Strategy Tester Report
多聞天 2011_07_15 (Ver5.0)
FXDDMalta-MT4 Demo Server 2 (Build 402)

通貨ペアEURUSD (Euro vs. United States Dollar)
期間15分足(M15) 2010.07.05 00:00 - 2011.07.15 22:45 (2010.07.04 - 2011.07.17)
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; ECN=false;
Bars in test26769Ticks modelled18145228Modelling quality90.00%
Mismatched charts errors1
Initial deposit10000.00
Total net profit11120.31Gross profit16877.38Gross loss-5757.07
Profit factor2.93Expected payoff76.69
Absolute drawdown34.72Maximal drawdown1718.15 (7.94%)Relative drawdown7.94% (1718.15)
Total trades145Short positions (won %)56 (82.14%)Long positions (won %)89 (88.76%)
Profit trades (% of total)125 (86.21%)Loss trades (% of total)20 (13.79%)
Largestprofit trade406.00loss trade-855.00
Averageprofit trade135.02loss trade-287.85
Maximumconsecutive wins (profit in money)22 (2859.88)consecutive losses (loss in money)2 (-756.91)
Maximalconsecutive profit (count of wins)2859.88 (22)consecutive loss (count of losses)-855.00 (1)
Averageconsecutive wins7consecutive 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
12010.07.06 22:00buy10.561.261821.252821.26532
22010.07.07 00:36close10.561.262961.252821.2653264.6910064.69
32010.07.08 01:22buy20.561.262921.253921.26642
42010.07.08 03:05close20.561.263591.253921.2664237.5210102.21
52010.07.14 03:08buy30.561.271001.262001.27450
62010.07.14 04:13close30.561.271601.262001.2745033.6010135.81
72010.07.16 03:00buy40.561.291681.282681.29518
82010.07.16 07:03close40.561.291701.282681.295181.1210136.93
92010.07.19 15:32buy50.561.294221.285221.29772
102010.07.19 16:32close50.561.295531.285221.2977273.3610210.29
112010.07.27 01:16buy60.571.298471.289471.30197
122010.07.27 03:14close60.571.298811.289471.3019719.3810229.67
132010.07.27 03:53buy70.571.298191.289191.30169
142010.07.27 04:53close70.571.300971.289191.30169158.4610388.13
152010.08.03 03:58buy80.581.316821.307821.32032
162010.08.03 06:53close80.581.316921.307821.320325.8010393.93
172010.08.03 16:18buy90.581.321601.312601.32510
182010.08.03 17:59close90.581.322011.312601.3251023.7810417.71
192010.08.09 07:01buy100.581.327821.318821.33132
202010.08.09 08:26close100.581.327921.318821.331325.8010423.51
212010.08.12 03:54sell110.581.288201.297201.28470
222010.08.12 04:58close110.581.285751.297201.28470142.1010565.61
232010.08.12 05:37sell120.591.288701.297701.28520
242010.08.12 09:40close120.591.288691.297701.285200.5910566.20
252010.08.16 02:00sell130.591.277001.286001.27350
262010.08.16 03:00close130.591.275801.286001.2735070.8010637.00
272010.08.19 08:59sell140.591.281301.290301.27780
282010.08.19 10:24close140.591.280401.290301.2778053.1010690.10
292010.08.23 03:18sell150.591.271101.280101.26760
302010.08.23 04:21close150.591.270021.280101.2676063.7210753.82
312010.08.23 22:00sell160.601.268101.277101.26460
322010.08.23 23:01close160.601.266421.277101.26460100.8010854.62
332010.08.24 08:17sell170.601.264321.273321.26082
342010.08.24 09:40close170.601.264141.273321.2608210.8010865.42
352010.08.31 08:18sell180.601.266001.275001.26250
362010.08.31 09:18close180.601.263811.275001.26250131.4010996.82
372010.09.06 03:07buy190.611.287991.278991.29149
382010.09.06 04:44close190.611.288401.278991.2914925.0111021.83
392010.09.14 02:57buy200.611.286321.277321.28982
402010.09.14 04:25close200.611.286321.277321.289820.0011021.83
412010.09.14 23:02buy210.611.300721.291721.30422
422010.09.15 03:08close210.611.300501.291721.30422-12.5011009.33
432010.09.15 03:08sell220.611.300461.309461.29696
442010.09.15 05:18t/p220.611.296961.309461.29696213.5011222.83
452010.09.22 09:03buy230.621.328721.319721.33222
462010.09.22 09:48t/p230.621.332221.319721.33222217.0011439.83
472010.09.22 11:08buy240.641.328321.319321.33182
482010.09.22 12:03t/p240.641.331821.319321.33182224.0011663.83
492010.09.22 20:00buy250.651.336621.327621.34012
502010.09.22 22:00close250.651.338801.327621.34012141.7011805.53
512010.09.23 02:39buy260.661.338571.329571.34207
522010.09.23 03:47close260.661.339711.329571.3420775.2411880.77
532010.09.27 02:49buy270.661.347021.338021.35052
542010.09.27 03:56close270.661.347901.338021.3505258.0811938.85
552010.09.27 04:06buy280.661.346701.337701.35020
562010.09.27 06:03close280.661.346701.337701.350200.0011938.85
572010.09.29 03:07buy290.661.356821.347821.36032
582010.09.29 04:49close290.661.357571.347821.3603249.5011988.35
592010.09.29 09:25buy300.671.357621.348621.36112
602010.09.29 09:49t/p300.671.361121.348621.36112234.5012222.85
612010.09.30 00:25buy310.681.362101.353101.36560
622010.09.30 02:54close310.681.362871.353101.3656052.3612275.21
632010.10.01 08:51buy320.681.364901.355901.36840
642010.10.01 09:51close320.681.364971.355901.368404.7612279.97
652010.10.04 02:16buy330.681.377621.368621.38112
662010.10.04 09:05close330.681.376671.368621.38112-64.6012215.37
672010.10.04 09:06sell340.681.376701.385701.37320
682010.10.04 10:14t/p340.681.373201.385701.37320238.0012453.37
692010.10.05 15:04buy350.691.376321.367321.37982
702010.10.05 15:29t/p350.691.379821.367321.37982241.5012694.87
712010.10.06 01:07buy360.711.382671.373671.38617
722010.10.06 02:09close360.711.383771.373671.3861778.1012772.97
732010.10.07 01:14buy370.711.392521.383521.39602
742010.10.07 03:31close370.711.392811.383521.3960220.5912793.56
752010.10.07 04:02buy380.711.391421.382421.39492
762010.10.07 06:02close380.711.391431.382421.394920.7112794.27
772010.10.13 09:04buy390.711.395421.386421.39892
782010.10.13 10:04close390.711.396681.386421.3989289.4612883.73
792010.10.14 09:05buy400.721.406811.397811.41031
802010.10.14 10:07close400.721.408701.397811.41031136.0813019.81
812010.10.14 13:04buy410.721.406511.397511.41001
822010.10.14 14:38close410.721.408681.397511.41001156.2413176.05
832010.10.20 03:36sell420.731.374601.383601.37110
842010.10.20 09:03close420.731.375541.383601.37110-68.6213107.43
852010.10.20 09:03buy430.731.375521.366521.37902
862010.10.20 09:31t/p430.731.379021.366521.37902255.5013362.93
872010.10.25 11:36buy440.741.402801.393801.40630
882010.10.25 12:36close440.741.405201.393801.40630177.6013540.53
892010.10.27 02:15sell450.751.386211.395211.38271
902010.10.27 03:15close450.751.384551.395211.38271124.5013665.03
912010.10.27 03:52sell460.761.386521.395521.38302
922010.10.27 04:17t/p460.761.383021.395521.38302266.0013931.03
932010.10.28 00:59sell470.771.377401.386401.37390
942010.10.28 10:29close470.771.381821.386401.37390-340.3413590.69
952010.10.28 10:29buy480.761.381721.372721.38522
962010.10.28 13:36t/p480.761.385221.372721.38522266.0013856.69
972010.11.03 04:05buy490.771.402581.393581.40608
982010.11.03 10:02close490.771.401751.393581.40608-63.9113792.78
992010.11.03 10:02sell500.771.401771.410771.39827
1002010.11.03 21:16s/l500.771.410771.410771.39827-693.0013099.78
1012010.11.03 21:17sell510.731.416401.425401.41290
1022010.11.03 21:17t/p510.731.412901.425401.41290255.5013355.28
1032010.11.04 03:35buy520.741.411411.402411.41491
1042010.11.04 04:44close520.741.412241.402411.4149161.4213416.70
1052010.11.04 19:07buy530.751.421411.412411.42491
1062010.11.04 23:13close530.751.421801.412411.4249129.2513445.95
1072010.11.10 03:17sell540.751.378201.387201.37470
1082010.11.10 04:31close540.751.376521.387201.37470126.0013571.95
1092010.11.12 00:03sell550.751.366761.375761.36326
1102010.11.12 01:06close550.751.365821.375761.3632670.5013642.45
1112010.11.12 09:06sell560.761.362911.371911.35941
1122010.11.12 09:17t/p560.761.359411.371911.35941266.0013908.45
1132010.11.15 15:33sell570.771.364741.373741.36124
1142010.11.15 16:40close570.771.363651.373741.3612483.9313992.38
1152010.11.16 03:04sell580.781.359101.368101.35560
1162010.11.16 08:39close580.781.360331.368101.35560-95.9413896.44
1172010.11.16 08:39buy590.771.360301.351301.36380
1182010.11.16 15:17t/p590.771.363801.351301.36380269.5014165.94
1192010.11.17 03:49sell600.791.349601.358601.34610
1202010.11.17 07:25close600.791.349521.358601.346106.3214172.26
1212010.11.24 02:22sell610.791.338701.347701.33520
1222010.11.24 08:23close610.791.339201.347701.33520-39.5014132.76
1232010.11.24 08:23buy620.791.339191.330191.34269
1242010.11.24 11:09s/l620.791.330191.330191.34269-711.0013421.76
1252010.11.24 11:10buy630.751.330221.321221.33372
1262010.11.24 13:02t/p630.751.333721.321221.33372262.5013684.26
1272010.11.25 01:22sell640.761.334801.343801.33130
1282010.11.25 02:35close640.761.333851.343801.3313072.2013756.46
1292010.11.29 21:26sell650.761.310901.319901.30740
1302010.11.30 00:59close650.761.310901.319901.30740-2.8013753.66
1312010.11.30 18:19sell660.761.303511.312511.30001
1322010.11.30 20:44close660.761.300931.312511.30001196.0813949.74
1332010.12.01 03:02sell670.771.299831.308831.29633
1342010.12.01 04:06close670.771.298321.308831.29633116.2714066.01
1352010.12.14 01:10buy680.781.338521.329521.34202
1362010.12.14 03:23close680.781.338801.329521.3420221.8414087.85
1372011.01.03 22:07buy690.781.335811.326811.33931
1382011.01.04 02:00close690.781.335821.326811.339311.9614089.80
1392011.01.04 16:45buy700.781.337981.328981.34148
1402011.01.05 02:00close700.781.331731.328981.34148-486.3213603.48
1412011.01.05 02:00sell710.761.331741.340741.32824
1422011.01.05 03:13t/p710.761.328241.340741.32824266.0013869.48
1432011.01.06 09:14sell720.771.315031.324031.31153
1442011.01.06 09:42t/p720.771.311531.324031.31153269.5014138.98
1452011.01.07 04:08sell730.791.301531.310531.29803
1462011.01.07 05:59close730.791.299501.310531.29803160.3714299.35
1472011.01.07 10:07sell740.791.299821.308821.29632
1482011.01.07 10:44t/p740.791.296321.308821.29632276.5014575.85
1492011.01.10 03:44sell750.811.290841.299841.28734
1502011.01.10 05:44close750.811.290831.299841.287340.8114576.66
1512011.01.14 02:17buy760.811.334291.325291.33779
1522011.01.14 03:17close760.811.334811.325291.3377942.1214618.78
1532011.01.14 04:00buy770.811.333051.324051.33655
1542011.01.14 05:35close770.811.333991.324051.3365576.1414694.92
1552011.01.18 16:13buy780.821.337991.328991.34149
1562011.01.18 17:13close780.821.339791.328991.34149147.6014842.52
1572011.01.19 13:05buy790.821.344321.335321.34782
1582011.01.19 13:35t/p790.821.347821.335321.34782287.0015129.52
1592011.01.21 15:04buy800.841.351181.342181.35468
1602011.01.21 15:40t/p800.841.354681.342181.35468294.0015423.52
1612011.01.24 03:09buy810.861.360351.351351.36385
1622011.01.24 05:20close810.861.361321.351351.3638583.4215506.94
1632011.01.24 22:30buy820.861.363231.354231.36673
1642011.01.25 01:05close820.861.363971.354231.3667364.9415571.88
1652011.01.25 03:20buy830.871.363471.354471.36697
1662011.01.25 04:23close830.871.365151.354471.36697146.1615718.04
1672011.01.26 03:19buy840.871.366981.357981.37048
1682011.01.26 04:39close840.871.368021.357981.3704890.4815808.52
1692011.02.02 10:07buy850.881.383671.374671.38717
1702011.02.02 11:10close850.881.384261.374671.3871751.9215860.44
1712011.02.11 03:04sell860.881.360481.369481.35698
1722011.02.11 04:17close860.881.360481.369481.356980.0015860.44
1732011.02.14 17:50sell870.881.347361.356361.34386
1742011.02.14 19:00close870.881.345981.356361.34386121.4415981.88
1752011.02.21 04:05buy880.891.368651.359651.37215
1762011.02.21 08:36close880.891.368651.359651.372150.0015981.88
1772011.02.22 19:27buy890.891.366301.357301.36980
1782011.02.22 21:20close890.891.366851.357301.3698048.9516030.83
1792011.02.23 09:14buy900.891.368741.359741.37224
1802011.02.23 09:54t/p900.891.372241.359741.37224311.5016342.33
1812011.02.24 09:03buy910.911.376551.367551.38005
1822011.02.24 12:03close910.911.376681.367551.3800511.8316354.16
1832011.02.25 09:00buy920.911.381501.372501.38500
1842011.02.25 10:05close920.911.382701.372501.38500109.2016463.36
1852011.02.28 18:10buy930.911.382501.373501.38600
1862011.03.01 01:01close930.911.380581.373501.38600-173.3516290.01
1872011.03.01 01:01sell940.911.380571.389571.37707
1882011.03.01 22:46t/p940.911.377071.389571.37707318.5016608.51
1892011.03.02 22:11buy950.921.386191.377191.38969
1902011.03.02 23:46close950.921.386531.377191.3896931.2816639.79
1912011.03.03 04:00buy960.921.385741.376741.38924
1922011.03.03 05:54close960.921.385801.376741.389245.5216645.31
1932011.03.04 03:41buy970.921.395591.386591.39909
1942011.03.04 06:51close970.921.395731.386591.3990912.8816658.19
1952011.03.07 03:06buy980.931.398431.389431.40193
1962011.03.07 09:01close980.931.398131.389431.40193-27.9016630.29
1972011.03.07 09:01sell990.921.398121.407121.39462
1982011.03.08 10:49t/p990.921.394621.407121.39462318.6116948.90
1992011.03.11 02:29sell1000.941.380221.389221.37672
2002011.03.11 09:17close1000.941.381171.389221.37672-89.3016859.60
2012011.03.11 09:17buy1010.941.381131.372131.38463
2022011.03.11 19:12t/p1010.941.384631.372131.38463329.0017188.60
2032011.03.15 02:37buy1020.951.398681.389681.40218
2042011.03.15 07:05s/l1020.951.389681.389681.40218-855.0016333.60
2052011.03.15 09:27sell1030.911.393261.402261.38976
2062011.03.15 10:33t/p1030.911.389761.402261.38976318.5016652.10
2072011.03.17 17:13buy1040.931.398641.389641.40214
2082011.03.17 18:18close1040.931.401341.389641.40214251.1016903.20
2092011.03.18 10:50buy1050.941.405861.396861.40936
2102011.03.18 11:53close1050.941.406761.396861.4093684.6016987.80
2112011.03.21 02:28buy1060.941.416811.407811.42031
2122011.03.21 04:40close1060.941.417691.407811.4203182.7217070.52
2132011.03.21 09:08buy1070.951.416851.407851.42035
2142011.03.21 10:08close1070.951.418291.407851.42035136.8017207.32
2152011.03.22 02:14buy1080.961.421471.412471.42497
2162011.03.22 03:14close1080.961.421631.412471.4249715.3617222.68
2172011.03.25 02:17buy1090.961.416731.407731.42023
2182011.03.25 03:18close1090.961.416881.407731.4202314.4017237.08
2192011.04.06 16:00buy1100.961.428881.419881.43238
2202011.04.06 17:03close1100.961.429701.419881.4323878.7217315.80
2212011.04.07 02:38buy1110.961.432771.423771.43627
2222011.04.07 14:31close1110.961.429091.423771.43627-353.2816962.52
2232011.04.07 14:31sell1120.941.429081.438081.42558
2242011.04.07 16:04t/p1120.941.425581.438081.42558329.0017291.52
2252011.04.11 03:32buy1130.961.445111.436111.44861
2262011.04.11 05:06close1130.961.446171.436111.44861101.7617393.28
2272011.04.11 09:00buy1140.971.445481.436481.44898
2282011.04.11 10:00close1140.971.445901.436481.4489840.7417434.02
2292011.04.13 00:01buy1150.971.447431.438431.45093
2302011.04.13 02:34close1150.971.447831.438431.4509338.8017472.82
2312011.04.15 01:46buy1160.971.448401.439401.45190
2322011.04.15 02:52close1160.971.450141.439401.45190168.7817641.60
2332011.04.19 02:56sell1170.981.423751.432751.42025
2342011.04.19 04:37close1170.981.423371.432751.4202537.2417678.84
2352011.04.20 20:04buy1180.981.449131.440131.45263
2362011.04.20 21:34close1180.981.451261.440131.45263208.7417887.58
2372011.04.21 02:13buy1190.991.450731.441731.45423
2382011.04.21 03:13close1190.991.452321.441731.45423157.4118044.99
2392011.04.21 15:05buy1201.001.460261.451261.46376
2402011.04.22 01:18close1201.001.455421.451261.46376-482.4917562.50
2412011.04.22 01:21sell1210.981.455431.464431.45193
2422011.04.26 03:17t/p1210.981.451931.464431.45193335.7817898.28
2432011.04.28 12:11buy1220.991.482901.473901.48640
2442011.04.28 12:21t/p1220.991.486401.473901.48640346.5018244.78
2452011.05.09 01:10sell1231.011.437701.446701.43420
2462011.05.09 02:01t/p1231.011.434201.446701.43420353.5018598.28
2472011.05.09 02:42sell1241.031.438801.447801.43530
2482011.05.09 04:10close1241.031.437481.447801.43530135.9618734.24
2492011.05.09 04:49sell1251.041.440571.449571.43707
2502011.05.09 08:39close1251.041.437921.449571.43707275.6019009.84
2512011.05.09 21:00sell1261.061.433501.442501.43000
2522011.05.10 03:02close1261.061.435391.442501.43000-204.2518805.59
2532011.05.10 03:02buy1271.041.435401.426401.43890
2542011.05.10 15:23t/p1271.041.438901.426401.43890364.0019169.59
2552011.05.12 02:51sell1281.061.421261.430261.41776
2562011.05.12 04:32close1281.061.420381.430261.4177693.2819262.87
2572011.05.12 05:18sell1291.071.422711.431711.41921
2582011.05.12 08:42close1291.071.421411.431711.41921139.1019401.97
2592011.05.16 05:08sell1301.081.408661.417661.40516
2602011.05.16 14:00close1301.081.411161.417661.40516-270.0019131.97
2612011.05.16 14:00buy1311.061.411141.402141.41464
2622011.05.16 15:19t/p1311.061.414641.402141.41464371.0019502.97
2632011.05.23 15:02sell1321.081.403851.412851.40035
2642011.05.23 15:19t/p1321.081.400351.412851.40035378.0019880.97
2652011.05.30 02:11buy1331.101.428351.419351.43185
2662011.05.30 04:21close1331.101.429941.419351.43185174.9020055.87
2672011.05.31 09:35buy1341.111.437191.428191.44069
2682011.05.31 10:34t/p1341.111.440691.428191.44069388.5020444.37
2692011.06.02 18:12buy1351.141.443041.434041.44654
2702011.06.02 19:17close1351.141.443741.434041.4465479.8020524.17
2712011.06.06 00:01buy1361.141.461221.452221.46472
2722011.06.06 01:04close1361.141.463561.452221.46472266.7620790.93
2732011.06.13 03:00sell1371.161.434111.443111.43061
2742011.06.13 04:05close1371.161.434041.443111.430618.1220799.05
2752011.06.13 09:32sell1381.161.434991.443991.43149
2762011.06.13 11:41close1381.161.434841.443991.4314917.4020816.45
2772011.06.15 08:26sell1391.161.442411.451411.43891
2782011.06.15 09:21t/p1391.161.438911.451411.43891406.0021222.45
2792011.06.16 02:50sell1401.181.418891.427891.41539
2802011.06.16 04:24close1401.181.418191.427891.4153982.6021305.05
2812011.06.23 20:12sell1411.181.419361.428361.41586
2822011.06.24 03:10close1411.181.425451.428361.41586-722.9720582.08
2832011.06.24 03:10buy1421.141.425431.416431.42893
2842011.06.24 11:54t/p1421.141.428931.416431.42893399.0020981.08
2852011.06.27 09:02sell1431.171.413611.422611.41011
2862011.06.27 10:58close1431.171.413611.422611.410110.0020981.08
2872011.06.30 11:10buy1441.171.448161.439161.45166
2882011.06.30 15:55close1441.171.448171.439161.451661.1720982.25
2892011.07.12 00:42sell1451.171.404761.413761.40126
2902011.07.12 02:06close1451.171.403581.413761.40126138.0621120.31