Strategy Tester Report
MAC10_Ver337B
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 profit11596.91Gross profit16573.69Gross loss-4976.78
Profit factor3.33Expected payoff78.36
Absolute drawdown181.62Maximal drawdown2727.53 (12.20%)Relative drawdown12.20% (2727.53)
Total trades148Short positions (won %)99 (96.97%)Long positions (won %)49 (97.96%)
Profit trades (% of total)144 (97.30%)Loss trades (% of total)4 (2.70%)
Largestprofit trade391.10loss trade-1493.31
Averageprofit trade115.10loss trade-1244.19
Maximumconsecutive wins (profit in money)104 (12305.17)consecutive losses (loss in money)2 (-2350.45)
Maximalconsecutive profit (count of wins)12305.17 (104)consecutive loss (count of losses)-2350.45 (2)
Averageconsecutive wins36consecutive 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 10:29close41.0489.1689.6788.9934.9910481.57
92009.01.13 23:19buy51.0588.9888.4089.23
102009.01.13 23:42close51.0589.1488.4089.23188.4710670.04
112009.01.14 00:45sell61.0789.3389.8189.13
122009.01.14 02:38close61.0789.3289.8189.1311.9810682.02
132009.01.16 01:11sell71.0789.8890.3689.68
142009.01.16 03:38close71.0789.8790.3689.6811.9110693.93
152009.01.20 23:16buy81.0789.7689.1890.01
162009.01.20 23:36close81.0789.8689.1890.01119.0710813.00
172009.01.22 00:59sell91.0889.4789.9589.27
182009.01.22 01:27close91.0889.2889.9589.27229.8411042.84
192009.01.22 23:16buy101.1088.8788.2989.12
202009.01.23 00:55close101.1088.8888.2989.1212.3811055.22
212009.01.23 00:59sell111.1188.9089.3888.70
222009.01.23 05:06close111.1188.8989.3888.7012.4911067.71
232009.01.27 01:03sell121.1189.0989.5788.89
242009.01.27 01:11close121.1188.9489.5788.89187.2011254.91
252009.01.30 00:46sell131.1389.9990.4789.79
262009.01.30 02:19close131.1389.9390.4789.7975.3911330.30
272009.02.04 00:52sell141.1389.4489.9289.24
282009.02.04 02:23close141.1389.3589.9289.24113.8211444.12
292009.02.04 23:15buy151.1489.4788.8989.72
302009.02.05 02:51close151.1489.4888.8989.7212.7411456.86
312009.02.05 23:26buy161.1591.2890.7091.53
322009.02.06 02:12close161.1591.2990.7091.5312.6011469.46
332009.02.10 23:24buy171.1590.1589.5790.40
342009.02.10 23:56close171.1590.2989.5790.40178.3111647.77
352009.02.11 00:45sell181.1690.4890.9690.28
362009.02.11 04:10close181.1690.3890.9690.28128.3511776.12
372009.02.17 23:27buy191.1892.3291.7492.57
382009.02.17 23:33close191.1892.5591.7492.57293.2512069.37
392009.02.23 23:25buy201.2194.5393.9594.78
402009.02.23 23:38close201.2194.6793.9594.78178.9412248.31
412009.02.24 00:55sell211.2294.6795.1594.47
422009.02.24 01:28close211.2294.4995.1594.47232.4112480.72
432009.02.27 00:48sell221.2598.4398.9198.23
442009.02.27 02:12close221.2598.3898.9198.2363.5312544.25
452009.03.03 01:01sell231.2597.5298.0097.32
462009.03.03 01:19close231.2597.3398.0097.32244.0212788.27
472009.03.03 23:23buy241.2898.2297.6498.47
482009.03.04 00:08close241.2898.3097.6498.47104.1712892.44
492009.03.05 23:23buy251.2998.2197.6398.46
502009.03.06 03:10close251.2998.2297.6398.4613.1312905.57
512009.03.09 23:37buy261.2998.7398.1598.98
522009.03.09 23:50close261.2998.8498.1598.98143.5713049.14
532009.03.10 23:21buy271.3098.6398.0598.88
542009.03.11 00:00close271.3098.6798.0598.8852.7013101.84
552009.03.11 00:58sell281.3198.7399.2198.53
562009.03.11 03:25close281.3198.6999.2198.5353.1013154.94
572009.03.12 01:06sell291.3297.3397.8197.13
582009.03.12 02:50close291.3297.2997.8197.1354.2713209.21
592009.03.12 23:20buy301.3297.5696.9897.81
602009.03.13 00:17close301.3297.7696.9897.81270.0513479.26
612009.03.18 01:00sell311.3598.6599.1398.45
622009.03.18 04:04close311.3598.6499.1398.4513.6913492.95
632009.03.24 01:00sell321.3597.1797.6596.97
642009.03.24 01:36close321.3596.98697.6596.97256.1213749.07
652009.03.24 23:16buy331.3797.7397.1597.98
662009.03.24 23:48close331.3797.90197.1597.98239.2913988.36
672009.03.25 01:12sell341.4097.9598.4397.75
682009.03.25 03:26close341.4097.9498.4397.7514.2914002.65
692009.03.26 00:47sell351.4097.6698.1497.46
702009.03.26 01:23close351.4097.5198.1497.46215.3614218.01
712009.03.27 00:56sell361.4298.8699.3498.66
722009.03.27 01:16close361.4298.7299.3498.66201.3814419.39
732009.03.30 23:39buy371.4497.0796.4997.32
742009.03.30 23:58close371.4497.2396.4997.32236.9614656.35
752009.03.31 01:01sell381.4797.53198.0197.33
762009.03.31 01:01t/p381.4797.3398.0197.33303.7614960.11
772009.03.31 01:02sell391.5097.61298.0997.41
782009.03.31 01:02t/p391.5097.4198.0997.41311.4715271.58
792009.03.31 01:03sell401.5397.63698.1297.44
802009.03.31 01:04t/p401.5397.4498.1297.44308.3015579.88
812009.04.01 23:22buy411.5698.6198.0398.86
822009.04.02 00:24close411.5698.61698.0398.869.4915589.37
832009.04.02 23:26buy421.5699.41698.8499.67
842009.04.02 23:52close421.5699.5398.8499.67178.6815768.05
852009.04.07 00:47sell431.58101.06101.54100.86
862009.04.07 01:08close431.58100.96101.54100.86156.5015924.55
872009.04.08 00:56sell441.59100.53101.01100.33
882009.04.08 03:08close441.59100.52101.01100.3315.8215940.37
892009.04.09 23:29buy451.59100.4099.82100.65
902009.04.10 00:29close451.59100.42199.82100.6533.2515973.62
912009.04.10 00:58sell461.60100.45100.93100.25
922009.04.10 04:33close461.60100.441100.93100.2514.3415987.96
932009.04.14 00:45sell471.60100.16100.6499.96
942009.04.14 01:58close471.60100.04100.6499.96191.9216179.88
952009.04.16 23:44buy481.6299.29798.7299.55
962009.04.17 00:34close481.6299.3498.7299.5570.1216250.00
972009.04.17 00:52sell491.6399.39999.8899.20
982009.04.17 06:29close491.6399.3999.8899.2014.7616264.76
992009.04.21 00:55sell501.6397.9898.4697.78
1002009.04.21 02:50close501.6397.9798.4697.7816.6416281.40
1012009.04.23 01:07sell511.6398.0698.5497.86
1022009.04.23 02:57close511.6397.9898.5497.86133.0916414.49
1032009.04.24 00:47sell521.6498.1398.6197.93
1042009.04.24 01:18close521.6497.9498.6197.93318.1516732.64
1052009.05.04 23:35buy531.6798.8698.2899.11
1062009.05.05 00:32close531.6798.8798.2899.1116.8916749.53
1072009.05.05 00:51sell541.6798.9599.4398.75
1082009.05.05 04:05close541.6798.8199.4398.75236.6216986.15
1092009.05.06 23:40buy551.7098.2497.6698.49
1102009.05.06 23:54close551.7098.2997.6698.4986.4817072.63
1112009.05.13 23:30buy561.7195.2694.6895.51
1122009.05.14 00:10close561.7195.33294.6895.51129.1517201.78
1132009.05.14 00:45sell571.7295.4195.8995.21
1142009.05.14 01:04close571.7295.2295.8995.21343.2117544.99
1152009.05.19 23:25buy581.7596.03895.4696.29
1162009.05.20 01:11close581.7596.0595.4696.2921.8617566.85
1172009.05.20 01:11sell591.7696.0596.5395.85
1182009.05.20 02:50close591.7696.0296.5395.8554.9917621.84
1192009.05.26 00:53sell601.7694.8895.3694.68
1202009.05.26 01:09close601.7694.81795.3694.68116.9417738.78
1212009.05.28 23:22buy611.7796.8596.2797.10
1222009.05.29 00:15close611.7796.8696.2797.1018.2717757.05
1232009.05.29 00:55sell621.7896.9697.4496.76
1242009.05.29 02:43close621.7896.7997.4496.76312.6418069.69
1252009.06.05 00:52sell631.8196.7097.1896.50
1262009.06.05 02:50close631.8196.6297.1896.50149.8718219.56
1272009.06.10 23:35buy641.8298.1697.5898.41
1282009.06.11 00:31close641.8298.2397.5898.41129.7018349.26
1292009.06.11 00:59sell651.8398.2798.7598.07
1302009.06.11 01:53close651.8398.1598.7598.07223.7418573.00
1312009.06.12 00:56sell661.8697.6798.1597.47
1322009.06.12 02:10close661.8697.5798.1597.47190.6318763.63
1332009.06.16 00:50sell671.8897.8898.3697.68
1342009.06.16 01:13close671.8897.8098.3697.68153.7818917.41
1352009.06.22 23:30buy681.8995.8795.2996.12
1362009.06.23 00:28close681.8995.9195.2996.1278.8218996.23
1372009.06.24 00:57sell691.9095.2495.7295.04
1382009.06.24 01:26close691.9095.1795.7295.04139.7519135.98
1392009.06.26 00:49sell701.9195.9996.4795.79
1402009.06.26 02:34close701.9195.9496.4795.7999.5419235.52
1412009.06.30 00:51sell711.9296.1396.6195.93
1422009.06.30 03:43close711.9296.1096.6195.9359.9419295.46
1432009.07.03 00:47sell721.9396.0196.4995.81
1442009.07.03 02:35close721.9395.90996.4995.81203.2419498.70
1452009.07.10 01:10sell731.9593.0293.5092.82
1462009.07.10 03:18close731.9593.00993.5092.8223.0619521.76
1472009.07.14 00:53sell741.9593.0093.4892.80
1482009.07.14 02:07close741.9592.9493.4892.80125.8919647.65
1492009.07.15 23:40buy751.9694.2693.6894.51
1502009.07.16 00:05close751.9694.2993.6894.5162.3619710.01
1512009.07.22 23:16buy761.9793.4892.9093.73
1522009.07.22 23:55close761.9793.5792.9093.73189.4819899.49
1532009.07.23 23:24buy771.9995.0094.4295.25
1542009.07.24 00:49close771.9995.0194.4295.2520.9519920.44
1552009.08.03 23:38buy781.9995.27994.7095.53
1562009.08.04 00:17close781.9995.2994.7095.5322.9719943.41
1572009.08.13 01:01sell791.9996.1596.6395.95
1582009.08.13 03:08close791.9996.1196.6395.9582.8220026.23
1592009.08.21 01:11sell802.0094.2294.7094.02
1602009.08.21 02:27close802.0094.1694.7094.02127.4420153.67
1612009.08.26 00:45sell812.0294.2094.6894.00
1622009.08.26 01:49close812.0294.1894.6894.0042.9020196.57
1632009.09.02 01:07sell822.0292.9693.4492.76
1642009.09.02 01:51close822.0292.8493.4492.76261.0920457.66
1652009.09.03 00:46sell832.0592.2692.7492.06
1662009.09.03 01:44close832.0592.2092.7492.06133.4120591.07
1672009.09.09 23:42buy842.0692.0491.4692.29
1682009.09.10 00:06close842.0692.0891.4692.2989.4920680.56
1692009.09.11 00:53sell852.0791.7892.2691.58
1702009.09.11 02:21close852.0791.7392.2691.58112.8320793.39
1712009.09.18 01:11sell862.0891.1391.6190.93
1722009.09.18 08:37close862.0891.1291.6190.9322.8320816.22
1732009.09.22 23:22buy872.0891.1590.5791.40
1742009.09.23 00:04close872.0891.1790.5791.4045.6320861.85
1752009.09.23 00:53sell882.0991.1791.6590.97
1762009.09.23 02:10close882.0991.1191.6590.97137.6420999.49
1772009.09.24 00:46sell892.1091.4491.9291.24
1782009.09.24 02:50close892.1091.41691.9291.2455.1321054.62
1792009.09.29 01:04sell902.1189.7090.1889.50
1802009.09.29 02:27close902.1189.6490.1889.50141.2321195.85
1812009.10.01 01:13sell912.1289.79190.2789.59
1822009.10.01 03:17close912.1289.7890.2789.5925.9721221.82
1832009.10.13 23:21buy922.1289.6789.0989.92
1842009.10.14 00:30close922.1289.7289.0989.92118.1521339.97
1852009.10.19 23:43buy932.1390.6090.0290.85
1862009.10.20 00:33close932.1390.6190.0290.8523.5121363.48
1872009.10.20 01:06sell942.1490.6791.1590.47
1882009.10.20 03:05close942.1490.6491.1590.4770.8321434.31
1892009.10.27 00:46sell952.1492.2292.7092.02
1902009.10.27 02:32close952.1492.2192.7092.0223.2121457.52
1912009.10.30 00:58sell962.1591.5091.9891.30
1922009.10.30 03:06close962.1591.4691.9891.3094.0321551.55
1932009.11.04 23:23buy972.1690.7490.1690.99
1942009.11.05 00:47close972.1690.7590.1690.9923.8021575.35
1952009.11.05 01:14sell982.1690.76291.2490.56
1962009.11.05 02:37close982.1690.7191.2490.56123.8221699.17
1972009.11.06 01:04sell992.1790.7991.2790.59
1982009.11.06 03:03close992.1790.76591.2790.5959.7721758.94
1992009.11.11 01:09sell1002.1889.8690.3489.66
2002009.11.11 01:17close1002.1889.8290.3489.6697.0821856.02
2012009.11.12 00:59sell1012.1989.8690.3489.66
2022009.11.12 04:19close1012.1989.8590.3489.6624.3721880.39
2032009.12.02 00:47sell1022.1986.7587.2386.55
2042009.12.02 02:25close1022.1986.67187.2386.55199.6222080.01
2052009.12.04 00:46sell1032.2188.2488.7288.04
2062009.12.04 03:14close1032.2188.2388.7288.0425.0522105.06
2072009.12.09 00:53sell1042.2188.4388.9188.23
2082009.12.09 01:50close1042.2188.3588.9188.23200.1122305.17
2092009.12.10 00:50sell1052.2387.9088.3887.70
2102009.12.10 04:15s/l1052.2388.3888.3887.70-1211.1321094.04
2112009.12.11 00:46sell1062.1188.23188.7188.03
2122009.12.11 05:55s/l1062.1188.7188.7188.03-1139.3219954.72
2132009.12.14 23:44buy1072.0088.6188.0388.86
2142009.12.15 00:59close1072.0088.6288.0388.8622.5719977.29
2152009.12.15 23:15buy1082.0089.6689.0889.91
2162009.12.16 00:44close1082.0089.6789.0889.9122.3019999.59
2172009.12.22 01:07sell1092.0091.2091.6891.00
2182009.12.22 02:45close1092.0091.1291.6891.00175.5920175.18
2192009.12.23 01:08sell1102.0291.8692.3491.66
2202009.12.23 02:04close1102.0291.8192.3491.66110.0120285.19
2212009.12.24 01:11sell1112.0391.6992.1791.49
2222009.12.24 01:41close1112.0391.6292.1791.49155.1020440.29
2232009.12.29 01:14sell1122.0491.6492.1291.44
2242009.12.29 11:20close1122.0491.6392.1291.4422.2620462.55
2252010.01.06 01:04sell1132.0591.7392.2191.53
2262010.01.06 02:11close1132.0591.66192.2191.53154.3220616.87
2272010.01.08 00:59sell1142.0693.3393.8193.13
2282010.01.08 04:02close1142.0693.3293.8193.1322.0720638.94
2292010.01.12 00:45sell1152.0692.13292.6191.93
2302010.01.12 02:00close1152.0692.0792.6191.93138.7220777.66
2312010.01.13 00:55sell1162.0891.0191.4990.81
2322010.01.13 04:37close1162.0891.0091.4990.8122.8620800.52
2332010.01.22 00:47sell1172.0890.4790.9590.27
2342010.01.22 01:42close1172.0890.3790.9590.27230.1621030.68
2352010.01.27 01:01sell1182.1089.6890.1689.48
2362010.01.27 01:46close1182.1089.6190.1689.48164.0421194.72
2372010.02.03 23:41buy1192.1290.9890.4091.23
2382010.02.04 00:30close1192.1290.9990.4091.2323.3021218.02
2392010.02.10 00:45sell1202.1289.67290.1589.47
2402010.02.10 08:17close1202.1289.6690.1589.4728.3721246.39
2412010.02.11 01:09sell1212.1290.0090.4889.80
2422010.02.11 02:58close1212.1289.94890.4889.80122.5621368.95
2432010.02.12 00:59sell1222.1489.75390.2389.55
2442010.02.12 01:12close1222.1489.7390.2389.5554.8521423.80
2452010.02.16 00:45sell1232.1489.9990.4789.79
2462010.02.16 01:13close1232.1489.9890.4789.7923.7821447.58
2472010.02.17 01:12sell1242.1490.1890.6689.98
2482010.02.17 12:44s/l1242.1490.6690.6689.98-1133.0220314.56
2492010.02.22 23:43buy1252.0391.1190.5391.36
2502010.02.23 00:30close1252.0391.1490.5391.3666.8220381.38
2512010.03.01 23:30buy1262.0489.0688.4889.31
2522010.03.01 23:52close1262.0489.0888.4889.3145.8020427.18
2532010.03.02 00:53sell1272.0489.12589.6188.93
2542010.03.02 02:34close1272.0489.1189.6188.9334.3420461.52
2552010.03.03 00:47sell1282.0588.8089.2888.60
2562010.03.03 03:05close1282.0588.7489.2888.60138.6120600.13
2572010.03.04 00:45sell1292.0688.4888.9688.28
2582010.03.04 04:21close1292.0688.47288.9688.2818.6320618.76
2592010.03.05 00:45sell1302.0689.1389.6188.93
2602010.03.05 00:57close1302.0689.0889.6188.93115.6320734.39
2612010.03.08 23:15buy1312.0790.30589.7390.56
2622010.03.08 23:45close1312.0790.3289.7390.5634.3820768.77
2632010.03.09 01:00sell1322.0890.3290.8090.12
2642010.03.09 02:15close1322.0890.2690.8090.12138.2720907.04
2652010.03.10 23:27buy1332.0990.5189.9390.76
2662010.03.10 23:43close1332.0990.5589.9390.7692.3220999.36
2672010.03.26 01:02sell1342.1092.66693.1592.47
2682010.03.26 02:45close1342.1092.57993.1592.47197.3421196.70
2692010.04.16 00:52sell1352.1293.0793.5592.87
2702010.04.16 03:12close1352.1293.0493.5592.8768.3621265.06
2712010.04.20 23:19buy1362.1393.15692.5893.41
2722010.04.20 23:25close1362.1393.1792.5893.4132.0121297.07
2732010.04.26 23:29buy1372.1393.9993.4194.24
2742010.04.27 00:12close1372.1394.0393.4194.2490.6121387.68
2752010.04.28 23:35buy1382.1494.0793.4994.32
2762010.04.29 00:22close1382.1494.0893.4994.3222.7521410.43
2772010.04.29 00:45sell1392.1494.1494.6293.94
2782010.04.29 01:26close1392.1494.0294.6293.94273.1321683.56
2792010.04.30 00:59sell1402.1794.1094.5893.90
2802010.04.30 02:00close1402.1794.0394.5893.90161.5421845.10
2812010.05.03 23:18buy1412.1894.58794.0194.84
2822010.05.04 01:30close1412.1894.6094.0194.8429.9621875.06
2832010.05.05 00:46sell1422.1994.7495.2294.54
2842010.05.05 06:38close1422.1994.7195.2294.5469.3721944.43
2852010.05.06 00:51sell1432.1993.9494.4293.74
2862010.05.06 01:55close1432.1993.8594.4293.74210.0222154.45
2872010.05.14 01:08sell1442.2292.7793.2592.57
2882010.05.14 02:54close1442.2292.6893.2592.57215.5822370.03
2892010.05.20 00:45sell1452.2491.8092.2891.60
2902010.05.20 01:41close1452.2491.6492.2891.60391.1022761.13
2912010.05.20 23:15buy1462.2889.5688.9889.81
2922010.05.20 23:52close1462.2889.6888.9889.81305.0823066.21
2932010.05.24 23:18buy1472.3190.3189.7390.56
2942010.05.25 08:51s/l1472.3189.7389.7390.56-1493.3121572.90
2952010.05.27 00:59sell1482.1689.9890.4689.78
2962010.05.27 05:02close1482.1689.9790.4689.7824.0121596.91