Strategy Tester Report
M16A4
FXDDMalta-MT4 Live Server 3 (Build 226)

通貨ペアEURUSD (Euro vs. United States Dollar)
期間5分足(M5) 2010.01.04 02:00 - 2010.08.20 23:55 (2010.01.01 - 2010.08.21)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーター
Bars in test30746Ticks modelled3744551Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit12283.62Gross profit20221.98Gross loss-7938.36
Profit factor2.55Expected payoff99.06
Absolute drawdown175.00Maximal drawdown1941.73 (13.72%)Relative drawdown13.72% (1941.73)
Total trades124Short positions (won %)65 (87.69%)Long positions (won %)59 (91.53%)
Profit trades (% of total)111 (89.52%)Loss trades (% of total)13 (10.48%)
Largestprofit trade329.40loss trade-1044.00
Averageprofit trade182.18loss trade-610.64
Maximumconsecutive wins (profit in money)29 (5148.37)consecutive losses (loss in money)1 (-1044.00)
Maximalconsecutive profit (count of wins)5148.37 (29)consecutive loss (count of losses)-1044.00 (1)
Averageconsecutive wins8consecutive 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
12010.01.05 00:01buy12.501.44101.43811.4416
22010.01.05 01:04close12.501.44131.43811.441675.0010075.00
32010.01.05 01:17sell22.521.44171.44461.4411
42010.01.05 02:02t/p22.521.44111.44461.4411151.2010226.20
52010.01.06 00:29sell32.561.43721.44011.4366
62010.01.06 00:49close32.561.43671.44011.4366128.0010354.20
72010.01.06 00:50buy42.591.43661.43371.4372
82010.01.06 02:08close42.591.43691.43371.437277.7010431.90
92010.01.07 00:15sell52.611.44171.44461.4411
102010.01.07 00:35close52.611.44121.44461.4411130.5010562.40
112010.01.07 00:37buy62.641.44091.43801.4415
122010.01.07 03:03t/p62.641.44151.43801.4415158.4010720.80
132010.01.09 00:42buy72.681.44101.43811.4416
142010.01.11 02:03close72.681.44151.43811.4416134.0010854.80
152010.01.12 00:09buy82.711.45191.44901.4525
162010.01.12 01:49close82.711.45141.44901.4525-135.5010719.30
172010.01.12 01:49sell92.681.45141.45431.4508
182010.01.12 02:45close92.681.45091.45431.4508134.0010853.30
192010.01.13 00:12sell102.711.44951.45241.4489
202010.01.13 00:42t/p102.711.44891.45241.4489162.6011015.90
212010.01.13 00:42buy112.751.44891.44601.4495
222010.01.13 01:43close112.751.44921.44601.449582.5011098.40
232010.01.13 01:43sell122.771.44921.45211.4486
242010.01.13 02:18t/p122.771.44861.45211.4486166.2011264.60
252010.01.14 00:23sell132.821.45141.45431.4508
262010.01.14 01:02close132.821.45091.45431.4508141.0011405.60
272010.01.14 01:02buy142.851.45091.44801.4515
282010.01.14 02:20close142.851.45121.44801.451585.5011491.10
292010.01.16 00:48sell152.871.43871.44161.4381
302010.01.18 02:00t/p152.871.43811.44161.4381165.0511656.15
312010.01.19 00:18sell162.911.43871.44161.4381
322010.01.19 00:30t/p162.911.43811.44161.4381174.6011830.75
332010.01.19 00:30buy172.961.43811.43521.4387
342010.01.19 00:51close172.961.43861.43521.4387148.0011978.75
352010.01.19 00:54sell182.991.43881.44171.4382
362010.01.19 01:09close182.991.43831.44171.4382149.5012128.25
372010.01.19 01:38sell193.031.43901.44191.4384
382010.01.19 01:54close193.031.43851.44191.4384151.5012279.75
392010.01.20 00:00sell203.071.43021.43311.4296
402010.01.20 00:40buy212.561.42971.42681.4303
412010.01.20 00:40t/p203.071.42961.43311.4296184.2012463.95
422010.01.20 02:06close212.561.42771.42681.4303-512.0011951.95
432010.01.21 00:06buy222.991.41001.40711.4106
442010.01.21 00:39sell232.501.41051.41341.4099
452010.01.21 00:59t/p222.991.41061.40711.4106179.4012131.35
462010.01.21 01:19t/p232.501.40991.41341.4099150.0012281.35
472010.01.21 01:19buy243.071.40981.40691.4104
482010.01.21 01:44t/p243.071.41041.40691.4104184.2012465.55
492010.01.21 01:49sell253.121.41061.41351.4100
502010.01.21 03:24close253.121.41261.41351.4100-624.0011841.55
512010.01.23 00:41buy262.961.41301.41011.4136
522010.01.23 00:49t/p262.961.41361.41011.4136177.6012019.15
532010.01.26 00:10buy273.001.41501.41211.4156
542010.01.26 01:43close273.001.41521.41211.415660.0012079.15
552010.01.26 01:43sell283.021.41531.41821.4147
562010.01.26 02:54close283.021.41501.41821.414790.6012169.75
572010.01.27 00:50buy293.041.40741.40451.4080
582010.01.27 01:51close293.041.40771.40451.408091.2012260.95
592010.01.28 01:14sell303.071.40261.40551.4020
602010.01.28 01:25t/p303.071.40201.40551.4020184.2012445.15
612010.01.28 01:43sell313.111.40301.40591.4024
622010.01.28 02:19t/p313.111.40241.40591.4024186.6012631.75
632010.01.30 00:00buy323.161.386511.38361.3871
642010.02.01 02:19t/p323.161.38711.38361.3871186.4412818.19
652010.02.02 00:35sell333.201.39321.39611.3926
662010.02.02 01:39close333.201.392811.39611.3926124.8012942.99
672010.02.02 01:39buy343.241.39271.38981.3933
682010.02.02 01:47t/p343.241.39331.38981.3933194.4013137.39
692010.02.03 00:31buy353.281.39621.39331.3968
702010.02.03 01:29t/p353.281.39681.39331.3968196.8013334.19
712010.02.03 01:32sell363.331.39701.39991.3964
722010.02.03 04:10t/p363.331.39641.39991.3964199.8013533.99
732010.02.04 00:17buy373.381.38951.38661.3901
742010.02.04 02:57t/p373.381.39011.38661.3901202.8013736.79
752010.02.06 00:00sell383.431.36641.36931.3658
762010.02.08 02:00t/p383.431.36581.36931.3658197.2513934.03
772010.02.09 01:55sell393.481.36521.36811.3646
782010.02.09 03:18close393.481.36711.36811.3646-661.2013272.83
792010.02.10 00:47sell403.321.37931.38221.3787
802010.02.10 01:47close403.321.37901.38221.378799.6013372.43
812010.02.11 00:03buy413.341.37291.37001.3735
822010.02.11 00:51t/p413.341.37351.37001.3735200.4013572.83
832010.02.11 00:51sell423.391.37351.37641.3729
842010.02.11 02:47close423.391.37551.37641.3729-678.0012894.83
852010.02.13 00:07sell433.221.36191.36481.3613
862010.02.15 02:05t/p433.221.36131.36481.3613185.1713080.01
872010.02.16 00:36buy443.271.35981.35691.3604
882010.02.16 01:48close443.271.36011.35691.360498.1013178.11
892010.02.17 01:34buy453.291.37651.37361.3771
902010.02.17 02:51close453.291.37681.37361.377198.7013276.81
912010.02.18 00:14buy463.321.36071.35781.3613
922010.02.18 03:04t/p463.321.36131.35781.3613199.2013476.01
932010.02.20 00:01sell473.371.36021.36311.3596
942010.02.22 02:37close473.371.36221.36311.3596-682.4012793.61
952010.02.23 00:09buy483.201.35981.35691.3604
962010.02.23 01:04sell492.691.36021.36311.3596
972010.02.23 01:14close483.201.36011.35691.360496.0012889.61
982010.02.23 01:47t/p492.691.35961.36311.3596161.4013051.01
992010.02.23 01:59sell503.261.36011.36301.3595
1002010.02.23 02:22close503.261.35961.36301.3595163.0013214.01
1012010.02.24 00:00buy513.301.35031.34741.3509
1022010.02.24 00:01t/p513.301.35091.34741.3509198.0013412.01
1032010.02.24 01:20sell523.351.35171.35461.3511
1042010.02.24 03:08close523.351.35151.35461.351167.0013479.01
1052010.02.25 00:10sell533.371.35371.35661.3531
1062010.02.25 00:15t/p533.371.35311.35661.3531202.2013681.21
1072010.02.25 00:33sell543.421.35381.35671.3532
1082010.02.25 01:35close543.421.35351.35671.3532102.6013783.81
1092010.02.25 01:50sell553.451.35441.35731.3538
1102010.02.25 01:53t/p553.451.35381.35731.3538207.0013990.81
1112010.02.27 00:17sell563.501.36241.36531.3618
1122010.03.01 03:00close563.501.36441.36531.3618-708.7313282.08
1132010.03.02 01:18sell573.321.35641.35931.3558
1142010.03.02 01:34close573.321.35591.35931.3558166.0013448.08
1152010.03.02 01:46sell583.361.35661.35951.3560
1162010.03.02 02:24t/p583.361.35601.35951.3560201.6013649.68
1172010.03.03 00:41sell593.411.36101.36391.3604
1182010.03.03 03:04close593.411.36301.36391.3604-682.0012967.68
1192010.03.04 00:40buy603.241.36961.36671.3702
1202010.03.04 01:45close603.241.36991.36671.370297.2013064.88
1212010.03.04 01:48buy613.271.36941.36651.3700
1222010.03.04 02:03t/p613.271.37001.36651.3700196.2013261.08
1232010.03.06 00:10buy623.321.36201.35911.3626
1242010.03.06 00:56sell632.781.36241.36531.3618
1252010.03.06 00:57close623.321.36251.35911.3626166.0013427.08
1262010.03.08 02:00close632.781.36431.36531.3618-535.1312891.95
1272010.03.09 00:03buy643.221.36281.35991.3634
1282010.03.09 01:03close643.221.36321.35991.3634128.8013020.75
1292010.03.09 01:36buy653.261.36291.36001.3635
1302010.03.09 03:19close653.261.36101.36001.3635-619.4012401.35
1312010.03.10 00:12sell663.101.36031.36321.3597
1322010.03.10 01:12close663.101.36001.36321.359793.0012494.35
1332010.03.10 01:25buy673.121.35951.35661.3601
1342010.03.10 01:39t/p673.121.36011.35661.3601187.2012681.55
1352010.03.10 01:39sell683.171.36031.36321.3597
1362010.03.10 01:41t/p683.171.35971.36321.3597190.2012871.75
1372010.03.11 00:07sell693.221.36541.36831.3648
1382010.03.11 02:15close693.221.36531.36831.364832.2012903.95
1392010.03.13 00:22sell703.231.37641.37931.3758
1402010.03.26 00:14t/p703.231.37581.37931.375881.0712985.02
1412010.03.30 01:28buy713.251.34781.34491.3484
1422010.03.30 02:29close713.251.34811.34491.348497.5013082.52
1432010.03.31 00:19buy723.271.34121.33831.3418
1442010.03.31 00:44sell732.761.34171.34461.3411
1452010.03.31 00:44t/p723.271.34181.33831.3418196.2013278.72
1462010.03.31 01:03t/p732.761.34111.34461.3411165.6013444.32
1472010.03.31 01:04buy743.361.34111.33821.3417
1482010.03.31 01:05t/p743.361.34171.33821.3417201.6013645.92
1492010.03.31 01:57sell753.411.34221.34511.3416
1502010.03.31 03:31close753.411.34201.34511.341668.2013714.12
1512010.04.01 00:04sell763.431.35141.35431.3508
1522010.04.01 00:54t/p763.431.35081.35431.3508205.8013919.92
1532010.04.05 01:00buy773.481.34921.34631.3498
1542010.04.05 01:19t/p773.481.34981.34631.3498208.8014128.72
1552010.04.05 01:56buy783.531.34961.34671.3502
1562010.04.05 03:02close783.531.34991.34671.3502105.9014234.62
1572010.04.06 00:06sell793.561.34881.35171.3482
1582010.04.06 01:04t/p793.561.34821.35171.3482213.6014448.22
1592010.04.06 01:16sell803.611.34891.35181.3483
1602010.04.06 02:36close803.611.34861.35181.3483108.3014556.52
1612010.04.07 00:50buy813.641.33951.33661.3401
1622010.04.07 01:56close813.641.33981.33661.3401109.2014665.72
1632010.04.07 01:56sell823.671.33981.34271.3392
1642010.04.07 02:44t/p823.671.33921.34271.3392220.2014885.92
1652010.04.08 01:10sell833.721.33431.33721.3337
1662010.04.08 02:05t/p833.721.33371.33721.3337223.2015109.12
1672010.04.13 00:00sell843.781.35921.36211.3586
1682010.04.13 00:18t/p843.781.35861.36211.3586226.8015335.92
1692010.04.13 00:25buy853.831.35851.35561.3591
1702010.04.13 00:41t/p853.831.35911.35561.3591229.8015565.72
1712010.04.13 00:41sell863.891.35911.36201.3585
1722010.04.13 00:48t/p863.891.35851.36201.3585233.4015799.12
1732010.04.13 01:57sell873.951.35941.36231.3588
1742010.04.13 02:55t/p873.951.35881.36231.3588237.0016036.12
1752010.04.14 00:12buy884.011.36041.35751.3610
1762010.04.14 00:21t/p884.011.36101.35751.3610240.6016276.72
1772010.04.14 00:24sell894.071.36161.36451.3610
1782010.04.14 01:05buy903.431.36111.35821.3617
1792010.04.14 01:05t/p894.071.36101.36451.3610244.2016520.92
1802010.04.14 02:05close903.431.36151.35821.3617137.2016658.12
1812010.04.15 00:01buy914.161.36511.36221.3657
1822010.04.15 01:07close914.161.36541.36221.3657124.8016782.92
1832010.04.15 01:07sell924.201.36561.36851.3650
1842010.04.15 04:26t/p924.201.36501.36851.3650252.0017034.92
1852010.04.19 01:54buy934.261.34851.34561.3491
1862010.04.19 02:06t/p934.261.34911.34561.3491255.6017290.52
1872010.04.21 00:10sell944.321.34431.34721.3437
1882010.04.21 00:52t/p944.321.34371.34721.3437259.2017549.72
1892010.04.21 01:32buy954.391.34351.34061.3441
1902010.04.21 03:17close954.391.34151.34061.3441-878.0016671.72
1912010.04.22 00:18buy964.171.33871.33581.3393
1922010.04.22 00:23t/p964.171.33931.33581.3393250.2016921.92
1932010.04.22 00:30buy974.231.33881.33591.3394
1942010.04.22 01:14sell983.581.33931.34221.3387
1952010.04.22 01:27t/p983.581.33871.34221.3387214.8017136.72
1962010.04.22 01:38close974.231.33911.33591.3394126.9017263.62
1972010.04.22 01:41sell994.321.33931.34221.3387
1982010.04.22 02:06t/p994.321.33871.34221.3387259.2017522.82
1992010.04.29 00:00sell1004.381.32201.32491.3214
2002010.04.29 00:07t/p1004.381.32141.32491.3214262.8017785.62
2012010.04.29 00:07buy1014.451.32121.31831.3218
2022010.04.29 01:52close1014.451.32081.31831.3218-178.0017607.62
2032010.04.29 01:52sell1024.401.32081.32371.3202
2042010.04.29 02:35t/p1024.401.32021.32371.3202264.0017871.62
2052010.05.04 01:01buy1034.471.31891.31601.3195
2062010.05.04 01:12t/p1034.471.31951.31601.3195268.2018139.82
2072010.05.04 01:34buy1044.531.31901.31611.3196
2082010.05.04 01:55t/p1044.531.31961.31611.3196271.8018411.62
2092010.05.06 00:00buy1054.601.28151.27861.2821
2102010.05.06 00:48sell1063.921.28201.28491.2814
2112010.05.06 00:48t/p1054.601.28211.27861.2821276.0018687.62
2122010.05.06 01:15t/p1063.921.28141.28491.2814235.2018922.82
2132010.05.06 01:17buy1074.731.28091.27801.2815
2142010.05.06 01:43t/p1074.731.28151.27801.2815283.8019206.62
2152010.07.13 00:03buy1084.801.25931.25641.2599
2162010.07.13 02:46t/p1084.801.25991.25641.2599288.0019494.62
2172010.07.14 01:28buy1094.871.27221.26931.2728
2182010.07.14 02:41close1094.871.27251.26931.2728146.1019640.72
2192010.07.15 00:03sell1104.911.27441.27731.2738
2202010.07.15 00:38t/p1104.911.27381.27731.2738294.6019935.32
2212010.07.20 00:07buy1114.981.29401.29111.2946
2222010.07.20 00:42sell1124.231.29441.29731.2938
2232010.07.20 00:51t/p1114.981.29461.29111.2946298.8020234.12
2242010.07.20 01:56close1124.231.29411.29731.2938126.9020361.02
2252010.07.20 01:58buy1135.091.29381.29091.2944
2262010.07.20 02:58close1135.091.29421.29091.2944203.6020564.62
2272010.07.21 00:32buy1145.141.28801.28511.2886
2282010.07.21 00:51t/p1145.141.28861.28511.2886308.4020873.02
2292010.07.21 00:51sell1155.221.28871.29161.2881
2302010.07.21 02:36close1155.221.29071.29161.2881-1044.0019829.02
2312010.07.22 00:00buy1164.961.27541.27251.2760
2322010.07.22 00:19t/p1164.961.27601.27251.2760297.6020126.62
2332010.07.22 00:22sell1175.031.27621.27911.2756
2342010.07.22 00:31t/p1175.031.27561.27911.2756301.8020428.42
2352010.07.22 00:49buy1185.111.27521.27231.2758
2362010.07.22 01:02t/p1185.111.27581.27231.2758306.6020735.02
2372010.07.22 01:12sell1195.181.27631.27921.2757
2382010.07.22 02:42close1195.181.27601.27921.2757155.4020890.42
2392010.08.09 01:29buy1205.221.32821.32531.3288
2402010.08.09 02:30close1205.221.32841.32531.3288104.4020994.82
2412010.08.10 00:00buy1215.251.32231.31941.3229
2422010.08.10 00:11t/p1215.251.32291.31941.3229315.0021309.82
2432010.08.11 01:19sell1225.331.31841.32131.3178
2442010.08.11 02:07t/p1225.331.31781.32131.3178319.8021629.62
2452010.08.17 01:52buy1235.411.28191.27901.2825
2462010.08.17 02:17t/p1235.411.28251.27901.2825324.6021954.22
2472010.08.19 00:18sell1245.491.28611.28901.2855
2482010.08.19 00:42t/p1245.491.28551.28901.2855329.4022283.62