Strategy Tester Report
Intelligent_DayTrader2.0_M5
FXDD-MT4 Demo Server 2 (Build 509)

通貨ペアEURUSD (Euro vs. United States Dollar)
期間5分足(M5) 2013.01.02 08:00 - 2013.11.13 23:55 (2013.01.01 - 2013.11.14)
モデル全ティック (利用可能な最小時間枠による最も正確な方法)
パラメーターUsercode=; Symbol_mark=""; Gmt=2; Max_spread=3; Slippage=3; Logic1="-----Scal Logic-----"; Logic1_Tp=10; Logic1_Lc=60; Logic2="-----Middle Logic-----"; Logic2_Tp=20; Logic2_Lc=80; Lots_Setting="-----Lots-----"; Lots=0.1; Trade_Level_Setting="-----Set 20 - 40-----"; Trade_Level=25; Free_comment="Intelligent_DT"; Magic1=99991111; Magic2=99992222; Magic3=99993333; Magic4=99994444; Magic5=99995555;
テストバー数65445モデルティック数12901377モデリング品質n/a
不整合チャートエラー1665924
初期証拠金10000.00
総損益225.41総利益782.60総損失-557.19
プロフィットファクター1.40期待利得1.42
絶対ドローダウン31.60最大ドローダウン253.35 (2.43%)相対ドローダウン2.43% (253.35)
総取引数159ショートポジション(勝率%)80 (81.25%)ロングポジション(勝率%)79 (67.09%)
勝率(%)118 (74.21%)負率 (%)41 (25.79%)
最大勝トレード20.00負トレード-60.14
平均勝トレード6.63負トレード-13.59
最大連勝(金額)12 (81.66)連敗(金額)4 (-123.62)
最大化連勝(トレード数)95.60 (11)連敗(トレード数)-123.62 (4)
平均連勝4連敗2
Graph
#時間取引種別注文番号数量価格S/L:決済逆指値T/P:決済指値損益残高
12013.01.02 22:00sell10.101.317410.000000.00000
22013.01.02 22:00modify10.101.317411.323411.31641
32013.01.02 22:30sell20.101.317710.000000.00000
42013.01.02 22:30modify20.101.317711.323411.31641
52013.01.03 01:25close10.101.317891.323411.31641-4.809995.20
62013.01.03 01:25close20.101.317891.323411.31641-1.809993.40
72013.01.03 15:45sell30.101.310590.000000.00000
82013.01.03 15:45modify30.101.310591.316591.30959
92013.01.03 15:55sell40.101.310900.000000.00000
102013.01.03 15:55modify40.101.310901.316591.30959
112013.01.03 16:39close30.101.310241.316591.309593.509996.90
122013.01.03 16:39close40.101.310241.316591.309596.6010003.50
132013.01.07 22:40buy50.101.310630.000000.00000
142013.01.07 22:40modify50.101.310631.304631.31163
152013.01.08 00:04t/p50.101.311631.304631.311639.8610013.36
162013.01.10 14:45buy60.101.309450.000000.00000
172013.01.10 14:45modify60.101.309451.301451.31145
182013.01.10 14:52t/p60.101.311451.301451.3114520.0010033.36
192013.01.10 22:40buy70.101.325080.000000.00000
202013.01.10 22:40modify70.101.325081.319081.32608
212013.01.10 23:34t/p70.101.326081.319081.3260810.0010043.36
222013.01.11 20:20buy80.101.334730.000000.00000
232013.01.11 20:20modify80.101.334731.328731.33573
242013.01.11 21:36buy90.101.334430.000000.00000
252013.01.11 21:36modify90.101.334431.328731.33573
262013.01.14 00:00close80.101.334951.328731.335732.0610045.41
272013.01.14 00:00close90.101.334951.328731.335735.0610050.47
282013.01.17 15:35buy100.101.336060.000000.00000
292013.01.17 15:35modify100.101.336061.330061.33706
302013.01.17 15:45buy110.101.335440.000000.00000
312013.01.17 15:45modify110.101.335441.330061.33706
322013.01.17 15:47close100.101.336251.330061.337061.9010052.37
332013.01.17 15:47close110.101.336251.330061.337068.1010060.47
342013.01.17 15:52buy120.101.335530.000000.00000
352013.01.17 15:52modify120.101.335531.327531.33753
362013.01.17 16:07buy130.101.334400.000000.00000
372013.01.17 16:07modify130.101.334401.327531.33753
382013.01.17 16:24buy140.101.334160.000000.00000
392013.01.17 16:24modify140.101.334161.327531.33753
402013.01.17 17:02close120.101.335381.327531.33753-1.5010058.97
412013.01.17 17:02close130.101.335381.327531.337539.8010068.77
422013.01.17 17:02close140.101.335381.327531.3375312.2010080.97
432013.01.18 19:45sell150.101.331450.000000.00000
442013.01.18 19:45modify150.101.331451.339451.32945
452013.01.18 20:15sell160.101.332610.000000.00000
462013.01.18 20:15modify160.101.332611.339451.32945
472013.01.18 20:34sell170.101.332620.000000.00000
482013.01.18 20:34modify170.101.332621.339451.32945
492013.01.18 22:30close150.101.331911.339451.32945-4.6010076.37
502013.01.18 22:30close160.101.331911.339451.329457.0010083.37
512013.01.18 22:30close170.101.331911.339451.329457.1010090.47
522013.01.24 20:30buy180.101.336780.000000.00000
532013.01.24 20:30modify180.101.336781.328781.33878
542013.01.24 23:30close180.101.337871.328781.3387810.9010101.37
552013.01.25 18:25buy190.101.345800.000000.00000
562013.01.25 18:25modify190.101.345801.339801.34680
572013.01.25 18:30buy200.101.345490.000000.00000
582013.01.25 18:30modify200.101.345491.339801.34680
592013.01.25 19:16close190.101.346151.339801.346803.5010104.87
602013.01.25 19:16close200.101.346151.339801.346806.6010111.47
612013.01.25 20:00buy210.101.345220.000000.00000
622013.01.25 20:00modify210.101.345221.339221.34622
632013.01.25 20:40t/p210.101.346221.339221.3462210.0010121.47
642013.01.30 15:00buy220.101.354280.000000.00000
652013.01.30 15:00modify220.101.354281.348281.35528
662013.01.30 15:20buy230.101.353590.000000.00000
672013.01.30 15:20modify230.101.353591.348281.35528
682013.01.30 15:30close220.101.354461.348281.355281.8010123.27
692013.01.30 15:30close230.101.354461.348281.355288.7010131.97
702013.01.30 20:55buy240.101.356540.000000.00000
712013.01.30 20:55modify240.101.356541.350541.35754
722013.01.30 21:16t/p240.101.357541.350541.3575410.0010141.97
732013.01.30 21:50buy250.101.356150.000000.00000
742013.01.30 21:50modify250.101.356151.350151.35715
752013.01.30 22:17t/p250.101.357151.350151.3571510.0010151.97
762013.02.01 14:00buy260.101.363900.000000.00000
772013.02.01 14:00modify260.101.363901.355901.36590
782013.02.01 15:37t/p260.101.365901.355901.3659020.0010171.97
792013.02.01 20:30buy270.101.366580.000000.00000
802013.02.01 20:30modify270.101.366581.358581.36858
812013.02.01 22:45buy280.101.365540.000000.00000
822013.02.01 22:45modify280.101.365541.358581.36858
832013.02.04 00:00buy290.101.365360.000000.00000
842013.02.04 00:00modify290.101.365361.358581.36858
852013.02.04 00:23close270.101.365861.358581.36858-7.3410164.63
862013.02.04 00:23close280.101.365861.358581.368583.0610167.68
872013.02.04 00:23close290.101.365861.358581.368585.0010172.68
882013.02.04 16:10sell300.101.357330.000000.00000
892013.02.04 16:10modify300.101.357331.363331.35633
902013.02.04 16:26t/p300.101.356331.363331.3563310.0010182.68
912013.02.06 17:45sell310.101.353080.000000.00000
922013.02.06 17:45modify310.101.353081.361081.35108
932013.02.06 20:00close310.101.351461.361081.3510816.2010198.88
942013.02.07 19:30sell320.101.340320.000000.00000
952013.02.07 19:30modify320.101.340321.346321.33932
962013.02.07 20:11t/p320.101.339321.346321.3393210.0010208.88
972013.02.12 22:03buy330.101.344300.000000.00000
982013.02.12 22:03modify330.101.344301.336301.34630
992013.02.12 23:30close330.101.345301.336301.3463010.0010218.88
1002013.02.14 19:50sell340.101.333830.000000.00000
1012013.02.14 19:50modify340.101.333831.339831.33283
1022013.02.14 21:25sell350.101.334310.000000.00000
1032013.02.14 21:25modify350.101.334311.339831.33283
1042013.02.15 10:15close340.101.333711.339831.332831.2010220.08
1052013.02.15 10:15close350.101.333711.339831.332836.0010226.08
1062013.02.21 15:00sell360.101.319320.000000.00000
1072013.02.21 15:00modify360.101.319321.325321.31832
1082013.02.21 15:05sell370.101.319620.000000.00000
1092013.02.21 15:05modify370.101.319621.325321.31832
1102013.02.21 15:13close360.101.318971.325321.318323.5010229.58
1112013.02.21 15:13close370.101.318971.325321.318326.5010236.08
1122013.02.21 16:10sell380.101.320150.000000.00000
1132013.02.21 16:10modify380.101.320151.326151.31915
1142013.02.21 16:22sell390.101.320450.000000.00000
1152013.02.21 16:22modify390.101.320451.326151.31915
1162013.02.21 16:52close380.101.319791.326151.319153.6010239.68
1172013.02.21 16:52close390.101.319791.326151.319156.6010246.28
1182013.02.21 23:00sell400.101.318470.000000.00000
1192013.02.21 23:00modify400.101.318471.324471.31747
1202013.02.21 23:05sell410.101.318910.000000.00000
1212013.02.21 23:05modify410.101.318911.324471.31747
1222013.02.22 02:55close400.101.318531.324471.31747-0.6010245.68
1232013.02.22 02:55close410.101.318531.324471.317473.8010249.48
1242013.02.25 16:15buy420.101.328450.000000.00000
1252013.02.25 16:15modify420.101.328451.322451.32945
1262013.02.25 16:25t/p420.101.329451.322451.3294510.0010259.48
1272013.02.25 16:55buy430.101.327740.000000.00000
1282013.02.25 16:55modify430.101.327741.321741.32874
1292013.02.25 17:15buy440.101.327280.000000.00000
1302013.02.25 17:15modify440.101.327281.321741.32874
1312013.02.25 17:54s/l430.101.321741.321741.32874-60.0010199.48
1322013.02.25 17:54s/l440.101.321741.321741.32874-55.4010144.08
1332013.03.01 19:10sell450.101.300100.000000.00000
1342013.03.01 19:10modify450.101.300101.306101.29910
1352013.03.01 19:20sell460.101.300890.000000.00000
1362013.03.01 19:20modify460.101.300891.306101.29910
1372013.03.04 08:40close450.101.300001.306101.299101.0010145.08
1382013.03.04 08:40close460.101.300001.306101.299108.9010153.98
1392013.03.06 21:10sell470.101.299300.000000.00000
1402013.03.06 21:10modify470.101.299301.305301.29830
1412013.03.06 21:50sell480.101.299600.000000.00000
1422013.03.06 21:50modify480.101.299601.305301.29830
1432013.03.06 22:32close470.101.298951.305301.298303.5010157.48
1442013.03.06 22:32close480.101.298951.305301.298306.5010163.98
1452013.03.08 19:10sell490.101.300050.000000.00000
1462013.03.08 19:10modify490.101.300051.306051.29905
1472013.03.08 19:11t/p490.101.299051.306051.2990510.0010173.98
1482013.03.08 20:55sell500.101.299360.000000.00000
1492013.03.08 20:55modify500.101.299361.305361.29836
1502013.03.08 21:05sell510.101.299740.000000.00000
1512013.03.08 21:05modify510.101.299741.305361.29836
1522013.03.08 22:50close500.101.300031.305361.29836-6.7010167.28
1532013.03.08 22:50close510.101.300031.305361.29836-2.9010164.38
1542013.03.13 18:50sell520.101.295160.000000.00000
1552013.03.13 18:50modify520.101.295161.301161.29416
1562013.03.13 18:55sell530.101.295460.000000.00000
1572013.03.13 18:55modify530.101.295461.301161.29416
1582013.03.13 19:03close520.101.294811.301161.294163.5010167.88
1592013.03.13 19:03close530.101.294811.301161.294166.5010174.38
1602013.03.13 20:00sell540.101.295640.000000.00000
1612013.03.13 20:00modify540.101.295641.301641.29464
1622013.03.13 20:35sell550.101.296510.000000.00000
1632013.03.13 20:35modify550.101.296511.301641.29464
1642013.03.13 22:10close540.101.295891.301641.29464-2.5010171.88
1652013.03.13 22:10close550.101.295891.301641.294646.2010178.08
1662013.03.14 01:15sell560.101.296170.000000.00000
1672013.03.14 01:15modify560.101.296171.304171.29417
1682013.03.14 04:00sell570.101.297710.000000.00000
1692013.03.14 04:00modify570.101.297711.304171.29417
1702013.03.14 05:30close560.101.296591.304171.29417-4.2010173.88
1712013.03.14 05:30close570.101.296591.304171.2941711.2010185.08
1722013.03.25 21:00sell580.101.287790.000000.00000
1732013.03.25 21:00modify580.101.287791.293791.28679
1742013.03.25 21:05t/p580.101.286791.293791.2867910.0010195.08
1752013.03.25 21:10sell590.101.287380.000000.00000
1762013.03.25 21:10modify590.101.287381.293381.28638
1772013.03.25 21:37t/p590.101.286381.293381.2863810.0010205.08
1782013.03.27 18:15sell600.101.277750.000000.00000
1792013.03.27 18:15modify600.101.277751.283751.27675
1802013.03.27 18:20sell610.101.278300.000000.00000
1812013.03.27 18:20modify610.101.278301.283751.27675
1822013.03.27 18:28close600.101.277521.283751.276752.3010207.38
1832013.03.27 18:28close610.101.277521.283751.276757.8010215.18
1842013.03.27 18:40sell620.101.278040.000000.00000
1852013.03.27 18:40modify620.101.278041.284041.27704
1862013.03.27 18:46t/p620.101.277041.284041.2770410.0010225.18
1872013.03.27 19:00sell630.101.278090.000000.00000
1882013.03.27 19:00modify630.101.278091.286091.27609
1892013.03.27 20:15close630.101.277141.286091.276099.5010234.68
1902013.03.27 23:30sell640.101.277840.000000.00000
1912013.03.27 23:30modify640.101.277841.283841.27684
1922013.03.28 01:49close640.101.277741.283841.276841.0010235.68
1932013.04.01 22:00buy650.101.284950.000000.00000
1942013.04.01 22:00modify650.101.284951.278951.28595
1952013.04.01 22:16buy660.101.284640.000000.00000
1962013.04.01 22:16modify660.101.284641.278951.28595
1972013.04.02 02:55close650.101.284751.278951.28595-2.1410233.54
1982013.04.02 02:55close660.101.284751.278951.285950.9610234.50
1992013.04.04 22:35buy670.101.293230.000000.00000
2002013.04.04 22:35modify670.101.293231.287231.29423
2012013.04.05 00:37close670.101.293341.287231.294230.9610235.46
2022013.04.05 19:35buy680.101.301870.000000.00000
2032013.04.05 19:35modify680.101.301871.295871.30287
2042013.04.05 19:55buy690.101.301570.000000.00000
2052013.04.05 19:55modify690.101.301571.295871.30287
2062013.04.05 20:34close680.101.302251.295871.302873.8010239.26
2072013.04.05 20:34close690.101.302251.295871.302876.8010246.06
2082013.04.09 22:30buy700.101.308860.000000.00000
2092013.04.09 22:30modify700.101.308861.302861.30986
2102013.04.09 22:36buy710.101.308550.000000.00000
2112013.04.09 22:36modify710.101.308551.302861.30986
2122013.04.10 05:15close700.101.308631.302861.30986-2.4410243.61
2132013.04.10 05:15close710.101.308631.302861.309860.6610244.27
2142013.04.11 15:15buy720.101.312050.000000.00000
2152013.04.11 15:15modify720.101.312051.306051.31305
2162013.04.11 15:25buy730.101.311750.000000.00000
2172013.04.11 15:25modify730.101.311751.306051.31305
2182013.04.11 15:32close720.101.312411.306051.313053.6010247.87
2192013.04.11 15:32close730.101.312411.306051.313056.6010254.47
2202013.04.11 15:45buy740.101.311310.000000.00000
2212013.04.11 15:45modify740.101.311311.305311.31231
2222013.04.11 16:00buy750.101.310920.000000.00000
2232013.04.11 16:00modify750.101.310921.305311.31231
2242013.04.11 17:22close740.101.311621.305311.312313.1010257.57
2252013.04.11 17:22close750.101.311621.305311.312317.0010264.57
2262013.04.11 21:00buy760.101.311600.000000.00000
2272013.04.11 21:00modify760.101.311601.303601.31360
2282013.04.11 21:45buy770.101.310790.000000.00000
2292013.04.11 21:45modify770.101.310791.303601.31360
2302013.04.11 22:15buy780.101.310930.000000.00000
2312013.04.11 22:15modify780.101.310931.303601.31360
2322013.04.12 01:30close760.101.310831.303601.31360-7.8410256.73
2332013.04.12 01:30close770.101.310831.303601.313600.2610256.98
2342013.04.12 01:30close780.101.310831.303601.31360-1.1410255.84
2352013.05.23 00:00sell790.101.285680.000000.00000
2362013.05.23 00:00modify790.101.285681.293681.28368
2372013.05.23 01:45close790.101.285261.293681.283684.2010260.04
2382013.05.23 21:40buy800.101.293400.000000.00000
2392013.05.23 21:40modify800.101.293401.287401.29440
2402013.05.23 22:04buy810.101.293100.000000.00000
2412013.05.23 22:04modify810.101.293101.287401.29440
2422013.05.23 22:48close800.101.293751.287401.294403.5010263.54
2432013.05.23 22:48close810.101.293751.287401.294406.5010270.04
2442013.05.28 21:10sell820.101.286730.000000.00000
2452013.05.28 21:10modify820.101.286731.292731.28573
2462013.05.28 23:00close820.101.286321.292731.285734.1010274.14
2472013.05.29 16:10buy830.101.292880.000000.00000
2482013.05.29 16:10modify830.101.292881.286881.29388
2492013.05.29 16:30t/p830.101.293881.286881.2938810.0010284.14
2502013.05.29 19:15buy840.101.293850.000000.00000
2512013.05.29 19:15modify840.101.293851.287851.29485
2522013.05.29 20:14t/p840.101.294851.287851.2948510.0010294.14
2532013.05.29 20:30buy850.101.292610.000000.00000
2542013.05.29 20:30modify850.101.292611.284611.29461
2552013.05.29 23:00close850.101.294031.284611.2946114.2010308.34
2562013.05.30 22:05buy860.101.304050.000000.00000
2572013.05.30 22:05modify860.101.304051.298051.30505
2582013.05.31 00:00t/p860.101.305051.298051.305059.8610318.20
2592013.06.03 21:30buy870.101.308450.000000.00000
2602013.06.03 21:30modify870.101.308451.302451.30945
2612013.06.03 21:55buy880.101.308140.000000.00000
2622013.06.03 21:55modify880.101.308141.302451.30945
2632013.06.04 03:45close870.101.307521.302451.30945-9.4410308.75
2642013.06.04 03:45close880.101.307521.302451.30945-6.3410302.41
2652013.06.06 20:35buy890.101.323300.000000.00000
2662013.06.06 20:35modify890.101.323301.317301.32430
2672013.06.06 20:52t/p890.101.324301.317301.3243010.0010312.41
2682013.06.11 00:45buy900.101.325500.000000.00000
2692013.06.11 00:45modify900.101.325501.317501.32750
2702013.06.11 04:00close900.101.325831.317501.327503.3010315.71
2712013.06.19 23:30sell910.101.329570.000000.00000
2722013.06.19 23:30modify910.101.329571.335571.32857
2732013.06.20 01:10sell920.101.330030.000000.00000
2742013.06.20 01:10modify920.101.330031.335571.32857
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