Strategy Tester Report
MAC10_Ver337B
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 profit14968.36Gross profit18124.68Gross loss-3156.32
Profit factor5.74Expected payoff105.41
Absolute drawdown152.01Maximal drawdown3221.35 (12.32%)Relative drawdown12.32% (3221.35)
Total trades142Short positions (won %)100 (100.00%)Long positions (won %)42 (95.24%)
Profit trades (% of total)140 (98.59%)Loss trades (% of total)2 (1.41%)
Largestprofit trade476.56loss trade-1716.65
Averageprofit trade129.46loss trade-1578.16
Maximumconsecutive wins (profit in money)99 (11795.65)consecutive losses (loss in money)1 (-1716.65)
Maximalconsecutive profit (count of wins)11795.65 (99)consecutive loss (count of losses)-1716.65 (1)
Averageconsecutive wins47consecutive 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 01:20close11.0077.9777.2277.99179.0910179.09
32009.02.03 00:18buy21.0277.0176.4277.19
42009.02.03 03:21close21.0277.0276.4277.1911.4110190.50
52009.02.04 00:23sell31.0278.2778.8677.99
62009.02.04 01:42close31.0278.1178.8677.99182.6110373.11
72009.02.05 00:25buy41.0477.0776.4877.25
82009.02.05 00:50close41.0477.2376.4877.25186.2510559.36
92009.02.05 23:58buy51.0677.9377.3478.11
102009.02.06 02:12close51.0677.9577.3478.1123.7310583.09
112009.02.11 00:45sell61.0678.1778.7677.89
122009.02.11 01:30close61.0678.0178.7677.89189.7710772.86
132009.02.13 00:25sell71.0878.2778.8677.99
142009.02.13 02:30close71.0878.0978.8677.99217.5210990.38
152009.02.17 00:02sell81.1079.0179.6078.73
162009.02.17 01:31close81.1078.9779.6078.7349.2411039.62
172009.02.23 23:47buy91.1080.8580.2681.03
182009.02.24 00:24close91.1081.0180.2681.03197.0011236.62
192009.02.27 00:51sell101.1284.5985.1884.31
202009.02.27 02:06close101.1284.5185.1884.31100.2511336.87
212009.03.03 00:13buy111.1382.7082.1182.88
222009.03.03 00:37close111.1382.8682.1182.88202.3811539.25
232009.03.03 23:45buy121.1583.5482.9583.72
242009.03.04 02:25close121.1583.5982.9583.7264.3611603.61
252009.03.05 00:56sell131.1684.8385.4284.55
262009.03.05 02:20close131.1684.8085.4284.5538.9311642.54
272009.03.05 23:49buy141.1683.6883.0983.86
282009.03.06 02:05close141.1683.8083.0983.86155.8111798.35
292009.03.09 23:51sell151.1885.3385.9285.05
302009.03.10 00:32close151.1885.1785.9285.05209.0012007.35
312009.03.11 00:30sell161.2085.0585.6484.77
322009.03.11 02:11close161.2085.0385.6484.7726.8512034.20
332009.03.17 00:38sell171.2082.9483.5382.66
342009.03.17 02:10close171.2082.8583.5382.66120.8312155.03
352009.03.18 00:11sell181.2283.4184.0083.13
362009.03.18 00:28close181.2283.3684.0083.1368.2512223.28
372009.03.19 00:06sell191.2284.3884.9784.10
382009.03.19 00:25close191.2284.1384.9784.10341.2412564.52
392009.03.19 23:50sell201.2684.1484.7383.86
402009.03.20 00:03close201.2684.0384.7383.86152.6812717.19
412009.03.20 00:33sell211.2784.1584.7483.87
422009.03.20 01:46close211.2784.1184.7483.8756.8412774.03
432009.03.26 00:26sell221.2887.0987.6886.81
442009.03.26 01:23close221.2886.9787.6886.81171.8512945.88
452009.03.26 23:46sell231.2987.5988.1887.31
462009.03.27 00:34close231.2987.5488.1887.3169.7213015.60
472009.03.27 00:55sell241.3087.6588.2487.37
482009.03.27 01:16close241.3087.5488.2487.37159.9913175.59
492009.03.30 23:59sell251.3284.6285.2184.34
502009.03.31 02:20close251.3284.5685.2184.3486.1113261.70
512009.04.01 00:11buy261.3386.7486.1586.92
522009.04.01 01:02close261.3386.87286.1586.92196.5113458.21
532009.04.03 00:22sell271.3587.7688.3587.48
542009.04.03 01:15close271.3587.6888.3587.48120.8513579.06
552009.04.06 23:48sell281.3688.8989.4888.61
562009.04.07 00:37close281.3688.8389.4888.6188.7213667.78
572009.04.08 23:46sell291.3786.9887.5786.70
582009.04.09 01:15close291.3786.8687.5786.70176.1413843.92
592009.04.15 00:08buy301.3886.8386.2487.01
602009.04.15 01:39close301.3886.9586.2487.01185.3614029.28
612009.04.16 00:11sell311.4087.0087.5986.72
622009.04.16 00:42close311.4086.88987.5986.72173.8814203.16
632009.04.21 00:59sell321.4283.8284.4183.54
642009.04.21 02:49close321.4283.8184.4183.5415.8814219.04
652009.04.24 00:19sell331.4285.2285.8184.94
662009.04.24 00:58close331.4285.1285.8184.94158.8914377.93
672009.05.01 00:05buy341.4486.2885.6986.46
682009.05.01 01:44close341.4486.4385.6986.46241.7714619.70
692009.05.05 00:51sell351.4687.8388.4287.55
702009.05.05 01:54close351.4687.7788.4287.5598.0214717.72
712009.05.08 00:02sell361.4787.6888.2787.40
722009.05.08 01:42close361.4787.6788.2787.4016.4514734.17
732009.05.11 23:49sell371.4787.9188.5087.63
742009.05.12 00:37close371.4787.7988.5087.63194.5714928.74
752009.05.15 00:22sell381.4986.8787.4686.59
762009.05.15 02:52close381.4986.8687.4686.5916.6714945.41
772009.05.22 00:06sell391.4986.3286.9186.04
782009.05.22 01:03close391.4986.2786.9186.0483.3515028.76
792009.05.27 23:57buy401.5087.3586.7687.53
802009.05.28 02:21close401.5087.3886.7687.5350.3615079.12
812009.06.04 00:03sell411.5189.6790.2689.39
822009.06.04 00:25close411.5189.6190.2689.39101.3715180.49
832009.06.10 00:01buy421.5290.2689.6790.44
842009.06.10 00:55close421.5290.3489.6790.44136.1115316.60
852009.06.25 23:46sell431.5387.6688.2587.38
862009.06.26 01:53close431.5387.6588.2587.3814.2115330.81
872009.07.02 00:11sell441.5389.9290.5189.64
882009.07.02 00:36close441.5389.87490.5189.6478.7515409.56
892009.07.03 00:22buy451.5488.3787.7888.55
902009.07.03 05:21close451.5488.3887.7888.5517.2415426.80
912009.07.07 00:09sell461.5487.9388.5287.65
922009.07.07 00:53close461.5487.85688.5287.65127.5115554.31
932009.07.08 23:49sell471.5685.1985.7884.91
942009.07.09 00:37close471.5685.0485.7884.91252.9415807.25
952009.07.16 23:48sell481.5887.5088.0987.22
962009.07.17 00:34close481.5887.3488.0987.22279.8416087.09
972009.07.21 00:18sell491.6188.2788.8687.99
982009.07.21 00:34close491.6188.1888.8687.99162.1216249.21
992009.07.21 23:47sell501.6287.9088.4987.62
1002009.07.22 00:51close501.6287.8188.4987.62160.0416409.25
1012009.08.06 00:27buy511.6489.37388.7889.55
1022009.08.06 01:43close511.6489.4688.7889.55159.6816568.93
1032009.08.13 23:45sell521.6689.1389.7288.85
1042009.08.14 00:53close521.6689.0989.7288.8571.1416640.06
1052009.08.17 23:58sell531.6687.6588.2487.37
1062009.08.18 00:40close531.6687.5888.2487.37126.8616766.92
1072009.08.19 00:17sell541.6888.0488.6387.76
1082009.08.19 04:12close541.6888.0388.6387.7618.8016785.72
1092009.08.20 00:25sell551.6888.28388.8788.00
1102009.08.20 01:41close551.6888.2788.8788.0024.4316810.15
1112009.08.24 23:47sell561.6889.0789.6688.79
1122009.08.25 01:32close561.6888.9989.6688.79147.1816957.33
1132009.08.26 23:45sell571.7088.2488.8387.96
1142009.08.27 00:40close571.7088.2188.8387.9647.3717004.70
1152009.09.01 23:46sell581.7087.2187.8086.93
1162009.09.02 01:59close581.7087.0987.8086.93225.0117229.71
1172009.09.07 23:45sell591.7287.7788.3687.49
1182009.09.08 00:27close591.7287.74988.3687.4937.1417266.85
1192009.09.09 00:51sell601.7388.2188.8087.93
1202009.09.09 01:15close601.7388.1488.8087.93135.4917402.34
1212009.09.10 00:12sell611.7488.4489.0388.16
1222009.09.10 01:00close611.7488.3689.0388.16155.7417558.08
1232009.09.21 23:55buy621.7689.0888.4989.26
1242009.09.22 01:37close621.7689.1588.4989.26137.8817695.96
1252009.09.22 23:56buy631.7788.9888.3989.16
1262009.09.23 01:42close631.7789.0388.3989.1699.0517795.01
1272009.09.23 23:59buy641.7888.8888.2989.06
1282009.09.24 01:05close641.7888.9688.2989.06159.3817954.39
1292009.09.25 00:09sell651.8088.6589.2488.37
1302009.09.25 02:12close651.8088.6089.2488.37100.6918055.08
1312009.09.29 00:07sell661.8186.8187.4086.53
1322009.09.29 10:21close661.8186.8087.4086.5320.2518075.33
1332009.10.01 00:11sell671.8186.6387.2286.35
1342009.10.01 04:26close671.8186.6287.2286.3520.2518095.58
1352009.10.01 23:59buy681.8186.0685.4786.24
1362009.10.02 09:24close681.8186.0785.4786.2420.2618115.84
1372009.10.06 00:05sell691.8186.7887.3786.50
1382009.10.06 01:10close691.8186.7287.3786.50121.5018237.34
1392009.10.07 23:53sell701.8285.7686.3585.48
1402009.10.08 03:27close701.8285.7586.3585.4810.0018247.33
1412009.10.12 23:59buy711.8287.4786.8887.65
1422009.10.13 04:17close711.8287.4886.8887.6520.3618267.69
1432009.10.14 00:08sell721.8387.7988.3887.51
1442009.10.14 03:43close721.8387.7888.3887.5120.4718288.16
1452009.10.14 23:55sell731.8388.0788.6687.79
1462009.10.15 01:01close731.8388.0688.6687.7910.0518298.21
1472009.10.20 00:33sell741.8389.55490.1489.27
1482009.10.20 04:08close741.8389.5490.1489.2728.6618326.87
1492009.10.20 23:52sell751.8389.6590.2489.37
1502009.10.21 00:39close751.8389.5890.2489.37139.8418466.72
1512009.10.22 23:45sell761.8590.8891.4790.60
1522009.10.23 00:48close761.8590.8391.4790.6099.9718566.69
1532009.10.28 00:53sell771.8689.8690.4589.58
1542009.10.28 01:20close771.8689.8090.4589.58124.8618691.55
1552009.10.28 23:51buy781.8788.2887.6988.46
1562009.10.29 01:21close781.8788.4087.6988.46251.1518942.70
1572009.10.29 23:51buy791.8989.7689.1789.94
1582009.10.30 00:53close791.8989.8189.1789.94105.7719048.47
1592009.11.04 23:55buy801.9089.2288.6389.40
1602009.11.05 01:11close801.9089.3888.6389.40340.2319388.70
1612009.11.05 23:54sell811.9489.2989.8889.01
1622009.11.06 00:40close811.9489.2689.8889.0161.4219450.12
1632009.11.11 00:17sell821.9589.1089.6988.82
1642009.11.11 01:50close821.9589.0989.6988.8221.8219471.94
1652009.11.12 00:04sell831.9589.0989.6888.81
1662009.11.12 10:35close831.9589.0889.6888.8121.8219493.76
1672009.11.17 23:49sell841.9587.8388.4287.55
1682009.11.18 01:00close841.9587.8288.4287.5518.1119511.88
1692009.11.19 00:12sell851.9588.5189.1088.23
1702009.11.19 00:44close851.9588.4489.1088.23152.7119664.59
1712009.11.23 23:53buy861.9788.1287.5388.30
1722009.11.24 01:27close861.9788.1487.5388.3044.1019708.69
1732009.11.26 23:59sell871.9786.2886.8786.00
1742009.11.27 00:19close871.9786.1886.8786.00216.6719925.36
1752009.11.27 00:19buy881.9986.1485.5586.32
1762009.11.27 00:47close881.9986.2985.5586.32334.0820259.44
1772009.11.27 00:53sell892.0386.3286.9186.04
1782009.11.27 01:31close892.0386.1286.9186.04454.2420713.68
1792009.12.01 23:47buy902.0786.7286.1386.90
1802009.12.02 00:31close902.0786.7786.1386.90115.8420829.52
1812009.12.03 00:11sell912.0887.2487.8386.96
1822009.12.03 00:57close912.0887.2087.8386.9693.0820922.60
1832009.12.03 23:49buy922.0988.2287.6388.40
1842009.12.04 01:47close922.0988.2587.6388.4070.1720992.77
1852009.12.09 00:54sell932.1086.0886.6785.80
1862009.12.09 01:50close932.1086.0386.6785.80117.4821110.25
1872009.12.11 00:34sell942.1185.9886.5785.70
1882009.12.11 00:55close942.1185.9586.5785.7070.8321181.08
1892009.12.15 00:59sell952.1285.8986.4885.61
1902009.12.15 03:33close952.1285.8886.4885.6123.7221204.80
1912009.12.15 23:48buy962.1286.0585.4686.23
1922009.12.16 01:47close962.1286.1785.4686.23284.7621489.56
1932009.12.23 00:24sell972.1587.5788.1687.29
1942009.12.23 01:30close972.1587.5288.1687.29120.2921609.85
1952009.12.28 23:57sell982.1688.5189.1088.23
1962009.12.29 01:06close982.1688.4989.1088.2344.2421654.08
1972009.12.29 23:48sell992.1788.7789.3688.49
1982009.12.30 01:01close992.1788.7189.3688.49141.5721795.65
1992010.01.04 23:53buy1002.1889.8889.2990.06
2002010.01.05 07:38s/l1002.1889.2989.2990.06-1439.6720355.98
2012010.01.07 00:13buy1012.0489.8889.2990.06
2022010.01.07 03:02close1012.0489.8989.2990.0622.8420378.82
2032010.01.07 23:45sell1022.0490.2490.8389.96
2042010.01.08 04:23close1022.0490.2390.8389.9618.9520397.77
2052010.01.11 23:52sell1032.0490.6491.2390.36
2062010.01.12 00:10close1032.0490.6091.2390.3687.4320485.21
2072010.01.12 00:50sell1042.0590.6491.2390.36
2082010.01.12 02:50close1042.0590.5991.2390.36114.6920599.90
2092010.01.14 23:47sell1052.0689.3889.9789.10
2102010.01.15 04:00close1052.0689.3789.9789.1019.1420619.03
2112010.01.19 23:45sell1062.0688.3188.9088.03
2122010.01.20 00:26close1062.0688.2788.9088.0388.2920707.32
2132010.01.27 00:05buy1072.0785.6585.0685.83
2142010.01.27 01:15close1072.0785.7085.0685.83115.8520823.17
2152010.02.03 23:51buy1082.0885.8985.3086.07
2162010.02.04 01:38close1082.0885.9185.3086.0746.5720869.74
2172010.02.08 23:53buy1092.0983.2682.6783.44
2182010.02.09 03:17close1092.0983.2782.6783.4423.4020893.14
2192010.02.10 00:53sell1102.0984.2584.8483.97
2202010.02.10 03:02close1102.0984.2484.8483.9723.3920916.53
2212010.02.12 00:59sell1112.0983.8284.4183.54
2222010.02.12 01:35close1112.0983.7584.4183.54163.6621080.19
2232010.02.16 00:45sell1122.1183.4984.0883.21
2242010.02.16 01:13close1122.1183.4884.0883.2123.6121103.80
2252010.02.18 00:07sell1132.1184.6685.2584.38
2262010.02.18 00:42close1132.1184.5985.2584.38165.2321269.03
2272010.02.19 00:35sell1142.1384.8185.4084.53
2282010.02.19 00:36close1142.1384.6185.4084.53476.5621745.59
2292010.02.19 00:42sell1152.1784.8285.4184.54
2302010.02.19 02:10close1152.1784.6785.4184.54364.1322109.72
2312010.03.03 00:44sell1162.2182.5583.1482.27
2322010.03.03 02:22close1162.2182.53583.1482.2737.0822146.80
2332010.03.09 00:19buy1172.2184.07783.4984.26
2342010.03.09 01:10close1172.2184.1383.4984.26131.0822277.88
2352010.03.29 23:50sell1182.2387.0487.6386.76
2362010.03.30 00:34close1182.2386.9987.6386.76120.5022398.38
2372010.04.05 23:45sell1192.2488.8489.4388.56
2382010.04.06 00:59close1192.2488.7889.4388.56146.0922544.47
2392010.04.13 23:48sell1202.2588.4289.0188.14
2402010.04.14 01:04close1202.2588.3889.0188.1496.4022640.88
2412010.04.14 23:45sell1212.2688.6389.2288.35
2422010.04.15 00:46close1212.2688.6089.2288.3562.9722703.85
2432010.04.15 00:59sell1222.2788.6489.2388.36
2442010.04.15 09:01close1222.2788.6389.2388.3625.3922729.24
2452010.04.16 00:54sell1232.2788.1088.6987.82
2462010.04.16 01:36close1232.2788.0988.6987.8225.3922754.63
2472010.04.20 00:01sell1242.2886.9187.5086.63
2482010.04.20 09:21close1242.2886.9087.5086.6325.5122780.14
2492010.04.21 00:10sell1252.2887.2787.8686.99
2502010.04.21 01:24close1252.2887.2587.8686.9951.0122831.15
2512010.04.27 00:01sell1262.2887.5888.1787.30
2522010.04.27 02:50close1262.2887.5788.1787.3025.5122856.66
2532010.04.28 00:23buy1272.2985.52484.9385.70
2542010.04.28 01:23close1272.2985.6884.9385.70399.7723256.43
2552010.04.30 00:04buy1282.3386.7486.1586.92
2562010.04.30 00:40close1282.3386.8986.1586.92391.1223647.55
2572010.04.30 00:40sell1292.3686.8987.4886.61
2582010.04.30 02:45close1292.3686.8587.4886.61105.6123753.16
2592010.05.06 00:47sell1302.3883.9984.5883.71
2602010.05.06 01:55close1302.3883.9184.5883.71213.0023966.16
2612010.05.11 00:47sell1312.4084.0684.6583.78
2622010.05.11 01:50close1312.4084.0584.6583.7826.8423993.00
2632010.05.12 00:00buy1322.4083.3082.7183.48
2642010.05.12 02:54close1322.4083.4182.7183.48295.4424288.44
2652010.05.13 00:56sell1332.4383.9784.5683.69
2662010.05.13 02:11close1332.4383.8584.5683.69326.2124614.65
2672010.05.14 00:23buy1342.4682.8882.2983.06
2682010.05.14 01:17close1342.4683.0382.2983.06412.9325027.58
2692010.05.17 23:55sell1352.5081.8782.4681.59
2702010.05.18 01:06close1352.5081.8182.4681.59163.0525190.63
2712010.05.19 00:26buy1362.5280.0679.4780.24
2722010.05.19 02:24close1362.5280.1379.4780.24197.4025388.03
2732010.05.19 23:45sell1372.5479.7180.3079.43
2742010.05.20 01:04close1372.5479.6580.3079.43156.0125544.04
2752010.05.21 00:15buy1382.5577.6977.1077.87
2762010.05.21 01:31close1382.5577.8577.1077.87456.5826000.62
2772010.05.24 23:46buy1392.6077.8377.2478.01
2782010.05.25 08:52s/l1392.6077.2477.2478.01-1716.6524283.97
2792010.05.26 00:06sell1402.4378.0178.6077.73
2802010.05.26 01:15close1402.4378.0078.6077.7327.1824311.15
2812010.05.27 00:12buy1412.4377.4476.8577.62
2822010.05.27 01:04close1412.4377.5476.8577.62271.9324583.08
2832010.05.28 00:03sell1422.4679.1779.7678.89
2842010.05.28 00:38close1422.4679.0379.7678.89385.2824968.36