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

通貨ペアUSDCAD TestSpread 5
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 profit7987.47Gross profit10102.33Gross loss-2114.86
Profit factor4.78Expected payoff59.61
Absolute drawdown75.85Maximal drawdown550.49 (3.23%)Relative drawdown3.46% (491.65)
Total trades134Short positions (won %)60 (80.00%)Long positions (won %)74 (74.32%)
Profit trades (% of total)103 (76.87%)Loss trades (% of total)31 (23.13%)
Largestprofit trade323.04loss trade-234.21
Averageprofit trade98.08loss trade-68.22
Maximumconsecutive wins (profit in money)20 (2017.68)consecutive losses (loss in money)4 (-222.55)
Maximalconsecutive profit (count of wins)2017.68 (20)consecutive loss (count of losses)-262.14 (2)
Averageconsecutive wins4consecutive 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 00:25buy11.001.18751.18351.1897
22009.01.06 00:41close11.001.18951.18351.1897168.1410168.14
32009.01.08 23:52buy21.021.17901.17501.1812
42009.01.09 00:28close21.021.18061.17501.1812131.3510299.48
52009.01.13 01:01sell31.031.21971.22421.2182
62009.01.13 01:04close31.031.21831.22421.2182118.3610417.84
72009.01.13 23:46buy41.041.22391.21991.2261
82009.01.14 00:01close41.041.22591.21991.2261167.3310585.17
92009.01.15 00:48sell51.061.24911.25361.2476
102009.01.15 01:29close51.061.24781.25361.2476110.4310695.61
112009.01.16 01:15sell61.071.25441.25891.2529
122009.01.16 02:16t/p61.071.25291.25891.2529128.1610823.76
132009.01.20 01:15sell71.081.25471.25921.2532
142009.01.20 02:00close71.081.25341.25921.2532112.0210935.79
152009.01.22 00:30buy81.091.25511.25111.2573
162009.01.22 00:53close81.091.25711.25111.2573173.4211109.21
172009.01.28 00:49sell91.111.22981.23431.2283
182009.01.28 01:12close91.111.22851.23431.2283117.4611226.66
192009.01.30 00:47sell101.121.22451.22901.2230
202009.01.30 02:48close101.121.22551.22901.2230-91.3911135.28
212009.02.03 00:10buy111.111.24261.23861.2448
222009.02.03 00:53close111.111.24361.23861.244889.2611224.54
232009.02.04 00:35buy121.121.22971.22571.2319
242009.02.04 01:33close121.121.23101.22571.2319118.2811342.82
252009.02.06 00:49sell131.131.23301.23751.2315
262009.02.06 01:50close131.131.23251.23751.231545.8411388.66
272009.02.09 23:54buy141.141.21611.21211.2183
282009.02.10 00:46close141.141.21641.21211.218325.5611414.21
292009.02.12 00:44buy151.141.24091.23691.2431
302009.02.12 01:41close151.141.24091.23691.24310.0011414.21
312009.02.13 00:37buy161.141.24311.23911.2453
322009.02.13 02:04close161.141.24361.23911.245345.8311460.04
332009.02.18 00:59sell171.151.26531.26981.2638
342009.02.18 01:23close171.151.26401.26981.2638118.2811578.32
352009.02.18 23:49buy181.161.25821.25421.2604
362009.02.19 00:05close181.161.25911.25421.260480.3111658.63
372009.02.19 00:50sell191.171.26181.26631.2603
382009.02.19 01:09t/p191.171.26031.26631.2603139.2511797.88
392009.02.25 01:03sell201.181.24381.24831.2423
402009.02.25 01:23close201.181.24241.24831.2423132.9711930.85
412009.02.26 00:52sell211.191.25741.26191.2559
422009.02.26 01:10close211.191.25611.26191.2559123.1612054.01
432009.02.27 00:57sell221.211.25311.25761.2516
442009.02.27 03:06close221.211.25271.25761.251638.6412092.65
452009.03.03 00:48sell231.211.29151.29601.2900
462009.03.03 01:29close231.211.29091.29601.290056.2412148.89
472009.03.04 01:03sell241.211.29391.29841.2924
482009.03.04 02:21close241.211.29401.29841.2924-9.3512139.54
492009.03.10 23:47buy251.211.28181.27781.2840
502009.03.11 01:25close251.211.28191.27781.28406.7212146.26
512009.03.24 01:10sell261.211.22581.23031.2243
522009.03.24 01:33close261.211.22451.23031.2243128.4612274.72
532009.04.01 00:57sell271.231.26281.26731.2613
542009.04.01 01:26t/p271.231.26131.26731.2613146.2912421.01
552009.04.02 23:59buy281.241.23711.23311.2393
562009.04.03 00:57close281.241.23801.23311.239381.7812502.79
572009.04.06 23:57buy291.251.23811.23411.2403
582009.04.07 00:28close291.251.239681.23411.2403156.5112659.29
592009.04.08 23:48buy301.271.23571.23171.2379
602009.04.09 00:03close301.271.236731.23171.2379102.9112762.21
612009.04.10 00:00buy311.281.22391.21991.2261
622009.04.10 00:52close311.281.22471.21991.226183.6112845.82
632009.04.10 01:02sell321.281.22681.23131.2253
642009.04.10 01:06close321.281.22541.23131.2253146.2412992.06
652009.04.14 00:56sell331.301.22041.22491.2189
662009.04.14 02:06close331.301.22041.22491.21890.0012992.06
672009.04.16 01:18sell341.301.204891.20941.2034
682009.04.16 03:00close341.301.204421.20941.203450.7313042.79
692009.04.16 23:58buy351.301.20781.20381.2100
702009.04.17 00:17close351.301.20941.20381.2100163.2213206.00
712009.04.24 00:00buy361.321.22301.21901.2252
722009.04.24 00:18close361.321.22391.21901.225297.0713303.07
732009.04.30 00:45sell371.331.204881.20941.2034
742009.04.30 02:02close371.331.20381.20941.2034119.3213422.39
752009.05.04 23:59buy381.341.17291.16891.1751
762009.05.05 00:32close381.341.17371.16891.175188.3313510.72
772009.05.06 00:59sell391.351.17641.18091.1749
782009.05.06 01:22close391.351.17541.18091.1749114.8513625.57
792009.05.07 00:00buy401.361.16581.16181.1680
802009.05.07 00:32close401.361.16701.16181.1680139.8513765.42
812009.05.07 23:52buy411.381.16981.16581.1720
822009.05.08 01:30close411.381.170861.16581.1720115.6213881.03
832009.05.13 00:49sell421.391.16301.16751.1615
842009.05.13 00:50close421.391.16191.16751.1615131.5914012.62
852009.05.15 00:57sell431.401.17101.17551.1695
862009.05.15 01:55close431.401.17081.17551.169523.9214036.54
872009.05.22 00:03buy441.401.13591.13191.1381
882009.05.22 00:58close441.401.136881.13191.1381120.6814157.22
892009.05.26 23:58buy451.421.11671.11271.1189
902009.05.27 01:30close451.421.11621.11271.1189-66.8114090.42
912009.06.03 00:47sell461.411.08191.08641.0804
922009.06.03 04:06close461.411.08301.08641.0804-143.2113947.21
932009.06.05 00:56sell471.391.09831.10281.0968
942009.06.05 03:20close471.391.098621.10281.0968-40.4913906.72
952009.06.12 00:46sell481.391.10381.10831.1023
962009.06.12 01:19close481.391.10251.10831.1023163.9014070.62
972009.06.18 00:46sell491.411.13231.13681.1308
982009.06.18 02:35close491.411.13151.13681.130899.6914170.31
992009.06.25 23:46buy501.421.15481.15081.1570
1002009.06.26 00:32close501.421.15561.15081.157088.7214259.02
1012009.06.30 00:54sell511.431.15731.16181.1558
1022009.06.30 01:53close511.431.15691.16181.155849.4414308.46
1032009.07.08 23:45buy521.431.16611.16211.1683
1042009.07.09 00:20close521.431.16731.16211.1683143.7914452.26
1052009.07.13 23:46buy531.451.151261.14731.1535
1062009.07.14 00:22close531.451.15161.14731.153539.5514491.80
1072009.07.14 23:53buy541.451.13251.12851.1347
1082009.07.15 00:45close541.451.133381.12851.1347109.3214601.12
1092009.07.17 01:16sell551.461.11821.12271.1167
1102009.07.17 05:53close551.461.11901.12271.1167-104.3814496.74
1112009.07.21 23:48buy561.451.10371.09971.1059
1122009.07.22 00:51close561.451.10451.09971.1059101.7614598.50
1132009.07.23 01:12sell571.461.10031.10481.0988
1142009.07.23 02:11close571.461.10051.10481.0988-26.5314571.97
1152009.07.28 00:01buy581.461.08051.07651.0827
1162009.07.28 01:07close581.461.081051.07651.082774.2814646.25
1172009.07.29 00:11buy591.461.08151.07751.0837
1182009.07.29 01:44close591.461.08101.07751.0837-67.5314578.72
1192009.07.29 23:55buy601.461.08871.08471.0909
1202009.07.30 00:07close601.461.08961.08471.0909117.3114696.02
1212009.07.31 00:59sell611.471.08501.08951.0835
1222009.07.31 02:04close611.471.084451.08951.083574.5514770.57
1232009.08.03 23:55buy621.481.06631.06231.0685
1242009.08.04 00:45close621.481.066061.06231.0685-36.6514733.92
1252009.08.05 00:17buy631.471.07211.06811.0743
1262009.08.05 00:42close631.471.07351.06811.0743191.7114925.63
1272009.08.13 23:50buy641.491.08791.08391.0901
1282009.08.14 00:55close641.491.08751.08391.0901-64.8614860.77
1292009.08.20 00:01buy651.491.09451.09051.0967
1302009.08.20 01:01close651.491.095191.09051.096793.8714954.64
1312009.08.24 23:56buy661.501.07651.07251.0787
1322009.08.25 00:36close661.501.07721.07251.078794.0915048.74
1332009.08.31 23:55buy671.501.09371.08971.0959
1342009.09.01 00:09close671.501.09461.08971.0959119.9615168.69
1352009.09.01 23:46buy681.521.10281.09881.1050
1362009.09.02 00:31close681.521.10431.09881.1050203.0515371.74
1372009.09.09 23:57buy691.541.07931.07531.0815
1382009.09.10 01:02close691.541.07921.07531.0815-17.7315354.01
1392009.09.10 23:45buy701.541.07761.07361.0798
1402009.09.11 00:30close701.541.07761.07361.0798-10.4015343.61
1412009.09.15 00:03buy711.531.08271.07871.0849
1422009.09.15 00:21close711.531.08321.07871.084970.6215414.23
1432009.09.16 00:52sell721.541.07331.07781.0718
1442009.09.16 03:13close721.541.07261.07781.0718100.5015514.73
1452009.09.24 23:52buy731.551.08901.08501.0912
1462009.09.25 01:07close731.551.08951.08501.091260.6715575.40
1472009.09.28 23:47buy741.561.08591.08191.0881
1482009.09.29 00:38close741.561.08591.08191.0881-3.5115571.89
1492009.10.06 23:59buy751.561.05941.05541.0616
1502009.10.07 01:23close751.561.05971.05541.061640.6515612.54
1512009.10.07 23:56buy761.561.061671.05771.0639
1522009.10.08 02:00close761.561.06141.05771.0639-43.1915569.35
1532009.10.13 23:57buy771.561.03231.02831.0345
1542009.10.14 01:40close771.561.031771.02831.0345-83.6415485.71
1552009.10.14 23:52buy781.551.02551.02151.0277
1562009.10.15 01:30close781.551.024811.02151.0277-107.8515377.86
1572009.10.19 23:49buy791.541.02851.02451.0307
1582009.10.20 01:14close791.541.028631.02451.030716.0015393.86
1592009.11.03 00:42buy801.541.07721.07321.0794
1602009.11.03 01:18close801.541.07801.07321.0794114.2915508.15
1612009.11.06 00:51sell811.551.06631.07081.0648
1622009.11.06 00:59close811.551.06581.07081.064872.7215580.87
1632009.11.06 01:21sell821.561.06651.07101.0650
1642009.11.06 02:23close821.561.06611.07101.065058.5315639.40
1652009.11.11 00:05buy831.561.04911.04511.0513
1662009.11.11 01:43close831.561.04991.04511.0513118.8715758.27
1672009.11.12 00:40buy841.581.04551.04151.0477
1682009.11.12 01:54close841.581.04491.04151.0477-90.7315667.54
1692009.11.20 01:21sell851.571.06391.06841.0624
1702009.11.20 01:50close851.571.06321.06841.0624103.3715770.91
1712009.11.25 23:47buy861.581.04561.04161.0478
1722009.11.26 00:30close861.581.045461.04161.0478-24.7215746.19
1732009.11.30 23:52buy871.571.05531.05131.0575
1742009.12.01 00:27close871.571.05601.05131.0575100.5415846.73
1752009.12.04 00:45sell881.581.05661.06111.0551
1762009.12.04 02:24close881.581.05711.06111.0551-74.7315772.00
1772009.12.09 00:22buy891.581.06351.05951.0657
1782009.12.09 00:59close891.581.06391.05951.065759.4015831.40
1792009.12.11 00:50sell901.581.05111.05561.0496
1802009.12.11 01:32close901.581.05071.05561.049660.1515891.55
1812009.12.17 23:47buy911.591.06971.06571.0719
1822009.12.18 00:05close911.591.07051.06571.0719108.0915999.64
1832009.12.21 23:55buy921.601.06151.05751.0637
1842009.12.22 00:24close921.601.06251.05751.0637146.9916146.63
1852009.12.31 00:51sell931.611.05571.06021.0542
1862009.12.31 01:07close931.611.05491.06021.0542122.1016268.73
1872010.01.05 00:54sell941.631.04241.04691.0409
1882010.01.05 01:00close941.631.04171.04691.0409109.5316378.26
1892010.01.12 01:12sell951.641.03411.03861.0326
1902010.01.12 04:27close951.641.03421.03861.0326-15.8616362.40
1912010.01.15 01:15sell961.641.02361.02811.0221
1922010.01.15 02:35close961.641.02371.02811.0221-16.0216346.38
1932010.01.19 23:47buy971.631.03071.02671.0329
1942010.01.20 00:36close971.631.03071.02671.0329-3.6716342.71
1952010.01.21 00:06buy981.631.04721.04321.0494
1962010.01.21 02:39close981.631.04601.04321.0494-187.0016155.71
1972010.01.22 00:52sell991.621.05231.05681.0508
1982010.01.22 01:56close991.621.05211.05681.050830.8016186.51
1992010.01.26 00:31buy1001.621.05751.05351.0597
2002010.01.26 01:31close1001.621.05791.05351.059761.2516247.76
2012010.01.27 00:50sell1011.621.06271.06721.0612
2022010.01.27 02:51close1011.621.06251.06721.061230.4916278.25
2032010.01.28 00:04buy1021.631.06481.06081.0670
2042010.01.28 00:50close1021.631.06521.06081.067061.2116339.46
2052010.01.29 00:51sell1031.631.06671.07121.0652
2062010.01.29 01:46close1031.631.06631.07121.065261.1516400.61
2072010.02.02 00:01buy1041.641.06241.05841.0646
2082010.02.02 02:20close1041.641.06111.05841.0646-200.9216199.69
2092010.02.04 00:46sell1051.621.06291.06741.0614
2102010.02.04 01:49close1051.621.06231.06741.061491.5016291.19
2112010.02.05 00:45sell1061.631.07421.07871.0727
2122010.02.05 01:56close1061.631.07301.07871.0727182.2916473.48
2132010.02.09 00:49sell1071.651.07521.07971.0737
2142010.02.09 02:20close1071.651.07581.07971.0737-92.0216381.46
2152010.02.11 00:45sell1081.641.06331.06781.0618
2162010.02.11 00:55close1081.641.06261.06781.0618108.0416489.50
2172010.02.16 01:02sell1091.651.04941.05391.0479
2182010.02.16 01:47close1091.651.04931.05391.047915.7216505.22
2192010.02.19 01:20sell1101.651.04851.05301.0470
2202010.02.19 01:26close1101.651.04721.05301.0470204.8316710.05
2212010.02.23 00:46sell1111.671.04311.04761.0416
2222010.02.23 01:29close1111.671.04291.04761.041632.0316742.08
2232010.02.25 23:49buy1121.671.05921.05521.0614
2242010.02.26 00:42close1121.671.06041.05521.0614177.7216919.80
2252010.03.05 01:24sell1131.691.03181.03631.0303
2262010.03.05 01:25close1131.691.03141.03631.030365.5416985.34
2272010.03.09 00:37buy1141.701.02761.02361.0298
2282010.03.09 01:53close1141.701.02771.02361.029816.5417001.88
2292010.03.26 00:57sell1151.701.02411.02861.0226
2302010.03.26 02:25close1151.701.02461.02861.0226-82.9616918.92
2312010.04.01 00:56sell1161.691.01571.02021.0142
2322010.04.01 02:09close1161.691.01571.02021.01420.0016918.92
2332010.04.02 01:00sell1171.691.00881.01331.0073
2342010.04.02 05:31close1171.691.01021.01331.0073-234.2116684.71
2352010.04.08 23:50buy1181.671.00230.99831.0045
2362010.04.09 00:42close1181.671.00220.99831.0045-27.9316656.78
2372010.04.13 00:03buy1191.671.00250.99851.0047
2382010.04.13 00:14close1191.671.002720.99851.004736.6416693.42
2392010.04.14 00:55sell1201.671.00201.00651.0005
2402010.04.14 02:18close1201.671.00161.00651.000566.6916760.11
2412010.04.16 00:29buy1211.681.00190.99791.0041
2422010.04.16 02:04close1211.681.00220.99791.004150.2916810.40
2432010.04.19 23:59buy1221.681.01481.01081.0170
2442010.04.20 00:13close1221.681.01521.01081.017062.4116872.81
2452010.04.21 00:02buy1231.690.99820.99421.0004
2462010.04.21 00:54close1231.690.99850.99421.000450.7816923.59
2472010.04.27 00:22buy1241.691.000740.99671.0029
2482010.04.27 01:52close1241.691.00060.99671.0029-23.6516899.94
2492010.04.30 01:12sell1251.691.00601.01051.0045
2502010.04.30 01:33close1251.691.005341.01051.0045110.9517010.89
2512010.05.07 00:11buy1261.701.05051.04651.0527
2522010.05.07 00:21close1261.701.05251.04651.0527323.0417333.93
2532010.05.07 01:21sell1271.731.054631.05911.0531
2542010.05.07 01:51close1271.731.05331.05911.0531218.4517552.38
2552010.05.10 23:57buy1281.761.02351.01951.0257
2562010.05.11 00:18close1281.761.02421.01951.0257116.3317668.71
2572010.05.17 23:55buy1291.771.03241.02841.0346
2582010.05.18 01:32close1291.771.03211.02841.0346-55.4317613.28
2592010.05.19 00:55sell1301.761.04101.04551.0395
2602010.05.19 02:05close1301.761.04031.04551.0395118.4317731.71
2612010.05.20 00:17buy1311.771.04301.03901.0452
2622010.05.20 01:22close1311.771.04351.03901.045284.8117816.52
2632010.05.21 00:45sell1321.781.07121.07571.0697
2642010.05.21 01:23close1321.781.06991.07571.0697216.2818032.80
2652010.05.26 00:07buy1331.801.06701.06301.0692
2662010.05.26 01:00close1331.801.06661.06301.0692-67.5017965.30
2672010.05.27 23:53buy1341.801.04841.04441.0506
2682010.05.28 00:27close1341.801.04861.04441.050622.1817987.48