714432; MagicNumber3=23714433; MagicNumber4=23714434; Created_By="Rahman_Dg_Beta";
Bars in test32403Ticks modelled5494254Modelling quality61.25%
Mismatched charts errors0
Initial deposit10000.00
Total net profit3843.27Gross profit6581.24Gross loss-2737.96
Profit factor2.40Expected payoff64.05
Absolute drawdown293.11Maximal drawdown1760.94 (14.69%)Relative drawdown14.69% (1760.94)
Total trades60Short positions (won %)38 (84.21%)Long positions (won %)22 (81.82%)
Profit trades (% of total)50 (83.33%)Loss trades (% of total)10 (16.67%)
Largestprofit trade283.80loss trade-1046.04
Averageprofit trade131.62loss trade-273.80
Maximumconsecutive wins (profit in money)16 (2245.10)consecutive losses (loss in money)2 (-508.84)
Maximalconsecutive profit (count of wins)2245.10 (16)consecutive loss (count of losses)-1046.04 (1)
Averageconsecutive wins6consecutive 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
12009.03.23 21:01sell11.831.365021.387021.36102
22009.03.23 21:07close11.831.364191.387021.36102151.8910151.89
32009.03.24 00:25sell21.861.363941.385941.35994
42009.03.24 00:31close21.861.363121.385941.35994152.5210304.41
52009.03.24 23:31sell31.911.347691.369691.34369
62009.03.25 00:45close31.911.346771.369691.34369175.5310479.94
72009.03.26 00:30sell41.931.359301.381301.35530
82009.03.26 00:52close41.931.358661.381301.35530123.5210603.46
92009.03.30 21:10sell52.011.317321.339321.31332
102009.03.30 23:57close52.011.319691.339321.31332-476.3710127.09
112009.04.01 21:26sell61.911.323041.345041.31904
122009.04.01 23:12close61.911.323211.345041.31904-32.4710094.62
132009.04.02 00:06sell71.911.324531.346531.32053
142009.04.02 00:46close71.911.323761.346531.32053147.0710241.69
152009.04.06 21:53sell81.911.341181.363181.33718
162009.04.06 23:31close81.911.340691.363181.3371893.5910335.28
172009.04.13 21:35sell91.931.337841.359841.33384
182009.04.13 22:46close91.931.336611.359841.33384237.3910572.67
192009.04.15 21:51sell102.001.321741.343741.31774
202009.04.15 23:40close102.001.321711.343741.317746.0010578.67
212009.04.20 21:21sell112.041.293941.315941.28994
222009.04.20 21:26close112.041.293131.315941.28994165.2410743.91
232009.04.23 21:55sell122.041.314821.336821.31082
242009.04.23 23:41close122.041.313851.336821.31082197.8810941.79
252009.04.27 22:32sell132.101.304361.326361.30036
262009.04.27 22:47close132.101.303531.326361.30036174.3011116.09
272009.05.04 21:55sell142.071.339841.361841.33584
282009.05.05 01:28close142.071.341711.361841.33584-387.3010728.79
292009.05.06 21:00sell152.011.334851.356851.33085
302009.05.06 21:03close152.011.334061.356851.33085158.7910887.58
312009.05.07 22:19sell162.031.339061.361061.33506
322009.05.07 23:58close162.031.338871.361061.3350638.5710926.15
332009.05.12 21:00sell172.001.364211.386211.36021
342009.05.13 00:05close172.001.364261.386211.36021-10.2010915.95
352009.05.18 21:48sell182.021.354021.376021.35002
362009.05.19 00:05close182.021.355391.376021.35002-276.9410639.01
372009.05.19 21:02sell191.951.365751.387751.36175
382009.05.19 21:52close191.951.364331.387751.36175276.9010915.91
392009.05.26 23:17sell201.951.399201.421201.39520
402009.05.27 01:27close201.951.399111.421201.3952017.3610933.26
412009.05.28 23:38buy211.961.393401.371401.39740
422009.05.29 01:39close211.961.393391.371401.39740-2.1610931.11
432009.06.04 00:27buy221.931.413951.391951.41795
442009.06.04 00:40close221.931.414771.391951.41795158.2611089.37
452009.06.04 23:15sell231.951.419581.441581.41558
462009.06.04 23:18close231.951.418801.441581.41558152.1011241.47
472009.06.09 00:30sell242.021.391231.413231.38723
482009.06.09 00:50close242.021.390331.413231.38723181.8011423.27
492009.06.15 23:00sell252.071.380281.402281.37628
502009.06.15 23:01close252.071.379471.402281.37628167.6711590.94
512009.06.16 23:38buy262.091.383331.361331.38733
522009.06.17 02:08close262.091.382591.361331.38733-154.8711436.07
532009.06.22 22:01buy272.061.385991.363991.38999
542009.06.22 23:45close272.061.386201.363991.3899943.2611479.33
552009.06.23 00:40buy282.071.385531.363531.38953
562009.06.23 00:59close282.071.386321.363531.38953163.5311642.86
572009.06.24 00:32buy292.071.407131.385131.41113
582009.06.24 01:07close292.071.407581.385131.4111393.1511736.01
592009.06.25 23:55sell302.101.399651.421651.39565
602009.06.26 00:15close302.101.399241.421651.3956585.8911821.90
612009.06.29 23:30buy312.101.407521.385521.41152
622009.06.30 00:50close312.101.407831.385521.4115264.8911886.79
632009.07.01 21:54buy322.101.414671.392671.41867
642009.07.01 23:25close322.101.414971.392671.4186763.0011949.79
652009.07.02 21:26buy332.131.400811.378811.40481
662009.07.03 01:53close332.131.395901.378811.40481-1046.0410903.75
672009.07.06 22:00sell341.951.397831.419831.39383
682009.07.06 23:31close341.951.397741.419831.3938317.5510921.30
692009.07.07 21:02buy351.961.392531.370531.39653
702009.07.07 22:30close351.961.392531.370531.396530.0010921.30
712009.07.08 21:45sell361.971.387551.409551.38355
722009.07.08 23:40close361.971.387531.409551.383553.9410925.24
732009.07.09 22:57buy371.951.401831.379831.40583
742009.07.09 23:11close371.951.402431.379831.40583117.0011042.24
752009.07.13 21:23sell381.971.398671.420671.39467
762009.07.13 22:53close381.971.398311.420671.3946770.9211113.16
772009.07.14 00:41sell391.991.399431.421431.39543
782009.07.14 00:59close391.991.398611.421431.39543163.1811276.34
792009.07.15 22:20buy402.001.410491.388491.41449
802009.07.15 23:16close402.001.411691.388491.41449240.0011516.34
812009.07.16 22:30sell412.031.415871.437871.41187
822009.07.16 23:08close412.031.414781.437871.41187221.2711737.61
832009.07.20 22:21sell422.061.423621.445621.41962
842009.07.20 23:46close422.061.422591.445621.41962212.1811949.79
852009.07.21 22:14sell432.101.420921.442921.41692
862009.07.22 01:06close432.101.421591.442921.41692-140.9111808.88
872009.07.22 21:41buy442.081.421251.399251.42525
882009.07.23 01:43close442.081.420241.399251.42525-210.7011598.17
892009.07.23 21:56buy452.041.418981.396981.42298
902009.07.23 22:01close452.041.419761.396981.42298159.1211757.29
912009.07.27 21:00sell462.061.424231.446231.42023
922009.07.27 22:43close462.061.423801.446231.4202388.5811845.87
932009.07.27 23:00buy472.081.423121.401121.42712
942009.07.27 23:11close472.081.423941.401121.42712170.5612016.43
952009.07.27 23:33sell482.111.424461.446461.42046
962009.07.28 00:45close482.111.424241.446461.4204646.2112062.64
972009.07.29 22:44sell492.151.404851.426851.40085
982009.07.29 23:17close492.151.403531.426851.40085283.8012346.44
992009.07.30 21:48buy502.191.406701.384701.41070
1002009.07.30 22:57close502.191.407271.384701.41070124.8312471.27
1012009.08.04 22:25sell512.161.440501.462501.43650
1022009.08.04 23:41close512.161.439381.462501.43650241.9212713.19
1032009.08.05 21:49buy522.211.440821.418821.44482
1042009.08.05 21:54close522.211.441711.418821.44482196.6912909.88
1052009.08.06 22:00sell532.251.435701.457701.43170
1062009.08.06 22:55close532.251.435091.457701.43170137.2513047.13
1072009.08.10 23:48sell542.311.414551.436551.41055
1082009.08.11 00:45close542.311.414131.436551.4105596.7913143.92
1092009.08.11 21:08buy552.321.414821.392821.41882
1102009.08.11 22:47close552.321.415311.392821.41882113.6813257.60
1112009.08.11 23:56buy562.341.414731.392731.41873
1122009.08.12 00:30close562.341.415231.392731.41873116.7713374.37
1132009.08.13 23:52buy572.341.428171.406171.43217
1142009.08.14 00:49close572.341.428691.406171.43217121.4513495.81
1152009.08.17 22:24buy582.401.407821.385821.41182
1162009.08.18 00:36close582.401.407841.385821.411824.5613500.37
1172009.08.20 21:25sell592.371.426321.448321.42232
1182009.08.20 22:55close592.371.425811.448321.42232120.8713621.24
1192009.08.20 23:32buy602.391.424341.402341.42834
1202009.08.21 00:30close602.391.425271.402341.42834222.0313843.27