Strategy Tester Report
Enhanced Strategy Control_Ver101
FXDDMalta-MT4 Live Server 3 (Build 226)

通貨ペアAUDUSD TestSpread 3
期間5分足(M5) 2009.01.02 08:00 - 2010.05.28 22:55 (2009.01.01 - 2010.05.30)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーター
Bars in test98363Ticks modelled11772995Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit12512.72Gross profit14715.28Gross loss-2202.56
Profit factor6.68Expected payoff111.72
Absolute drawdown700.00Maximal drawdown1452.20 (10.62%)Relative drawdown10.62% (1452.20)
Total trades112Short positions (won %)53 (94.34%)Long positions (won %)59 (89.83%)
Profit trades (% of total)103 (91.96%)Loss trades (% of total)9 (8.04%)
Largestprofit trade408.00loss trade-590.40
Averageprofit trade142.87loss trade-244.73
Maximumconsecutive wins (profit in money)30 (4564.38)consecutive losses (loss in money)1 (-590.40)
Maximalconsecutive profit (count of wins)4564.38 (30)consecutive loss (count of losses)-590.40 (1)
Averageconsecutive wins10consecutive 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
12009.01.06 00:10sell12.000.71680.72130.7153
22009.01.06 01:05close12.000.71630.72130.7153100.0010100.00
32009.01.09 00:00sell22.020.71250.71700.7110
42009.01.09 00:31close22.020.71190.71700.7110121.2010221.20
52009.01.20 00:35buy32.040.66930.66330.6703
62009.01.20 02:15close32.040.66810.66330.6703-244.809976.40
72009.01.23 00:49buy42.000.65530.64930.6563
82009.01.23 01:29close42.000.65590.64930.6563120.0010096.40
92009.01.28 00:30buy52.020.66070.65470.6617
102009.01.28 00:36close52.020.66120.65470.6617101.0010197.40
112009.02.06 00:30buy62.040.65140.64540.6524
122009.02.06 00:35close62.040.65190.64540.6524102.0010299.40
132009.02.10 00:55buy72.060.67880.67280.6798
142009.02.10 01:10modify72.060.67880.67880.6798
152009.02.10 01:18s/l72.060.67880.67880.67980.0010299.40
162009.02.13 00:35sell82.060.65280.65730.6513
172009.02.13 01:05close82.060.65240.65730.651382.4010381.80
182009.02.17 00:40sell92.080.65010.65460.6486
192009.02.17 01:47close92.080.64960.65460.6486104.0010485.80
202009.02.18 00:30buy102.100.63510.62910.6361
212009.02.18 00:38close102.100.63560.62910.6361105.0010590.80
222009.02.18 00:48buy112.120.63530.62930.6363
232009.02.18 01:52close112.120.63570.62930.636384.8010675.60
242009.02.19 00:41buy122.140.63780.63180.6388
252009.02.19 01:14close122.140.63830.63180.6388107.0010782.60
262009.02.24 00:31buy132.160.64090.63490.6419
272009.02.24 00:53modify132.160.64090.64090.6419
282009.02.24 00:53close132.160.64170.64090.6419172.8010955.40
292009.02.27 00:30buy142.190.64790.64190.6489
302009.02.27 00:42close142.190.64840.64190.6489109.5011064.90
312009.02.27 00:52buy152.210.64790.64190.6489
322009.02.27 07:37close152.210.64560.64190.6489-508.3010556.60
332009.03.04 00:30buy162.110.63790.63190.6389
342009.03.04 01:08close162.110.63840.63190.6389105.5010662.10
352009.03.10 00:40buy172.130.63100.62500.6320
362009.03.10 00:44close172.130.63160.62500.6320127.8010789.90
372009.03.11 00:02sell182.160.64620.65070.6447
382009.03.11 00:33close182.160.64580.65070.644786.4010876.30
392009.03.13 00:44sell192.180.65690.66140.6554
402009.03.13 00:59modify192.180.65690.65660.6554
412009.03.13 00:59close192.180.65590.65660.6554218.0011094.30
422009.03.31 00:05sell202.220.680250.68480.6788
432009.03.31 01:37close202.220.68010.68480.678833.3011127.60
442009.04.03 00:35buy212.230.71470.70870.7157
452009.04.03 00:54modify212.230.71470.71470.7157
462009.04.03 00:56close212.230.71540.71470.7157156.1011283.70
472009.04.07 00:00sell222.260.71430.71880.7128
482009.04.07 00:04modify222.260.71430.71400.7128
492009.04.07 00:05close222.260.71300.71400.7128293.8011577.50
502009.04.08 00:39buy232.320.70940.70340.7104
512009.04.08 00:44close232.320.70990.70340.7104116.0011693.50
522009.04.10 00:24sell242.340.719980.72450.7185
532009.04.10 00:51close242.340.719670.72450.718572.5411766.04
542009.04.15 00:30buy252.350.720850.71490.7219
552009.04.15 01:01close252.350.72140.71490.7219129.2511895.29
562009.04.21 00:42sell262.380.69890.70340.6974
572009.04.21 00:49modify262.380.69890.69860.6974
582009.04.21 00:49close262.380.69770.69860.6974285.6012180.89
592009.04.22 00:30buy272.440.71020.70420.7112
602009.04.22 00:37close272.440.71070.70420.7112122.0012302.89
612009.04.22 00:50buy282.460.71000.70400.7110
622009.04.22 04:33close282.460.70760.70400.7110-590.4011712.49
632009.04.28 00:55buy292.340.70840.70240.7094
642009.04.28 01:03close292.340.70890.70240.7094117.0011829.49
652009.04.30 00:42buy302.370.72430.71830.7253
662009.04.30 01:49close302.370.72470.71830.725394.8011924.29
672009.05.06 00:30buy312.380.74120.73520.7422
682009.05.06 01:21close312.380.74150.73520.742271.4011995.69
692009.05.07 00:30buy322.400.747450.74150.7485
702009.05.07 01:47close322.400.74780.74150.748584.0012079.69
712009.05.08 00:10sell332.420.75580.76030.7543
722009.05.08 01:17close332.420.75550.76030.754372.6012152.29
732009.05.12 00:32buy342.430.75760.75160.7586
742009.05.12 00:54modify342.430.75760.75760.7586
752009.05.12 01:00s/l342.430.75760.75760.75860.0012152.29
762009.05.20 00:31buy352.430.77380.76780.7748
772009.05.20 01:01close352.430.77440.76780.7748145.8012298.09
782009.05.21 00:40buy362.460.77330.76730.7743
792009.05.21 00:40close362.460.77380.76730.7743123.0012421.09
802009.05.21 00:41buy372.480.77360.76760.7746
812009.05.21 00:58modify372.480.77360.77360.7746
822009.05.21 00:58close372.480.77430.77360.7746173.6012594.69
832009.05.21 00:59buy382.520.77340.76740.7744
842009.05.21 01:15modify382.520.77340.77340.7744
852009.05.21 01:26close382.520.77400.77340.7744151.2012745.89
862009.05.22 00:00sell392.550.778160.78270.7767
872009.05.22 01:20close392.550.77780.78270.776791.8012837.69
882009.06.02 00:30buy402.570.809010.80300.8100
892009.06.02 00:53modify402.570.809010.80900.8100
902009.06.02 00:53close402.570.80980.80900.8100203.0313040.72
912009.06.04 00:32sell412.610.80100.80550.7995
922009.06.04 00:42close412.610.80020.80550.7995208.8013249.52
932009.06.10 00:36buy422.650.80070.79470.8017
942009.06.10 00:56modify422.650.80070.80070.8017
952009.06.10 00:56close422.650.80130.80070.8017159.0013408.52
962009.06.12 00:44buy432.680.81850.81250.8195
972009.06.12 01:04modify432.680.81850.81850.8195
982009.06.12 01:04close432.680.81910.81850.8195160.8013569.32
992009.06.16 00:04sell442.710.79540.79990.7939
1002009.06.16 00:34close442.710.79500.79990.7939108.4013677.72
1012009.06.17 00:37buy452.740.79280.78680.7938
1022009.06.17 03:13close452.740.79180.78680.7938-274.0013403.72
1032009.06.18 00:45buy462.680.79330.78730.7943
1042009.06.18 01:04close462.680.79390.78730.7943160.8013564.52
1052009.06.26 00:51sell472.710.80350.80800.8020
1062009.06.26 01:38close472.710.80310.80800.8020108.4013672.92
1072009.06.30 00:30buy482.730.807090.80110.8081
1082009.06.30 01:33close482.730.80750.80110.8081111.9313784.85
1092009.07.01 00:55buy492.760.80580.79980.8068
1102009.07.01 02:05close492.760.80610.79980.806882.8013867.65
1112009.07.03 00:30buy502.770.792680.78670.7937
1122009.07.03 02:00close502.770.792490.78670.7937-52.6313815.02
1132009.07.09 00:58sell512.760.77910.78360.7776
1142009.07.09 01:12close512.760.77880.78360.777682.8013897.82
1152009.07.15 00:00sell522.780.792650.79720.7912
1162009.07.15 02:23close522.780.793350.79720.7912-194.6013703.22
1172009.07.21 00:10sell532.740.817690.82220.8162
1182009.07.21 00:16modify532.740.817690.81740.8162
1192009.07.21 00:18close532.740.81640.81740.8162353.4614056.68
1202009.07.22 00:16sell542.810.81810.82260.8166
1212009.07.22 00:21modify542.810.81810.81780.8166
1222009.07.22 00:23close542.810.81680.81780.8166365.3014421.98
1232009.07.30 00:00sell552.880.81740.82190.8159
1242009.07.30 00:12close552.880.81650.82190.8159259.2014681.18
1252009.08.05 00:39sell562.940.84540.84990.8439
1262009.08.05 00:44close562.940.84470.84990.8439205.8014886.98
1272009.08.14 00:16sell572.980.84330.84780.8418
1282009.08.14 00:38close572.980.84260.84780.8418208.6015095.58
1292009.08.20 00:55sell583.020.83000.83450.8285
1302009.08.20 01:44close583.020.82960.83450.8285120.8015216.38
1312009.08.25 00:36buy593.040.83760.83160.8386
1322009.08.25 03:19close593.040.83760.83160.83860.0015216.38
1332009.08.26 00:31buy603.040.83420.82820.8352
1342009.08.26 00:49modify603.040.83420.83420.8352
1352009.08.26 00:59s/l603.040.83420.83420.83520.0015216.38
1362009.08.27 00:30buy613.040.82700.82100.8280
1372009.08.27 01:08close613.040.82750.82100.8280152.0015368.38
1382009.08.28 00:51buy623.070.83800.83200.8390
1392009.08.28 00:56close623.070.83850.83200.8390153.5015521.88
1402009.09.03 00:34buy633.100.83340.82740.8344
1412009.09.03 01:14close633.100.83380.82740.8344124.0015645.88
1422009.09.04 00:06sell643.130.84050.84500.8390
1432009.09.04 00:29close643.130.83990.84500.8390187.8015833.68
1442009.09.10 00:51sell653.170.86320.86770.8617
1452009.09.10 01:06close653.170.86250.86770.8617221.9016055.58
1462009.09.17 00:32buy663.210.87310.86710.8741
1472009.09.17 02:42close663.210.87310.86710.87410.0016055.58
1482009.09.18 00:00sell673.210.87250.87700.8710
1492009.09.18 00:56close673.210.87210.87700.8710128.4016183.98
1502009.09.24 00:56buy683.240.86790.86190.8689
1512009.09.24 01:46close683.240.86830.86190.8689129.6016313.58
1522009.10.01 00:15sell693.260.88380.88830.8823
1532009.10.01 02:03close693.260.88380.88830.88230.0016313.58
1542009.10.07 00:08sell703.260.89080.89530.8893
1552009.10.07 01:10close703.260.89040.89530.8893130.4016443.98
1562009.10.08 00:00sell713.290.890960.89550.8895
1572009.10.08 00:56close713.290.89060.89550.8895118.4416562.42
1582009.10.14 00:00sell723.310.908640.91310.9071
1592009.10.14 01:26close723.310.90830.91310.9071112.5416674.96
1602009.10.15 00:05sell733.330.91510.91960.9136
1612009.10.15 01:47close733.330.91510.91960.91360.0016674.96
1622009.10.21 00:06sell743.330.92410.92860.9226
1632009.10.21 00:37close743.330.92370.92860.9226133.2016808.16
1642009.10.22 00:44buy753.360.92590.91990.9269
1652009.10.22 00:53close753.360.92640.91990.9269168.0016976.16
1662009.10.29 00:46sell763.400.89940.90390.8979
1672009.10.29 00:51modify763.400.89940.89910.8979
1682009.10.29 00:53close763.400.89820.89910.8979408.0017384.16
1692009.11.04 00:25sell773.480.903450.90800.9020
1702009.11.04 00:55close773.480.902840.90800.9020212.2817596.44
1712009.11.06 00:18sell783.520.910880.91540.9094
1722009.11.06 00:42close783.520.91040.91540.9094168.9617765.40
1732009.11.11 00:30sell793.550.93080.93530.9293
1742009.11.11 01:03close793.550.93040.93530.9293142.0017907.40
1752009.11.12 00:00sell803.580.92990.93440.9284
1762009.11.12 00:48close803.580.92960.93440.9284107.4018014.80
1772009.11.18 00:00sell813.600.93070.93520.9292
1782009.11.18 01:00close813.600.93040.93520.9292108.0018122.80
1792009.11.20 00:24sell823.620.91970.92420.9182
1802009.11.20 00:57close823.620.91930.92420.9182144.8018267.60
1812009.12.04 00:30buy833.650.924830.91880.9258
1822009.12.04 02:24close833.650.92460.91880.9258-83.9518183.65
1832009.12.10 00:02sell843.640.90930.91380.9078
1842009.12.10 00:32close843.640.90890.91380.9078145.6018329.25
1852009.12.30 00:30buy853.670.89370.88770.8947
1862009.12.30 00:44close853.670.89420.88770.8947183.5018512.75
1872010.01.05 00:24sell863.700.91350.91800.9120
1882010.01.05 00:54close863.700.91300.91800.9120185.0018697.75
1892010.01.12 00:06sell873.740.93180.93630.9303
1902010.01.12 00:18close873.740.93130.93630.9303187.0018884.75
1912010.01.12 00:56buy883.780.92970.92370.9307
1922010.01.12 01:11close883.780.93020.92370.9307189.0019073.75
1932010.01.20 00:18sell893.810.92530.92980.9238
1942010.01.20 00:29close893.810.92450.92980.9238304.8019378.55
1952010.01.20 00:45buy903.880.92350.91750.9245
1962010.01.20 01:17close903.880.92400.91750.9245194.0019572.55
1972010.01.21 00:45sell913.910.90960.91410.9081
1982010.01.21 02:42close913.910.91010.91410.9081-195.5019377.05
1992010.01.22 00:30buy923.880.90100.89500.9020
2002010.01.22 01:45close923.880.90100.89500.90200.0019377.05
2012010.02.02 00:01sell933.880.89170.89620.8902
2022010.02.02 00:44close933.880.89140.89620.8902116.4019493.45
2032010.02.04 00:45buy943.900.88200.87600.8830
2042010.02.04 00:48close943.900.88250.87600.8830195.0019688.45
2052010.02.05 00:36buy953.940.86380.85780.8648
2062010.02.05 00:37close953.940.86430.85780.8648197.0019885.45
2072010.02.16 00:57buy963.980.88850.88250.8895
2082010.02.16 01:10close963.980.888840.88250.8895135.3220020.77
2092010.02.18 00:36buy974.000.89870.89270.8997
2102010.02.18 00:54modify974.000.89870.89870.8997
2112010.02.18 01:00close974.000.89940.89870.8997280.0020300.77
2122010.02.19 00:35buy984.060.898290.89230.8993
2132010.02.19 00:41close984.060.89880.89230.8993207.0620507.83
2142010.02.24 00:57sell994.100.89160.89610.8901
2152010.02.24 03:08close994.100.89160.89610.89010.0020507.83
2162010.03.04 00:54buy1004.100.90500.89900.9060
2172010.03.04 00:58close1004.100.90550.89900.9060205.0020712.83
2182010.03.09 00:38buy1014.140.90900.90300.9100
2192010.03.09 01:24close1014.140.90930.90300.9100124.2020837.03
2202010.03.30 00:03sell1024.170.91710.92160.9156
2212010.03.30 01:52close1024.170.917240.92160.9156-58.3820778.65
2222010.03.31 00:59sell1034.160.91950.92400.9180
2232010.03.31 01:00close1034.160.91890.92400.9180249.6021028.25
2242010.04.09 00:15sell1044.210.92920.93370.9277
2252010.04.09 00:45close1044.210.92880.93370.9277168.4021196.65
2262010.04.13 00:30buy1054.240.926150.92020.9272
2272010.04.13 01:56close1054.240.92620.92020.927221.2021217.85
2282010.04.16 00:01sell1064.240.93450.93900.9330
2292010.04.16 01:11close1064.240.93450.93900.93300.0021217.85
2302010.04.20 00:24sell1074.240.92440.92890.9229
2312010.04.20 01:22close1074.240.92440.92890.92290.0021217.85
2322010.04.21 00:19sell1084.240.93230.93680.9308
2332010.04.21 00:52close1084.240.93190.93680.9308169.6021387.45
2342010.04.28 00:35buy1094.280.914110.90810.9151
2352010.04.28 00:54modify1094.280.914110.91410.9151
2362010.04.28 00:55close1094.280.91490.91410.9151338.1221725.57
2372010.04.30 00:41sell1104.350.92860.93310.9271
2382010.04.30 01:08close1104.350.927810.93310.9271343.6522069.22
2392010.05.05 00:30buy1114.410.90750.90150.9085
2402010.05.05 00:36close1114.410.90800.90150.9085220.5022289.72
2412010.05.05 00:38buy1124.460.90760.90160.9086
2422010.05.05 00:50close1124.460.90810.90160.9086223.0022512.72