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

通貨ペアUSDCHF 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 test102025Ticks modelled13495749Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit7554.76Gross profit8423.18Gross loss-868.42
Profit factor9.70Expected payoff52.46
Absolute drawdown170.79Maximal drawdown668.08 (3.91%)Relative drawdown4.94% (527.23)
Total trades144Short positions (won %)57 (87.72%)Long positions (won %)87 (88.51%)
Profit trades (% of total)127 (88.19%)Loss trades (% of total)17 (11.81%)
Largestprofit trade255.56loss trade-156.76
Averageprofit trade66.32loss trade-51.08
Maximumconsecutive wins (profit in money)23 (1966.18)consecutive losses (loss in money)2 (-102.34)
Maximalconsecutive profit (count of wins)1966.18 (23)consecutive loss (count of losses)-156.76 (1)
Averageconsecutive wins8consecutive 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 00:42sell11.001.11061.11491.1086
22009.01.06 00:59close11.001.10901.11491.1086144.2710144.27
32009.01.08 00:00buy21.011.10091.09561.1034
42009.01.08 02:10close21.011.10121.09561.103427.5210171.79
52009.01.09 00:00buy31.021.09141.08611.0939
62009.01.09 00:33t/p31.021.09391.08611.0939233.1110404.90
72009.01.13 00:34sell41.041.11481.11911.1128
82009.01.13 00:50close41.041.11351.11911.1128121.4210526.32
92009.01.14 00:17buy51.051.11831.11301.1208
102009.01.14 01:00close51.051.11891.11301.120856.3110582.63
112009.01.15 00:27buy61.061.11621.11091.1187
122009.01.15 01:27close61.061.11671.11091.118747.4610630.09
132009.01.20 00:34sell71.061.13341.13771.1314
142009.01.20 02:10close71.061.13421.13771.1314-74.7710555.32
152009.01.22 00:10buy81.061.15381.14851.1563
162009.01.22 01:11close81.061.15351.14851.1563-27.5710527.75
172009.02.03 00:08buy91.051.16181.15651.1643
182009.02.03 01:05close91.051.16181.15651.16430.0010527.75
192009.02.11 00:03buy101.051.15681.15151.1593
202009.02.11 01:17close101.051.15721.15151.159336.2910564.04
212009.02.13 00:21buy111.061.16241.15711.1649
222009.02.13 02:08close111.061.16251.15711.16499.1210573.16
232009.02.17 00:01buy121.061.16101.15571.1635
242009.02.17 01:46close121.061.16081.15571.1635-18.2610554.90
252009.02.19 00:30sell131.061.17741.18171.1754
262009.02.19 01:14close131.061.17691.18171.175445.0310599.93
272009.03.04 00:35sell141.061.17601.18031.1740
282009.03.04 01:17close141.061.17531.18031.174063.1310663.06
292009.03.06 00:10buy151.071.16911.16381.1716
302009.03.06 00:40close151.071.17051.16381.1716127.9810791.04
312009.03.10 00:00buy161.081.15831.15301.1608
322009.03.10 00:22close161.081.15921.15301.160883.8510874.89
332009.03.10 00:32sell171.091.15981.16411.1578
342009.03.10 01:12close171.091.15861.16411.1578112.8910987.78
352009.03.12 00:30sell181.101.15411.15841.1521
362009.03.12 01:10close181.101.15251.15841.1521152.7111140.49
372009.03.17 00:11buy191.111.18401.17871.1865
382009.03.17 01:39close191.111.18501.17871.186593.6711234.16
392009.03.19 00:16buy201.121.13971.13441.1422
402009.03.19 01:07close201.121.14111.13441.1422137.4111371.57
412009.03.24 00:39sell211.141.125221.12951.1232
422009.03.24 01:41close211.141.125071.12951.123215.2011386.77
432009.03.27 00:01buy221.141.12681.12151.1293
442009.03.27 00:40close221.141.12751.12151.129370.7811457.55
452009.04.03 00:03buy231.151.13381.12851.1363
462009.04.03 00:55close231.151.13401.12851.136320.2811477.83
472009.04.08 00:05buy241.151.14181.13651.1443
482009.04.08 00:37close241.151.14311.13651.1443130.7811608.61
492009.04.08 00:37sell251.161.14331.14761.1413
502009.04.08 01:19close251.161.14231.14761.1413101.5511710.16
512009.04.10 00:05buy261.171.15601.15071.1585
522009.04.10 00:55close261.171.156211.15071.158521.2511731.41
532009.04.14 00:42sell271.171.13361.13791.1316
542009.04.14 01:30close271.171.13301.13791.131661.9611793.37
552009.04.16 00:07buy281.181.14231.13701.1448
562009.04.16 00:21close281.181.14341.13701.1448113.5211906.89
572009.04.16 00:42sell291.191.14381.14811.1418
582009.04.16 01:38close291.191.14321.14811.141862.4611969.35
592009.04.21 00:30sell301.201.16931.17361.1673
602009.04.21 01:01close301.201.16881.17361.167351.3312020.68
612009.04.22 00:10buy311.201.16741.16211.1699
622009.04.22 00:23close311.201.16801.16211.169961.6412082.32
632009.04.22 00:30sell321.211.16861.17291.1666
642009.04.22 02:24close321.211.16751.17291.1666114.0012196.32
652009.04.28 00:34sell331.221.15751.16181.1555
662009.04.28 02:07close331.221.15611.16181.1555147.7412344.06
672009.04.29 00:36sell341.231.143731.14801.1417
682009.04.29 01:19close341.231.14321.14801.141757.0212401.08
692009.04.30 00:04buy351.241.13561.13031.1381
702009.04.30 00:13close351.241.13671.13031.1381120.0012521.08
712009.05.05 00:05buy361.251.12611.12081.1286
722009.05.05 01:59close361.251.12601.12081.1286-11.1012509.98
732009.05.06 00:40sell371.251.13421.13851.1322
742009.05.06 02:04close371.251.13321.13851.1322110.3112620.29
752009.05.07 00:03buy381.261.13101.12571.1335
762009.05.07 00:10close381.261.13191.12571.1335100.1912720.48
772009.05.07 00:32sell391.271.13281.13711.1308
782009.05.07 04:30close391.271.13421.13711.1308-156.7612563.72
792009.05.08 00:17buy401.261.12981.12451.1323
802009.05.08 01:06close401.261.13051.12451.132378.0212641.74
812009.05.12 00:42sell411.261.110071.11441.1081
822009.05.12 01:17close411.261.109861.11441.108123.8412665.58
832009.05.13 00:01buy421.271.10551.10021.1080
842009.05.13 00:45close421.271.10591.10021.108045.9412711.52
852009.05.19 00:13buy431.271.11411.10881.1166
862009.05.19 00:32close431.271.11431.10881.116622.7912734.31
872009.05.20 00:44sell441.271.10991.11421.1079
882009.05.20 01:15close441.271.10931.11421.107968.6912803.00
892009.05.27 00:02buy451.281.08391.07861.0864
902009.05.27 00:47close451.281.08411.07861.086423.6112826.61
912009.05.28 00:38sell461.281.093591.09791.0916
922009.05.28 01:24close461.281.09241.09791.0916139.4412966.05
932009.06.02 00:04buy471.301.070051.06481.0726
942009.06.02 00:43close471.301.07091.06481.0726103.1813069.23
952009.06.03 00:34sell481.311.06171.06601.0597
962009.06.03 00:49close481.311.06131.06601.059749.3713118.60
972009.06.04 00:04buy491.311.07011.06481.0726
982009.06.04 00:17close491.311.07071.06481.072673.4113192.01
992009.06.04 00:39sell501.321.07121.07551.0692
1002009.06.04 01:43close501.321.07081.07551.069249.3113241.32
1012009.06.05 00:03buy511.321.06871.06341.0712
1022009.06.05 00:46close511.321.06911.06341.071249.3913290.71
1032009.06.11 00:33sell521.331.08191.08621.0799
1042009.06.11 01:33close521.331.08121.08621.079986.1113376.82
1052009.06.16 00:00buy531.341.091611.08631.0941
1062009.06.16 00:36close531.341.09231.08631.094184.6513461.47
1072009.06.16 00:37sell541.351.09241.09671.0904
1082009.06.16 01:49close541.351.09211.09671.090437.0813498.55
1092009.06.17 00:36sell551.351.08881.09311.0868
1102009.06.17 01:28close551.351.08861.09311.086824.8013523.35
1112009.06.19 00:03buy561.351.08631.08101.0888
1122009.06.19 02:36close561.351.08581.08101.0888-62.1713461.18
1132009.06.30 00:04buy571.351.08221.07691.0847
1142009.06.30 00:12close571.351.08291.07691.084787.2713548.45
1152009.06.30 00:33sell581.351.08321.08751.0812
1162009.06.30 01:53close581.351.083221.08751.0812-2.4913545.96
1172009.07.02 00:10buy591.351.07451.06921.0770
1182009.07.02 01:27close591.351.074941.06921.077055.2613601.22
1192009.07.07 00:40sell601.361.08541.08971.0834
1202009.07.07 02:34close601.361.08501.08971.083450.1413651.36
1212009.07.14 00:34sell611.371.08311.08741.0811
1222009.07.14 01:01close611.371.08251.08741.081175.9413727.30
1232009.07.15 00:02buy621.371.08831.08301.0908
1242009.07.15 01:20close621.371.08901.08301.090888.0613815.36
1252009.07.16 00:00buy631.381.07431.06901.0768
1262009.07.16 00:46close631.381.07491.06901.076877.0313892.39
1272009.07.23 00:32sell641.391.06631.07061.0643
1282009.07.23 03:20close641.391.06681.07061.0643-65.1513827.24
1292009.07.29 00:05buy651.381.07531.07001.0778
1302009.07.29 01:02close651.381.07551.07001.077825.6613852.90
1312009.07.30 00:30sell661.391.08811.09241.0861
1322009.07.30 03:10close661.391.08831.09241.0861-25.5413827.36
1332009.07.31 00:04buy671.381.08751.08221.0900
1342009.07.31 00:53close671.381.08821.08221.090088.7713916.13
1352009.08.05 00:42sell681.391.06091.06521.0589
1362009.08.05 02:00close681.391.06061.06521.058939.3213955.45
1372009.08.11 00:02buy691.401.08521.07991.0877
1382009.08.11 00:12close691.401.08571.07991.087764.4714019.92
1392009.08.12 00:44sell701.401.08201.08631.0800
1402009.08.12 01:25close701.401.08151.08631.080064.7214084.64
1412009.08.18 00:00buy711.411.07791.07261.0804
1422009.08.18 00:35close711.411.07841.07261.080465.3714150.01
1432009.08.18 00:35sell721.421.07841.08271.0764
1442009.08.18 01:51close721.421.07811.08271.076439.5114189.52
1452009.08.19 00:17buy731.421.07551.07021.0780
1462009.08.19 00:35close731.421.07601.07021.078065.9914255.51
1472009.08.20 00:25buy741.431.06531.06001.0678
1482009.08.20 01:45close741.431.06531.06001.06780.0014255.51
1492009.08.25 00:06buy751.431.061281.05601.0638
1502009.08.25 00:45close751.431.06151.05601.063829.6414285.15
1512009.08.27 00:01buy761.431.06781.06251.0703
1522009.08.27 00:30close761.431.06811.06251.070340.1614325.31
1532009.08.27 00:30sell771.431.06821.07251.0662
1542009.08.27 01:32close771.431.06801.07251.066226.7814352.09
1552009.09.01 00:34sell781.441.05941.06371.0574
1562009.09.01 01:04close781.441.05891.06371.057468.0014420.09
1572009.09.02 00:40sell791.441.06631.07061.0643
1582009.09.02 01:47close791.441.06561.07061.064394.5914514.68
1592009.09.18 00:02buy801.451.02821.02291.0307
1602009.09.18 01:07close801.451.02871.02291.030770.4814585.16
1612009.09.24 00:39sell811.461.02731.03161.0253
1622009.09.24 01:44close811.461.02761.03161.0253-42.6214542.54
1632009.09.25 00:09buy821.451.02941.02411.0319
1642009.09.25 01:50close821.451.02971.02411.031942.2514584.79
1652009.09.29 00:01buy831.461.03251.02721.0350
1662009.09.29 00:37close831.461.03281.02721.035042.4114627.20
1672009.09.30 00:00buy841.461.03631.03101.0388
1682009.09.30 00:40close841.461.03651.03101.038828.1714655.37
1692009.10.09 00:08buy851.471.02581.02051.0283
1702009.10.09 00:59close851.471.026131.02051.028347.2714702.64
1712009.10.14 00:04buy861.471.02151.01621.0240
1722009.10.14 01:26close861.471.021941.01621.024063.2914765.93
1732009.10.15 00:01buy871.481.01491.00961.0174
1742009.10.15 00:13close871.481.01521.00961.017443.7414809.67
1752009.10.16 00:24buy881.481.01471.00941.0172
1762009.10.16 00:57close881.481.01511.00941.017258.3214867.99
1772009.10.20 00:00buy891.491.01141.00611.0139
1782009.10.20 01:15close891.491.01161.00611.013929.4614897.45
1792009.10.22 00:00buy901.491.00601.00071.0085
1802009.10.22 00:28close901.491.00621.00071.008529.6214927.07
1812009.10.27 00:39sell911.491.01891.02321.0169
1822009.10.27 01:05close911.491.01841.02321.016973.1515000.22
1832009.10.28 00:08buy921.501.02191.01661.0244
1842009.10.28 03:33close921.501.02121.01661.0244-102.8214897.40
1852009.10.30 00:20buy931.491.01831.01301.0208
1862009.10.30 01:06close931.491.01841.01301.020814.6314912.03
1872009.11.04 00:24buy941.491.02631.02101.0288
1882009.11.04 01:48close941.491.02641.02101.028814.5214926.55
1892009.11.06 00:00buy951.491.01621.01091.0187
1902009.11.06 00:40close951.491.01651.01091.018743.9714970.52
1912009.11.11 00:21buy961.501.00801.00271.0105
1922009.11.11 01:50close961.501.00791.00271.0105-14.8814955.64
1932009.11.12 00:03buy971.501.00831.00301.0108
1942009.11.12 01:08close971.501.00831.00301.01080.0014955.64
1952009.11.18 00:29buy981.501.01641.01111.0189
1962009.11.18 01:25close981.501.016231.01111.0189-25.0914930.55
1972009.11.19 00:05buy991.491.01011.00481.0126
1982009.11.19 01:12close991.491.01001.00481.0126-14.7514915.80
1992009.11.24 00:30sell1001.491.01031.01461.0083
2002009.11.24 01:29close1001.491.009761.01461.008379.6814995.48
2012009.11.27 00:15buy1011.501.00300.99771.0055
2022009.11.27 00:19close1011.501.00360.99771.005589.6815085.16
2032009.12.03 00:00buy1021.511.00180.99651.0043
2042009.12.03 00:47close1021.511.00190.99651.004315.0715100.23
2052009.12.09 00:25buy1031.511.02711.02181.0296
2062009.12.09 01:57close1031.511.02721.02181.029614.7015114.93
2072009.12.11 00:00buy1041.511.02611.02081.0286
2082009.12.11 01:39close1041.511.02611.02081.02860.0015114.93
2092009.12.17 00:03buy1051.511.03851.03321.0410
2102009.12.17 00:55close1051.511.03871.03321.041029.0715144.00
2112009.12.30 00:40sell1061.511.03701.04131.0350
2122009.12.30 01:08close1061.511.03651.04131.035072.8415216.84
2132009.12.31 00:25buy1071.521.036661.03141.0392
2142009.12.31 01:12close1071.521.03671.03141.03925.8615222.70
2152010.01.05 00:42sell1081.521.030031.03431.0280
2162010.01.05 01:14close1081.521.029641.03431.028057.5715280.27
2172010.01.12 00:32sell1091.531.01641.02071.0144
2182010.01.12 01:05close1091.531.01601.02071.014460.2415340.51
2192010.01.14 00:27buy1101.531.01811.01281.0206
2202010.01.14 01:04close1101.531.018341.01281.020636.0615376.57
2212010.01.19 00:30sell1111.541.024991.02931.0230
2222010.01.19 00:51close1111.541.02491.02931.023013.5215390.09
2232010.02.02 00:01buy1121.541.05591.05061.0584
2242010.02.02 01:38close1121.541.05641.05061.058472.8915462.98
2252010.02.03 00:31sell1131.551.05531.05961.0533
2262010.02.03 00:55close1131.551.05511.05961.053329.3815492.36
2272010.02.04 00:38sell1141.551.05911.06341.0571
2282010.02.04 01:43close1141.551.05901.06341.057114.6415507.00
2292010.02.09 00:31sell1151.551.07321.07751.0712
2302010.02.09 01:55close1151.551.07341.07751.0712-28.8815478.12
2312010.02.16 00:35sell1161.551.07761.08191.0756
2322010.02.16 01:12close1161.551.07761.08191.07560.0015478.12
2332010.02.18 00:30sell1171.551.07841.08271.0764
2342010.02.18 01:54close1171.551.07841.08271.07640.0015478.12
2352010.02.19 00:22buy1181.551.07731.07201.0798
2362010.02.19 00:30close1181.551.07811.07201.0798115.0215593.14
2372010.02.23 00:34sell1191.561.07631.08061.0743
2382010.02.23 01:02close1191.561.07611.08061.074328.9915622.13
2392010.02.25 00:03buy1201.561.08101.07571.0835
2402010.02.25 01:53close1201.561.08121.07571.083528.8615650.99
2412010.03.04 00:41sell1211.571.067921.07221.0659
2422010.03.04 02:06close1211.571.06761.07221.065947.0615698.05
2432010.03.11 00:15buy1221.571.07001.06471.0725
2442010.03.11 02:04close1221.571.07021.06471.072529.3415727.39
2452010.04.01 00:04buy1231.571.05371.04841.0562
2462010.04.01 00:55close1231.571.05401.04841.056244.6915772.08
2472010.04.02 00:22buy1241.581.05411.04881.0566
2482010.04.02 01:43close1241.581.05471.04881.056689.8815861.96
2492010.04.06 00:06buy1251.591.06201.05671.0645
2502010.04.06 00:40close1251.591.06241.05671.064559.8615921.82
2512010.04.09 00:00buy1261.591.07301.06771.0755
2522010.04.09 00:42close1261.591.07321.06771.075529.6315951.45
2532010.04.13 00:06buy1271.601.05921.05391.0617
2542010.04.13 00:09close1271.601.05961.05391.061760.4016011.85
2552010.04.15 00:42sell1281.601.05201.05631.0500
2562010.04.15 00:51close1281.601.05191.05631.050015.2116027.06
2572010.04.16 00:05buy1291.601.056061.05081.0586
2582010.04.16 00:50close1291.601.05631.05081.058636.3516063.41
2592010.04.20 00:00buy1301.611.06311.05781.0656
2602010.04.20 01:18close1301.611.06321.05781.065615.1416078.55
2612010.04.21 00:10buy1311.611.06801.06271.0705
2622010.04.21 01:29close1311.611.068381.06271.070557.2616135.81
2632010.04.22 00:31sell1321.611.07051.07481.0685
2642010.04.22 01:10close1321.611.07021.07481.068545.1316180.94
2652010.04.27 00:01buy1331.621.07251.06721.0750
2662010.04.27 01:29close1331.621.07151.06721.0750-151.1916029.75
2672010.04.28 00:30sell1341.601.089111.09341.0871
2682010.04.28 01:12close1341.601.08801.09341.0871163.2416192.99
2692010.04.29 00:44sell1351.621.08591.09021.0839
2702010.04.29 01:51close1351.621.085351.09021.083982.0916275.08
2712010.05.05 00:44sell1361.631.10481.10911.1028
2722010.05.05 01:34close1361.631.10331.10911.1028221.6116496.69
2732010.05.11 00:01buy1371.651.10981.10451.1123
2742010.05.11 00:13close1371.651.11101.10451.1123178.2216674.91
2752010.05.12 00:31sell1381.671.11261.11691.1106
2762010.05.12 00:37close1381.671.11091.11691.1106255.5616930.47
2772010.05.13 00:06buy1391.691.11091.10561.1134
2782010.05.13 01:10close1391.691.11101.10561.113415.2116945.68
2792010.05.20 00:00buy1401.691.15041.14511.1529
2802010.05.20 01:01close1401.691.15151.14511.1529161.4417107.12
2812010.05.26 00:08buy1411.711.15631.15101.1588
2822010.05.26 01:05close1411.711.15601.15101.1588-44.3817062.74
2832010.05.27 00:11buy1421.711.15971.15441.1622
2842010.05.27 00:14close1421.711.16101.15441.1622191.4717254.21
2852010.05.27 00:43sell1431.731.16121.16551.1592
2862010.05.27 01:26close1431.731.16041.16551.1592119.2717373.48
2872010.05.28 00:02buy1441.741.15061.14531.1531
2882010.05.28 00:31close1441.741.15181.14531.1531181.2817554.76