Strategy Tester Report
MAC10_Ver337B
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 profit7162.75Gross profit10212.12Gross loss-3049.37
Profit factor3.35Expected payoff53.45
Absolute drawdown75.85Maximal drawdown1440.22 (9.00%)Relative drawdown9.00% (1440.22)
Total trades134Short positions (won %)60 (95.00%)Long positions (won %)74 (97.30%)
Profit trades (% of total)129 (96.27%)Loss trades (% of total)5 (3.73%)
Largestprofit trade305.94loss trade-728.31
Averageprofit trade79.16loss trade-609.87
Maximumconsecutive wins (profit in money)65 (5148.67)consecutive losses (loss in money)1 (-728.31)
Maximalconsecutive profit (count of wins)5148.67 (65)consecutive loss (count of losses)-728.31 (1)
Averageconsecutive wins22consecutive 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 04:01s/l101.121.22901.22901.2230-410.0910816.57
212009.02.03 00:10buy111.081.24261.23861.2448
222009.02.03 00:53close111.081.24361.23861.244886.8410903.41
232009.02.04 00:35buy121.091.22971.22571.2319
242009.02.04 01:33close121.091.23101.22571.2319115.1111018.53
252009.02.06 00:49sell131.101.23301.23751.2315
262009.02.06 01:50close131.101.23251.23751.231544.6211063.15
272009.02.09 23:54buy141.111.21611.21211.2183
282009.02.10 00:46close141.111.21641.21211.218324.8811088.03
292009.02.12 00:44buy151.111.24091.23691.2431
302009.02.12 01:41close151.111.24101.23691.24318.9411096.97
312009.02.13 00:37buy161.111.24311.23911.2453
322009.02.13 02:04close161.111.24361.23911.245344.6311141.60
332009.02.18 00:59sell171.111.26531.26981.2638
342009.02.18 01:23close171.111.26401.26981.2638114.1611255.76
352009.02.18 23:49buy181.131.25821.25421.2604
362009.02.19 00:05close181.131.25911.25421.260478.2311333.99
372009.02.19 00:50sell191.131.26181.26631.2603
382009.02.19 01:09t/p191.131.26031.26631.2603134.4911468.48
392009.02.25 01:03sell201.151.24381.24831.2423
402009.02.25 01:23close201.151.24241.24831.2423129.5911598.07
412009.02.26 00:52sell211.161.25741.26191.2559
422009.02.26 01:10close211.161.25611.26191.2559120.0511718.12
432009.02.27 00:57sell221.171.25311.25761.2516
442009.02.27 03:06close221.171.25271.25761.251637.3611755.48
452009.03.03 00:48sell231.181.29151.29601.2900
462009.03.03 01:29close231.181.29091.29601.290054.8511810.33
472009.03.04 01:03sell241.181.29391.29841.2924
482009.03.04 02:22close241.181.29381.29841.29249.1211819.45
492009.03.10 23:47buy251.181.28181.27781.2840
502009.03.11 01:25close251.181.28191.27781.28406.5611826.00
512009.03.24 01:10sell261.181.22581.23031.2243
522009.03.24 01:33close261.181.22451.23031.2243125.2811951.28
532009.04.01 00:57sell271.201.26281.26731.2613
542009.04.01 01:26t/p271.201.26131.26731.2613142.7312094.01
552009.04.02 23:59buy281.211.23711.23311.2393
562009.04.03 00:57close281.211.23801.23311.239379.7912173.80
572009.04.06 23:57buy291.221.23811.23411.2403
582009.04.07 00:28close291.221.239681.23411.2403152.7512326.55
592009.04.08 23:48buy301.231.23571.23171.2379
602009.04.09 00:03close301.231.236731.23171.237999.6712426.22
612009.04.10 00:00buy311.241.22391.21991.2261
622009.04.10 00:52close311.241.22471.21991.226181.0012507.22
632009.04.10 01:02sell321.251.22681.23131.2253
642009.04.10 01:06close321.251.22541.23131.2253142.8112650.03
652009.04.14 00:56sell331.271.22041.22491.2189
662009.04.14 02:06close331.271.22031.22491.218910.4112660.44
672009.04.16 01:18sell341.271.204891.20941.2034
682009.04.16 03:00close341.271.204421.20941.203449.5612710.00
692009.04.16 23:58buy351.271.20781.20381.2100
702009.04.17 00:17close351.271.20941.20381.2100159.4512869.45
712009.04.24 00:00buy361.291.22301.21901.2252
722009.04.24 00:18close361.291.22391.21901.225294.8612964.31
732009.04.30 00:45sell371.301.204881.20941.2034
742009.04.30 02:02close371.301.20381.20941.2034116.6313080.94
752009.05.04 23:59buy381.311.17291.16891.1751
762009.05.05 00:32close381.311.17371.16891.175186.3413167.28
772009.05.06 00:59sell391.321.17641.18091.1749
782009.05.06 01:22close391.321.17541.18091.1749112.3013279.58
792009.05.07 00:00buy401.331.16581.16181.1680
802009.05.07 00:32close401.331.16701.16181.1680136.7613416.34
812009.05.07 23:52buy411.341.16981.16581.1720
822009.05.08 01:30close411.341.170861.16581.1720112.2713528.60
832009.05.13 00:49sell421.351.16301.16751.1615
842009.05.13 00:50close421.351.16191.16751.1615127.8113656.41
852009.05.15 00:57sell431.371.17101.17551.1695
862009.05.15 01:55close431.371.17081.17551.169523.4013679.81
872009.05.22 00:03buy441.371.13591.13191.1381
882009.05.22 00:58close441.371.136881.13191.1381118.1013797.91
892009.05.26 23:58buy451.381.11671.11271.1189
902009.05.27 05:27close451.381.11681.11271.11899.2513807.17
912009.06.03 00:47sell461.381.08191.08641.0804
922009.06.03 07:17close461.381.08181.08641.080412.7613819.93
932009.06.05 00:56sell471.381.09831.10281.0968
942009.06.05 05:59close471.381.09821.10281.096812.5713832.50
952009.06.12 00:46sell481.381.10381.10831.1023
962009.06.12 01:19close481.381.10251.10831.1023162.7213995.22
972009.06.18 00:46sell491.401.13231.13681.1308
982009.06.18 02:35close491.401.13151.13681.130898.9814094.20
992009.06.25 23:46buy501.411.15481.15081.1570
1002009.06.26 00:32close501.411.15561.15081.157088.0914182.29
1012009.06.30 00:54sell511.421.15731.16181.1558
1022009.06.30 01:53close511.421.15691.16181.155849.1014231.39
1032009.07.08 23:45buy521.421.16611.16211.1683
1042009.07.09 00:20close521.421.16731.16211.1683142.7914374.18
1052009.07.13 23:46buy531.441.151261.14731.1535
1062009.07.14 00:22close531.441.15161.14731.153539.2714413.45
1072009.07.14 23:53buy541.441.13251.12851.1347
1082009.07.15 00:45close541.441.133381.12851.1347108.5714522.02
1092009.07.17 01:16sell551.451.11821.12271.1167
1102009.07.17 06:31close551.451.11811.12271.116712.9714534.99
1112009.07.21 23:48buy561.451.10371.09971.1059
1122009.07.22 00:51close561.451.10451.09971.1059101.7614636.74
1132009.07.23 01:12sell571.461.10031.10481.0988
1142009.07.23 02:12close571.461.10021.10481.098813.2714650.01
1152009.07.28 00:01buy581.471.08051.07651.0827
1162009.07.28 01:07close581.471.081051.07651.082774.7914724.80
1172009.07.29 00:11buy591.471.08151.07751.0837
1182009.07.29 01:51close591.471.08161.07751.083713.5914738.39
1192009.07.29 23:55buy601.471.08871.08471.0909
1202009.07.30 00:07close601.471.08961.08471.0909118.1114856.51
1212009.07.31 00:59sell611.491.08501.08951.0835
1222009.07.31 02:04close611.491.084451.08951.083575.5714932.08
1232009.08.03 23:55buy621.491.06631.06231.0685
1242009.08.04 01:41close621.491.06641.06231.068510.6214942.69
1252009.08.05 00:17buy631.491.07211.06811.0743
1262009.08.05 00:42close631.491.07351.06811.0743194.3215137.01
1272009.08.13 23:50buy641.511.08791.08391.0901
1282009.08.14 06:40close641.511.08801.08391.09013.6915140.70
1292009.08.20 00:01buy651.511.09451.09051.0967
1302009.08.20 01:01close651.511.095191.09051.096795.1315235.83
1312009.08.24 23:56buy661.521.07651.07251.0787
1322009.08.25 00:36close661.521.07721.07251.078795.3515331.18
1332009.08.31 23:55buy671.531.09371.08971.0959
1342009.09.01 00:09close671.531.09461.08971.0959122.3615453.54
1352009.09.01 23:46buy681.551.10281.09881.1050
1362009.09.02 00:31close681.551.10431.09881.1050207.0515660.59
1372009.09.09 23:57buy691.571.07931.07531.0815
1382009.09.10 01:03close691.571.07941.07531.081511.0215671.61
1392009.09.10 23:45buy701.571.07761.07361.0798
1402009.09.11 00:30close701.571.07771.07361.07983.9715675.58
1412009.09.15 00:03buy711.571.08271.07871.0849
1422009.09.15 00:21close711.571.08321.07871.084972.4715748.05
1432009.09.16 00:52sell721.571.07331.07781.0718
1442009.09.16 03:13close721.571.07261.07781.0718102.4615850.51
1452009.09.24 23:52buy731.591.08901.08501.0912
1462009.09.25 01:07close731.591.08951.08501.091262.2415912.75
1472009.09.28 23:47buy741.591.08591.08191.0881
1482009.09.29 00:38close741.591.08601.08191.088111.0615923.81
1492009.10.06 23:59buy751.591.05941.05541.0616
1502009.10.07 01:23close751.591.05971.05541.061641.4315965.24
1512009.10.07 23:56buy761.601.061671.05771.0639
1522009.10.08 03:37s/l761.601.05771.05771.0639-604.1515361.09
1532009.10.13 23:57buy771.541.03231.02831.0345
1542009.10.14 02:30close771.541.032361.02831.03455.4815366.58
1552009.10.14 23:52buy781.541.02551.02151.0277
1562009.10.15 04:02s/l781.541.02151.02151.0277-606.5014760.08
1572009.10.19 23:49buy791.481.02851.02451.0307
1582009.10.20 01:14close791.481.028631.02451.030715.3714775.45
1592009.11.03 00:42buy801.481.07721.07321.0794
1602009.11.03 01:18close801.481.07801.07321.0794109.8314885.28
1612009.11.06 00:51sell811.491.06631.07081.0648
1622009.11.06 00:59close811.491.06581.07081.064869.9014955.18
1632009.11.06 01:21sell821.501.06651.07101.0650
1642009.11.06 02:23close821.501.06611.07101.065056.2815011.46
1652009.11.11 00:05buy831.501.04911.04511.0513
1662009.11.11 01:43close831.501.04991.04511.0513114.3015125.76
1672009.11.12 00:40buy841.511.04551.04151.0477
1682009.11.12 11:01close841.511.04561.04151.047714.4415140.20
1692009.11.20 01:21sell851.511.06391.06841.0624
1702009.11.20 01:50close851.511.06321.06841.062499.4215239.62
1712009.11.25 23:47buy861.521.04561.04161.0478
1722009.11.26 01:20close861.521.04571.04161.047811.1215250.74
1732009.11.30 23:52buy871.531.05531.05131.0575
1742009.12.01 00:27close871.531.05601.05131.057597.9815348.72
1752009.12.04 00:45sell881.531.05661.06111.0551
1762009.12.04 02:30close881.531.05651.06111.055114.4815363.20
1772009.12.09 00:22buy891.541.06351.05951.0657
1782009.12.09 00:59close891.541.06391.05951.065757.9015421.10
1792009.12.11 00:50sell901.541.05111.05561.0496
1802009.12.11 01:32close901.541.05071.05561.049658.6315479.73
1812009.12.17 23:47buy911.551.06971.06571.0719
1822009.12.18 00:05close911.551.07051.06571.0719105.3715585.10
1832009.12.21 23:55buy921.561.06151.05751.0637
1842009.12.22 00:24close921.561.06251.05751.0637143.3115728.41
1852009.12.31 00:51sell931.571.05571.06021.0542
1862009.12.31 01:07close931.571.05491.06021.0542119.0615847.47
1872010.01.05 00:54sell941.581.04241.04691.0409
1882010.01.05 01:00close941.581.04171.04691.0409106.1715953.64
1892010.01.12 01:12sell951.601.03411.03861.0326
1902010.01.12 04:28close951.601.03401.03861.032615.4715969.11
1912010.01.15 01:15sell961.601.02361.02811.0221
1922010.01.15 11:01s/l961.601.02811.02811.0221-700.3215268.79
1932010.01.19 23:47buy971.531.03071.02671.0329
1942010.01.20 00:36close971.531.03081.02671.032911.4015280.19
1952010.01.21 00:06buy981.531.04721.04321.0494
1962010.01.21 10:52close981.531.04731.04321.049414.6115294.80
1972010.01.22 00:52sell991.531.05231.05681.0508
1982010.01.22 01:56close991.531.05211.05681.050829.0815323.88
1992010.01.26 00:31buy1001.531.05751.05351.0597
2002010.01.26 01:31close1001.531.05791.05351.059757.8515381.73
2012010.01.27 00:50sell1011.541.06271.06721.0612
2022010.01.27 02:51close1011.541.06251.06721.061228.9915410.72
2032010.01.28 00:04buy1021.541.06481.06081.0670
2042010.01.28 00:50close1021.541.06521.06081.067057.8315468.55
2052010.01.29 00:51sell1031.551.06671.07121.0652
2062010.01.29 01:46close1031.551.06631.07121.065258.1415526.69
2072010.02.02 00:01buy1041.551.06241.05841.0646
2082010.02.02 06:31close1041.551.06251.05841.064614.5915541.28
2092010.02.04 00:46sell1051.551.06291.06741.0614
2102010.02.04 01:49close1051.551.06231.06741.061487.5515628.83
2112010.02.05 00:45sell1061.561.07421.07871.0727
2122010.02.05 01:56close1061.561.07301.07871.0727174.4615803.29
2132010.02.09 00:49sell1071.581.07521.07971.0737
2142010.02.09 02:28close1071.581.07511.07971.073714.7015817.99
2152010.02.11 00:45sell1081.581.06331.06781.0618
2162010.02.11 00:55close1081.581.06261.06781.0618104.0815922.07
2172010.02.16 01:02sell1091.591.04941.05391.0479
2182010.02.16 01:47close1091.591.04931.05391.047915.1515937.22
2192010.02.19 01:20sell1101.591.04851.05301.0470
2202010.02.19 01:26close1101.591.04721.05301.0470197.3816134.60
2212010.02.23 00:46sell1111.611.04311.04761.0416
2222010.02.23 01:29close1111.611.04291.04761.041630.8816165.48
2232010.02.25 23:49buy1121.621.05921.05521.0614
2242010.02.26 00:42close1121.621.06041.05521.0614172.4016337.87
2252010.03.05 01:24sell1131.631.03181.03631.0303
2262010.03.05 01:25close1131.631.03141.03631.030363.2216401.09
2272010.03.09 00:37buy1141.641.02761.02361.0298
2282010.03.09 01:53close1141.641.02771.02361.029815.9616417.05
2292010.03.26 00:57sell1151.641.02411.02861.0226
2302010.03.26 02:39close1151.641.02401.02861.022616.0216433.07
2312010.04.01 00:56sell1161.641.01571.02021.0142
2322010.04.01 02:09close1161.641.01561.02021.014216.1516449.22
2332010.04.02 01:00sell1171.641.00881.01331.0073
2342010.04.02 12:58s/l1171.641.01331.01331.0073-728.3115720.91
2352010.04.08 23:50buy1181.571.00230.99831.0045
2362010.04.09 00:42close1181.571.00240.99831.00455.0615725.97
2372010.04.13 00:03buy1191.571.00250.99851.0047
2382010.04.13 00:14close1191.571.002720.99851.004734.4515760.42
2392010.04.14 00:55sell1201.581.00201.00651.0005
2402010.04.14 02:18close1201.581.00161.00651.000563.1015823.52
2412010.04.16 00:29buy1211.581.00190.99791.0041
2422010.04.16 02:04close1211.581.00220.99791.004147.3015870.82
2432010.04.19 23:59buy1221.591.01481.01081.0170
2442010.04.20 00:13close1221.591.01521.01081.017059.0715929.90
2452010.04.21 00:02buy1231.590.99820.99421.0004
2462010.04.21 00:54close1231.590.99850.99421.000447.7715977.67
2472010.04.27 00:22buy1241.601.000740.99671.0029
2482010.04.27 04:40close1241.601.00080.99671.00299.5915987.26
2492010.04.30 01:12sell1251.601.00601.01051.0045
2502010.04.30 01:33close1251.601.005341.01051.0045105.0416092.30
2512010.05.07 00:11buy1261.611.05051.04651.0527
2522010.05.07 00:21close1261.611.05251.04651.0527305.9416398.24
2532010.05.07 01:21sell1271.641.054631.05911.0531
2542010.05.07 01:51close1271.641.05331.05911.0531207.0816605.32
2552010.05.10 23:57buy1281.661.02351.01951.0257
2562010.05.11 00:18close1281.661.02421.01951.0257109.7216715.03
2572010.05.17 23:55buy1291.671.03241.02841.0346
2582010.05.18 01:51close1291.671.03251.02841.034612.4116727.45
2592010.05.19 00:55sell1301.671.04101.04551.0395
2602010.05.19 02:05close1301.671.04031.04551.0395112.3716839.81
2612010.05.20 00:17buy1311.681.04301.03901.0452
2622010.05.20 01:22close1311.681.04351.03901.045280.5016920.31
2632010.05.21 00:45sell1321.691.07121.07571.0697
2642010.05.21 01:23close1321.691.06991.07571.0697205.3517125.66
2652010.05.26 00:07buy1331.711.06701.06301.0692
2662010.05.26 01:04close1331.711.06711.06301.069216.0217141.68
2672010.05.27 23:53buy1341.711.04841.04441.0506
2682010.05.28 00:27close1341.711.04861.04441.050621.0717162.75