Strategy Tester Report
X47B_Ver307
FXDDMalta-MT4 Live Server 3 (Build 229)

通貨ペアUSDJPY (United States Dollar vs. Japanese Yen)
期間5分足(M5) 2009.01.02 07:00 - 2011.02.25 23:55 (2009.01.01 - 2011.02.28)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーター
Bars in test138906Ticks modelled18553460Modelling quality90.00%
Mismatched charts errors0
Initial deposit1000.00
Total net profit457.95Gross profit717.89Gross loss-259.94
Profit factor2.76Expected payoff3.12
Absolute drawdown65.07Maximal drawdown194.41 (13.52%)Relative drawdown13.52% (194.41)
Total trades147Short positions (won %)147 (77.55%)Long positions (won %)0 (0.00%)
Profit trades (% of total)114 (77.55%)Loss trades (% of total)33 (22.45%)
Largestprofit trade12.34loss trade-22.63
Averageprofit trade6.30loss trade-7.88
Maximumconsecutive wins (profit in money)16 (91.58)consecutive losses (loss in money)3 (-29.46)
Maximalconsecutive profit (count of wins)135.04 (12)consecutive loss (count of losses)-33.23 (2)
Averageconsecutive wins5consecutive 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
12009.01.13 00:01sell10.1089.22089.75689.120
22009.01.13 00:09sell20.1089.27589.81189.175
32009.01.13 00:54sell30.1089.33089.86689.230
42009.01.13 01:14close30.1089.27689.86689.2306.051006.05
52009.01.13 04:45close20.1089.39689.81189.175-13.54992.51
62009.01.13 04:45close10.1089.39689.75689.120-19.69972.82
72009.01.14 00:04sell40.1089.41089.94689.310
82009.01.14 01:33close40.1089.36389.94689.3105.26978.08
92009.01.16 00:11sell50.1089.88090.41689.780
102009.01.16 00:31close50.1089.82990.41689.7805.68983.76
112009.01.22 00:03sell60.1089.48090.01689.380
122009.01.22 00:13close60.1089.42690.01689.3806.04989.80
132009.01.23 00:00sell70.1088.91089.44688.810
142009.01.23 00:06sell80.1088.97089.50688.870
152009.01.23 00:08sell90.1089.02589.56188.925
162009.01.23 00:14close90.1088.97589.56188.9255.62995.42
172009.01.23 00:23close80.1088.91789.50688.8705.961001.38
182009.01.23 00:29close70.1088.85589.44688.8106.191007.57
192009.01.27 00:03sell100.1089.09289.62888.992
202009.01.27 00:10close100.1089.04089.62888.9925.841013.41
212009.01.30 00:02sell110.1090.02090.55689.920
222009.01.30 00:10sell120.1090.07390.60989.973
232009.01.30 00:23sell130.1090.12590.66190.025
242009.01.30 00:58close130.1090.07490.66190.0255.661019.07
252009.01.30 01:03close120.1090.02190.60989.9735.781024.85
262009.01.30 01:04close110.1089.97390.55689.9205.221030.07
272009.02.04 00:05sell140.1089.44089.97689.340
282009.02.04 00:21sell150.1089.49190.02789.391
292009.02.04 00:41close150.1089.44090.02789.3915.701035.77
302009.02.04 00:43close140.1089.38989.97689.3405.711041.48
312009.03.03 00:01sell160.1097.50398.03997.403
322009.03.03 00:01sell170.1097.56098.09697.460
332009.03.03 00:03close170.1097.49698.09697.4606.561048.04
342009.03.03 00:10close160.1097.44698.03997.4035.851053.89
352009.03.12 00:06sell180.1197.33097.86697.230
362009.03.12 00:21sell190.1197.38297.91897.282
372009.03.12 01:50close190.1197.32397.91897.2826.671060.56
382009.03.12 01:50close180.1197.29697.86697.2303.841064.40
392009.03.18 00:00sell200.1198.65099.18698.550
402009.03.18 03:04close200.1198.71299.18698.550-6.911057.49
412009.03.19 00:03sell210.1196.10596.64196.005
422009.03.19 00:07sell220.1196.15896.69496.058
432009.03.19 00:08sell230.1196.20996.74596.109
442009.03.19 00:17close230.1196.15696.74596.1096.061063.55
452009.03.19 00:19close220.1196.09696.69496.0587.101070.65
462009.03.19 00:27close210.1196.04696.64196.0056.761077.41
472009.03.24 00:00sell240.1197.16697.70297.066
482009.03.24 00:12close240.1197.10297.70297.0667.251084.66
492009.03.25 00:12sell250.1197.94798.48397.847
502009.03.25 00:13sell260.1198.00098.53697.900
512009.03.25 00:48sell270.1198.05198.58797.951
522009.03.25 02:24close270.1198.03698.58797.9511.681086.34
532009.03.25 02:24close260.1198.03698.53697.900-4.041082.30
542009.03.25 02:24close250.1198.03698.48397.847-9.991072.31
552009.03.31 00:01sell280.1197.53198.06797.431
562009.03.31 00:01sell290.1197.58598.12197.485
572009.03.31 00:01sell300.1197.63698.17297.536
582009.03.31 00:02t/p280.1197.43198.06797.43111.311083.62
592009.03.31 00:02t/p290.1197.48598.12197.48511.301094.92
602009.03.31 00:02t/p300.1197.53698.17297.53611.311106.23
612009.03.31 00:02sell310.1197.61298.14897.512
622009.03.31 00:03t/p310.1197.51298.14897.51211.301117.53
632009.03.31 00:03sell320.1197.63698.17297.536
642009.03.31 00:04t/p320.1197.53698.17297.53611.311128.84
652009.03.31 00:04sell330.1197.58698.12297.486
662009.03.31 00:05t/p330.1197.48698.12297.48611.301140.14
672009.03.31 00:05sell340.1197.51298.04897.412
682009.03.31 00:07t/p340.1197.41298.04897.41211.311151.45
692009.03.31 00:08sell350.1297.48898.02497.388
702009.03.31 00:10t/p350.1297.38898.02497.38812.341163.79
712009.03.31 00:11sell360.1297.52498.06097.424
722009.03.31 00:12t/p360.1297.42498.06097.42412.331176.12
732009.03.31 00:12sell370.1297.53198.06797.431
742009.03.31 00:13t/p370.1297.43198.06797.43112.341188.46
752009.03.31 00:14sell380.1297.52698.06297.426
762009.03.31 00:18t/p380.1297.42698.06297.42612.341200.80
772009.04.01 00:09sell390.1298.97699.51298.876
782009.04.01 00:19close390.1298.92299.51298.8766.551207.35
792009.04.10 00:00sell400.12100.448100.984100.348
802009.04.10 03:09close400.12100.537100.984100.348-10.621196.73
812009.04.21 00:01sell410.1297.98798.52397.887
822009.04.21 00:17sell420.1298.03898.57497.938
832009.04.21 00:34close420.1297.98798.57497.9386.251202.98
842009.04.21 00:48sell430.1298.04198.57797.941
852009.04.21 01:50close430.1297.99098.57797.9416.251209.23
862009.04.21 01:50close410.1297.98698.52397.8870.121209.35
872009.04.23 00:07sell440.1298.05998.59597.959
882009.04.23 00:19sell450.1298.11498.65098.014
892009.04.23 01:19close450.1298.06598.65098.0146.001215.35
902009.04.23 01:37close440.1298.00398.59597.9596.861222.21
912009.05.20 00:11sell460.1296.05196.58795.951
922009.05.20 00:15sell470.1296.10596.64196.005
932009.05.20 00:52sell480.1296.15696.69296.056
942009.05.20 01:50close480.1296.10696.69296.0566.241228.45
952009.05.20 01:50close470.1296.05796.64196.0056.001234.45
962009.05.20 01:50close460.1296.02196.58795.9513.751238.20
972009.06.26 00:00sell490.1295.99396.52995.893
982009.06.26 01:25close490.1295.95296.52995.8935.131243.33
992009.07.10 00:10sell500.1293.02193.55792.921
1002009.07.10 00:13sell510.1293.07593.61192.975
1012009.07.10 02:18close510.1293.03893.61192.9754.771248.10
1022009.07.10 02:18close500.1293.03293.55792.921-1.421246.68
1032009.07.14 00:00sell520.1293.01693.55292.916
1042009.07.14 00:00sell530.1293.06993.60592.969
1052009.07.14 00:42sell540.1293.12193.65793.021
1062009.07.14 00:59close540.1293.06993.65793.0216.701253.38
1072009.07.14 01:01close530.1293.02393.60592.9695.931259.31
1082009.07.14 01:06close520.1292.96893.55292.9166.201265.51
1092009.08.13 00:01sell550.1396.14696.68296.046
1102009.08.13 00:05sell560.1396.20196.73796.101
1112009.08.13 01:07close560.1396.15396.73796.1016.491272.00
1122009.08.13 02:08close550.1396.11696.68296.0464.061276.06
1132009.08.21 00:11sell570.1394.22394.75994.123
1142009.08.21 01:25close570.1394.17694.75994.1236.491282.55
1152009.08.26 00:02sell580.1394.22094.75694.120
1162009.08.26 00:49close580.1394.18894.75694.1204.421286.97
1172009.09.02 00:07sell590.1392.95693.49292.856
1182009.09.02 00:45close590.1392.90593.49292.8567.141294.11
1192009.09.03 00:14sell600.1392.26492.80092.164
1202009.09.03 00:44close600.1392.21392.80092.1647.191301.30
1212009.09.18 00:13sell610.1391.13391.66991.033
1222009.09.18 00:49sell620.1391.18391.71991.083
1232009.09.18 04:25close620.1391.17391.71991.0831.431302.73
1242009.09.18 04:25close610.1391.17391.66991.033-5.701297.03
1252009.09.24 00:00sell630.1391.49892.03491.398
1262009.09.24 00:00sell640.1391.55192.08791.451
1272009.09.24 00:18sell650.1391.60692.14291.506
1282009.09.24 00:22close650.1391.55492.14291.5067.381304.41
1292009.09.24 00:25close640.1391.50092.08791.4517.251311.66
1302009.09.24 00:30close630.1391.44592.03491.3987.531319.19
1312009.09.29 00:04sell660.1389.70790.24389.607
1322009.09.29 00:47close660.1389.65690.24389.6077.391326.58
1332009.10.01 00:13sell670.1389.79190.32789.691
1342009.10.01 02:17close670.1389.79290.32789.691-0.141326.44
1352009.10.20 00:03sell680.1390.66191.19790.561
1362009.10.20 00:20sell690.1390.71291.24890.612
1372009.10.20 00:33close690.1390.66091.24890.6127.461333.90
1382009.10.20 02:05close680.1390.64691.19790.5612.151336.05
1392009.11.05 00:14sell700.1390.76291.29890.662
1402009.11.05 00:45sell710.1390.81391.34990.713
1412009.11.05 01:14close710.1390.76091.34990.7137.591343.64
1422009.11.05 01:37close700.1390.72091.29890.6626.021349.66
1432009.11.06 00:04sell720.1390.78491.32090.684
1442009.11.06 02:03close720.1390.77191.32090.6841.861351.52
1452009.11.11 00:09sell730.1489.85690.39289.756
1462009.11.11 00:17close730.1489.82890.39289.7564.361355.88
1472009.11.12 00:00sell740.1489.87090.40689.770
1482009.11.12 03:15close740.1489.86590.40689.7700.781356.66
1492009.12.09 00:14sell750.1488.45088.98688.350
1502009.12.09 00:49close750.1488.39988.98688.3508.081364.74
1512009.12.10 00:01sell760.1487.90088.43687.800
1522009.12.10 00:11sell770.1487.95288.48887.852
1532009.12.10 00:13sell780.1488.00488.54087.904
1542009.12.10 02:07close780.1487.99388.54087.9041.751366.49
1552009.12.10 02:07close770.1487.99388.48887.852-6.521359.97
1562009.12.10 02:07close760.1487.99388.43687.800-14.801345.17
1572009.12.11 00:08sell790.1388.26788.80388.167
1582009.12.11 00:10sell800.1388.31888.85488.218
1592009.12.11 01:30close800.1388.27188.85488.2186.921352.09
1602009.12.11 01:51close790.1388.24088.80388.1673.981356.07
1612009.12.22 00:08sell810.1491.19891.73491.098
1622009.12.22 01:41close810.1491.15291.73491.0987.071363.14
1632009.12.23 00:08sell820.1491.85692.39291.756
1642009.12.23 01:04close820.1491.81592.39291.7566.251369.39
1652009.12.24 00:11sell830.1491.68792.22391.587
1662009.12.24 00:40close830.1491.63692.22391.5877.791377.18
1672009.12.29 00:14sell840.1491.63492.17091.534
1682009.12.29 04:59close840.1491.72092.17091.534-13.131364.05
1692010.01.06 00:05sell850.1491.74792.28391.647
1702010.01.06 01:08close850.1491.70292.28391.6476.871370.92
1712010.01.08 00:00sell860.1493.35393.88993.253
1722010.01.08 00:04sell870.1493.40693.94293.306
1732010.01.08 00:07sell880.1493.45893.99493.358
1742010.01.08 01:55close880.1493.43593.99493.3583.451374.37
1752010.01.08 01:55close870.1493.43593.94293.306-4.351370.02
1762010.01.08 01:55close860.1493.43593.88993.253-12.291357.73
1772010.01.13 00:02sell890.1491.01391.54990.913
1782010.01.13 00:25sell900.1491.06591.60190.965
1792010.01.13 00:58sell910.1491.11791.65391.017
1802010.01.13 03:28close910.1491.08391.65391.0175.231362.96
1812010.01.13 03:29close900.1491.07891.60190.965-2.001360.96
1822010.01.13 03:29close890.1491.07891.54990.913-9.991350.97
1832010.01.27 00:04sell920.1489.68790.22389.587
1842010.01.27 00:45close920.1489.63490.22389.5878.281359.25
1852010.02.10 00:10sell930.1489.73090.26689.630
1862010.02.10 00:18sell940.1489.78190.31789.681
1872010.02.10 00:32sell950.1489.83790.37389.737
1882010.02.10 01:38close950.1489.79290.37389.7377.021366.27
1892010.02.10 04:00close940.1489.80490.31789.681-3.591362.68
1902010.02.10 04:00close930.1489.80490.26689.630-11.541351.14
1912010.02.11 00:09sell960.1489.99990.53589.899
1922010.02.11 01:33close960.1489.95490.53589.8997.001358.14
1932010.02.12 00:00sell970.1489.75490.29089.654
1942010.02.12 00:12close970.1489.73990.29089.6542.341360.48
1952010.02.17 00:12sell980.1490.18090.71690.080
1962010.02.17 08:15close980.1490.32690.71690.080-22.631337.85
1972010.02.19 00:00sell990.1391.79692.33291.696
1982010.02.19 00:04sell1000.1391.85192.38791.751
1992010.02.19 00:04sell1010.1391.90992.44591.809
2002010.02.19 00:10close1010.1391.85892.44591.8097.221345.07
2012010.02.19 02:22close1000.1391.86192.38791.751-1.421343.65
2022010.02.19 02:22close990.1391.86192.33291.696-9.201334.45
2032010.03.03 00:00sell1020.1388.84589.38188.745
2042010.03.03 00:19close1020.1388.79489.38188.7457.471341.92
2052010.03.09 00:01sell1030.1390.31990.85590.219
2062010.03.09 01:15close1030.1390.27090.85590.2197.061348.98
2072010.03.26 00:02sell1040.1392.66693.20292.566
2082010.03.26 00:48sell1050.1392.71793.25392.617
2092010.03.26 01:13close1050.1392.66693.25392.6177.151356.13
2102010.03.26 01:25close1040.1392.62093.20292.5666.461362.59
2112010.04.16 00:01sell1060.1493.08393.61992.983
2122010.04.16 02:13close1060.1493.02793.61992.9838.431371.02
2132010.04.29 00:03sell1070.1494.16494.70094.064
2142010.04.29 00:20close1070.1494.11294.70094.0647.741378.76
2152010.04.30 00:00sell1080.1494.09694.63293.996
2162010.04.30 00:56close1080.1494.04594.63293.9967.591386.35
2172010.05.07 00:00sell1090.1490.83591.37190.735
2182010.05.07 00:08close1090.1490.78391.37190.7358.021394.37
2192010.07.09 00:04sell1100.1488.46088.99688.360
2202010.07.09 04:45close1100.1488.50188.99688.360-6.491387.88
2212010.07.13 00:03sell1110.1488.66289.19888.562
2222010.07.13 01:11close1110.1488.65689.19888.5620.951388.83
2232010.08.17 00:07sell1120.1485.38185.91785.281
2242010.08.17 00:57close1120.1485.35385.91785.2814.591393.42
2252010.08.25 00:09sell1130.1484.16584.70184.065
2262010.08.25 00:28sell1140.1484.21684.75284.116
2272010.08.25 00:40sell1150.1484.26784.80384.167
2282010.08.25 00:59close1150.1484.21384.80384.1678.981402.40
2292010.08.25 01:55close1140.1484.17684.75284.1166.651409.05
2302010.08.25 01:55close1130.1484.17684.70184.065-1.831407.22
2312010.09.14 00:00sell1160.1483.73884.27483.638
2322010.09.14 00:21close1160.1483.68384.27483.6389.201416.42
2332010.09.23 00:02sell1170.1484.56285.09884.462
2342010.09.23 00:25close1170.1484.51185.09884.4628.451424.87
2352010.09.30 00:01sell1180.1483.74484.28083.644
2362010.09.30 02:12close1180.1483.75984.28083.644-2.511422.36
2372010.10.01 00:05sell1190.1483.53184.06783.431
2382010.10.01 01:56close1190.1483.55284.06783.431-3.521418.84
2392010.10.14 00:04sell1200.1481.80682.34281.706
2402010.10.14 01:29close1200.1481.80182.34281.7060.861419.70
2412010.10.15 00:09sell1210.1481.48382.01981.383
2422010.10.15 02:56close1210.1481.56382.01981.383-13.731405.97
2432010.11.02 00:09sell1220.1480.58581.12180.485
2442010.11.02 01:09close1220.1480.53981.12180.4858.001413.97
2452010.11.09 00:12sell1230.1481.19681.73281.096
2462010.11.09 00:33close1230.1481.15981.73281.0966.381420.35
2472010.11.17 00:08sell1240.1483.34283.87883.242
2482010.11.17 00:20sell1250.1483.39383.92983.293
2492010.11.17 01:26close1250.1483.35083.92983.2937.221427.57
2502010.11.17 03:30close1240.1483.37083.87883.242-4.701422.87
2512010.11.23 00:04sell1260.1483.32883.86483.228
2522010.11.23 00:27close1260.1483.28683.86483.2287.061429.93
2532010.11.30 00:02sell1270.1484.28384.81984.183
2542010.11.30 01:51close1270.1484.27384.81984.1831.661431.59
2552010.12.07 00:09sell1280.1482.69183.22782.591
2562010.12.07 00:40close1280.1482.65783.22782.5915.761437.35
2572010.12.24 00:11sell1290.1482.96783.50382.867
2582010.12.24 03:40close1290.1483.03283.50382.867-10.961426.39
2592011.01.04 00:06sell1300.1481.74082.27681.640
2602011.01.04 01:20close1300.1481.73382.27681.6401.201427.59
2612011.01.05 00:03sell1310.1482.06082.59681.960
2622011.01.05 00:49sell1320.1482.11182.64782.011
2632011.01.05 01:36close1320.1482.05982.64782.0118.871436.46
2642011.01.05 02:00close1310.1482.05082.59681.9601.711438.17
2652011.01.12 00:02sell1330.1483.25583.79183.155
2662011.01.12 00:29sell1340.1483.30583.84183.205
2672011.01.12 00:50sell1350.1483.35683.89283.256
2682011.01.12 02:09close1350.1483.31583.89283.2566.891445.06
2692011.01.12 02:43close1340.1483.30483.84183.2050.171445.23
2702011.01.12 02:43close1330.1483.30483.79183.155-8.231437.00
2712011.01.13 00:01sell1360.1482.99783.53382.897
2722011.01.13 00:46sell1370.1483.05183.58782.951
2732011.01.13 04:20close1370.1483.08783.58782.951-6.071430.93
2742011.01.13 04:20close1360.1483.08783.53382.897-15.161415.77
2752011.01.25 00:05sell1380.1482.52483.06082.424
2762011.01.25 00:51sell1390.1482.57583.11182.475
2772011.01.25 02:09close1390.1482.53783.11182.4756.451422.22
2782011.01.25 02:09close1380.1482.53783.06082.424-2.211420.01
2792011.02.04 00:02sell1400.1481.65382.18981.553
2802011.02.04 02:57close1400.1481.64982.18981.5530.691420.70
2812011.02.08 00:08sell1410.1482.32782.86382.227
2822011.02.08 01:22close1410.1482.33382.86382.227-1.021419.68
2832011.02.15 00:05sell1420.1483.33283.86883.232
2842011.02.15 02:53close1420.1483.31983.86883.2322.181421.86
2852011.02.22 00:03sell1430.1483.15383.68983.053
2862011.02.22 00:07sell1440.1483.20583.74183.105
2872011.02.22 00:08sell1450.1483.26983.80583.169
2882011.02.22 00:11close1450.1483.21783.80583.1698.751430.61
2892011.02.22 01:00close1440.1483.15483.74183.1058.591439.20
2902011.02.22 01:30close1430.1483.13683.68983.0532.861442.06
2912011.02.23 00:02sell1460.1482.79583.33182.695
2922011.02.23 00:11sell1470.1482.85083.38682.750
2932011.02.23 00:46close1470.1482.79983.38682.7508.621450.68
2942011.02.23 01:22close1460.1482.75283.33182.6957.271457.95