Strategy Tester Report
MAC10_Ver337A
FXDDMalta-MT4 Live Server 3 (Build 226)

通貨ペアCHFJPY TestSpread 4
期間5分足(M5) 2009.01.26 06:25 - 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 test97513Ticks modelled17281116Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit12404.79Gross profit16008.52Gross loss-3603.73
Profit factor4.44Expected payoff87.36
Absolute drawdown151.87Maximal drawdown1538.74 (6.96%)Relative drawdown7.03% (1179.05)
Total trades142Short positions (won %)100 (82.00%)Long positions (won %)42 (80.95%)
Profit trades (% of total)116 (81.69%)Loss trades (% of total)26 (18.31%)
Largestprofit trade413.69loss trade-352.23
Averageprofit trade138.00loss trade-138.61
Maximumconsecutive wins (profit in money)26 (3579.32)consecutive losses (loss in money)3 (-609.77)
Maximalconsecutive profit (count of wins)3579.32 (26)consecutive loss (count of losses)-609.77 (3)
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
12009.01.28 00:29buy11.0077.8177.2277.99
22009.01.28 01:20close11.0077.9777.2277.99178.9310178.93
32009.02.03 00:18buy21.0277.0176.4277.19
42009.02.03 03:11close21.0276.9776.4277.19-45.6310133.30
52009.02.04 00:23sell31.0178.2778.8677.99
62009.02.04 01:42close31.0178.1178.8677.99180.6610313.96
72009.02.05 00:25buy41.0377.0776.4877.25
82009.02.05 00:50close41.0377.2376.4877.25184.2910498.25
92009.02.05 23:58buy51.0577.9377.3478.11
102009.02.06 02:11close51.0577.9177.3478.11-23.4810474.77
112009.02.11 00:45sell61.0578.1778.7677.89
122009.02.11 01:30close61.0578.0178.7677.89187.8110662.58
132009.02.13 00:25sell71.0778.2778.8677.99
142009.02.13 02:30close71.0778.0978.8677.99215.3210877.90
152009.02.17 00:02sell81.0979.0179.6078.73
162009.02.17 01:31close81.0978.9779.6078.7348.7510926.65
172009.02.23 23:47buy91.0980.8580.2681.03
182009.02.24 00:24close91.0981.0180.2681.03195.0311121.68
192009.02.27 00:51sell101.1184.5985.1884.31
202009.02.27 02:06close101.1184.5185.1884.3199.2711220.95
212009.03.03 00:13buy111.1282.7082.1182.88
222009.03.03 00:37close111.1282.8682.1182.88200.4011421.35
232009.03.03 23:45buy121.1483.5482.9583.72
242009.03.04 02:25close121.1483.5982.9583.7263.7411485.09
252009.03.05 00:56sell131.1584.8385.4284.55
262009.03.05 02:20close131.1584.8085.4284.5538.5711523.66
272009.03.05 23:49buy141.1583.6883.0983.86
282009.03.06 02:05close141.1583.8083.0983.86154.3311677.99
292009.03.09 23:51sell151.1785.3385.9285.05
302009.03.10 00:32close151.1785.1785.9285.05207.0611885.05
312009.03.11 00:30sell161.1985.0585.6484.77
322009.03.11 02:11close161.1985.0385.6484.7726.6111911.66
332009.03.17 00:38sell171.1982.9483.5382.66
342009.03.17 02:10close171.1982.8583.5382.66119.7312031.39
352009.03.18 00:11sell181.2083.4184.0083.13
362009.03.18 00:28close181.2083.3684.0083.1367.0812098.47
372009.03.19 00:06sell191.2184.3884.9784.10
382009.03.19 00:25close191.2184.1384.9784.10338.1812436.65
392009.03.19 23:50sell201.2484.1484.7383.86
402009.03.20 00:03close201.2484.0384.7383.86150.1312586.78
412009.03.20 00:33sell211.2684.1584.7483.87
422009.03.20 01:46close211.2684.1184.7483.8756.3512643.13
432009.03.26 00:26sell221.2687.0987.6886.81
442009.03.26 01:23close221.2686.9787.6886.81169.0312812.16
452009.03.26 23:46sell231.2887.5988.1887.31
462009.03.27 00:34close231.2887.5488.1887.3169.1212881.28
472009.03.27 00:55sell241.2987.6588.2487.37
482009.03.27 01:16close241.2987.5488.2487.37158.6413039.92
492009.03.30 23:59sell251.3084.6285.2184.34
502009.03.31 02:20close251.3084.5685.2184.3484.7313124.65
512009.04.01 00:11buy261.3186.7486.1586.92
522009.04.01 01:02close261.3186.87286.1586.92193.3813318.03
532009.04.03 00:22sell271.3387.7688.3587.48
542009.04.03 01:15close271.3387.6888.3587.48118.9513436.98
552009.04.06 23:48sell281.3488.8989.4888.61
562009.04.07 00:37close281.3488.8389.4888.6187.3513524.33
572009.04.08 23:46sell291.3586.9887.5786.70
582009.04.09 01:15close291.3586.8687.5786.70173.4213697.75
592009.04.15 00:08buy301.3786.8386.2487.01
602009.04.15 01:39close301.3786.9586.2487.01183.8513881.60
612009.04.16 00:11sell311.3987.0087.5986.72
622009.04.16 00:42close311.3986.88987.5986.72172.4914054.09
632009.04.21 00:59sell321.4183.8284.4183.54
642009.04.21 02:49close321.4183.8384.4183.54-15.7714038.32
652009.04.24 00:19sell331.4085.2285.8184.94
662009.04.24 00:58close331.4085.1285.8184.94156.5114194.83
672009.05.01 00:05buy341.4286.2885.6986.46
682009.05.01 01:44close341.4286.4385.6986.46238.2114433.04
692009.05.05 00:51sell351.4487.8388.4287.55
702009.05.05 01:54close351.4487.7788.4287.5596.5914529.63
712009.05.08 00:02sell361.4587.6888.2787.40
722009.05.08 01:19close361.4587.7488.2787.40-97.2614432.37
732009.05.11 23:49sell371.4487.9188.5087.63
742009.05.12 00:37close371.4487.7988.5087.63190.4514622.81
752009.05.15 00:22sell381.4686.8787.4686.59
762009.05.15 02:52close381.4686.8687.4686.5916.3214639.13
772009.05.22 00:06sell391.4686.3286.9186.04
782009.05.22 01:03close391.4686.2786.9186.0481.5914720.72
792009.05.27 23:57buy401.4787.3586.7687.53
802009.05.28 02:21close401.4787.3886.7687.5349.3114770.03
812009.06.04 00:03sell411.4889.6790.2689.39
822009.06.04 00:25close411.4889.6190.2689.3999.2514869.28
832009.06.10 00:01buy421.4990.2689.6790.44
842009.06.10 00:55close421.4990.3489.6790.44133.2715002.55
852009.06.25 23:46sell431.5087.6688.2587.38
862009.06.26 01:50close431.5087.7088.2587.38-69.9114932.64
872009.07.02 00:11sell441.4989.9290.5189.64
882009.07.02 00:36close441.4989.87490.5189.6476.6115009.25
892009.07.03 00:22buy451.5088.3787.7888.55
902009.07.03 04:14close451.5088.1687.7888.55-352.2314657.02
912009.07.07 00:09sell461.4787.9388.5287.65
922009.07.07 00:53close461.4787.85688.5287.65121.6014778.62
932009.07.08 23:49sell471.4885.1985.7884.91
942009.07.09 00:37close471.4885.0485.7884.91239.7315018.35
952009.07.16 23:48sell481.5087.5088.0987.22
962009.07.17 00:34close481.5087.3488.0987.22265.4615283.81
972009.07.21 00:18sell491.5388.2788.8687.99
982009.07.21 00:34close491.5388.1888.8687.99153.9515437.76
992009.07.21 23:47sell501.5487.9088.4987.62
1002009.07.22 00:51close501.5487.8188.4987.62152.0315589.79
1012009.08.06 00:27buy511.5689.37388.7889.55
1022009.08.06 01:43close511.5689.4688.7889.55151.8015741.59
1032009.08.13 23:45sell521.5789.1389.7288.85
1042009.08.14 00:53close521.5789.0989.7288.8567.2415808.82
1052009.08.17 23:58sell531.5887.6588.2487.37
1062009.08.18 00:40close531.5887.5888.2487.37120.6615929.48
1072009.08.19 00:17sell541.5988.0488.6387.76
1082009.08.19 03:30close541.5988.2288.6387.76-319.9915609.49
1092009.08.20 00:25sell551.5688.28388.8788.00
1102009.08.20 01:36close551.5688.3088.8788.00-29.6515579.84
1112009.08.24 23:47sell561.5689.0789.6688.79
1122009.08.25 01:32close561.5688.9989.6688.79136.5715716.41
1132009.08.26 23:45sell571.5788.2488.8387.96
1142009.08.27 00:40close571.5788.2188.8387.9643.7115760.13
1152009.09.01 23:46sell581.5887.2187.8086.93
1162009.09.02 01:59close581.5887.0987.8086.93208.9915969.11
1172009.09.07 23:45sell591.6087.7788.3687.49
1182009.09.08 00:27close591.6087.74988.3687.4934.5216003.64
1192009.09.09 00:51sell601.6088.2188.8087.93
1202009.09.09 01:15close601.6088.1488.8087.93125.2216128.86
1212009.09.10 00:12sell611.6188.4489.0388.16
1222009.09.10 01:00close611.6188.3689.0388.16144.0116272.87
1232009.09.21 23:55buy621.6389.0888.4989.26
1242009.09.22 01:37close621.6389.1588.4989.26127.6116400.48
1252009.09.22 23:56buy631.6488.9888.3989.16
1262009.09.23 01:42close631.6489.0388.3989.1691.7216492.20
1272009.09.23 23:59buy641.6588.8888.2989.06
1282009.09.24 01:05close641.6588.9688.2989.06147.6416639.84
1292009.09.25 00:09sell651.6688.6589.2488.37
1302009.09.25 02:12close651.6688.6089.2488.3792.8016732.64
1312009.09.29 00:07sell661.6786.8187.4086.53
1322009.09.29 03:42close661.6786.8687.4086.53-93.3616639.28
1332009.10.01 00:11sell671.6686.6387.2286.35
1342009.10.01 03:18close671.6686.7687.2286.35-241.2816398.00
1352009.10.01 23:59buy681.6486.0685.4786.24
1362009.10.02 04:35close681.6485.9185.4786.24-275.1316122.87
1372009.10.06 00:05sell691.6186.7887.3786.50
1382009.10.06 01:10close691.6186.7287.3786.50108.0016230.87
1392009.10.07 23:53sell701.6285.7686.3585.48
1402009.10.08 03:18close701.6285.8186.3585.48-99.7916131.08
1412009.10.12 23:59buy711.6187.4786.8887.65
1422009.10.13 04:16close711.6187.4786.8887.650.0016131.08
1432009.10.14 00:08sell721.6187.7988.3887.51
1442009.10.14 03:30close721.6187.8388.3887.51-72.0116059.07
1452009.10.14 23:55sell731.6188.0788.6687.79
1462009.10.15 01:01close731.6188.0688.6687.798.8316067.89
1472009.10.20 00:33sell741.6189.55490.1489.27
1482009.10.20 01:54close741.6189.5790.1489.27-28.8016039.09
1492009.10.20 23:52sell751.6089.6590.2489.37
1502009.10.21 00:39close751.6089.5890.2489.37122.1816161.27
1512009.10.22 23:45sell761.6290.8891.4790.60
1522009.10.23 00:48close761.6290.8391.4790.6087.4816248.76
1532009.10.28 00:53sell771.6289.8690.4589.58
1542009.10.28 01:20close771.6289.8090.4589.58108.6716357.43
1552009.10.28 23:51buy781.6488.2887.6988.46
1562009.10.29 01:21close781.6488.4087.6988.46220.1116577.54
1572009.10.29 23:51buy791.6689.7689.1789.94
1582009.10.30 00:53close791.6689.8189.1789.9492.8316670.37
1592009.11.04 23:55buy801.6789.2288.6389.40
1602009.11.05 01:11close801.6789.3888.6389.40298.8516969.22
1612009.11.05 23:54sell811.7089.2989.8889.01
1622009.11.06 00:40close811.7089.2689.8889.0153.7917023.01
1632009.11.11 00:17sell821.7089.1089.6988.82
1642009.11.11 01:50close821.7089.1089.6988.820.0017023.01
1652009.11.12 00:04sell831.7089.0989.6888.81
1662009.11.12 04:36close831.7089.1789.6888.81-152.0616870.95
1672009.11.17 23:49sell841.6987.8388.4287.55
1682009.11.18 01:00close841.6987.8388.4287.55-3.2116867.74
1692009.11.19 00:12sell851.6988.5189.1088.23
1702009.11.19 00:44close851.6988.4489.1088.23132.2617000.00
1712009.11.23 23:53buy861.7088.1287.5388.30
1722009.11.24 01:27close861.7088.1487.5388.3038.0317038.03
1732009.11.26 23:59sell871.7086.2886.8786.00
1742009.11.27 00:19close871.7086.1886.8786.00186.8417224.87
1752009.11.27 00:19buy881.7286.1485.5586.32
1762009.11.27 00:47close881.7286.2985.5586.32288.5617513.43
1772009.11.27 00:53sell891.7586.3286.9186.04
1782009.11.27 01:31close891.7586.1286.9186.04391.3217904.75
1792009.12.01 23:47buy901.7986.7286.1386.90
1802009.12.02 00:31close901.7986.7786.1386.90100.1118004.86
1812009.12.03 00:11sell911.8087.2487.8386.96
1822009.12.03 00:57close911.8087.2087.8386.9680.5018085.36
1832009.12.03 23:49buy921.8188.2287.6388.40
1842009.12.04 01:47close921.8188.2587.6388.4060.7318146.09
1852009.12.09 00:54sell931.8186.0886.6785.80
1862009.12.09 01:50close931.8186.0386.6785.80101.1918247.28
1872009.12.11 00:34sell941.8285.9886.5785.70
1882009.12.11 00:55close941.8285.9586.5785.7061.0418308.32
1892009.12.15 00:59sell951.8385.8986.4885.61
1902009.12.15 03:31close951.8385.9286.4885.61-61.3818246.94
1912009.12.15 23:48buy961.8286.0585.4686.23
1922009.12.16 01:47close961.8286.1785.4686.23244.2618491.20
1932009.12.23 00:24sell971.8587.5788.1687.29
1942009.12.23 01:30close971.8587.5288.1687.29103.4218594.62
1952009.12.28 23:57sell981.8688.5189.1088.23
1962009.12.29 01:06close981.8688.4989.1088.2338.0718632.69
1972009.12.29 23:48sell991.8688.7789.3688.49
1982009.12.30 01:01close991.8688.7189.3688.49121.2418753.92
1992010.01.04 23:53buy1001.8889.8889.2990.06
2002010.01.05 02:55close1001.8889.8589.2990.06-63.0818690.84
2012010.01.07 00:13buy1011.8789.8889.2990.06
2022010.01.07 02:18close1011.8789.8689.2990.06-41.8318649.01
2032010.01.07 23:45sell1021.8690.2490.8389.96
2042010.01.08 02:30close1021.8690.37290.8389.96-278.0318370.98
2052010.01.11 23:52sell1031.8490.6491.2390.36
2062010.01.12 00:10close1031.8490.6091.2390.3678.8018449.78
2072010.01.12 00:50sell1041.8490.6491.2390.36
2082010.01.12 02:50close1041.8490.5991.2390.36102.8618552.64
2092010.01.14 23:47sell1051.8689.3889.9789.10
2102010.01.15 03:20close1051.8689.5189.9789.10-273.8818278.76
2112010.01.19 23:45sell1061.8388.3188.9088.03
2122010.01.20 00:26close1061.8388.2788.9088.0378.3718357.13
2132010.01.27 00:05buy1071.8485.6585.0685.83
2142010.01.27 01:15close1071.8485.7085.0685.83102.9018460.03
2152010.02.03 23:51buy1081.8585.8985.3086.07
2162010.02.04 01:38close1081.8585.9185.3086.0741.3818501.41
2172010.02.08 23:53buy1091.8583.2682.6783.44
2182010.02.09 02:40close1091.8583.1882.6783.44-165.5318335.88
2192010.02.10 00:53sell1101.8384.2584.8483.97
2202010.02.10 02:29close1101.8384.3284.8483.97-143.2218192.66
2212010.02.12 00:59sell1111.8283.8284.4183.54
2222010.02.12 01:35close1111.8283.7584.4183.54142.4418335.10
2232010.02.16 00:45sell1121.8383.4984.0883.21
2242010.02.16 01:04close1121.8383.4984.0883.210.0018335.10
2252010.02.18 00:07sell1131.8384.6685.2584.38
2262010.02.18 00:42close1131.8384.5985.2584.38143.2218478.32
2272010.02.19 00:35sell1141.8584.8185.4084.53
2282010.02.19 00:36close1141.8584.6185.4084.53413.6918892.01
2292010.02.19 00:42sell1151.8984.8285.4184.54
2302010.02.19 02:10close1151.8984.6785.4184.54316.9719208.98
2312010.03.03 00:44sell1161.9282.5583.1482.27
2322010.03.03 02:22close1161.9282.53583.1482.2732.2019241.18
2332010.03.09 00:19buy1171.9284.07783.4984.26
2342010.03.09 01:10close1171.9284.1383.4984.26113.8119354.99
2352010.03.29 23:50sell1181.9487.0487.6386.76
2362010.03.30 00:34close1181.9486.9987.6386.76104.7819459.77
2372010.04.05 23:45sell1191.9588.8489.4388.56
2382010.04.06 00:59close1191.9588.7889.4388.56127.1319586.89
2392010.04.13 23:48sell1201.9688.4289.0188.14
2402010.04.14 01:04close1201.9688.3889.0188.1483.9519670.84
2412010.04.14 23:45sell1211.9788.6389.2288.35
2422010.04.15 00:46close1211.9788.6089.2288.3554.8719725.70
2432010.04.15 00:59sell1221.9788.6489.2388.36
2442010.04.15 04:28close1221.9788.7589.2388.36-242.3119483.39
2452010.04.16 00:54sell1231.9588.1088.6987.82
2462010.04.16 01:36close1231.9588.0988.6987.8221.8119505.20
2472010.04.20 00:01sell1241.9586.9187.5086.63
2482010.04.20 01:31close1241.9586.9187.5086.630.0019505.20
2492010.04.21 00:10sell1251.9587.2787.8686.99
2502010.04.21 01:24close1251.9587.2587.8686.9943.6119548.81
2512010.04.27 00:01sell1261.9587.5888.1787.30
2522010.04.27 01:35close1261.9587.6888.1787.30-218.0519330.76
2532010.04.28 00:23buy1271.9385.52484.9385.70
2542010.04.28 01:23close1271.9385.6884.9385.70336.7819667.54
2552010.04.30 00:04buy1281.9786.7486.1586.92
2562010.04.30 00:40close1281.9786.8986.1586.92330.5419998.08
2572010.04.30 00:40sell1292.0086.8987.4886.61
2582010.04.30 02:45close1292.0086.8587.4886.6189.4620087.54
2592010.05.06 00:47sell1302.0183.9984.5883.71
2602010.05.06 01:55close1302.0183.9184.5883.71179.8020267.34
2612010.05.11 00:47sell1312.0384.0684.6583.78
2622010.05.11 01:50close1312.0384.0584.6583.7822.7020290.04
2632010.05.12 00:00buy1322.0383.3082.7183.48
2642010.05.12 02:54close1322.0383.4182.7183.48249.7820539.82
2652010.05.13 00:56sell1332.0583.9784.5683.69
2662010.05.13 02:11close1332.0583.8584.5683.69275.0820814.90
2672010.05.14 00:23buy1342.0882.8882.2983.06
2682010.05.14 01:17close1342.0883.0382.2983.06348.9921163.89
2692010.05.17 23:55sell1352.1281.8782.4681.59
2702010.05.18 01:06close1352.1281.8182.4681.59138.2121302.11
2712010.05.19 00:26buy1362.1380.0679.4780.24
2722010.05.19 02:24close1362.1380.1379.4780.24166.7821468.89
2732010.05.19 23:45sell1372.1579.7180.3079.43
2742010.05.20 01:04close1372.1579.6580.3079.43131.9921600.88
2752010.05.21 00:15buy1382.1677.6977.1077.87
2762010.05.21 01:31close1382.1677.8577.1077.87386.5821987.46
2772010.05.24 23:46buy1392.2077.8377.2478.01
2782010.05.25 04:47close1392.2077.7577.2478.01-196.8621790.60
2792010.05.26 00:06sell1402.1878.0178.6077.73
2802010.05.26 01:15close1402.1878.0078.6077.7324.3721814.97
2812010.05.27 00:12buy1412.1877.4476.8577.62
2822010.05.27 01:04close1412.1877.5476.8577.62243.8522058.82
2832010.05.28 00:03sell1422.2179.1779.7678.89
2842010.05.28 00:38close1422.2179.0379.7678.89345.9722404.79