Strategy Tester Report
USDJPY_EURUSD PRO by HUAU&Choujya
FXDDMalta-MT4 Demo Server 2 (Build 409)

通貨ペアEURUSD (Euro vs. United States Dollar)
期間5分足(M5) 2011.02.21 05:25 - 2011.12.30 22:55 (2011.02.18 - 2011.12.31)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターSTime="22:00"; ETime="5:00"; MM=false; Lots=0.1; Magic=0; Digits_5=true;
Bars in test64217Ticks modelled18517922Modelling quality24.96%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1088.39Gross profit1943.65Gross loss-855.26
Profit factor2.27Expected payoff4.90
Absolute drawdown664.20Maximal drawdown695.16 (6.48%)Relative drawdown6.78% (679.30)
Total trades222Short positions (won %)120 (67.50%)Long positions (won %)102 (59.80%)
Profit trades (% of total)142 (63.96%)Loss trades (% of total)80 (36.04%)
Largestprofit trade98.40loss trade-54.10
Averageprofit trade13.69loss trade-10.69
Maximumconsecutive wins (profit in money)12 (109.70)consecutive losses (loss in money)3 (-92.20)
Maximalconsecutive profit (count of wins)168.70 (8)consecutive loss (count of losses)-92.20 (3)
Averageconsecutive wins3consecutive losses2
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
12011.02.23 22:13buy10.101.374830.000000.00000
22011.02.23 22:32buy20.101.374390.000000.00000
32011.02.23 23:43close20.101.374860.000000.000004.7010004.70
42011.02.23 23:43close10.101.374860.000000.000000.3010005.00
52011.03.02 23:31buy30.101.386410.000000.00000
62011.03.03 01:18close30.101.386910.000000.000005.0010010.00
72011.03.14 03:02buy40.101.393060.000000.00000
82011.03.14 04:25close40.101.393570.000000.000005.1010015.10
92011.03.15 03:36buy50.101.399430.000000.00000
102011.03.15 03:42buy60.101.398980.000000.00000
112011.03.15 04:53buy70.101.397640.000000.00000
122011.03.15 05:30buy80.301.394900.000000.00000
132011.03.15 19:02close80.301.396880.000000.0000059.4010074.50
142011.03.15 19:02close70.101.396880.000000.00000-7.6010066.90
152011.03.15 19:02close60.101.396880.000000.00000-21.0010045.90
162011.03.15 19:02close50.101.396880.000000.00000-25.5010020.40
172011.03.16 01:06buy90.101.399260.000000.00000
182011.03.16 01:32buy100.101.397810.000000.00000
192011.03.16 02:10close100.101.398800.000000.000009.9010030.30
202011.03.16 02:10close90.101.398800.000000.00000-4.6010025.70
212011.03.16 23:53sell110.101.389880.000000.00000
222011.03.17 00:03sell120.101.391070.000000.00000
232011.03.17 00:07close120.101.390220.000000.000008.5010034.20
242011.03.17 00:07close110.101.390220.000000.00000-3.8710030.33
252011.03.17 22:55buy130.101.401600.000000.00000
262011.03.18 00:28buy140.101.401350.000000.00000
272011.03.18 00:33close140.101.402260.000000.000009.1010039.43
282011.03.18 00:33close130.101.402260.000000.000006.6010046.03
292011.03.18 21:57buy150.101.415770.000000.00000
302011.03.21 00:00close150.101.419400.000000.0000036.3010082.33
312011.03.21 01:21buy160.101.417200.000000.00000
322011.03.21 03:13buy170.101.416290.000000.00000
332011.03.21 04:27close170.101.417500.000000.0000012.1010094.43
342011.03.21 04:27close160.101.417500.000000.000003.0010097.43
352011.03.22 03:07buy180.101.421740.000000.00000
362011.03.22 03:21buy190.101.421350.000000.00000
372011.03.22 03:42close190.101.422300.000000.000009.5010106.93
382011.03.22 03:42close180.101.422300.000000.000005.6010112.53
392011.03.22 03:58buy200.101.421840.000000.00000
402011.03.22 04:07buy210.101.421460.000000.00000
412011.03.22 04:37close210.101.422400.000000.000009.4010121.93
422011.03.22 04:37close200.101.422400.000000.000005.6010127.53
432011.03.22 04:56buy220.101.421920.000000.00000
442011.03.22 04:57buy230.101.421570.000000.00000
452011.03.22 05:38close230.101.422000.000000.000004.3010131.83
462011.03.22 05:38close220.101.422000.000000.000000.8010132.63
472011.03.23 22:11sell240.101.412350.000000.00000
482011.03.23 22:17sell250.101.413330.000000.00000
492011.03.23 22:55close250.101.412590.000000.000007.4010140.03
502011.03.23 22:55close240.101.412590.000000.00000-2.4010137.63
512011.03.24 03:50sell260.101.410290.000000.00000
522011.03.24 04:08sell270.101.410880.000000.00000
532011.03.24 04:42close270.101.409820.000000.0000010.6010148.23
542011.03.24 04:42close260.101.409820.000000.000004.7010152.93
552011.03.24 04:53sell280.101.410190.000000.00000
562011.03.24 04:57close280.101.408670.000000.0000015.2010168.13
572011.03.28 03:36sell290.101.404120.000000.00000
582011.03.28 05:28sell300.101.405700.000000.00000
592011.03.28 08:23close300.101.404660.000000.0000010.4010178.53
602011.03.28 08:23close290.101.404660.000000.00000-5.4010173.13
612011.04.04 00:51buy310.101.421950.000000.00000
622011.04.04 02:18close310.101.423450.000000.0000015.0010188.13
632011.04.07 02:01buy320.101.433310.000000.00000
642011.04.07 02:33buy330.101.432860.000000.00000
652011.04.07 03:18buy340.101.431460.000000.00000
662011.04.07 09:45buy350.301.429490.000000.00000
672011.04.07 15:07close350.301.431120.000000.0000048.9010237.03
682011.04.07 15:07close340.101.431120.000000.00000-3.4010233.63
692011.04.07 15:07close330.101.431120.000000.00000-17.4010216.23
702011.04.07 15:07close320.101.431120.000000.00000-21.9010194.33
712011.04.19 00:13sell360.101.423200.000000.00000
722011.04.19 01:52close360.101.422700.000000.000005.0010199.33
732011.04.20 22:13buy370.101.450760.000000.00000
742011.04.21 00:50close370.101.451820.000000.0000010.6010209.93
752011.04.21 01:12buy380.101.451730.000000.00000
762011.04.21 01:51buy390.101.451140.000000.00000
772011.04.21 02:58close390.101.451710.000000.000005.7010215.63
782011.04.21 02:58close380.101.451710.000000.00000-0.2010215.43
792011.04.26 23:13buy400.101.463750.000000.00000
802011.04.26 23:58close400.101.464250.000000.000005.0010220.43
812011.04.28 12:32buy410.101.484690.000000.00000
822011.04.28 13:11buy420.101.484020.000000.00000
832011.04.28 13:52buy430.101.481380.000000.00000
842011.04.28 17:02close430.101.483530.000000.0000021.5010241.93
852011.04.28 17:02close420.101.483530.000000.00000-4.9010237.03
862011.04.28 17:02close410.101.483530.000000.00000-11.6010225.43
872011.05.09 04:16sell440.101.437950.000000.00000
882011.05.09 04:30sell450.101.439360.000000.00000
892011.05.09 08:36close450.101.438400.000000.000009.6010235.03
902011.05.09 08:36close440.101.438400.000000.00000-4.5010230.53
912011.05.12 00:56sell460.101.420470.000000.00000
922011.05.12 03:08close460.101.419970.000000.000005.0010235.53
932011.05.12 04:42sell470.101.420930.000000.00000
942011.05.12 05:07sell480.101.421810.000000.00000
952011.05.12 08:41close480.101.421120.000000.000006.9010242.43
962011.05.12 08:41close470.101.421120.000000.00000-1.9010240.53
972011.05.23 03:22sell490.101.413390.000000.00000
982011.05.23 04:02close490.101.410390.000000.0000030.0010270.53
992011.05.30 01:22buy500.101.429480.000000.00000
1002011.05.30 02:11buy510.101.428340.000000.00000
1012011.05.30 02:33close510.101.429180.000000.000008.4010278.93
1022011.05.30 02:33close500.101.429180.000000.00000-3.0010275.93
1032011.06.01 03:22buy520.101.441410.000000.00000
1042011.06.01 03:57buy530.101.440590.000000.00000
1052011.06.01 04:32close530.101.441750.000000.0000011.6010287.53
1062011.06.01 04:32close520.101.441750.000000.000003.4010290.93
1072011.06.01 04:42buy540.101.441400.000000.00000
1082011.06.01 05:02close540.101.441900.000000.000005.0010295.93
1092011.06.02 01:57sell550.101.434020.000000.00000
1102011.06.02 03:12close550.101.433520.000000.000005.0010300.93
1112011.06.06 07:50buy560.101.464030.000000.00000
1122011.06.06 08:18buy570.101.463380.000000.00000
1132011.06.06 08:41close570.101.463960.000000.000005.8010306.73
1142011.06.06 08:41close560.101.463960.000000.00000-0.7010306.03
1152011.06.08 00:21buy580.101.468740.000000.00000
1162011.06.08 02:01buy590.101.468360.000000.00000
1172011.06.08 03:18close590.101.468800.000000.000004.4010310.43
1182011.06.08 03:18close580.101.468800.000000.000000.6010311.03
1192011.06.08 23:48sell600.101.457930.000000.00000
1202011.06.09 01:17sell610.101.458840.000000.00000
1212011.06.09 03:12sell620.101.460410.000000.00000
1222011.06.09 04:07sell630.301.461810.000000.00000
1232011.06.09 13:27close630.301.460350.000000.0000043.8010354.83
1242011.06.09 13:27close620.101.460350.000000.000000.6010355.43
1252011.06.09 13:27close610.101.460350.000000.00000-15.1010340.33
1262011.06.09 13:27close600.101.460350.000000.00000-24.6710315.66
1272011.06.13 02:40sell640.101.433650.000000.00000
1282011.06.13 03:37sell650.101.435280.000000.00000
1292011.06.13 04:06close650.101.434210.000000.0000010.7010326.36
1302011.06.13 04:06close640.101.434210.000000.00000-5.6010320.76
1312011.06.13 04:51sell660.101.433750.000000.00000
1322011.06.13 05:03sell670.101.434850.000000.00000
1332011.06.13 06:12close670.101.434050.000000.000008.0010328.76
1342011.06.13 06:12close660.101.434050.000000.00000-3.0010325.76
1352011.06.16 01:42sell680.101.417480.000000.00000
1362011.06.16 02:52sell690.101.419380.000000.00000
1372011.06.16 04:22close690.101.418180.000000.0000012.0010337.76
1382011.06.16 04:22close680.101.418180.000000.00000-7.0010330.76
1392011.06.17 22:16buy700.101.430400.000000.00000
1402011.06.17 22:17buy710.101.428780.000000.00000
1412011.06.17 22:47close710.101.429840.000000.0000010.6010341.36
1422011.06.17 22:47close700.101.429840.000000.00000-5.6010335.76
1432011.06.20 02:15buy720.101.428870.000000.00000
1442011.06.20 02:17buy730.101.428600.000000.00000
1452011.06.20 02:55buy740.101.426660.000000.00000
1462011.06.20 05:13close740.101.428210.000000.0000015.5010351.26
1472011.06.20 05:13close730.101.428210.000000.00000-3.9010347.36
1482011.06.20 05:13close720.101.428210.000000.00000-6.6010340.76
1492011.06.27 01:15sell750.101.418110.000000.00000
1502011.06.27 01:26sell760.101.418770.000000.00000
1512011.06.27 01:28close760.101.417630.000000.0000011.4010352.16
1522011.06.27 01:28close750.101.417630.000000.000004.8010356.96
1532011.06.27 02:23sell770.101.417640.000000.00000
1542011.06.27 02:40close770.101.416140.000000.0000015.0010371.96
1552011.07.04 04:07buy780.101.454970.000000.00000
1562011.07.04 04:32buy790.101.453810.000000.00000
1572011.07.04 05:00close790.101.454640.000000.000008.3010380.26
1582011.07.04 05:00close780.101.454640.000000.00000-3.3010376.96
1592011.07.06 01:17sell800.101.442720.000000.00000
1602011.07.06 02:58sell810.101.443440.000000.00000
1612011.07.06 05:20sell820.101.444740.000000.00000
1622011.07.06 09:10sell830.301.446370.000000.00000
1632011.07.06 09:42close830.301.444910.000000.0000043.8010420.76
1642011.07.06 09:42close820.101.444910.000000.00000-1.7010419.06
1652011.07.06 09:42close810.101.444910.000000.00000-14.7010404.36
1662011.07.06 09:42close800.101.444910.000000.00000-21.9010382.46
1672011.07.06 22:53sell840.101.430860.000000.00000
1682011.07.06 23:53sell850.101.431910.000000.00000
1692011.07.07 03:00sell860.101.433720.000000.00000
1702011.07.07 03:08close860.101.431980.000000.0000017.4010399.86
1712011.07.07 03:08close850.101.431980.000000.00000-1.1710398.70
1722011.07.07 03:08close840.101.431980.000000.00000-11.6710387.03
1732011.07.11 23:06sell870.101.402470.000000.00000
1742011.07.12 00:35sell880.101.403860.000000.00000
1752011.07.12 03:17close880.101.402160.000000.0000017.0010404.03
1762011.07.12 03:17close870.101.402160.000000.000002.9410406.97
1772011.07.12 04:07sell890.101.402970.000000.00000
1782011.07.12 04:12sell900.101.403520.000000.00000
1792011.07.12 04:26close900.101.402240.000000.0000012.8010419.77
1802011.07.12 04:26close890.101.402240.000000.000007.3010427.07
1812011.07.13 20:21buy910.101.414090.000000.00000
1822011.07.13 22:35close910.101.414600.000000.000005.1010432.17
1832011.07.22 02:12buy920.101.440780.000000.00000
1842011.07.22 03:48buy930.101.438970.000000.00000
1852011.07.22 08:37close930.101.440130.000000.0000011.6010443.77
1862011.07.22 08:37close920.101.440130.000000.00000-6.5010437.27
1872011.07.26 11:22buy940.101.449120.000000.00000
1882011.07.26 12:12buy950.101.447030.000000.00000
1892011.07.26 13:26close950.101.448330.000000.0000013.0010450.27
1902011.07.26 13:26close940.101.448330.000000.00000-7.9010442.37
1912011.07.27 04:28buy960.101.451650.000000.00000
1922011.07.27 04:32close960.101.453150.000000.0000015.0010457.37
1932011.07.27 04:55buy970.101.451600.000000.00000
1942011.07.27 04:56buy980.101.451180.000000.00000
1952011.07.27 05:02buy990.101.449870.000000.00000
1962011.07.27 07:17close990.101.451050.000000.0000011.8010469.17
1972011.07.27 07:17close980.101.451050.000000.00000-1.3010467.87
1982011.07.27 07:17close970.101.451050.000000.00000-5.5010462.37
1992011.07.27 22:03sell1000.101.437280.000000.00000
2002011.07.27 22:23close1000.101.435780.000000.0000015.0010477.37
2012011.07.27 22:33sell1010.101.437050.000000.00000
2022011.07.28 01:01close1010.101.436540.000000.000004.6310482.01
2032011.07.28 22:51sell1020.101.430640.000000.00000
2042011.07.28 22:52sell1030.101.430740.000000.00000
2052011.07.28 23:46sell1040.101.432010.000000.00000
2062011.07.29 03:42close1040.101.430960.000000.0000010.3410492.35
2072011.07.29 03:42close1030.101.430960.000000.00000-2.3610489.99
2082011.07.29 03:42close1020.101.430960.000000.00000-3.3610486.64
2092011.08.02 00:22sell1050.101.425220.000000.00000
2102011.08.02 02:00sell1060.101.426640.000000.00000
2112011.08.02 02:07close1060.101.425680.000000.000009.6010496.24
2122011.08.02 02:07close1050.101.425680.000000.00000-4.6010491.64
2132011.08.02 22:07sell1070.101.420160.000000.00000
2142011.08.02 22:25close1070.101.418660.000000.0000015.0010506.64
2152011.08.02 22:32sell1080.101.420020.000000.00000
2162011.08.02 22:42sell1090.101.420510.000000.00000
2172011.08.02 22:47sell1100.101.421710.000000.00000
2182011.08.02 22:52close1100.101.420240.000000.0000014.7010521.34
2192011.08.02 22:52close1090.101.420240.000000.000002.7010524.04
2202011.08.02 22:52close1080.101.420240.000000.00000-2.2010521.84
2212011.08.02 23:37sell1110.101.420050.000000.00000
2222011.08.02 23:42sell1120.101.420440.000000.00000
2232011.08.03 00:04close1120.101.419480.000000.000009.4410531.28
2242011.08.03 00:04close1110.101.419480.000000.000005.5410536.83
2252011.08.03 03:00sell1130.101.418580.000000.00000
2262011.08.03 03:37sell1140.101.419110.000000.00000
2272011.08.03 04:27close1140.101.418090.000000.0000010.2010547.03
2282011.08.03 04:27close1130.101.418090.000000.000004.9010551.93
2292011.08.03 22:32buy1150.101.431520.000000.00000
2302011.08.04 00:46close1150.101.433020.000000.0000015.0010566.93
2312011.08.04 22:10sell1160.101.414890.000000.00000
2322011.08.04 22:42close1160.101.412880.000000.0000020.1010587.03
2332011.08.05 03:02sell1170.101.408890.000000.00000
2342011.08.05 03:07close1170.101.407390.000000.0000015.0010602.03
2352011.08.05 03:17sell1180.101.408740.000000.00000
2362011.08.05 04:17close1180.101.408240.000000.000005.0010607.03
2372011.08.08 03:28buy1190.101.431350.000000.00000
2382011.08.08 04:11close1190.101.434350.000000.0000030.0010637.03
2392011.08.08 22:07sell1200.101.420080.000000.00000
2402011.08.08 22:12sell1210.101.421570.000000.00000
2412011.08.08 22:32close1210.101.420570.000000.0000010.0010647.03
2422011.08.08 22:32close1200.101.420570.000000.00000-4.9010642.13
2432011.08.09 02:38sell1220.101.417790.000000.00000
2442011.08.09 03:17close1220.101.416290.000000.0000015.0010657.13
2452011.08.10 02:57buy1230.101.435850.000000.00000
2462011.08.10 03:13close1230.101.436350.000000.000005.0010662.13
2472011.08.10 03:37buy1240.101.435930.000000.00000
2482011.08.10 07:02buy1250.101.434420.000000.00000
2492011.08.10 08:32close1250.101.435430.000000.0000010.1010672.23
2502011.08.10 08:32close1240.101.435430.000000.00000-5.0010667.23
2512011.08.11 03:01sell1260.101.415570.000000.00000
2522011.08.11 03:37sell1270.101.417790.000000.00000
2532011.08.11 04:47sell1280.101.421050.000000.00000
2542011.08.11 05:17sell1290.301.423990.000000.00000
2552011.08.11 06:30close1290.301.420980.000000.0000090.3010757.53
2562011.08.11 06:30close1280.101.420980.000000.000000.7010758.23
2572011.08.11 06:30close1270.101.420980.000000.00000-31.9010726.33
2582011.08.11 06:30close1260.101.420980.000000.00000-54.1010672.23
2592011.08.15 22:43buy1300.101.444230.000000.00000
2602011.08.15 23:03close1300.101.444740.000000.000005.1010677.33
2612011.08.16 01:03buy1310.101.444440.000000.00000
2622011.08.16 03:01buy1320.101.443410.000000.00000
2632011.08.16 08:07buy1330.101.441750.000000.00000
2642011.08.16 09:42buy1340.301.437940.000000.00000
2652011.08.16 16:17close1340.301.440660.000000.0000081.6010758.93
2662011.08.16 16:17close1330.101.440660.000000.00000-10.9010748.03
2672011.08.16 16:17close1320.101.440660.000000.00000-27.5010720.53
2682011.08.16 16:17close1310.101.440660.000000.00000-37.8010682.73
2692011.08.19 00:25sell1350.101.432730.000000.00000
2702011.08.19 02:08close1350.101.431220.000000.0000015.1010697.83
2712011.09.01 00:22sell1360.101.437840.000000.00000
2722011.09.01 02:56close1360.101.436340.000000.0000015.0010712.83
2732011.09.01 04:22sell1370.101.436660.000000.00000
2742011.09.01 04:32sell1380.101.437570.000000.00000
2752011.09.01 06:23close1380.101.436860.000000.000007.1010719.93
2762011.09.01 06:23close1370.101.436860.000000.00000-2.0010717.93
2772011.09.05 04:07sell1390.101.415580.000000.00000
2782011.09.05 04:37sell1400.101.417020.000000.00000
2792011.09.05 08:18close1400.101.416040.000000.000009.8010727.73
2802011.09.05 08:18close1390.101.416040.000000.00000-4.6010723.13
2812011.09.06 22:48sell1410.101.399940.000000.00000
2822011.09.07 02:57sell1420.101.400800.000000.00000
2832011.09.07 04:25sell1430.101.402950.000000.00000
2842011.09.07 06:27sell1440.301.405810.000000.00000
2852011.09.07 13:22close1440.301.403420.000000.0000071.7010794.83
2862011.09.07 13:22close1430.101.403420.000000.00000-4.7010790.13
2872011.09.07 13:22close1420.101.403420.000000.00000-26.2010763.93
2882011.09.07 13:22close1410.101.403420.000000.00000-34.9610728.97
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2932011.09.15 05:17close1480.301.372340.000000.0000048.6010777.57
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2992011.09.15 22:47buy1500.101.388000.000000.00000
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3112011.09.22 04:37sell1560.101.357770.000000.00000
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3212011.09.27 22:06buy1610.101.362700.000000.00000
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3312011.10.04 01:07sell1660.101.320210.000000.00000
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3332011.10.04 01:47sell1670.101.319900.000000.00000
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3512011.10.24 03:47buy1760.101.385380.000000.00000
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