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

通貨ペアUSDCAD (United States Dollar vs. Canadian Dollar)
期間5分足(M5) 2009.01.02 08:05 - 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 test101708Ticks modelled10077210Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit15579.93Gross profit20879.27Gross loss-5299.34
Profit factor3.94Expected payoff111.29
Absolute drawdown151.69Maximal drawdown2014.67 (9.04%)Relative drawdown9.04% (2014.67)
Total trades140Short positions (won %)56 (82.14%)Long positions (won %)84 (84.52%)
Profit trades (% of total)117 (83.57%)Loss trades (% of total)23 (16.43%)
Largestprofit trade559.09loss trade-1053.86
Averageprofit trade178.46loss trade-230.41
Maximumconsecutive wins (profit in money)21 (4023.26)consecutive losses (loss in money)3 (-578.02)
Maximalconsecutive profit (count of wins)4023.26 (21)consecutive loss (count of losses)-1053.86 (1)
Averageconsecutive wins6consecutive 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 00:25buy12.001.18751.18351.1887
22009.01.06 00:36close12.001.18851.18351.1887168.2810168.28
32009.01.06 01:29sell22.031.19161.19411.1903
42009.01.06 02:05close22.031.19041.19411.1903204.6410372.92
52009.01.09 00:00buy32.071.17881.17481.1800
62009.01.09 00:19modify32.071.17881.17921.1800
72009.01.09 00:27t/p32.071.18001.17921.1800210.5110583.43
82009.01.13 00:45sell42.121.21841.22091.2171
92009.01.13 00:52close42.121.21731.22091.2171191.5710775.00
102009.01.14 00:45buy52.151.22401.22001.2252
112009.01.14 00:48modify52.151.22401.22441.2252
122009.01.14 00:49t/p52.151.22521.22441.2252210.5810985.58
132009.01.14 00:51buy62.201.22401.22001.2252
142009.01.14 02:25close62.201.22401.22001.22520.0010985.58
152009.01.15 00:47sell72.201.24891.25141.2476
162009.01.15 01:29close72.201.24821.25141.2476123.3811108.96
172009.01.22 00:00buy82.221.25621.25221.2574
182009.01.22 00:10modify82.221.25621.25661.2574
192009.01.22 00:10t/p82.221.25741.25661.2574211.8711320.83
202009.01.22 00:20buy92.261.25621.25221.2574
212009.01.22 00:53modify92.261.25621.25661.2574
222009.01.22 00:53t/p92.261.25741.25661.2574215.6811536.51
232009.01.23 00:06buy102.311.25301.24901.2542
242009.01.23 00:39modify102.311.25301.25341.2542
252009.01.23 00:40t/p102.311.25421.25341.2542221.0211757.53
262009.01.28 00:45sell112.351.22931.23181.2280
272009.01.28 01:20modify112.351.22931.22891.2280
282009.01.28 01:20close112.351.22811.22891.2280229.6211987.15
292009.01.29 00:38buy122.401.21231.20831.2135
302009.01.29 00:39modify122.401.21231.21271.2135
312009.01.29 00:44s/l122.401.21271.21271.213579.1612066.31
322009.01.30 00:50sell132.411.22481.22731.2235
332009.01.30 02:48close132.411.22591.22731.2235-216.2511850.06
342009.02.03 00:16buy142.371.24261.23861.2438
352009.02.03 00:53close142.371.24351.23861.2438171.5312021.59
362009.02.03 01:07sell152.401.24521.24771.2439
372009.02.03 01:16close152.401.24431.24771.2439173.5912195.18
382009.02.04 00:40buy162.441.22981.22581.2310
392009.02.04 00:53close162.441.23081.22581.2310198.2512393.43
402009.02.04 00:59buy172.481.22991.22591.2311
412009.02.04 01:29close172.481.23051.22591.2311120.9312514.36
422009.02.06 00:45sell182.501.23231.23481.2310
432009.02.06 01:52close182.501.23231.23481.23100.0012514.36
442009.02.10 00:00buy192.501.21611.21211.2173
452009.02.10 00:54modify192.501.21611.21651.2173
462009.02.10 00:59t/p192.501.21731.21651.2173246.4212760.78
472009.02.12 00:15buy202.551.24171.23771.2429
482009.02.12 01:50close202.551.24101.23771.2429-143.8412616.94
492009.02.13 00:40buy212.521.24331.23931.2445
502009.02.13 02:08close212.521.24441.23931.2445222.7612839.70
512009.02.17 01:00buy222.571.24321.23921.2444
522009.02.17 03:15close222.571.24271.23921.2444-103.4012736.30
532009.02.19 00:49sell232.551.26121.26371.2599
542009.02.19 01:09modify232.551.26121.26081.2599
552009.02.19 01:10s/l232.551.26081.26081.259980.8912817.19
562009.02.20 01:01buy242.561.25641.25241.2576
572009.02.20 01:02modify242.561.25641.25681.2576
582009.02.20 01:04s/l242.561.25681.25681.257681.4812898.67
592009.02.24 00:10buy252.581.25031.24631.2515
602009.02.24 01:41close252.581.25071.24631.251582.5112981.18
612009.02.26 00:45sell262.601.25701.25951.2557
622009.02.26 01:11modify262.601.25701.25661.2557
632009.02.26 01:16s/l262.601.25661.25661.255782.7613063.94
642009.02.27 00:48sell272.611.25281.25531.2515
652009.02.27 03:03close272.611.25331.25531.2515-104.1312959.81
662009.03.03 00:55sell282.591.29281.29531.2915
672009.03.03 01:26close282.591.29181.29531.2915200.5013160.31
682009.03.04 01:10sell292.631.29431.29681.2930
692009.03.04 02:23close292.631.29361.29681.2930142.3213302.63
702009.03.05 01:00buy302.661.27341.26941.2746
712009.03.05 01:51close302.661.27411.26941.2746146.1413448.77
722009.03.06 00:59sell312.691.29061.29311.2893
732009.03.06 01:24close312.691.28991.29311.2893145.9813594.75
742009.03.11 00:00buy322.721.27941.27541.2806
752009.03.11 00:08modify322.721.27941.27981.2806
762009.03.11 00:11t/p322.721.28061.27981.2806254.8613849.61
772009.03.26 01:05buy332.771.231131.22711.2323
782009.03.26 03:04close332.771.23051.22711.2323-141.8213707.79
792009.03.27 00:39buy342.741.229111.22511.2303
802009.03.27 01:40close342.741.22961.22511.2303109.1913816.98
812009.04.01 00:57sell352.761.26291.26541.2616
822009.04.01 01:24modify352.761.26291.26251.2616
832009.04.01 01:26t/p352.761.26161.26251.2616284.4914101.47
842009.04.03 00:02buy362.821.23741.23341.2386
852009.04.03 00:45close362.821.237551.23341.238634.1814135.65
862009.04.07 00:00buy372.831.23821.23421.2394
872009.04.07 00:27close372.831.23911.23421.2394205.5514341.20
882009.04.07 00:45sell382.871.24061.24311.2393
892009.04.07 00:51close382.871.23971.24311.2393208.3614549.56
902009.04.09 01:06sell392.911.23691.23941.2356
912009.04.09 01:31close392.911.236531.23941.235687.0714636.63
922009.04.14 01:04sell402.931.22081.22331.2195
932009.04.14 02:06close402.931.22041.22331.219596.0314732.66
942009.04.16 00:45sell412.951.20491.20741.2036
952009.04.16 02:00close412.951.20441.20741.2036122.4714855.13
962009.04.17 00:00buy422.971.207431.20341.2086
972009.04.17 00:09close422.971.208381.20341.2086233.4915088.62
982009.04.22 01:09sell433.021.237241.23971.2359
992009.04.22 01:41close433.021.23681.23971.2359107.4415196.06
1002009.04.28 01:08buy443.041.218351.21441.2196
1012009.04.28 01:41modify443.041.218351.21881.2196
1022009.04.28 01:45close443.041.21941.21881.2196261.7715457.83
1032009.04.30 00:45sell453.091.204881.20741.2036
1042009.04.30 01:20close453.091.20401.20741.2036225.8515683.68
1052009.05.05 00:05buy463.141.17271.16871.1739
1062009.05.05 00:32modify463.141.17271.17311.1739
1072009.05.05 00:32t/p463.141.17391.17311.1739320.9516004.63
1082009.05.06 00:45sell473.201.17611.17861.1748
1092009.05.06 01:19close473.201.17551.17861.1748163.3316167.96
1102009.05.07 00:05buy483.231.16571.16171.1669
1112009.05.07 00:16modify483.231.16571.16611.1669
1122009.05.07 00:17s/l483.231.16611.16611.1669110.8016278.76
1132009.05.08 00:00buy493.261.170271.16631.1715
1142009.05.08 01:30close493.261.170861.16631.1715164.2716443.03
1152009.05.14 00:34buy503.291.173891.16991.1751
1162009.05.14 01:02t/p503.291.17511.16991.1751338.7416781.77
1172009.05.15 00:00buy513.361.169451.16551.1707
1182009.05.15 00:07close513.361.170281.16551.1707238.3017020.07
1192009.05.21 00:45sell523.401.142591.14511.1413
1202009.05.21 01:45close523.401.14201.14511.1413175.6617195.73
1212009.05.22 00:20buy533.441.135651.13171.1369
1222009.05.22 00:54modify533.441.135651.13611.1369
1232009.05.22 00:54close533.441.13681.13611.1369347.9917543.72
1242009.05.26 00:54buy543.511.12361.11961.1248
1252009.05.26 01:53close543.511.12421.11961.1248187.3317731.05
1262009.05.27 00:00buy553.551.11671.11271.1179
1272009.05.27 01:34close553.551.11651.11271.1179-63.5917667.46
1282009.05.29 00:00buy563.531.11371.10971.1149
1292009.05.29 00:39close563.531.11451.10971.1149253.3917920.85
1302009.06.03 00:47sell573.581.081841.08431.0805
1312009.06.03 01:38close573.581.08151.08431.0805112.5518033.40
1322009.06.04 00:45sell583.611.114021.11651.1127
1332009.06.04 01:26modify583.611.114021.11361.1127
1342009.06.04 01:26close583.611.112751.11361.1127412.0218445.42
1352009.06.05 00:50sell593.691.09801.10051.0967
1362009.06.05 03:20close593.691.098621.10051.0967-208.2418237.18
1372009.06.12 00:46sell603.651.10381.10631.1025
1382009.06.12 01:14close603.651.10311.10631.1025231.6218468.80
1392009.06.30 01:28sell613.691.15741.15991.1561
1402009.06.30 01:53close613.691.157031.15991.1561118.0018586.80
1412009.07.02 01:29sell623.721.14951.15201.1482
1422009.07.02 02:25close623.721.149471.15201.14829.7118596.51
1432009.07.15 00:00buy633.721.133181.12921.1344
1442009.07.15 01:05close633.721.13351.12921.1344105.0218701.53
1452009.07.16 00:00buy643.741.112951.10901.1142
1462009.07.16 01:06close643.741.11381.10901.1142285.4218986.95
1472009.07.16 01:18sell653.801.11561.11811.1143
1482009.07.16 03:07close653.801.116171.11811.1143-194.0618792.89
1492009.07.17 01:16sell663.761.11821.12071.1169
1502009.07.17 03:14close663.761.11821.12071.11690.0018792.89
1512009.07.21 00:57sell673.761.10691.10941.1056
1522009.07.21 02:00close673.761.106551.10941.1056118.9318911.82
1532009.07.23 00:48sell683.781.10021.10271.0989
1542009.07.23 02:11close683.781.10041.10271.0989-68.7018843.12
1552009.07.29 00:15buy693.771.080911.07691.0821
1562009.07.29 01:45close693.771.08111.07691.082166.2618909.38
1572009.07.31 00:50sell703.781.08451.08701.0832
1582009.07.31 02:20close703.781.08441.08701.083234.8618944.24
1592009.08.04 00:05buy713.791.065881.06191.0671
1602009.08.04 00:45close713.791.066061.06191.067163.9919008.23
1612009.08.14 00:00buy723.801.087611.08361.0888
1622009.08.14 02:27close723.801.08771.08361.088831.4419039.67
1632009.08.20 00:01buy733.811.09491.09091.0961
1642009.08.20 01:10close733.811.095081.09091.096162.6319102.30
1652009.08.21 00:00buy743.821.087311.08331.0885
1662009.08.21 00:05close743.821.08811.08331.0885277.3519379.65
1672009.09.04 00:00buy753.881.102231.09821.1034
1682009.09.04 01:30close753.881.10241.09821.103459.8319439.48
1692009.09.11 00:00buy763.891.07731.07331.0785
1702009.09.11 01:30close763.891.07761.07331.0785108.3019547.78
1712009.09.24 00:49sell773.911.07641.07891.0751
1722009.09.24 01:48close773.911.07591.07891.0751181.7119729.49
1732009.09.29 00:00buy783.951.084951.08101.0862
1742009.09.29 00:38modify783.951.084951.08541.0862
1752009.09.29 00:38close783.951.08601.08541.0862381.9120111.40
1762009.10.01 01:04sell794.021.06971.07221.0684
1772009.10.01 01:07close794.021.069261.07221.0684165.4220276.82
1782009.10.08 00:01buy804.061.06131.05731.0625
1792009.10.08 01:32close804.061.06131.05731.06250.0020276.82
1802009.10.13 00:59buy814.061.03481.03081.0360
1812009.10.13 03:40close814.061.03381.03081.0360-392.7319884.09
1822009.10.14 00:00buy823.981.032261.02831.0335
1832009.10.14 02:21close823.981.03211.02831.0335-61.7019822.39
1842009.10.15 00:00buy833.961.023941.01991.0251
1852009.10.15 00:12close833.961.02481.01991.0251332.3220154.71
1862009.10.20 00:01buy844.031.02841.02441.0296
1872009.10.20 01:18close844.031.02891.02441.0296195.8420350.55
1882009.10.22 01:12sell854.071.04371.04621.0424
1892009.10.22 01:53close854.071.04381.04621.0424-38.9920311.56
1902009.10.28 00:23buy864.061.06471.06071.0659
1912009.10.28 03:31close864.061.06471.06071.06590.0020311.56
1922009.10.30 00:00buy874.061.066871.06291.0681
1932009.10.30 01:50close874.061.06701.06291.068149.4720361.03
1942009.11.04 00:26buy884.071.06741.06341.0686
1952009.11.04 01:50close884.071.06661.06341.0686-305.2720055.76
1962009.11.05 01:02sell894.011.06351.06601.0622
1972009.11.05 01:41close894.011.062981.06601.0622196.1720251.93
1982009.11.10 00:57buy904.051.05591.05191.0571
1992009.11.10 02:30close904.051.05591.05191.05710.0020251.93
2002009.11.11 00:05buy914.051.04921.04521.0504
2012009.11.11 01:22close914.051.049761.04521.0504216.0520467.98
2022009.11.12 00:08buy924.091.04591.04191.0471
2032009.11.12 02:50close924.091.04481.04191.0471-430.6120037.37
2042009.11.25 01:00buy934.011.05811.05411.0593
2052009.11.25 02:30close934.011.05821.05411.059337.8920075.26
2062009.11.27 00:59buy944.021.05921.05521.0604
2072009.11.27 01:13close944.021.06001.05521.0604303.4020378.66
2082009.12.02 01:27sell954.081.04691.04941.0456
2092009.12.02 02:37close954.081.04651.04941.0456155.9520534.61
2102009.12.04 00:45sell964.111.056521.05901.0552
2112009.12.04 02:24close964.111.05711.05901.0552-225.5020309.11
2122009.12.09 00:37buy974.061.062971.05901.0642
2132009.12.09 00:59close974.061.06391.05901.0642354.9020664.01
2142009.12.15 01:02buy984.131.05851.05451.0597
2152009.12.15 01:28close984.131.05911.05451.0597233.9720897.98
2162009.12.31 00:54sell994.181.05581.05831.0545
2172009.12.31 00:57close994.181.05541.05831.0545158.4221056.40
2182010.01.05 00:54sell1004.211.04231.04481.0410
2192010.01.05 01:00close1004.211.04181.04481.0410202.0521258.45
2202010.01.07 00:10buy1014.251.03181.02781.0330
2212010.01.07 00:53close1014.251.032521.02781.0330296.3621554.81
2222010.01.08 00:53buy1024.311.03461.03061.0358
2232010.01.08 03:47close1024.311.03461.03061.03580.0021554.81
2242010.01.13 00:54buy1034.311.03921.03521.0404
2252010.01.13 01:17close1034.311.03981.03521.0404248.7021803.51
2262010.01.21 00:10buy1044.361.04701.04301.0482
2272010.01.21 02:48close1044.361.04611.04301.0482-375.1121428.40
2282010.01.22 00:52sell1054.291.05241.05491.0511
2292010.01.22 02:00close1054.291.05201.05491.0511163.1221591.52
2302010.01.26 00:35buy1064.321.05751.05351.0587
2312010.01.26 01:31close1064.321.05811.05351.0587244.9721836.49
2322010.01.27 00:56sell1074.371.06311.06561.0618
2332010.01.27 01:05close1074.371.062571.06561.0618217.9722054.46
2342010.01.28 00:04buy1084.411.06471.06071.0659
2352010.01.28 02:18close1084.411.06441.06071.0659-124.3021930.16
2362010.02.02 00:01buy1094.391.06241.05841.0636
2372010.02.02 02:32close1094.391.06151.05841.0636-372.2121557.95
2382010.02.03 00:56buy1104.311.05771.05371.0589
2392010.02.03 04:22close1104.311.05751.05371.0589-81.5121476.44
2402010.02.04 00:45sell1114.301.06271.06521.0614
2412010.02.04 01:49close1114.301.062371.06521.0614133.5721610.01
2422010.02.05 00:45sell1124.321.074121.07661.0728
2432010.02.05 00:53close1124.321.073261.07661.0728346.1621956.17
2442010.02.05 00:59sell1134.391.07381.07631.0725
2452010.02.05 01:37close1134.391.07331.07631.0725204.5122160.68
2462010.02.09 00:49sell1144.431.07531.07781.0740
2472010.02.09 02:19close1144.431.07601.07781.0740-288.2021872.48
2482010.02.10 00:54buy1154.371.06631.06231.0675
2492010.02.10 01:43close1154.371.06691.06231.0675245.7622118.24
2502010.02.11 01:00buy1164.421.06241.05841.0636
2512010.02.11 02:00close1164.421.062761.05841.0636149.7222267.96
2522010.02.19 00:45sell1174.451.044721.04721.0434
2532010.02.19 00:53s/l1174.451.04721.04721.0434-1053.8621214.10
2542010.02.24 00:57sell1184.241.05651.05901.0552
2552010.02.24 01:09close1184.241.05611.05901.0552160.5921374.69
2562010.02.25 00:45buy1194.271.054021.05001.0552
2572010.02.25 04:07close1194.271.05331.05001.0552-291.8821082.81
2582010.02.26 00:00buy1204.221.05961.05561.0608
2592010.02.26 00:56modify1204.221.05961.06001.0608
2602010.02.26 00:58close1204.221.06071.06001.0608437.6421520.45
2612010.03.02 01:00buy1214.301.04171.03771.0429
2622010.03.02 02:58close1214.301.04171.03771.04290.0021520.45
2632010.03.04 00:45sell1224.301.03211.03461.0308
2642010.03.04 01:02close1224.301.031631.03461.0308195.9021716.35
2652010.03.05 00:00buy1234.341.03091.02691.0321
2662010.03.05 00:41close1234.341.031611.02691.0321298.7022015.05
2672010.03.05 01:24sell1244.401.03191.03441.0306
2682010.03.05 01:25close1244.401.03121.03441.0306298.6822313.73
2692010.03.09 00:37buy1254.461.02741.02341.0286
2702010.03.09 01:55close1254.461.02791.02341.0286216.9522530.68
2712010.03.11 00:53buy1264.511.02531.02131.0265
2722010.03.11 02:40close1264.511.025321.02131.02658.8022539.48
2732010.03.31 00:46sell1274.511.02061.02311.0193
2742010.03.31 01:15close1274.511.02011.02311.0193221.0622760.54
2752010.04.01 01:16sell1284.551.01581.01831.0145
2762010.04.01 02:03close1284.551.015831.01831.0145-13.4422747.10
2772010.04.16 00:34buy1294.551.001760.99781.0030
2782010.04.16 02:04close1294.551.00200.99781.0030108.9822856.08
2792010.04.21 00:00buy1304.570.99850.99450.9997
2802010.04.21 01:30close1304.570.99860.99450.999745.7622901.84
2812010.04.27 00:04buy1314.581.00090.99691.0021
2822010.04.27 04:50close1314.581.00090.99691.00210.0022901.84
2832010.05.05 00:02buy1324.581.02411.02011.0253
2842010.05.05 00:17close1324.581.02481.02011.0253312.8423214.68
2852010.05.07 00:15buy1334.641.050651.04671.0519
2862010.05.07 00:17close1334.641.05161.04671.0519419.1723633.85
2872010.05.07 00:18buy1344.731.05181.04781.0530
2882010.05.07 00:39modify1344.731.05181.05221.0530
2892010.05.07 00:39close1344.731.05291.05221.0530494.1624128.01
2902010.05.07 01:24sell1354.831.055191.05771.0539
2912010.05.07 01:43modify1354.831.055191.05481.0539
2922010.05.07 01:43close1354.831.053971.05481.0539559.0924687.10
2932010.05.18 00:02buy1364.941.03221.02821.0334
2942010.05.18 01:51close1364.941.03241.02821.033495.7024782.80
2952010.05.19 00:45sell1374.961.04081.04331.0395
2962010.05.19 02:19close1374.961.04081.04331.03950.0024782.80
2972010.05.20 00:17buy1384.961.04321.03921.0444
2982010.05.20 01:22close1384.961.04331.03921.044447.5424830.34
2992010.05.21 00:45sell1394.971.07121.07371.0699
3002010.05.21 01:22close1394.971.07061.07371.0699278.5425108.88
3012010.05.26 00:48buy1405.021.06471.06071.0659
3022010.05.26 00:59close1405.021.06571.06071.0659471.0525579.93