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

通貨ペアUSDJPY 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 test100931Ticks modelled12561445Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit11269.54Gross profit14409.14Gross loss-3139.60
Profit factor4.59Expected payoff76.15
Absolute drawdown181.62Maximal drawdown950.69 (4.93%)Relative drawdown5.69% (693.06)
Total trades148Short positions (won %)99 (81.82%)Long positions (won %)49 (75.51%)
Profit trades (% of total)118 (79.73%)Loss trades (% of total)30 (20.27%)
Largestprofit trade363.16loss trade-300.71
Averageprofit trade122.11loss trade-104.65
Maximumconsecutive wins (profit in money)27 (2743.26)consecutive losses (loss in money)2 (-168.44)
Maximalconsecutive profit (count of wins)2743.26 (27)consecutive loss (count of losses)-300.71 (1)
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 00:46sell11.0093.4393.9193.23
22009.01.06 01:25close11.0093.2593.9193.23193.0310193.03
32009.01.07 23:15buy21.0292.5791.9992.82
42009.01.07 23:58close21.0292.6291.9992.8255.0610248.09
52009.01.08 00:50sell31.0292.6893.1692.48
62009.01.08 01:35close31.0292.5093.1692.48198.4910446.58
72009.01.13 00:45sell41.0489.1989.6788.99
82009.01.13 05:45close41.0489.3989.6788.99-232.6910213.89
92009.01.13 23:19buy51.0288.9888.4089.23
102009.01.13 23:42close51.0289.1488.4089.23183.0810396.97
112009.01.14 00:45sell61.0489.3389.8189.13
122009.01.14 02:34close61.0489.3489.8189.13-11.6410385.33
132009.01.16 01:11sell71.0489.8890.3689.68
142009.01.16 03:31close71.0489.8890.3689.680.0010385.33
152009.01.20 23:16buy81.0489.7689.1890.01
162009.01.20 23:36close81.0489.8689.1890.01115.7410501.07
172009.01.22 00:59sell91.0589.4789.9589.27
182009.01.22 01:27close91.0589.2889.9589.27223.4510724.52
192009.01.22 23:16buy101.0788.8788.2989.12
202009.01.23 00:31close101.0788.8288.2989.12-60.2310664.29
212009.01.23 00:59sell111.0788.9089.3888.70
222009.01.23 04:26close111.0788.9989.3888.70-108.2110556.08
232009.01.27 01:03sell121.0689.0989.5788.89
242009.01.27 01:11close121.0688.9489.5788.89178.7710734.85
252009.01.30 00:46sell131.0789.9990.4789.79
262009.01.30 02:19close131.0789.9390.4789.7971.3910806.24
272009.02.04 00:52sell141.0889.4489.9289.24
282009.02.04 02:23close141.0889.3589.9289.24108.7910915.03
292009.02.04 23:15buy151.0989.4788.8989.72
302009.02.05 00:49close151.0989.4688.8989.72-12.1810902.85
312009.02.05 23:26buy161.0991.2890.7091.53
322009.02.06 00:59close161.0991.1790.7091.53-131.5110771.34
332009.02.10 23:24buy171.0890.1589.5790.40
342009.02.10 23:56close171.0890.2989.5790.40167.4610938.80
352009.02.11 00:45sell181.0990.4890.9690.28
362009.02.11 04:10close181.0990.3890.9690.28120.6011059.40
372009.02.17 23:27buy191.1192.3291.7492.57
382009.02.17 23:33close191.1192.5591.7492.57275.8511335.25
392009.02.23 23:25buy201.1394.5393.9594.78
402009.02.23 23:38close201.1394.6793.9594.78167.1111502.36
412009.02.24 00:55sell211.1594.6795.1594.47
422009.02.24 01:28close211.1594.4995.1594.47219.0711721.43
432009.02.27 00:48sell221.1798.4398.9198.23
442009.02.27 02:12close221.1798.3898.9198.2359.4611780.89
452009.03.03 01:01sell231.1897.5298.0097.32
462009.03.03 01:19close231.1897.3398.0097.32230.3512011.24
472009.03.03 23:23buy241.2098.2297.6498.47
482009.03.04 00:08close241.2098.3097.6498.4797.6612108.90
492009.03.05 23:23buy251.2198.2197.6398.46
502009.03.06 00:41close251.2198.0397.6398.46-222.1811886.72
512009.03.09 23:37buy261.1998.7398.1598.98
522009.03.09 23:50close261.1998.8498.1598.98132.4412019.16
532009.03.10 23:21buy271.2098.6398.0598.88
542009.03.11 00:00close271.2098.6798.0598.8848.6512067.81
552009.03.11 00:58sell281.2198.7399.2198.53
562009.03.11 03:25close281.2198.6999.2198.5349.0412116.85
572009.03.12 01:06sell291.2197.3397.8197.13
582009.03.12 02:50close291.2197.2997.8197.1349.7512166.60
592009.03.12 23:20buy301.2297.5696.9897.81
602009.03.13 00:17close301.2297.7696.9897.81249.5912416.19
612009.03.18 01:00sell311.2498.6599.1398.45
622009.03.18 04:04close311.2498.7199.1398.45-75.3712340.82
632009.03.24 01:00sell321.2397.1797.6596.97
642009.03.24 01:36close321.2396.98697.6596.97233.3512574.17
652009.03.24 23:16buy331.2697.7397.1597.98
662009.03.24 23:48close331.2697.90197.1597.98220.0812794.25
672009.03.25 01:12sell341.2897.9598.4397.75
682009.03.25 03:24close341.2898.0398.4397.75-104.4612689.79
692009.03.26 00:47sell351.2797.6698.1497.46
702009.03.26 01:23close351.2797.5198.1497.46195.3612885.15
712009.03.27 00:56sell361.2998.8699.3498.66
722009.03.27 01:16close361.2998.7299.3498.66182.9413068.09
732009.03.30 23:39buy371.3197.0796.4997.32
742009.03.30 23:58close371.3197.2396.4997.32215.5713283.66
752009.03.31 01:01sell381.3397.53198.0197.33
762009.03.31 01:01t/p381.3397.3398.0197.33274.8313558.49
772009.03.31 01:02sell391.3697.61298.0997.41
782009.03.31 01:02t/p391.3697.4198.0997.41282.4013840.89
792009.03.31 01:03sell401.3897.63698.1297.44
802009.03.31 01:04t/p401.3897.4498.1297.44278.0714118.96
812009.04.01 23:22buy411.4198.6198.0398.86
822009.04.02 00:21close411.4198.5898.0398.86-42.9114076.05
832009.04.02 23:26buy421.4199.41698.8499.67
842009.04.02 23:52close421.4199.5398.8499.67161.5014237.55
852009.04.07 00:47sell431.42101.06101.54100.86
862009.04.07 01:08close431.42100.96101.54100.86140.6514378.20
872009.04.08 00:56sell441.44100.53101.01100.33
882009.04.08 03:04close441.44100.56101.01100.33-42.9614335.24
892009.04.09 23:29buy451.43100.4099.82100.65
902009.04.10 00:29close451.43100.42199.82100.6529.9014365.14
912009.04.10 00:58sell461.44100.45100.93100.25
922009.04.10 04:09close461.44100.53100.93100.25-114.5914250.55
932009.04.14 00:45sell471.43100.16100.6499.96
942009.04.14 01:58close471.43100.04100.6499.96171.5314422.08
952009.04.16 23:44buy481.4499.29798.7299.55
962009.04.17 00:34close481.4499.3498.7299.5562.3314484.41
972009.04.17 00:52sell491.4599.39999.8899.20
982009.04.17 05:22close491.4599.5399.8899.20-190.8514293.56
992009.04.21 00:55sell501.4397.9898.4697.78
1002009.04.21 02:50close501.4397.9898.4697.780.0014293.56
1012009.04.23 01:07sell511.4398.0698.5497.86
1022009.04.23 02:57close511.4397.9898.5497.86116.7614410.32
1032009.04.24 00:47sell521.4498.1398.6197.93
1042009.04.24 01:18close521.4497.9498.6197.93279.3514689.67
1052009.05.04 23:35buy531.4798.8698.2899.11
1062009.05.05 00:25close531.4798.8398.2899.11-44.6214645.05
1072009.05.05 00:51sell541.4698.9599.4398.75
1082009.05.05 04:05close541.4698.8199.4398.75206.8614851.91
1092009.05.06 23:40buy551.4998.2497.6698.49
1102009.05.06 23:54close551.4998.2997.6698.4975.8014927.71
1112009.05.13 23:30buy561.4995.2694.6895.51
1122009.05.14 00:10close561.4995.33294.6895.51112.5315040.24
1132009.05.14 00:45sell571.5095.4195.8995.21
1142009.05.14 01:04close571.5095.2295.8995.21299.3115339.55
1152009.05.19 23:25buy581.5396.03895.4696.29
1162009.05.20 00:21close581.5396.0295.4696.29-28.6815310.87
1172009.05.20 01:06sell591.5396.03496.5195.83
1182009.05.20 02:50close591.5396.0296.5195.8322.3115333.18
1192009.05.26 00:53sell601.5394.8895.3694.68
1202009.05.26 01:09close601.5394.81795.3694.68101.6615434.84
1212009.05.28 23:22buy611.5496.8596.2797.10
1222009.05.29 00:15close611.5496.8696.2797.1015.9015450.74
1232009.05.29 00:55sell621.5596.9697.4496.76
1242009.05.29 02:43close621.5596.7997.4496.76272.2415722.98
1252009.06.05 00:52sell631.5796.7097.1896.50
1262009.06.05 02:50close631.5796.6297.1896.50129.9915852.97
1272009.06.10 23:35buy641.5998.1697.5898.41
1282009.06.11 00:31close641.5998.2397.5898.41113.3115966.28
1292009.06.11 00:59sell651.6098.2798.7598.07
1302009.06.11 01:53close651.6098.1598.7598.07195.6216161.90
1312009.06.12 00:56sell661.6297.6798.1597.47
1322009.06.12 02:10close661.6297.5798.1597.47166.0316327.93
1332009.06.16 00:50sell671.6397.8898.3697.68
1342009.06.16 01:13close671.6397.8098.3697.68133.3316461.26
1352009.06.22 23:30buy681.6595.8795.2996.12
1362009.06.23 00:28close681.6595.9195.2996.1268.8116530.07
1372009.06.24 00:57sell691.6595.2495.7295.04
1382009.06.24 01:26close691.6595.1795.7295.04121.3616651.43
1392009.06.26 00:49sell701.6795.9996.4795.79
1402009.06.26 02:34close701.6795.9496.4795.7987.0316738.46
1412009.06.30 00:51sell711.6796.1396.6195.93
1422009.06.30 03:43close711.6796.1096.6195.9352.1316790.59
1432009.07.03 00:47sell721.6896.0196.4995.81
1442009.07.03 02:35close721.6895.90996.4995.81176.9216967.51
1452009.07.10 01:10sell731.7093.0293.5092.82
1462009.07.10 03:18close731.7093.0293.5092.820.0016967.51
1472009.07.14 00:53sell741.7093.0093.4892.80
1482009.07.14 02:07close741.7092.9493.4892.80109.7517077.26
1492009.07.15 23:40buy751.7194.2693.6894.51
1502009.07.16 00:05close751.7194.2993.6894.5154.4117131.67
1512009.07.22 23:16buy761.7193.4892.9093.73
1522009.07.22 23:55close761.7193.5792.9093.73164.4817296.15
1532009.07.23 23:24buy771.7395.0094.4295.25
1542009.07.24 00:49close771.7395.0194.4295.2518.2117314.36
1552009.08.03 23:38buy781.7395.27994.7095.53
1562009.08.04 00:16close781.7395.2894.7095.531.8217316.18
1572009.08.13 01:01sell791.7396.1596.6395.95
1582009.08.13 03:08close791.7396.1196.6395.9572.0017388.18
1592009.08.21 01:11sell801.7494.2294.7094.02
1602009.08.21 02:27close801.7494.1694.7094.02110.8817499.06
1612009.08.26 00:45sell811.7594.2094.6894.00
1622009.08.26 01:49close811.7594.1894.6894.0037.1617536.22
1632009.09.02 01:07sell821.7592.9693.4492.76
1642009.09.02 01:51close821.7592.8493.4492.76226.2017762.42
1652009.09.03 00:46sell831.7892.2692.7492.06
1662009.09.03 01:44close831.7892.2092.7492.06115.8417878.26
1672009.09.09 23:42buy841.7992.0491.4692.29
1682009.09.10 00:06close841.7992.0891.4692.2977.7617956.02
1692009.09.11 00:53sell851.8091.7892.2691.58
1702009.09.11 02:21close851.8091.7392.2691.5898.1118054.13
1712009.09.18 01:11sell861.8191.1391.6190.93
1722009.09.18 05:25close861.8191.1691.6190.93-59.5717994.56
1732009.09.22 23:22buy871.8091.1590.5791.40
1742009.09.23 00:04close871.8091.1790.5791.4039.4918034.05
1752009.09.23 00:53sell881.8091.1791.6590.97
1762009.09.23 02:10close881.8091.1191.6590.97118.5418152.59
1772009.09.24 00:46sell891.8291.4491.9291.24
1782009.09.24 02:50close891.8291.41691.9291.2447.7818200.37
1792009.09.29 01:04sell901.8289.7090.1889.50
1802009.09.29 02:27close901.8289.6490.1889.50121.8218322.19
1812009.10.01 01:13sell911.8389.79190.2789.59
1822009.10.01 03:17close911.8389.7890.2789.5922.4218344.61
1832009.10.13 23:21buy921.8389.6789.0989.92
1842009.10.14 00:30close921.8389.7289.0989.92101.9818446.59
1852009.10.19 23:43buy931.8490.6090.0290.85
1862009.10.20 00:32close931.8490.6090.0290.850.0018446.59
1872009.10.20 01:06sell941.8490.6791.1590.47
1882009.10.20 03:05close941.8490.6491.1590.4760.9018507.49
1892009.10.27 00:46sell951.8592.2292.7092.02
1902009.10.27 02:32close951.8592.2192.7092.0220.0618527.55
1912009.10.30 00:58sell961.8591.5091.9891.30
1922009.10.30 03:06close961.8591.4691.9891.3080.9118608.46
1932009.11.04 23:23buy971.8690.7490.1690.99
1942009.11.05 00:44close971.8690.6990.1690.99-102.5518505.91
1952009.11.05 01:14sell981.8590.76291.2490.56
1962009.11.05 02:37close981.8590.7191.2490.56106.0518611.96
1972009.11.06 01:04sell991.8690.7991.2790.59
1982009.11.06 03:03close991.8690.76591.2790.5951.2318663.19
1992009.11.11 01:09sell1001.8789.8690.3489.66
2002009.11.11 01:17close1001.8789.8290.3489.6683.2818746.47
2012009.11.12 00:59sell1011.8789.8690.3489.66
2022009.11.12 04:15close1011.8789.8690.3489.660.0018746.47
2032009.12.02 00:47sell1021.8786.7587.2386.55
2042009.12.02 02:25close1021.8786.67187.2386.55170.4518916.92
2052009.12.04 00:46sell1031.8988.2488.7288.04
2062009.12.04 03:14close1031.8988.2588.7288.04-21.4218895.50
2072009.12.09 00:53sell1041.8988.4388.9188.23
2082009.12.09 01:50close1041.8988.3588.9188.23171.1419066.64
2092009.12.10 00:50sell1051.9187.9088.3887.70
2102009.12.10 03:11close1051.9187.9888.3887.70-173.6818892.96
2112009.12.11 00:46sell1061.8988.23188.7188.03
2122009.12.11 02:51close1061.8988.2388.7188.032.1418895.10
2132009.12.14 23:44buy1071.8988.6188.0388.86
2142009.12.15 00:59close1071.8988.6188.0388.860.0018895.10
2152009.12.15 23:15buy1081.8989.6689.0889.91
2162009.12.16 00:08close1081.8989.6489.0889.91-42.1718852.93
2172009.12.22 01:07sell1091.8991.2091.6891.00
2182009.12.22 02:45close1091.8991.1291.6891.00165.9419018.87
2192009.12.23 01:08sell1101.9091.8692.3491.66
2202009.12.23 02:04close1101.9091.8192.3491.66103.4719122.34
2212009.12.24 01:11sell1111.9191.6992.1791.49
2222009.12.24 01:41close1111.9191.6292.1791.49145.9319268.27
2232009.12.29 01:14sell1121.9391.6492.1291.44
2242009.12.29 05:59close1121.9391.7192.1291.44-147.3119120.96
2252010.01.06 01:04sell1131.9191.7392.2191.53
2262010.01.06 02:11close1131.9191.66192.2191.53143.7819264.74
2272010.01.08 00:59sell1141.9393.3393.8193.13
2282010.01.08 02:55close1141.9393.4393.8193.13-206.5719058.17
2292010.01.12 00:45sell1151.9192.13292.6191.93
2302010.01.12 02:00close1151.9192.0792.6191.93128.6219186.79
2312010.01.13 00:55sell1161.9291.0191.4990.81
2322010.01.13 04:29close1161.9291.0791.4990.81-126.5019060.29
2332010.01.22 00:47sell1171.9190.4790.9590.27
2342010.01.22 01:42close1171.9190.3790.9590.27211.3519271.64
2352010.01.27 01:01sell1181.9389.6890.1689.48
2362010.01.27 01:46close1181.9389.6190.1689.48150.7619422.40
2372010.02.03 23:41buy1191.9490.9890.4091.23
2382010.02.04 00:30close1191.9490.9990.4091.2321.3219443.72
2392010.02.10 00:45sell1201.9489.67290.1589.47
2402010.02.10 05:26close1201.9489.7990.1589.47-254.9519188.77
2412010.02.11 01:09sell1211.9290.0090.4889.80
2422010.02.11 02:58close1211.9289.94890.4889.80111.0019299.77
2432010.02.12 00:59sell1221.9389.75390.2389.55
2442010.02.12 01:12close1221.9389.7390.2389.5549.4719349.24
2452010.02.16 00:45sell1231.9389.9990.4789.79
2462010.02.16 01:13close1231.9389.9890.4789.7921.4519370.69
2472010.02.17 01:12sell1241.9490.1890.6689.98
2482010.02.17 09:16close1241.9490.3290.6689.98-300.7119069.98
2492010.02.22 23:43buy1251.9191.1190.5391.36
2502010.02.23 00:30close1251.9191.1490.5391.3662.8719132.85
2512010.03.01 23:30buy1261.9189.0688.4889.31
2522010.03.01 23:52close1261.9189.0888.4889.3142.8819175.73
2532010.03.02 00:53sell1271.9289.12589.6188.93
2542010.03.02 02:34close1271.9289.1189.6188.9332.3219208.05
2552010.03.03 00:47sell1281.9288.8089.2888.60
2562010.03.03 03:05close1281.9288.7489.2888.60129.8219337.87
2572010.03.04 00:45sell1291.9388.4888.9688.28
2582010.03.04 04:18close1291.9388.4988.9688.28-21.8119316.06
2592010.03.05 00:45sell1301.9389.1389.6188.93
2602010.03.05 00:57close1301.9389.0889.6188.93108.3319424.39
2612010.03.08 23:15buy1311.9490.30589.7390.56
2622010.03.08 23:45close1311.9490.3289.7390.5632.2219456.61
2632010.03.09 01:00sell1321.9590.3290.8090.12
2642010.03.09 02:15close1321.9590.2690.8090.12129.6319586.24
2652010.03.10 23:27buy1331.9690.5189.9390.76
2662010.03.10 23:43close1331.9690.5589.9390.7686.5819672.82
2672010.03.26 01:02sell1341.9792.66693.1592.47
2682010.03.26 02:45close1341.9792.57993.1592.47185.1319857.95
2692010.04.16 00:52sell1351.9993.0793.5592.87
2702010.04.16 03:12close1351.9993.0493.5592.8764.1719922.12
2712010.04.20 23:19buy1361.9993.15692.5893.41
2722010.04.20 23:23close1361.9993.1692.5893.418.5419930.66
2732010.04.26 23:29buy1371.9993.9993.4194.24
2742010.04.27 00:12close1371.9994.0393.4194.2484.6520015.31
2752010.04.28 23:35buy1382.0094.0793.4994.32
2762010.04.29 00:22close1382.0094.06693.4994.32-8.5020006.81
2772010.04.29 00:45sell1392.0094.1494.6293.94
2782010.04.29 01:26close1392.0094.0294.6293.94255.2620262.07
2792010.04.30 00:59sell1402.0394.1094.5893.90
2802010.04.30 02:00close1402.0394.0394.5893.90151.1220413.19
2812010.05.03 23:18buy1412.0494.58794.0194.84
2822010.05.04 00:32close1412.0494.5794.0194.84-36.6720376.52
2832010.05.05 00:46sell1422.0494.7495.2294.54
2842010.05.05 06:38close1422.0494.7195.2294.5464.6220441.14
2852010.05.06 00:51sell1432.0493.9494.4293.74
2862010.05.06 01:55close1432.0493.8594.4293.74195.6320636.77
2872010.05.14 01:08sell1442.0692.7793.2592.57
2882010.05.14 02:54close1442.0692.6893.2592.57200.0420836.81
2892010.05.20 00:45sell1452.0891.8092.2891.60
2902010.05.20 01:41close1452.0891.6492.2891.60363.1621199.97
2912010.05.20 23:15buy1462.1289.5688.9889.81
2922010.05.20 23:52close1462.1289.6888.9889.81283.6821483.65
2932010.05.24 23:18buy1472.1590.3189.7390.56
2942010.05.25 00:50close1472.1590.2489.7390.56-166.7821316.87
2952010.05.27 00:59sell1482.1389.9890.4689.78
2962010.05.27 04:57close1482.1390.0090.4689.78-47.3321269.54