Strategy Tester Report
MAC10_Ver337B
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 profit8411.10Gross profit8902.70Gross loss-491.60
Profit factor18.11Expected payoff58.41
Absolute drawdown170.79Maximal drawdown699.34 (3.91%)Relative drawdown4.56% (592.06)
Total trades144Short positions (won %)57 (98.25%)Long positions (won %)87 (100.00%)
Profit trades (% of total)143 (99.31%)Loss trades (% of total)1 (0.69%)
Largestprofit trade266.27loss trade-491.60
Averageprofit trade62.26loss trade-491.60
Maximumconsecutive wins (profit in money)105 (5945.79)consecutive losses (loss in money)1 (-491.60)
Maximalconsecutive profit (count of wins)5945.79 (105)consecutive loss (count of losses)-491.60 (1)
Averageconsecutive wins72consecutive 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 02:12close71.061.13321.13771.131418.7110648.80
152009.01.22 00:10buy81.061.15381.14851.1563
162009.01.22 01:14close81.061.15401.14851.156318.3710667.17
172009.02.03 00:08buy91.071.16181.15651.1643
182009.02.03 01:05close91.071.16191.15651.16439.2110676.38
192009.02.11 00:03buy101.071.15681.15151.1593
202009.02.11 01:17close101.071.15721.15151.159336.9910713.37
212009.02.13 00:21buy111.071.16241.15711.1649
222009.02.13 02:08close111.071.16251.15711.16499.2010722.57
232009.02.17 00:01buy121.071.16101.15571.1635
242009.02.17 02:02close121.071.16111.15571.16359.2210731.79
252009.02.19 00:30sell131.071.17741.18171.1754
262009.02.19 01:14close131.071.17691.18171.175445.4610777.25
272009.03.04 00:35sell141.081.17601.18031.1740
282009.03.04 01:17close141.081.17531.18031.174064.3210841.57
292009.03.06 00:10buy151.081.16911.16381.1716
302009.03.06 00:40close151.081.17051.16381.1716129.1810970.75
312009.03.10 00:00buy161.101.15831.15301.1608
322009.03.10 00:22close161.101.15921.15301.160885.4011056.15
332009.03.10 00:32sell171.111.15981.16411.1578
342009.03.10 01:12close171.111.15861.16411.1578114.9711171.12
352009.03.12 00:30sell181.121.15411.15841.1521
362009.03.12 01:10close181.121.15251.15841.1521155.4911326.61
372009.03.17 00:11buy191.131.18401.17871.1865
382009.03.17 01:39close191.131.18501.17871.186595.3611421.97
392009.03.19 00:16buy201.141.13971.13441.1422
402009.03.19 01:07close201.141.14111.13441.1422139.8711561.84
412009.03.24 00:39sell211.161.125221.12951.1232
422009.03.24 01:41close211.161.125071.12951.123215.4711577.31
432009.03.27 00:01buy221.161.12681.12151.1293
442009.03.27 00:40close221.161.12751.12151.129372.0211649.33
452009.04.03 00:03buy231.161.13381.12851.1363
462009.04.03 00:55close231.161.13401.12851.136320.4611669.79
472009.04.08 00:05buy241.171.14181.13651.1443
482009.04.08 00:37close241.171.14311.13651.1443133.0611802.85
492009.04.08 00:37sell251.181.14331.14761.1413
502009.04.08 01:19close251.181.14231.14761.1413103.3011906.15
512009.04.10 00:05buy261.191.15601.15071.1585
522009.04.10 00:55close261.191.156211.15071.158521.6111927.76
532009.04.14 00:42sell271.191.13361.13791.1316
542009.04.14 01:30close271.191.13301.13791.131663.0211990.78
552009.04.16 00:07buy281.201.14231.13701.1448
562009.04.16 00:21close281.201.14341.13701.1448115.4512106.23
572009.04.16 00:42sell291.211.14381.14811.1418
582009.04.16 01:38close291.211.14321.14811.141863.5112169.74
592009.04.21 00:30sell301.221.16931.17361.1673
602009.04.21 01:01close301.221.16881.17361.167352.1912221.93
612009.04.22 00:10buy311.221.16741.16211.1699
622009.04.22 00:23close311.221.16801.16211.169962.6712284.60
632009.04.22 00:30sell321.231.16861.17291.1666
642009.04.22 02:24close321.231.16751.17291.1666115.8912400.49
652009.04.28 00:34sell331.241.15751.16181.1555
662009.04.28 02:07close331.241.15611.16181.1555150.1612550.65
672009.04.29 00:36sell341.261.143731.14801.1417
682009.04.29 01:19close341.261.14321.14801.141758.4112609.06
692009.04.30 00:04buy351.261.13561.13031.1381
702009.04.30 00:13close351.261.13671.13031.1381121.9312730.99
712009.05.05 00:05buy361.271.12611.12081.1286
722009.05.05 02:26close361.271.12621.12081.128611.2812742.27
732009.05.06 00:40sell371.271.13421.13851.1322
742009.05.06 02:04close371.271.13321.13851.1322112.0712854.34
752009.05.07 00:03buy381.291.13101.12571.1335
762009.05.07 00:10close381.291.13191.12571.1335102.5712956.91
772009.05.07 00:32sell391.301.13281.13711.1308
782009.05.07 09:10s/l391.301.13711.13711.1308-491.6012465.31
792009.05.08 00:17buy401.251.12981.12451.1323
802009.05.08 01:06close401.251.13051.12451.132377.4012542.71
812009.05.12 00:42sell411.251.110071.11441.1081
822009.05.12 01:17close411.251.109861.11441.108123.6512566.36
832009.05.13 00:01buy421.261.10551.10021.1080
842009.05.13 00:45close421.261.10591.10021.108045.5712611.93
852009.05.19 00:13buy431.261.11411.10881.1166
862009.05.19 00:32close431.261.11431.10881.116622.6212634.55
872009.05.20 00:44sell441.261.10991.11421.1079
882009.05.20 01:15close441.261.10931.11421.107968.1512702.70
892009.05.27 00:02buy451.271.08391.07861.0864
902009.05.27 00:47close451.271.08411.07861.086423.4312726.13
912009.05.28 00:38sell461.271.093591.09791.0916
922009.05.28 01:24close461.271.09241.09791.0916138.3512864.48
932009.06.02 00:04buy471.291.070051.06481.0726
942009.06.02 00:43close471.291.07091.06481.0726102.3912966.87
952009.06.03 00:34sell481.301.06171.06601.0597
962009.06.03 00:49close481.301.06131.06601.059749.0013015.87
972009.06.04 00:04buy491.301.07011.06481.0726
982009.06.04 00:17close491.301.07071.06481.072672.8513088.72
992009.06.04 00:39sell501.311.07121.07551.0692
1002009.06.04 01:43close501.311.07081.07551.069248.9413137.66
1012009.06.05 00:03buy511.311.06871.06341.0712
1022009.06.05 00:46close511.311.06911.06341.071249.0113186.67
1032009.06.11 00:33sell521.321.08191.08621.0799
1042009.06.11 01:33close521.321.08121.08621.079985.4613272.13
1052009.06.16 00:00buy531.331.091611.08631.0941
1062009.06.16 00:36close531.331.09231.08631.094184.0213356.15
1072009.06.16 00:37sell541.341.09241.09671.0904
1082009.06.16 01:49close541.341.09211.09671.090436.8113392.96
1092009.06.17 00:36sell551.341.08881.09311.0868
1102009.06.17 01:28close551.341.08861.09311.086824.6213417.58
1112009.06.19 00:03buy561.341.08631.08101.0888
1122009.06.19 02:37close561.341.08641.08101.088812.3313429.91
1132009.06.30 00:04buy571.341.08221.07691.0847
1142009.06.30 00:12close571.341.08291.07691.084786.6213516.53
1152009.06.30 00:33sell581.351.08321.08751.0812
1162009.06.30 01:55close581.351.08311.08751.081212.4613528.99
1172009.07.02 00:10buy591.351.07451.06921.0770
1182009.07.02 01:27close591.351.074941.06921.077055.2613584.25
1192009.07.07 00:40sell601.361.08541.08971.0834
1202009.07.07 02:34close601.361.08501.08971.083450.1413634.39
1212009.07.14 00:34sell611.361.08311.08741.0811
1222009.07.14 01:01close611.361.08251.08741.081175.3813709.77
1232009.07.15 00:02buy621.371.08831.08301.0908
1242009.07.15 01:20close621.371.08901.08301.090888.0613797.83
1252009.07.16 00:00buy631.381.07431.06901.0768
1262009.07.16 00:46close631.381.07491.06901.076877.0313874.86
1272009.07.23 00:32sell641.391.06631.07061.0643
1282009.07.23 03:57close641.391.06621.07061.064313.0413887.90
1292009.07.29 00:05buy651.391.07531.07001.0778
1302009.07.29 01:02close651.391.07551.07001.077825.8513913.75
1312009.07.30 00:30sell661.391.08811.09241.0861
1322009.07.30 03:10close661.391.08801.09241.086112.7813926.53
1332009.07.31 00:04buy671.391.08751.08221.0900
1342009.07.31 00:53close671.391.08821.08221.090089.4114015.94
1352009.08.05 00:42sell681.401.06091.06521.0589
1362009.08.05 02:00close681.401.06061.06521.058939.6014055.54
1372009.08.11 00:02buy691.411.08521.07991.0877
1382009.08.11 00:12close691.411.08571.07991.087764.9414120.48
1392009.08.12 00:44sell701.411.08201.08631.0800
1402009.08.12 01:25close701.411.08151.08631.080065.1914185.67
1412009.08.18 00:00buy711.421.07791.07261.0804
1422009.08.18 00:35close711.421.07841.07261.080465.8414251.51
1432009.08.18 00:35sell721.431.07841.08271.0764
1442009.08.18 01:51close721.431.07811.08271.076439.7914291.30
1452009.08.19 00:17buy731.431.07551.07021.0780
1462009.08.19 00:35close731.431.07601.07021.078066.4514357.75
1472009.08.20 00:25buy741.441.06531.06001.0678
1482009.08.20 01:45close741.441.06541.06001.067813.5214371.27
1492009.08.25 00:06buy751.441.061281.05601.0638
1502009.08.25 00:45close751.441.06151.05601.063829.8414401.11
1512009.08.27 00:01buy761.441.06781.06251.0703
1522009.08.27 00:30close761.441.06811.06251.070340.4514441.56
1532009.08.27 00:30sell771.441.06821.07251.0662
1542009.08.27 01:32close771.441.06801.07251.066226.9714468.53
1552009.09.01 00:34sell781.451.05941.06371.0574
1562009.09.01 01:04close781.451.05891.06371.057468.4714537.00
1572009.09.02 00:40sell791.451.06631.07061.0643
1582009.09.02 01:47close791.451.06561.07061.064395.2514632.25
1592009.09.18 00:02buy801.461.02821.02291.0307
1602009.09.18 01:07close801.461.02871.02291.030770.9614703.21
1612009.09.24 00:39sell811.471.02731.03161.0253
1622009.09.24 02:48close811.471.02721.03161.025314.3114717.52
1632009.09.25 00:09buy821.471.02941.02411.0319
1642009.09.25 01:50close821.471.02971.02411.031942.8314760.35
1652009.09.29 00:01buy831.481.03251.02721.0350
1662009.09.29 00:37close831.481.03281.02721.035042.9914803.34
1672009.09.30 00:00buy841.481.03631.03101.0388
1682009.09.30 00:40close841.481.03651.03101.038828.5614831.90
1692009.10.09 00:08buy851.481.02581.02051.0283
1702009.10.09 00:59close851.481.026131.02051.028347.6014879.50
1712009.10.14 00:04buy861.491.02151.01621.0240
1722009.10.14 01:26close861.491.021941.01621.024064.1514943.65
1732009.10.15 00:01buy871.491.01491.00961.0174
1742009.10.15 00:13close871.491.01521.00961.017444.0314987.68
1752009.10.16 00:24buy881.501.01471.00941.0172
1762009.10.16 00:57close881.501.01511.00941.017259.1115046.79
1772009.10.20 00:00buy891.501.01141.00611.0139
1782009.10.20 01:15close891.501.01161.00611.013929.6615076.45
1792009.10.22 00:00buy901.511.00601.00071.0085
1802009.10.22 00:28close901.511.00621.00071.008530.0115106.46
1812009.10.27 00:39sell911.511.01891.02321.0169
1822009.10.27 01:05close911.511.01841.02321.016974.1415180.60
1832009.10.28 00:08buy921.521.02191.01661.0244
1842009.10.28 03:43close921.521.02201.01661.024414.8715195.47
1852009.10.30 00:20buy931.521.01831.01301.0208
1862009.10.30 01:06close931.521.01841.01301.020814.9315210.40
1872009.11.04 00:24buy941.521.02631.02101.0288
1882009.11.04 01:48close941.521.02641.02101.028814.8115225.21
1892009.11.06 00:00buy951.521.01621.01091.0187
1902009.11.06 00:40close951.521.01651.01091.018744.8615270.07
1912009.11.11 00:21buy961.531.00801.00271.0105
1922009.11.11 05:25close961.531.00811.00271.010515.1815285.25
1932009.11.12 00:03buy971.531.00831.00301.0108
1942009.11.12 10:47close971.531.00841.00301.010815.1715300.42
1952009.11.18 00:29buy981.531.01641.01111.0189
1962009.11.18 01:34close981.531.01651.01111.018915.0515315.47
1972009.11.19 00:05buy991.531.01011.00481.0126
1982009.11.19 02:41close991.531.01021.00481.012615.1515330.62
1992009.11.24 00:30sell1001.531.01031.01461.0083
2002009.11.24 01:29close1001.531.009761.01461.008381.8215412.44
2012009.11.27 00:15buy1011.541.00300.99771.0055
2022009.11.27 00:19close1011.541.00360.99771.005592.0715504.51
2032009.12.03 00:00buy1021.551.00180.99651.0043
2042009.12.03 00:47close1021.551.00190.99651.004315.4715519.98
2052009.12.09 00:25buy1031.551.02711.02181.0296
2062009.12.09 01:57close1031.551.02721.02181.029615.0915535.07
2072009.12.11 00:00buy1041.551.02611.02081.0286
2082009.12.11 01:39close1041.551.02621.02081.028615.1015550.17
2092009.12.17 00:03buy1051.561.03851.03321.0410
2102009.12.17 00:55close1051.561.03871.03321.041030.0415580.21
2112009.12.30 00:40sell1061.561.03701.04131.0350
2122009.12.30 01:08close1061.561.03651.04131.035075.2515655.46
2132009.12.31 00:25buy1071.571.036661.03141.0392
2142009.12.31 01:13close1071.571.03681.03141.039221.2015676.66
2152010.01.05 00:42sell1081.571.030031.03431.0280
2162010.01.05 01:14close1081.571.029641.03431.028059.4715736.13
2172010.01.12 00:32sell1091.571.01641.02071.0144
2182010.01.12 01:05close1091.571.01601.02071.014461.8115797.94
2192010.01.14 00:27buy1101.581.01811.01281.0206
2202010.01.14 01:04close1101.581.018341.01281.020637.2415835.18
2212010.01.19 00:30sell1111.581.024991.02931.0230
2222010.01.19 00:51close1111.581.02491.02931.023013.8715849.05
2232010.02.02 00:01buy1121.581.05591.05061.0584
2242010.02.02 01:38close1121.581.05641.05061.058474.7815923.83
2252010.02.03 00:31sell1131.591.05531.05961.0533
2262010.02.03 00:55close1131.591.05511.05961.053330.1415953.97
2272010.02.04 00:38sell1141.601.05911.06341.0571
2282010.02.04 01:43close1141.601.05901.06341.057115.1115969.08
2292010.02.09 00:31sell1151.601.07321.07751.0712
2302010.02.09 01:55close1151.601.07311.07751.071214.9115983.99
2312010.02.16 00:35sell1161.601.07761.08191.0756
2322010.02.16 01:47close1161.601.07751.08191.075614.8515998.84
2332010.02.18 00:30sell1171.601.07841.08271.0764
2342010.02.18 02:30close1171.601.07831.08271.076414.8416013.68
2352010.02.19 00:22buy1181.601.07731.07201.0798
2362010.02.19 00:30close1181.601.07811.07201.0798118.7316132.41
2372010.02.23 00:34sell1191.611.07631.08061.0743
2382010.02.23 01:02close1191.611.07611.08061.074329.9216162.33
2392010.02.25 00:03buy1201.621.08101.07571.0835
2402010.02.25 01:53close1201.621.08121.07571.083529.9716192.30
2412010.03.04 00:41sell1211.621.067921.07221.0659
2422010.03.04 02:06close1211.621.06761.07221.065948.5616240.86
2432010.03.11 00:15buy1221.621.07001.06471.0725
2442010.03.11 02:04close1221.621.07021.06471.072530.2716271.13
2452010.04.01 00:04buy1231.631.05371.04841.0562
2462010.04.01 00:55close1231.631.05401.04841.056246.3916317.52
2472010.04.02 00:22buy1241.631.05411.04881.0566
2482010.04.02 01:43close1241.631.05471.04881.056692.7316410.25
2492010.04.06 00:06buy1251.641.06201.05671.0645
2502010.04.06 00:40close1251.641.06241.05671.064561.7516472.00
2512010.04.09 00:00buy1261.651.07301.06771.0755
2522010.04.09 00:42close1261.651.07321.06771.075530.7516502.75
2532010.04.13 00:06buy1271.651.05921.05391.0617
2542010.04.13 00:09close1271.651.05961.05391.061762.2916565.04
2552010.04.15 00:42sell1281.661.05201.05631.0500
2562010.04.15 00:51close1281.661.05191.05631.050015.7816580.82
2572010.04.16 00:05buy1291.661.056061.05081.0586
2582010.04.16 00:50close1291.661.05631.05081.058637.7216618.54
2592010.04.20 00:00buy1301.661.06311.05781.0656
2602010.04.20 01:18close1301.661.06321.05781.065615.6116634.15
2612010.04.21 00:10buy1311.661.06801.06271.0705
2622010.04.21 01:29close1311.661.068381.06271.070559.0416693.19
2632010.04.22 00:31sell1321.671.07051.07481.0685
2642010.04.22 01:10close1321.671.07021.07481.068546.8116740.00
2652010.04.27 00:01buy1331.671.07251.06721.0750
2662010.04.27 03:04close1331.671.07261.06721.075015.5716755.57
2672010.04.28 00:30sell1341.681.089111.09341.0871
2682010.04.28 01:12close1341.681.08801.09341.0871171.4016926.97
2692010.04.29 00:44sell1351.691.08591.09021.0839
2702010.04.29 01:51close1351.691.085351.09021.083985.6417012.61
2712010.05.05 00:44sell1361.701.10481.10911.1028
2722010.05.05 01:34close1361.701.10331.10911.1028231.1217243.73
2732010.05.11 00:01buy1371.721.10981.10451.1123
2742010.05.11 00:13close1371.721.11101.10451.1123185.7817429.51
2752010.05.12 00:31sell1381.741.11261.11691.1106
2762010.05.12 00:37close1381.741.11091.11691.1106266.2717695.78
2772010.05.13 00:06buy1391.771.11091.10561.1134
2782010.05.13 01:10close1391.771.11101.10561.113415.9317711.71
2792010.05.20 00:00buy1401.771.15041.14511.1529
2802010.05.20 01:01close1401.771.15151.14511.1529169.0817880.79
2812010.05.26 00:08buy1411.791.15631.15101.1588
2822010.05.26 01:07close1411.791.15641.15101.158815.4817896.27
2832010.05.27 00:11buy1421.791.15971.15441.1622
2842010.05.27 00:14close1421.791.16101.15441.1622200.4318096.70
2852010.05.27 00:43sell1431.811.16121.16551.1592
2862010.05.27 01:26close1431.811.16041.16551.1592124.7818221.48
2872010.05.28 00:02buy1441.821.15061.14531.1531
2882010.05.28 00:31close1441.821.15181.14531.1531189.6218411.10