Strategy Tester Report
Simple
FXDDMalta-MT4 Demo Server 2 (Build 226)

通貨ペアEURUSD (Euro vs. United States Dollar)
期間1時間足(H1) 2010.01.04 02:00 - 2010.08.30 23:00 (2010.01.01 - 2010.08.31)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターLots=0.1; SlipPage=3; MA_BuyEntry=false; MA_SellEntry=true; MACD_BuyEntry=false; MACD_SellEntry=true; SAR_BuyEntry=false; SAR_SellEntry=false; ShortMAPeriod=21; ShortMAMode=1; LongMAPeriod=50; LongMAMode=1; SAR_Step=0.02; SAR_Maximum=0.2; MACD_FastEmaPeriod=12; MACD_SlowEmaPeriod=26; MACD_SignalPeriod=9; MAGICNUM=777;
Bars in test3624Ticks modelled4225624Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1968.44Gross profit5100.89Gross loss-3132.46
Profit factor1.63Expected payoff15.50
Absolute drawdown273.49Maximal drawdown739.37 (6.13%)Relative drawdown6.13% (739.37)
Total trades127Short positions (won %)127 (42.52%)Long positions (won %)0 (0.00%)
Profit trades (% of total)54 (42.52%)Loss trades (% of total)73 (57.48%)
Largestprofit trade515.72loss trade-244.00
Averageprofit trade94.46loss trade-42.91
Maximumconsecutive wins (profit in money)4 (252.66)consecutive losses (loss in money)6 (-226.45)
Maximalconsecutive profit (count of wins)515.72 (1)consecutive loss (count of losses)-287.05 (2)
Averageconsecutive wins1consecutive losses2
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
12010.01.04 04:00sell10.101.428850.000000.00000
22010.01.04 17:00close10.101.442410.000000.00000-135.609864.40
32010.01.05 02:00sell20.101.441020.000000.00000
42010.01.05 09:00close20.101.446490.000000.00000-54.709809.70
52010.01.05 13:00sell30.101.443130.000000.00000
62010.01.06 04:00sell40.101.434690.000000.00000
72010.01.06 13:00close30.101.438000.000000.0000051.159860.85
82010.01.07 00:00close40.101.441390.000000.00000-67.459793.40
92010.01.07 09:00sell50.101.439040.000000.00000
102010.01.07 14:00sell60.101.434960.000000.00000
112010.01.08 04:00close50.101.431830.000000.0000071.959865.36
122010.01.08 23:00close60.101.441670.000000.00000-67.259798.11
132010.01.11 15:00sell70.101.453010.000000.00000
142010.01.12 19:00close70.101.454000.000000.00000-10.059788.06
152010.01.13 00:00sell80.101.448950.000000.00000
162010.01.13 10:00close80.101.450480.000000.00000-15.309772.76
172010.01.13 21:00sell90.101.450400.000000.00000
182010.01.14 05:00close90.101.453800.000000.00000-34.459738.31
192010.01.14 12:00sell100.101.452140.000000.00000
202010.01.15 00:00close100.101.450030.000000.0000020.959759.26
212010.01.15 01:00sell110.101.449870.000000.00000
222010.01.15 05:00sell120.101.443840.000000.00000
232010.01.15 22:00close120.101.437780.000000.0000060.609819.86
242010.01.19 13:00sell130.101.435340.000000.00000
252010.01.20 01:00close130.101.428880.000000.0000064.459884.31
262010.01.20 05:00sell140.101.421430.000000.00000
272010.01.21 01:00close140.101.410720.000000.00000106.659990.97
282010.01.22 17:00sell150.101.410660.000000.00000
292010.01.22 21:00close150.101.415600.000000.00000-49.409941.57
302010.01.25 07:00close110.101.415720.000000.00000340.3110281.87
312010.01.25 12:00sell160.101.415250.000000.00000
322010.01.25 14:00close160.101.419210.000000.00000-39.6010242.27
332010.01.25 16:00sell170.101.415590.000000.00000
342010.01.26 05:00close170.101.417310.000000.00000-17.3510224.92
352010.01.26 06:00sell180.101.413990.000000.00000
362010.01.26 08:00sell190.101.409110.000000.00000
372010.01.26 21:00close180.101.410360.000000.0000036.3010261.22
382010.01.27 11:00sell200.101.405630.000000.00000
392010.01.27 15:00close200.101.407820.000000.00000-21.9010239.32
402010.01.27 21:00sell210.101.404110.000000.00000
412010.01.28 09:00close210.101.401500.000000.0000025.6510264.98
422010.01.28 17:00sell220.101.399050.000000.00000
432010.01.29 10:00close220.101.395250.000000.0000037.8510302.83
442010.01.29 19:00sell230.101.389810.000000.00000
452010.02.01 07:00close230.101.386740.000000.0000030.5510333.38
462010.02.02 06:00sell240.101.390900.000000.00000
472010.02.02 11:00close240.101.393680.000000.00000-27.8010305.58
482010.02.02 18:00close190.101.395130.000000.00000138.7610444.34
492010.02.03 05:00sell250.101.396280.000000.00000
502010.02.03 12:00close250.101.400600.000000.00000-43.2010401.14
512010.02.03 17:00sell260.101.394140.000000.00000
522010.02.03 23:00sell270.101.390340.000000.00000
532010.02.05 08:00close260.101.371280.000000.00000228.0010629.14
542010.02.05 20:00sell280.101.360660.000000.00000
552010.02.08 02:00close280.101.365820.000000.00000-51.7510577.39
562010.02.09 01:00sell290.101.364830.000000.00000
572010.02.09 07:00close290.101.368380.000000.00000-35.5010541.89
582010.02.09 17:00close270.101.374770.000000.00000154.8110696.70
592010.02.10 05:00sell300.101.378610.000000.00000
602010.02.11 03:00close300.101.374960.000000.0000036.0510732.75
612010.02.11 13:00sell310.101.374950.000000.00000
622010.02.11 18:00sell320.101.365220.000000.00000
632010.02.12 02:00close310.101.369050.000000.0000058.8510791.60
642010.02.12 12:00sell330.101.362590.000000.00000
652010.02.12 20:00close330.101.362580.000000.000000.1010791.70
662010.02.16 17:00close320.101.366980.000000.00000-18.0510773.65
672010.02.17 06:00sell340.101.376670.000000.00000
682010.02.18 00:00sell350.101.360610.000000.00000
692010.02.18 10:00close340.101.359440.000000.00000171.8510945.51
702010.02.18 11:00sell360.101.354290.000000.00000
712010.02.18 12:00close360.101.356030.000000.00000-17.4010928.11
722010.02.19 02:00sell370.101.349320.000000.00000
732010.02.19 12:00close370.101.349640.000000.00000-3.2010924.91
742010.02.22 06:00close350.101.364800.000000.00000-42.2010882.71
752010.02.22 12:00sell380.101.359830.000000.00000
762010.02.23 07:00close380.101.361700.000000.00000-18.8510863.86
772010.02.23 15:00sell390.101.356120.000000.00000
782010.02.23 20:00sell400.101.353580.000000.00000
792010.02.24 06:00close390.101.354140.000000.0000019.6510883.51
802010.02.25 00:00sell410.101.353320.000000.00000
812010.02.25 14:00close410.101.350110.000000.0000032.1010915.61
822010.02.26 06:00close400.101.357870.000000.00000-43.6410871.97
832010.02.26 16:00sell420.101.358100.000000.00000
842010.02.26 19:00close420.101.364980.000000.00000-68.8010803.17
852010.03.01 04:00sell430.101.363420.000000.00000
862010.03.01 19:00sell440.101.347750.000000.00000
872010.03.02 00:00close430.101.356000.000000.0000074.0510877.22
882010.03.02 07:00sell450.101.352520.000000.00000
892010.03.02 15:00close450.101.353940.000000.00000-14.2010863.02
902010.03.02 23:00close440.101.360200.000000.00000-124.6510738.37
912010.03.03 11:00sell460.101.362250.000000.00000
922010.03.03 19:00close460.101.369190.000000.00000-69.4010668.97
932010.03.04 03:00sell470.101.369980.000000.00000
942010.03.04 23:00sell480.101.357650.000000.00000
952010.03.05 06:00close470.101.359340.000000.00000106.2510775.22
962010.03.05 18:00sell490.101.356680.000000.00000
972010.03.05 19:00close490.101.360950.000000.00000-42.7010732.52
982010.03.08 05:00close480.101.367370.000000.00000-97.5010635.02
992010.03.08 14:00sell500.101.364660.000000.00000
1002010.03.09 08:00sell510.101.361880.000000.00000
1012010.03.09 21:00close500.101.360600.000000.0000040.4510675.47
1022010.03.10 11:00sell520.101.355630.000000.00000
1032010.03.10 15:00close520.101.361630.000000.00000-60.0010615.47
1042010.03.10 20:00close510.101.365840.000000.00000-39.7510575.72
1052010.03.11 04:00sell530.101.363040.000000.00000
1062010.03.11 15:00close530.101.365390.000000.00000-23.5010552.22
1072010.03.11 17:00sell540.101.364590.000000.00000
1082010.03.11 19:00close540.101.367580.000000.00000-29.9010522.32
1092010.03.12 06:00sell550.101.367980.000000.00000
1102010.03.12 07:00close550.101.369180.000000.00000-12.0010510.32
1112010.03.12 21:00sell560.101.375530.000000.00000
1122010.03.26 02:00sell570.101.327130.000000.00000
1132010.03.26 12:00close560.101.337170.000000.00000381.5110891.84
1142010.03.29 21:00sell580.101.343860.000000.00000
1152010.03.30 00:00close580.101.348150.000000.00000-43.0510848.79
1162010.03.30 12:00close570.101.351500.000000.00000-244.0010604.79
1172010.03.30 14:00sell590.101.347470.000000.00000
1182010.03.30 18:00sell600.101.344360.000000.00000
1192010.03.31 10:00close590.101.342170.000000.0000052.8510657.64
1202010.03.31 18:00close600.101.353220.000000.00000-88.7510568.89
1212010.04.01 02:00sell610.101.350720.000000.00000
1222010.04.01 18:00close610.101.353860.000000.00000-31.4010537.49
1232010.04.02 06:00sell620.101.356850.000000.00000
1242010.04.02 23:01sell630.101.348980.000000.00000
1252010.04.05 04:00close620.101.352710.000000.0000041.2510578.74
1262010.04.05 10:00sell640.101.346360.000000.00000
1272010.04.05 17:00close640.101.352550.000000.00000-61.9010516.84
1282010.04.06 01:00sell650.101.348200.000000.00000
1292010.04.06 02:00close650.101.348920.000000.00000-7.2010509.64
1302010.04.06 03:00sell660.101.346640.000000.00000
1312010.04.06 22:00close660.101.339560.000000.0000070.8010580.44
1322010.04.07 15:00sell670.101.334880.000000.00000
1332010.04.07 21:00close670.101.337280.000000.00000-24.0010556.44
1342010.04.08 03:00sell680.101.333020.000000.00000
1352010.04.08 09:00close680.101.333820.000000.00000-8.0010548.44
1362010.04.08 11:00sell690.101.329260.000000.00000
1372010.04.08 16:00close690.101.332820.000000.00000-35.6010512.84
1382010.04.09 09:00sell700.101.334910.000000.00000
1392010.04.09 10:00close700.101.339010.000000.00000-41.0010471.84
1402010.04.09 12:00close630.101.341320.000000.0000075.5610547.40
1412010.04.12 11:00sell710.101.360450.000000.00000
1422010.04.14 00:00close710.101.361530.000000.00000-11.1010536.30
1432010.04.14 12:00sell720.101.364640.000000.00000
1442010.04.14 20:00close720.101.366390.000000.00000-17.5010518.80
1452010.04.15 03:00sell730.101.365720.000000.00000
1462010.04.15 15:00sell740.101.354170.000000.00000
1472010.04.15 22:00close730.101.357550.000000.0000081.7010600.50
1482010.04.16 06:00sell750.101.354210.000000.00000
1492010.04.16 12:00close750.101.356250.000000.00000-20.4010580.10
1502010.04.16 17:00sell760.101.351040.000000.00000
1512010.04.19 02:00close760.101.349120.000000.0000019.0510599.15
1522010.04.19 03:00sell770.101.347540.000000.00000
1532010.04.19 17:00close770.101.345470.000000.0000020.7010619.85
1542010.04.20 09:00sell780.101.345840.000000.00000
1552010.04.20 12:00close780.101.349430.000000.00000-35.9010583.95
1562010.04.20 18:00sell790.101.346040.000000.00000
1572010.04.21 10:00close790.101.344300.000000.0000017.2510601.20
1582010.04.21 15:00sell800.101.337540.000000.00000
1592010.04.21 22:00close800.101.340480.000000.00000-29.4010571.80
1602010.04.22 14:00sell810.101.333890.000000.00000
1612010.04.23 10:00close810.101.324010.000000.0000098.6510670.46
1622010.04.26 05:00close740.101.338440.000000.00000155.9610826.41
1632010.04.26 08:00sell820.101.336720.000000.00000
1642010.04.26 17:00sell830.101.331470.000000.00000
1652010.04.26 23:00close820.101.336940.000000.00000-2.2010824.21
1662010.04.27 00:00close830.101.338330.000000.00000-68.7510755.47
1672010.04.27 09:00sell840.101.337220.000000.00000
1682010.04.27 15:00sell850.101.328700.000000.00000
1692010.04.28 07:00close840.101.321760.000000.00000154.4510909.92
1702010.04.29 22:00sell860.101.324480.000000.00000
1712010.04.30 02:00close860.101.326590.000000.00000-21.2510888.67
1722010.04.30 02:00close850.101.326590.000000.0000020.3610909.02
1732010.04.30 04:00sell870.101.323550.000000.00000
1742010.04.30 10:00close870.101.329040.000000.00000-54.9010854.12
1752010.04.30 20:00sell880.101.327180.000000.00000
1762010.05.03 11:00sell890.101.323590.000000.00000
1772010.05.04 02:00close880.101.320020.000000.0000071.3010925.42
1782010.05.04 11:00sell900.101.316620.000000.00000
1792010.05.05 07:00close900.101.295980.000000.00000206.2511131.68
1802010.05.05 16:00sell910.101.285930.000000.00000
1812010.05.06 04:00close910.101.283740.000000.0000021.4511153.13
1822010.05.06 15:00sell920.101.272910.000000.00000
1832010.05.07 05:00close920.101.265070.000000.0000078.2511231.38
1842010.07.08 12:00sell930.101.265460.000000.00000
1852010.07.08 22:00close930.101.268040.000000.00000-25.8011205.58
1862010.07.09 13:00sell940.101.267110.000000.00000
1872010.07.12 01:00close940.101.264340.000000.0000027.5511233.13
1882010.07.12 04:00sell950.101.261120.000000.00000
1892010.07.12 17:00close950.101.257530.000000.0000035.9011269.03
1902010.07.13 10:00sell960.101.255430.000000.00000
1912010.07.13 16:00close960.101.261470.000000.00000-60.4011208.63
1922010.07.13 21:00close890.101.270960.000000.00000515.7211724.35
1932010.07.14 06:00sell970.101.272460.000000.00000
1942010.07.14 20:00close970.101.275660.000000.00000-32.0011692.35
1952010.07.15 00:00sell980.101.274260.000000.00000
1962010.07.15 12:00close980.101.279010.000000.00000-47.5011644.85
1972010.07.16 04:00sell990.101.291220.000000.00000
1982010.07.16 15:00close990.101.299580.000000.00000-83.6011561.25
1992010.07.16 18:00sell1000.101.295110.000000.00000
2002010.07.19 11:00close1000.101.298060.000000.00000-29.6511531.60
2012010.07.19 21:00sell1010.101.294340.000000.00000
2022010.07.20 08:00close1010.101.296900.000000.00000-25.7511505.85
2032010.07.20 14:00sell1020.101.289880.000000.00000
2042010.07.20 22:00sell1030.101.289270.000000.00000
2052010.07.21 03:00close1020.101.290660.000000.00000-7.9511497.90
2062010.07.21 12:00sell1040.101.285200.000000.00000
2072010.07.22 06:00close1040.101.277520.000000.0000076.3511574.26
2082010.07.22 21:00close1030.101.290690.000000.00000-14.8011559.46
2092010.07.23 04:00sell1050.101.289380.000000.00000
2102010.07.23 13:00close1050.101.294180.000000.00000-48.0011511.46
2112010.07.23 16:00sell1060.101.287860.000000.00000
2122010.07.23 23:00close1060.101.291610.000000.00000-37.5011473.96
2132010.08.05 21:00sell1070.101.318520.000000.00000
2142010.08.06 17:00close1070.101.331680.000000.00000-131.7511342.21
2152010.08.09 01:00sell1080.101.328800.000000.00000
2162010.08.10 11:00sell1090.101.316860.000000.00000
2172010.08.10 15:00close1080.101.314940.000000.00000138.4511480.66
2182010.08.10 16:00sell1100.101.313240.000000.00000
2192010.08.10 22:00close1100.101.319740.000000.00000-65.0011415.66
2202010.08.11 06:00sell1110.101.311980.000000.00000
2212010.08.12 04:00close1110.101.287580.000000.00000243.5511659.22
2222010.08.12 16:00sell1120.101.281830.000000.00000
2232010.08.12 18:00close1120.101.284590.000000.00000-27.6011631.62
2242010.08.13 14:00sell1130.101.279750.000000.00000
2252010.08.16 06:00close1130.101.277800.000000.0000019.3511650.97
2262010.08.17 01:00sell1140.101.282160.000000.00000
2272010.08.17 06:00close1140.101.284810.000000.00000-26.5011624.47
2282010.08.17 12:00close1090.101.288750.000000.00000280.0611904.52
2292010.08.17 23:00sell1150.101.287890.000000.00000
2302010.08.18 13:00close1150.101.290280.000000.00000-24.0511880.48
2312010.08.18 21:00sell1160.101.287730.000000.00000
2322010.08.19 04:00sell1170.101.280580.000000.00000
2332010.08.19 13:00close1160.101.281850.000000.0000058.3511938.83
2342010.08.19 23:00sell1180.101.281860.000000.00000
2352010.08.20 11:00close1180.101.282010.000000.00000-1.6511937.18
2362010.08.20 12:00sell1190.101.275360.000000.00000
2372010.08.20 23:00close1190.101.270960.000000.0000044.0011981.18
2382010.08.23 18:00sell1200.101.265560.000000.00000
2392010.08.24 08:00close1200.101.264240.000000.0000013.0511994.23
2402010.08.24 14:00sell1210.101.261050.000000.00000
2412010.08.24 17:00close1210.101.263700.000000.00000-26.5011967.73
2422010.08.25 03:00sell1220.101.263550.000000.00000
2432010.08.25 06:00close1220.101.266290.000000.00000-27.4011940.33
2442010.08.25 15:00sell1230.101.262840.000000.00000
2452010.08.25 22:00close1230.101.265560.000000.00000-27.2011913.13
2462010.08.26 07:00close1170.101.271900.000000.0000085.7611998.89
2472010.08.26 15:00sell1240.101.268450.000000.00000
2482010.08.26 18:00close1240.101.273900.000000.00000-54.5011944.39
2492010.08.26 20:00sell1250.101.270180.000000.00000
2502010.08.27 19:00close1250.101.276570.000000.00000-64.0511880.34
2512010.08.30 07:00sell1260.101.273800.000000.00000
2522010.08.30 20:00sell1270.101.267790.000000.00000
2532010.08.30 23:59close at stop1270.101.266390.000000.0000014.0011894.34
2542010.08.30 23:59close at stop1260.101.266390.000000.0000074.1011968.44