Strategy Tester Report
FXDD-MT4 Live Server 3 (Build 221)

通貨ペアEURJPYx (Euro vs Japanise Yen)
期間30分足(M30) 2009.01.02 10:00 - 2009.10.23 22:30 (2009.01.01 - 2009.10.24)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターManyDigits=false; magic=1111; GapPips=5; Lots=1; LotsPercent=0; SL=300; EntryPip=5; ExpirationDays=3; use_martin=true; nump_pips=50; nump_tp=60; nump_sl=300; nump_max=5; nump_lots=2; BalanceLimit=0; use_close="5:Friday 6:Saturday"; CloseWeekDay=5; CloseTime=16;
Bars in test10151Ticks modelled6750351Modelling quality55.84%
Mismatched charts errors0
Initial deposit100000.00
Total net profit37363.53Gross profit49462.28Gross loss-12098.75
Profit factor4.09Expected payoff491.63
Absolute drawdown7115.32Maximal drawdown12633.75 (11.97%)Relative drawdown11.97% (12633.75)
Total trades76Short positions (won %)25 (68.00%)Long positions (won %)51 (54.90%)
Profit trades (% of total)45 (59.21%)Loss trades (% of total)31 (40.79%)
Largestprofit trade4351.42loss trade-1127.86
Averageprofit trade1099.16loss trade-390.28
Maximumconsecutive wins (profit in money)7 (3408.07)consecutive losses (loss in money)3 (-2285.72)
Maximalconsecutive profit (count of wins)7718.17 (4)consecutive loss (count of losses)-2285.72 (3)
Averageconsecutive wins2consecutive losses2

#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
12009.01.12 00:00sell11.00121.390.000.00
22009.01.12 00:00modify11.00121.39124.39121.17
32009.01.12 00:24t/p11.00121.17124.39121.17228.93100228.93
42009.01.12 00:24sell21.00121.140.000.00
52009.01.16 16:00close21.00120.240.000.00954.09101183.02
62009.01.19 00:00sell31.00121.320.000.00
72009.01.19 00:00modify31.00121.32124.32120.36
82009.01.19 01:10modify31.00121.320.00121.32
92009.01.19 01:10sell42.00121.830.000.00
102009.01.19 01:10modify42.00121.830.00121.32
112009.01.19 02:53t/p31.00121.320.00121.32-10.00101173.02
122009.01.19 02:53t/p42.00121.320.00121.321087.73102260.75
132009.01.26 00:00buy51.00115.070.000.00
142009.01.26 00:00modify51.00115.070.00115.34
152009.01.26 00:31modify51.00115.070.00115.07
162009.01.26 00:31buy62.00114.560.000.00
172009.01.26 00:31modify62.00114.560.00115.07
182009.01.26 01:06modify51.00115.070.00114.56
192009.01.26 01:06modify62.00114.560.00114.56
202009.01.26 01:06buy74.00114.050.000.00
212009.01.26 01:06modify74.00114.050.00114.56
222009.01.26 02:54t/p51.00114.560.00114.56-563.92101696.83
232009.01.26 02:54t/p62.00114.560.00114.56-20.00101676.83
242009.01.26 02:54t/p74.00114.560.00114.562175.71103852.54
252009.02.02 00:00buy81.00114.950.000.00
262009.02.02 00:00modify81.00114.950.00115.02
272009.02.02 00:52modify81.00114.950.00114.95
282009.02.02 00:52buy92.00114.440.000.00
292009.02.02 00:52modify92.00114.440.00114.95
302009.02.02 05:54modify81.00114.950.00114.44
312009.02.02 05:54modify92.00114.440.00114.44
322009.02.02 05:54buy104.00113.930.000.00
332009.02.02 05:54modify104.00113.930.00114.44
342009.02.02 11:06modify81.00114.950.00113.93
352009.02.02 11:06modify92.00114.440.00113.93
362009.02.02 11:06modify104.00113.930.00113.93
372009.02.02 11:06buy118.00113.420.000.00
382009.02.02 11:06modify118.00113.420.00113.93
392009.02.02 13:54t/p81.00113.930.00113.93-1117.86102734.68
402009.02.02 13:54t/p92.00113.930.00113.93-1127.85101606.83
412009.02.02 13:54t/p104.00113.930.00113.93-40.00101566.83
422009.02.02 13:54t/p118.00113.930.00113.934351.42105918.25
432009.02.16 00:00buy121.00117.280.000.00
442009.02.16 00:00modify121.00117.280.00118.51
452009.02.16 08:42modify121.00117.280.00117.28
462009.02.16 08:42buy132.00116.770.000.00
472009.02.16 08:42modify132.00116.770.00117.28
482009.02.16 11:09t/p121.00117.280.00117.28-10.00105908.25
492009.02.16 11:09t/p132.00117.280.00117.281087.85106996.10
502009.02.23 00:00sell141.00119.630.000.00
512009.02.23 00:00modify141.00119.63122.63119.43
522009.02.23 02:21t/p141.00119.43122.63119.43207.21107203.31
532009.03.02 00:00buy151.00123.480.000.00
542009.03.02 00:00modify151.00123.480.00123.72
552009.03.02 01:17modify151.00123.480.00123.48
562009.03.02 01:17buy162.00122.970.000.00
572009.03.02 01:17modify162.00122.970.00123.48
582009.03.02 01:37modify151.00123.480.00122.97
592009.03.02 01:37modify162.00122.970.00122.97
602009.03.02 01:37buy174.00122.460.000.00
612009.03.02 01:37modify174.00122.460.00122.97
622009.03.02 03:57t/p151.00122.970.00122.97-563.93106639.38
632009.03.02 03:57t/p162.00122.970.00122.97-20.00106619.38
642009.03.02 03:57t/p174.00122.970.00122.972175.70108795.08
652009.03.09 00:00sell181.00124.430.000.00
662009.03.09 00:00modify181.00124.43127.43124.19
672009.03.09 03:24modify181.00124.430.00124.43
682009.03.09 03:24sell192.00124.940.000.00
692009.03.09 03:24modify192.00124.940.00124.43
702009.03.09 06:37t/p181.00124.430.00124.43-10.00108785.08
712009.03.09 06:37t/p192.00124.430.00124.431087.73109872.81
722009.03.16 00:00buy201.00126.400.000.00
732009.03.16 00:00modify201.00126.400.00126.58
742009.03.16 01:16modify201.00126.400.00126.40
752009.03.16 01:16buy212.00125.890.000.00
762009.03.16 01:16modify212.00125.890.00126.40
772009.03.16 02:55t/p201.00126.400.00126.40-10.00109862.81
782009.03.16 02:55t/p212.00126.400.00126.401087.85110950.66
792009.03.23 00:00sell221.00130.260.000.00
802009.03.23 00:00modify221.00130.26133.26130.10
812009.03.23 01:22modify221.00130.260.00130.26
822009.03.23 01:22sell232.00130.770.000.00
832009.03.23 01:22modify232.00130.770.00130.26
842009.03.23 04:24modify221.00130.260.00130.77
852009.03.23 04:24modify232.00130.770.00130.77
862009.03.23 04:24sell244.00131.280.000.00
872009.03.23 04:24modify244.00131.280.00130.77
882009.03.23 05:34modify221.00130.260.00131.28
892009.03.23 05:34modify232.00130.770.00131.28
902009.03.23 05:34modify244.00131.280.00131.28
912009.03.23 05:34sell258.00131.790.000.00
922009.03.23 05:34modify258.00131.790.00131.28
932009.03.23 07:52t/p221.00131.280.00131.28-1117.74109832.92
942009.03.23 07:52t/p232.00131.280.00131.28-1127.73108705.19
952009.03.23 07:52t/p244.00131.280.00131.28-40.00108665.19
962009.03.23 07:52t/p258.00131.280.00131.284350.93113016.12
972009.03.30 00:00buy261.00129.720.000.00
982009.03.30 00:00modify261.00129.720.00130.21
992009.03.30 01:30t/p261.00130.210.00130.21522.20113538.32
1002009.04.06 00:00buy271.00135.220.000.00
1012009.04.06 00:00modify271.00135.220.00135.24
1022009.04.06 00:04t/p271.00135.240.00135.2411.73113550.05
1032009.04.06 00:04buy281.00135.270.000.00
1042009.04.06 18:09modify281.00135.270.00135.27
1052009.04.06 18:09buy292.00134.760.000.00
1062009.04.06 18:09modify292.00134.760.00135.27
1072009.04.06 21:04t/p281.00135.270.00135.27-10.00113540.05
1082009.04.06 21:04t/p292.00135.270.00135.271087.85114627.90
1092009.04.13 00:00sell301.00132.330.000.00
1102009.04.13 00:00modify301.00132.33135.33132.14
1112009.04.13 02:37t/p301.00132.14135.33132.14196.34114824.24
1122009.04.20 00:00sell311.00129.590.000.00
1132009.04.20 00:00modify311.00129.59132.59129.26
1142009.04.20 01:09t/p311.00129.26132.59129.26348.39115172.63
1152009.04.27 00:00buy321.00128.240.000.00
1162009.04.27 00:00modify321.00128.240.00128.58
1172009.04.27 03:21modify321.00128.240.00128.24
1182009.04.27 03:21buy332.00127.740.000.00
1192009.04.27 03:21modify332.00127.740.00128.24
1202009.04.27 06:45modify321.00128.240.00127.74
1212009.04.27 06:45modify332.00127.740.00127.74
1222009.04.27 06:45buy344.00127.230.000.00
1232009.04.27 06:45modify344.00127.230.00127.74
1242009.04.27 10:03modify321.00128.240.00127.23
1252009.04.27 10:03modify332.00127.740.00127.23
1262009.04.27 10:03modify344.00127.230.00127.23
1272009.04.27 10:03buy358.00126.720.000.00
1282009.04.27 10:03modify358.00126.720.00127.23
1292009.04.27 10:33t/p321.00127.230.00127.23-1107.00114065.63
1302009.04.27 10:33t/p332.00127.230.00127.23-1127.85112937.78
1312009.04.27 10:33t/p344.00127.230.00127.23-40.00112897.78
1322009.04.27 10:33t/p358.00127.230.00127.234351.41117249.19
1332009.05.04 00:00sell361.00131.720.000.00
1342009.05.04 00:00modify361.00131.72134.72131.66
1352009.05.04 03:45modify361.00131.720.00131.72
1362009.05.04 03:45sell372.00132.230.000.00
1372009.05.04 03:45modify372.00132.230.00131.72
1382009.05.04 06:00modify361.00131.720.00132.23
1392009.05.04 06:00modify372.00132.230.00132.23
1402009.05.04 06:00sell384.00132.740.000.00
1412009.05.04 06:00modify384.00132.740.00132.23
1422009.05.04 09:17t/p361.00132.230.00132.23-563.87116685.32
1432009.05.04 09:17t/p372.00132.230.00132.23-20.00116665.32
1442009.05.04 09:17t/p384.00132.230.00132.232175.47118840.79
1452009.05.11 00:00sell391.00134.600.000.00
1462009.05.11 00:00modify391.00134.60137.60134.14
1472009.05.11 04:02t/p391.00134.14137.60134.14489.57119330.36
1482009.05.18 00:00buy401.00127.870.000.00
1492009.05.18 00:00modify401.00127.870.00128.31
1502009.05.18 03:23modify401.00127.870.00127.87
1512009.05.18 03:23buy412.00127.360.000.00
1522009.05.18 03:23modify412.00127.360.00127.87
1532009.05.18 08:22t/p401.00127.870.00127.87-10.00119320.36
1542009.05.18 08:22t/p412.00127.870.00127.871087.86120408.22
1552009.05.25 00:00buy421.00132.710.000.00
1562009.05.25 00:00modify421.00132.710.00132.74
1572009.05.25 00:00t/p421.00132.740.00132.7422.58120430.80
1582009.05.25 00:00buy431.00132.790.000.00
1592009.05.25 05:02modify431.00132.790.00132.79
1602009.05.25 05:02buy442.00132.280.000.00
1612009.05.25 05:02modify442.00132.280.00132.79
1622009.05.25 08:08t/p431.00132.790.00132.79-10.00120420.80
1632009.05.25 08:08t/p442.00132.790.00132.791087.86121508.66
1642009.06.01 00:00buy451.00134.610.000.00
1652009.06.01 00:00modify451.00134.610.00134.69
1662009.06.01 00:36t/p451.00134.690.00134.6976.89121585.55
1672009.06.08 00:00buy461.00137.760.000.00
1682009.06.08 00:00modify461.00137.760.00138.01
1692009.06.08 09:33modify461.00137.760.00137.76
1702009.06.08 09:33buy472.00137.250.000.00
1712009.06.08 09:33modify472.00137.250.00137.76
1722009.06.08 11:02modify461.00137.760.00137.25
1732009.06.08 11:02modify472.00137.250.00137.25
1742009.06.08 11:02buy484.00136.740.000.00
1752009.06.08 11:02modify484.00136.740.00137.25
1762009.06.08 12:37modify461.00137.760.00136.74
1772009.06.08 12:37modify472.00137.250.00136.74
1782009.06.08 12:37modify484.00136.740.00136.74
1792009.06.08 12:37buy498.00136.230.000.00
1802009.06.08 12:37modify498.00136.230.00136.74
1812009.06.08 17:37t/p461.00136.740.00136.74-1117.86120467.69
1822009.06.08 17:37t/p472.00136.740.00136.74-1127.86119339.83
1832009.06.08 17:37t/p484.00136.740.00136.74-40.00119299.83
1842009.06.08 17:37t/p498.00136.740.00136.744351.41123651.24
1852009.06.15 00:00sell501.00137.750.000.00
1862009.06.15 00:00modify501.00137.75140.75137.70
1872009.06.15 00:07t/p501.00137.70140.75137.7044.31123695.55
1882009.06.15 00:07sell511.00137.670.000.00
1892009.06.19 16:00close511.00134.640.000.003267.29126962.85
1902009.06.29 00:00buy521.00133.850.000.00
1912009.06.29 00:00modify521.00133.850.00133.91
1922009.06.29 00:01t/p521.00133.910.00133.9155.16127018.01
1932009.06.29 00:01buy531.00133.940.000.00
1942009.06.29 09:12modify531.00133.940.00133.94
1952009.06.29 09:12buy542.00133.430.000.00
1962009.06.29 09:12modify542.00133.430.00133.94
1972009.06.29 10:18t/p531.00133.940.00133.94-10.00127008.01
1982009.06.29 10:18t/p542.00133.940.00133.941087.86128095.87
1992009.07.06 00:00buy551.00134.190.000.00
2002009.07.06 00:00modify551.00134.190.00134.28
2012009.07.06 03:32modify551.00134.190.00134.19
2022009.07.06 03:32buy562.00133.680.000.00
2032009.07.06 03:32modify562.00133.680.00134.19
2042009.07.06 05:36modify551.00134.190.00133.68
2052009.07.06 05:36modify562.00133.680.00133.68
2062009.07.06 05:36buy574.00133.170.000.00
2072009.07.06 05:36modify574.00133.170.00133.68
2082009.07.06 08:31t/p551.00133.680.00133.68-563.93127531.94
2092009.07.06 08:31t/p562.00133.680.00133.68-20.00127511.94
2102009.07.06 08:31t/p574.00133.680.00133.682175.71129687.65
2112009.07.13 00:00buy581.00128.860.000.00
2122009.07.13 00:00modify581.00128.860.00128.90
2132009.07.13 00:43t/p581.00128.900.00128.9033.44129721.09
2142009.07.20 00:00buy591.00132.930.000.00
2152009.07.20 00:00modify591.00132.930.00133.03
2162009.07.20 00:32t/p591.00133.030.00133.0398.61129819.70
2172009.07.27 00:00sell601.00134.910.000.00
2182009.07.27 00:00modify601.00134.91137.91134.68
2192009.07.27 00:43t/p601.00134.68137.91134.68239.78130059.48
2202009.08.03 00:00sell611.00135.200.000.00
2212009.08.03 00:00modify611.00135.20138.20134.86
2222009.08.03 04:04t/p611.00134.86138.20134.86359.24130418.72
2232009.08.10 00:00sell621.00138.530.000.00
2242009.08.10 00:00modify621.00138.53141.53138.15
2252009.08.10 02:45t/p621.00138.15141.53138.15402.68130821.40
2262009.08.17 00:00buy631.00134.410.000.00
2272009.08.17 00:00modify631.00134.410.00134.51
2282009.08.17 00:56t/p631.00134.510.00134.5198.61130920.01
2292009.08.24 00:00sell641.00135.250.000.00
2302009.08.24 00:00modify641.00135.25138.25135.20
2312009.08.24 02:33modify641.00135.250.00135.25
2322009.08.24 02:33sell652.00135.760.000.00
2332009.08.24 02:33modify652.00135.760.00135.25
2342009.08.24 18:38t/p641.00135.250.00135.25-10.00130910.01
2352009.08.24 18:38t/p652.00135.250.00135.251087.73131997.74
2362009.08.31 00:00buy661.00133.500.000.00
2372009.08.31 00:00modify661.00133.500.00133.81
2382009.08.31 01:02t/p661.00133.810.00133.81326.70132324.44
2392009.09.07 00:00buy671.00132.980.000.00
2402009.09.07 00:00modify671.00132.980.00133.03
2412009.09.07 00:25t/p671.00133.030.00133.0344.31132368.75
2422009.09.07 00:25buy681.00133.090.000.00
2432009.09.11 10:38modify681.00133.090.00133.09
2442009.09.11 10:38buy692.00132.580.000.00
2452009.09.11 10:38modify692.00132.580.00133.09
2462009.09.11 16:00close692.00132.610.00133.0945.17132413.92
2472009.09.11 16:00close681.00132.610.00133.09-531.35131882.57
2482009.09.14 00:00buy701.00131.870.000.00
2492009.09.14 00:00modify701.00131.870.00132.19
2502009.09.14 04:32modify701.00131.870.00131.87
2512009.09.14 04:32buy712.00131.360.000.00
2522009.09.14 04:32modify712.00131.360.00131.87
2532009.09.14 09:52t/p701.00131.870.00131.87-10.00131872.57
2542009.09.14 09:52t/p712.00131.870.00131.871087.86132960.43
2552009.09.28 00:00buy721.00131.710.000.00
2562009.09.28 00:00modify721.00131.710.00131.79
2572009.09.28 00:57t/p721.00131.790.00131.7976.89133037.32
2582009.10.05 00:00buy731.00130.560.000.00
2592009.10.05 00:00modify731.00130.560.00130.75
2602009.10.05 01:32t/p731.00130.750.00130.75196.36133233.68
2612009.10.12 00:00buy741.00131.850.000.00
2622009.10.12 00:00modify741.00131.850.00132.04
2632009.10.12 00:14t/p741.00132.040.00132.04196.36133430.04
2642009.10.12 00:14buy751.00132.070.000.00
2652009.10.16 16:00close751.00135.480.000.003693.71137123.75
2662009.10.19 00:00sell761.00135.570.000.00
2672009.10.19 00:00modify761.00135.57138.57135.34
2682009.10.19 03:04t/p761.00135.34138.57135.34239.78137363.53