Strategy Tester Report
AQUA
FXDDMalta-MT4 Demo Server 2 (Build 409)

通貨ペアUSDJPY (United States Dollar vs. Japanese Yen)
期間15分足(M15) 2010.01.04 00:00 - 2012.01.25 23:45 (2010.01.01 - 2012.01.26)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターLots=0.1; Magic=0;
Bars in test52134Ticks modelled12818909Modelling quality25.55%
Mismatched charts errors1
Initial deposit10000.00
Total net profit1315.08Gross profit2114.03Gross loss-798.95
Profit factor2.65Expected payoff22.67
Absolute drawdown491.59Maximal drawdown1257.70 (11.68%)Relative drawdown11.68% (1257.70)
Total trades58Short positions (won %)30 (86.67%)Long positions (won %)28 (75.00%)
Profit trades (% of total)47 (81.03%)Loss trades (% of total)11 (18.97%)
Largestprofit trade644.29loss trade-166.37
Averageprofit trade44.98loss trade-72.63
Maximumconsecutive wins (profit in money)16 (947.79)consecutive losses (loss in money)3 (-334.68)
Maximalconsecutive profit (count of wins)947.79 (16)consecutive loss (count of losses)-334.68 (3)
Averageconsecutive wins6consecutive 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
12011.09.14 05:00sell10.1076.9010.0000.000
22011.09.14 05:00modify10.1076.9010.00076.741
32011.09.14 15:36t/p10.1076.7410.00076.74120.8510020.85
42011.09.14 16:15sell20.1076.7120.0000.000
52011.09.14 16:15modify20.1076.7120.00076.552
62011.09.19 17:33t/p20.1076.5520.00076.55219.7910040.64
72011.09.19 17:45sell30.1076.4300.0000.000
82011.09.19 17:45modify30.1076.4300.00076.270
92011.09.21 03:54t/p30.1076.2700.00076.27020.5410061.18
102011.09.21 04:30buy40.1076.4390.0000.000
112011.09.21 04:30modify40.1076.4390.00076.599
122011.09.21 21:38t/p40.1076.5990.00076.59920.8910082.07
132011.09.21 21:45buy50.1076.5770.0000.000
142011.09.21 21:45modify50.1076.5770.00076.737
152011.09.22 03:15t/p50.1076.7370.00076.73720.8510102.92
162011.09.22 03:30sell60.1076.6950.0000.000
172011.09.22 03:30modify60.1076.6950.00076.535
182011.09.22 10:08t/p60.1076.5350.00076.53520.9110123.83
192011.09.22 10:30buy70.1076.5300.0000.000
202011.09.22 10:30modify70.1076.5300.00076.690
212011.09.23 21:51t/p70.1076.6900.00076.69020.8610144.69
222011.09.23 22:30sell80.1076.7000.0000.000
232011.09.23 22:30modify80.1076.7000.00076.540
242011.09.26 00:00t/p80.1076.5400.00076.54020.7010165.39
252011.09.26 00:30buy90.1076.4860.0000.000
262011.09.26 00:30modify90.1076.4860.00076.646
272011.09.26 02:39t/p90.1076.6460.00076.64620.8810186.27
282011.09.26 02:45buy100.1076.6480.0000.000
292011.09.26 02:45modify100.1076.6480.00076.808
302011.09.27 21:24t/p100.1076.8080.00076.80820.8310207.10
312011.09.27 21:45sell110.1076.7450.0000.000
322011.09.27 21:45modify110.1076.7450.00076.585
332011.09.28 03:40t/p110.1076.5850.00076.58520.6710227.77
342011.09.28 04:00buy120.1076.5860.0000.000
352011.09.28 04:00modify120.1076.5860.00076.746
362011.09.29 13:30t/p120.1076.7460.00076.74620.8510248.62
372011.09.29 13:45sell130.1076.6730.0000.000
382011.09.29 13:45modify130.1076.6730.00076.513
392011.09.30 08:09t/p130.1076.5130.00076.51320.6910269.31
402011.09.30 08:15sell140.1076.5390.0000.000
412011.09.30 08:15modify140.1076.5390.00076.379
422011.09.30 19:15sell150.2077.1700.0000.000
432011.09.30 19:15modify150.2077.1700.00076.800
442011.09.30 19:15modify140.1076.5390.00076.800
452011.10.03 10:08t/p140.1076.8000.00076.800-34.2010235.11
462011.10.03 10:08t/p150.2076.8000.00076.80095.9110331.02
472011.10.03 10:15sell160.1076.7850.0000.000
482011.10.03 10:15modify160.1076.7850.00076.625
492011.10.03 17:21t/p160.1076.6250.00076.62520.8810351.90
502011.10.03 17:45buy170.1076.5950.0000.000
512011.10.03 17:45modify170.1076.5950.00076.755
522011.10.04 15:22t/p170.1076.7550.00076.75520.8510372.75
532011.10.04 15:45sell180.1076.7240.0000.000
542011.10.04 15:45modify180.1076.7240.00076.564
552011.10.12 11:30t/p180.1076.5640.00076.56419.1310391.88
562011.10.12 12:30sell190.1076.5580.0000.000
572011.10.12 12:30modify190.1076.5580.00076.398
582011.10.12 16:00sell200.2077.1840.0000.000
592011.10.12 16:00modify200.2077.1840.00076.815
602011.10.12 16:00modify190.1076.5580.00076.815
612011.10.13 11:53t/p190.1076.8150.00076.815-34.1210357.76
622011.10.13 11:53t/p200.2076.8150.00076.81594.7510452.51
632011.10.13 12:30buy210.1076.8370.0000.000
642011.10.13 12:30modify210.1076.8370.00076.997
652011.10.14 12:34t/p210.1076.9970.00076.99720.7810473.29
662011.10.14 12:45buy220.1077.0240.0000.000
672011.10.14 12:45modify220.1077.0240.00077.184
682011.10.14 17:36t/p220.1077.1840.00077.18420.7310494.02
692011.10.14 17:45buy230.1077.2920.0000.000
702011.10.14 17:45modify230.1077.2920.00077.452
712011.10.18 13:00buy240.2076.6760.0000.000
722011.10.18 13:00modify240.2076.6760.00077.041
732011.10.18 13:00modify230.1077.2920.00077.041
742011.10.20 15:36t/p230.1077.0410.00077.041-32.5810461.44
752011.10.20 15:36t/p240.2077.0410.00077.04194.7510556.19
762011.10.20 16:15sell250.1076.8970.0000.000
772011.10.20 16:15modify250.1076.8970.00076.737
782011.10.21 10:00t/p250.1076.7370.00076.73720.6310576.82
792011.10.21 10:30buy260.1076.7210.0000.000
802011.10.21 10:30modify260.1076.7210.00076.881
812011.10.21 16:30buy270.2076.1110.0000.000
822011.10.21 16:30modify270.2076.1110.00076.474
832011.10.21 16:30modify260.1076.7210.00076.474
842011.10.31 04:18t/p260.1076.4740.00076.474-32.2910544.53
852011.10.31 04:18t/p270.2076.4740.00076.47494.9310639.46
862011.10.31 05:00sell280.1078.3360.0000.000
872011.10.31 05:00modify280.1078.3360.00078.176
882011.10.31 05:00t/p280.1078.1760.00078.17620.4710659.93
892011.10.31 06:00sell290.1079.1870.0000.000
902011.10.31 06:00modify290.1079.1870.00079.027
912011.10.31 09:51t/p290.1079.0270.00079.02720.2410680.17
922011.10.31 10:15buy300.1079.0010.0000.000
932011.10.31 10:15modify300.1079.0010.00079.161
942011.10.31 11:45buy310.2078.2490.0000.000
952011.10.31 11:45modify310.2078.2490.00078.660
962011.10.31 11:45modify300.1079.0010.00078.660
972011.11.01 03:06t/p300.1078.6600.00078.660-43.3510636.82
982011.11.01 03:06t/p310.2078.6600.00078.660104.5010741.32
992011.11.01 03:15buy320.1078.6430.0000.000
1002011.11.01 03:15modify320.1078.6430.00078.803
1012011.11.02 12:15buy330.2077.9670.0000.000
1022011.11.02 12:15modify330.2077.9670.00078.352
1032011.11.02 12:15modify320.1078.6430.00078.352
1042011.11.11 10:45buy340.4077.3760.0000.000
1052011.11.11 10:45modify340.4077.3760.00077.886
1062011.11.11 10:45modify330.2077.9670.00077.886
1072011.11.11 10:45modify320.1078.6430.00077.886
1082011.11.18 10:00buy350.8076.7330.0000.000
1092011.11.18 10:00modify350.8076.7330.00077.356
1102011.11.18 10:00modify340.4077.3760.00077.356
1112011.11.18 10:00modify330.2077.9670.00077.356
1122011.11.18 10:00modify320.1078.6430.00077.356
1132011.11.23 17:06t/p320.1077.3560.00077.356-166.3710574.95
1142011.11.23 17:06t/p330.2077.3560.00077.356-157.9710416.98
1152011.11.23 17:06t/p340.4077.3560.00077.356-10.3410406.64
1162011.11.23 17:06t/p350.8077.3560.00077.356644.2911050.93
1172011.11.23 18:30sell360.1077.4640.0000.000
1182011.11.23 18:30modify360.1077.4640.00077.304
1192011.11.23 23:54t/p360.1077.3040.00077.30420.7011071.63
1202011.11.24 00:30buy370.1077.3040.0000.000
1212011.11.24 00:30modify370.1077.3040.00077.464
1222011.11.25 03:51t/p370.1077.4640.00077.46420.6511092.28
1232011.11.25 04:00buy380.1077.4670.0000.000
1242011.11.25 04:00modify380.1077.4670.00077.627
1252011.11.25 15:22t/p380.1077.6270.00077.62720.6111112.89
1262011.11.25 15:45sell390.1077.6440.0000.000
1272011.11.25 15:45modify390.1077.6440.00077.484
1282011.11.28 00:52t/p390.1077.4840.00077.48420.4311133.32
1292011.11.28 01:15buy400.1077.5720.0000.000
1302011.11.28 01:15modify400.1077.5720.00077.732
1312011.11.28 09:39t/p400.1077.7320.00077.73220.5811153.90
1322011.11.28 10:00sell410.1077.7080.0000.000
1332011.11.28 10:00modify410.1077.7080.00077.548
1342011.11.30 15:06t/p410.1077.5480.00077.54820.1911174.09
1352011.11.30 15:30buy420.1077.6760.0000.000
1362011.11.30 15:30modify420.1077.6760.00077.836
1372011.12.02 03:37t/p420.1077.8360.00077.83620.5611194.65
1382011.12.02 04:00sell430.1077.8420.0000.000
1392011.12.02 04:00modify430.1077.8420.00077.682
1402011.12.06 12:01t/p430.1077.6820.00077.68220.1611214.80
1412011.12.06 12:45buy440.1077.6790.0000.000
1422011.12.06 12:45modify440.1077.6790.00077.839
1432011.12.12 11:39t/p440.1077.8390.00077.83920.5611235.36
1442011.12.12 12:15sell450.1077.8320.0000.000
1452011.12.12 12:15modify450.1077.8320.00077.672
1462011.12.13 16:54t/p450.1077.6720.00077.67220.3811255.74
1472011.12.13 17:15buy460.1077.7470.0000.000
1482011.12.13 17:15modify460.1077.7470.00077.907
1492011.12.13 18:07t/p460.1077.9070.00077.90720.5411276.28
1502011.12.13 18:45sell470.1077.8690.0000.000
1512011.12.13 18:45modify470.1077.8690.00077.709
1522011.12.16 18:00t/p470.1077.7090.00077.70919.4811295.77
1532011.12.16 18:15buy480.1077.7290.0000.000
1542011.12.16 18:15modify480.1077.7290.00077.889
1552011.12.16 20:41t/p480.1077.8890.00077.88920.5411316.31
1562011.12.16 21:00sell490.1077.8590.0000.000
1572011.12.16 21:00modify490.1077.8590.00077.699
1582011.12.21 12:24t/p490.1077.6990.00077.69919.9311336.23
1592011.12.21 12:30sell500.1077.7020.0000.000
1602011.12.21 12:30modify500.1077.7020.00077.542
1612011.12.30 05:09t/p500.1077.5420.00077.54218.2011354.43
1622011.12.30 05:45buy510.1077.5360.0000.000
1632011.12.30 05:45modify510.1077.5360.00077.696
1642011.12.30 18:00buy520.2076.9170.0000.000
1652011.12.30 18:00modify520.2076.9170.00077.283
1662011.12.30 18:00modify510.1077.5360.00077.283
1672012.01.06 15:36t/p510.1077.2830.00077.283-32.7411321.69
1682012.01.06 15:36t/p520.2077.2830.00077.28394.7211416.41
1692012.01.06 16:00sell530.1077.2390.0000.000
1702012.01.06 16:00modify530.1077.2390.00077.079
1712012.01.06 16:08t/p530.1077.0790.00077.07920.7611437.17
1722012.01.06 16:15sell540.1077.0760.0000.000
1732012.01.06 16:15modify540.1077.0760.00076.916
1742012.01.09 00:00t/p540.1076.9160.00076.91620.5811457.75
1752012.01.09 00:00sell550.1076.8920.0000.000
1762012.01.09 00:00modify550.1076.8920.00076.732
1772012.01.12 16:37t/p550.1076.7320.00076.73219.7411477.50
1782012.01.12 16:45sell560.1076.7170.0000.000
1792012.01.12 16:45modify560.1076.7170.00076.557
1802012.01.24 12:15sell570.2077.3340.0000.000
1812012.01.24 12:15modify570.2077.3340.00076.968
1822012.01.24 12:15modify560.1076.7170.00076.968
1832012.01.25 05:00sell580.4077.9620.0000.000
1842012.01.25 05:00modify580.4077.9620.00077.445
1852012.01.25 05:00modify570.2077.3340.00077.445
1862012.01.25 05:00modify560.1076.7170.00077.445
1872012.01.25 23:59close at stop580.4077.7820.00077.44592.5711570.07
1882012.01.25 23:59close at stop570.2077.7820.00077.445-115.6311454.44
1892012.01.25 23:59close at stop560.1077.7820.00077.445-139.3511315.08