Strategy Tester Report
Socrates_EA_AUDJPY_M5
FXDD-MT4 Demo Server 2 (Build 419)

通貨ペアAUDJPY (Australian Dollar vs. Japanese Yen)
期間5分足(M5) 2008.01.02 11:00 - 2008.12.30 23:55 (2008.01.01 - 2008.12.31)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターLots=0.1; MagicNumber=123456;
Bars in test74585Ticks modelled6181667Modelling quality90.00%
Mismatched charts errors1
Initial deposit10000.00
Total net profit-9602.16Gross profit5657.93Gross loss-15260.09
Profit factor0.37Expected payoff-60.39
Absolute drawdown9602.16Maximal drawdown12790.03 (96.98%)Relative drawdown96.98% (12790.03)
Total trades159Short positions (won %)0 (0.00%)Long positions (won %)159 (80.50%)
Profit trades (% of total)128 (80.50%)Loss trades (% of total)31 (19.50%)
Largestprofit trade495.87loss trade-2016.49
Averageprofit trade44.20loss trade-492.26
Maximumconsecutive wins (profit in money)19 (329.68)consecutive losses (loss in money)8 (-12785.61)
Maximalconsecutive profit (count of wins)1389.75 (12)consecutive loss (count of losses)-12785.61 (8)
Averageconsecutive wins8consecutive 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
12008.01.02 17:24buy10.1098.1750.0000.000
22008.01.02 18:36buy20.1097.1730.0000.000
32008.01.03 12:55buy30.1096.1680.0000.000
42008.01.04 17:06buy40.1095.1580.0000.000
52008.01.08 22:09close40.1096.8720.0000.000212.5210212.52
62008.01.08 22:09close30.1096.8720.0000.00089.7210302.25
72008.01.08 22:09close20.1096.8720.0000.000-30.2310272.02
82008.01.08 22:09close10.1096.8720.0000.000-153.1710118.85
92008.01.08 23:27buy50.1096.0040.0000.000
102008.01.08 23:32close50.1096.1200.0000.00014.2410133.09
112008.01.08 23:45buy60.1096.0040.0000.000
122008.01.09 03:30close60.1096.1300.0000.00016.5810149.67
132008.01.09 17:01buy70.1096.4430.0000.000
142008.01.09 17:32close70.1096.5440.0000.00012.3910162.06
152008.01.09 19:50buy80.1096.3940.0000.000
162008.01.09 22:51close80.1096.4960.0000.00012.5210174.58
172008.01.10 08:14buy90.1097.0290.0000.000
182008.01.10 12:20close90.1097.1300.0000.00012.4010186.98
192008.01.11 06:40buy100.1097.9240.0000.000
202008.01.11 23:21buy110.1096.9210.0000.000
212008.01.15 18:18buy120.1095.9140.0000.000
222008.01.15 23:04buy130.1094.9140.0000.000
232008.01.16 01:01buy140.1093.9090.0000.000
242008.01.16 13:41buy150.1092.9040.0000.000
252008.01.21 14:02buy160.1091.8970.0000.000
262008.01.22 01:41buy170.1090.8940.0000.000
272008.01.25 01:02close170.1094.6200.0000.000462.7510649.72
282008.01.25 01:02close160.1094.6200.0000.000340.8010990.52
292008.01.25 01:02close150.1094.6200.0000.000222.8411213.36
302008.01.25 01:02close140.1094.6200.0000.00099.5311312.89
312008.01.25 01:02close130.1094.6200.0000.000-22.6711290.22
322008.01.25 01:02close120.1094.6200.0000.000-145.3611144.87
332008.01.25 01:02close110.1094.6200.0000.000-266.6710878.19
342008.01.25 01:02close100.1094.6200.0000.000-389.7410488.45
352008.01.25 14:55buy180.1094.8640.0000.000
362008.01.25 15:44close180.1094.9660.0000.00012.5210500.97
372008.01.25 19:06buy190.1094.6240.0000.000
382008.01.28 06:52buy200.1093.6140.0000.000
392008.01.28 16:04close200.1094.3200.0000.00086.6210587.59
402008.01.28 16:04close190.1094.3200.0000.000-36.1810551.41
412008.01.29 04:56buy210.1094.7940.0000.000
422008.01.29 09:18close210.1094.8970.0000.00012.6410564.05
432008.01.29 18:01buy220.1094.8040.0000.000
442008.01.29 18:06close220.1094.9060.0000.00012.5210576.57
452008.01.30 02:05buy230.1095.0240.0000.000
462008.01.30 14:44close230.1095.1330.0000.00013.3810589.95
472008.01.30 23:47buy240.1095.3640.0000.000
482008.01.30 23:49close240.1095.4730.0000.00013.3710603.32
492008.01.30 23:55buy250.1095.3640.0000.000
502008.01.31 00:04close250.1095.4850.0000.00018.2010621.52
512008.01.31 00:48buy260.1095.2390.0000.000
522008.01.31 02:24buy270.1094.2080.0000.000
532008.01.31 04:11close270.1094.9300.0000.00088.5810710.10
542008.01.31 04:11close260.1094.9300.0000.000-37.9110672.19
552008.01.31 15:12buy280.1094.7240.0000.000
562008.01.31 18:14close280.1094.8250.0000.00012.3910684.58
572008.02.01 03:15buy290.1095.2240.0000.000
582008.02.01 03:32close290.1095.3270.0000.00012.6410697.22
592008.02.04 20:31buy300.1096.9840.0000.000
602008.02.05 09:53close300.1097.0850.0000.00013.5210710.74
612008.02.05 15:34buy310.1097.0110.0000.000
622008.02.05 16:28close310.1097.1200.0000.00013.3710724.11
632008.02.05 16:45buy320.1096.9340.0000.000
642008.02.05 17:34buy330.1095.9340.0000.000
652008.02.06 10:53buy340.1094.9280.0000.000
662008.02.07 20:35close340.1096.1330.0000.000151.1910875.30
672008.02.07 20:35close330.1096.1330.0000.00028.8810904.18
682008.02.07 20:35close320.1096.1330.0000.000-93.8110810.36
692008.02.08 13:41buy350.1096.0420.0000.000
702008.02.08 15:01close350.1096.1500.0000.00013.2510823.61
712008.02.11 10:45buy360.1096.6250.0000.000
722008.02.11 15:52close360.1096.7280.0000.00012.6310836.24
732008.02.11 18:09buy370.1096.1730.0000.000
742008.02.11 18:47close370.1096.2830.0000.00013.5010849.74
752008.02.12 12:50buy380.1096.6300.0000.000
762008.02.12 13:14close380.1096.7370.0000.00013.1310862.87
772008.02.12 23:22buy390.1097.0240.0000.000
782008.02.13 17:35close390.1097.1370.0000.00014.9910877.86
792008.02.14 19:03buy400.1097.7380.0000.000
802008.02.15 09:38close400.1097.8400.0000.00013.6410891.50
812008.02.15 15:08buy410.1097.7790.0000.000
822008.02.15 18:32close410.1097.8900.0000.00013.6210905.12
832008.02.19 09:01buy420.1099.2390.0000.000
842008.02.19 16:26close420.1099.3430.0000.00012.7610917.88
852008.02.19 19:28buy430.1098.8640.0000.000
862008.02.19 19:53close430.1098.9700.0000.00013.0010930.88
872008.02.20 05:00buy440.1098.9720.0000.000
882008.02.20 05:46close440.1099.0800.0000.00013.2510944.13
892008.02.20 07:02buy450.1098.9140.0000.000
902008.02.20 20:14close450.1099.0150.0000.00012.3910956.52
912008.02.21 10:53buy460.1099.2830.0000.000
922008.02.21 15:15close460.1099.3970.0000.00013.9810970.50
932008.02.21 18:00buy470.1099.2510.0000.000
942008.02.22 18:42buy480.1098.2480.0000.000
952008.02.22 23:36close480.1098.9500.0000.00086.1311056.63
962008.02.22 23:36close470.1098.9500.0000.000-35.8111020.81
972008.02.26 08:05buy490.10100.1840.0000.000
982008.02.26 13:17close490.10100.2860.0000.00012.5211033.33
992008.02.26 16:02buy500.10100.0420.0000.000
1002008.02.27 00:19close500.10100.1420.0000.00013.3911046.72
1012008.02.27 06:48buy510.10100.0540.0000.000
1022008.02.27 08:19close510.10100.1670.0000.00013.8711060.59
1032008.02.27 11:45buy520.10100.0540.0000.000
1042008.02.27 19:47close520.10100.1600.0000.00013.0111073.60
1052008.02.28 08:42buy530.10100.1640.0000.000
1062008.02.28 12:07close530.10100.2750.0000.00013.6211087.22
1072008.02.28 17:00buy540.1099.9390.0000.000
1082008.02.28 18:29close540.10100.0410.0000.00012.5211099.74
1092008.02.28 21:32buy550.1099.8740.0000.000
1102008.02.28 22:15close550.1099.9740.0000.00012.2711112.01
1112008.02.29 02:17buy560.1099.8540.0000.000
1122008.02.29 11:24buy570.1098.8450.0000.000
1132008.02.29 14:05buy580.1097.8300.0000.000
1142008.02.29 23:50buy590.1096.8180.0000.000
1152008.03.03 10:59buy600.1095.8130.0000.000
1162008.03.04 19:59buy610.1094.8090.0000.000
1172008.03.10 18:28buy620.1093.8060.0000.000
1182008.03.17 02:04buy630.1092.7940.0000.000
1192008.04.18 13:32close630.1096.5260.0000.000495.8711607.88
1202008.04.18 13:32close620.1096.5260.0000.000379.5311987.41
1212008.04.18 13:32close610.1096.5260.0000.000263.1612250.57
1222008.04.18 13:32close600.1096.5260.0000.000141.1012391.66
1232008.04.18 13:32close590.1096.5260.0000.00018.9012410.56
1242008.04.18 13:32close580.1096.5260.0000.000-105.2612305.31
1252008.04.18 13:32close570.1096.5260.0000.000-229.8012075.51
1262008.04.18 13:32close560.1096.5260.0000.000-353.5911721.92
1272008.04.21 11:04buy640.1097.3740.0000.000
1282008.04.21 11:36close640.1097.4780.0000.00012.7611734.68
1292008.04.21 13:47buy650.1097.3740.0000.000
1302008.04.21 15:16close650.1097.4780.0000.00012.7611747.44
1312008.04.21 21:16buy660.1097.2290.0000.000
1322008.04.21 23:54close660.1097.3340.0000.00012.8911760.33
1332008.04.22 04:30buy670.1097.2340.0000.000
1342008.04.22 11:06close670.1097.3340.0000.00012.2711772.60
1352008.04.22 18:57buy680.1097.2670.0000.000
1362008.04.22 19:07close680.1097.3700.0000.00012.6311785.23
1372008.04.22 19:53buy690.1097.2240.0000.000
1382008.04.22 20:37close690.1097.3250.0000.00012.3911797.62
1392008.04.23 00:45buy700.1097.1940.0000.000
1402008.04.23 01:05close700.1097.3000.0000.00013.0011810.62
1412008.04.23 16:30buy710.1097.9130.0000.000
1422008.04.23 17:36close710.1098.0170.0000.00012.7611823.38
1432008.04.24 00:00buy720.1098.0890.0000.000
1442008.04.24 07:42close720.1098.1900.0000.00012.3911835.77
1452008.04.24 13:57buy730.1097.8840.0000.000
1462008.04.24 15:30close730.1097.9970.0000.00013.8611849.63
1472008.04.25 01:18buy740.1097.9740.0000.000
1482008.04.25 03:56close740.1098.0800.0000.00013.0111862.64
1492008.04.25 08:25buy750.1097.8800.0000.000
1502008.04.25 09:01close750.1097.9810.0000.00012.3911875.03
1512008.04.25 10:05buy760.1097.8640.0000.000
1522008.04.28 04:59close760.1097.9700.0000.00014.1311889.16
1532008.04.28 16:06buy770.1097.9340.0000.000
1542008.04.28 17:55close770.1098.0450.0000.00013.6211902.78
1552008.04.28 23:00buy780.1097.8440.0000.000
1562008.04.29 14:54buy790.1096.8390.0000.000
1572008.04.30 14:31close790.1097.5430.0000.00087.5011990.28
1582008.04.30 14:31close780.1097.5430.0000.000-34.7011955.58
1592008.04.30 23:45buy800.1098.1440.0000.000
1602008.05.01 16:24buy810.1097.1440.0000.000
1612008.05.02 15:06close810.1097.8460.0000.00087.2512042.83
1622008.05.02 15:06close800.1097.8460.0000.000-32.1012010.73
1632008.05.06 04:01buy820.1099.2560.0000.000
1642008.05.06 11:07close820.1099.3600.0000.00012.7612023.49
1652008.05.06 14:23buy830.1099.0640.0000.000
1662008.05.06 19:02close830.1099.1700.0000.00013.0012036.49
1672008.05.07 05:34buy840.1099.4940.0000.000
1682008.05.07 11:01close840.1099.5990.0000.00012.8912049.38
1692008.05.07 17:00buy850.1099.5440.0000.000
1702008.05.08 00:15buy860.1098.5430.0000.000
1712008.05.08 10:46buy870.1097.5410.0000.000
1722008.05.09 15:11buy880.1096.5390.0000.000
1732008.05.12 14:10close880.1098.2500.0000.000211.0512260.42
1742008.05.12 14:10close870.1098.2500.0000.00089.2212349.65
1752008.05.12 14:10close860.1098.2500.0000.000-33.7212315.93
1762008.05.12 14:10close850.1098.2500.0000.000-153.1812162.75
1772008.05.13 05:56buy890.1098.2340.0000.000
1782008.05.13 15:37close890.1098.3360.0000.00012.5112175.26
1792008.05.14 04:47buy900.1098.4620.0000.000
1802008.05.15 19:04close900.1098.5660.0000.00016.1112191.37
1812008.05.16 10:20buy910.1098.5210.0000.000
1822008.05.16 10:47close910.1098.6210.0000.00012.2712203.64
1832008.05.16 18:10buy920.1098.9400.0000.000
1842008.05.16 18:41close920.1099.0460.0000.00013.0112216.65
1852008.05.19 10:48buy930.1099.3120.0000.000
1862008.05.19 17:31close930.1099.4200.0000.00013.2512229.90
1872008.05.20 11:31buy940.1099.6540.0000.000
1882008.05.20 13:12close940.1099.7540.0000.00012.2712242.17
1892008.05.20 16:12buy950.1099.5640.0000.000
1902008.05.20 17:15close950.1099.6670.0000.00012.6412254.81
1912008.05.20 18:08buy960.1099.4930.0000.000
1922008.05.20 19:23close960.1099.5990.0000.00013.0112267.82
1932008.05.20 21:10buy970.1099.3940.0000.000
1942008.05.21 11:58close970.1099.5000.0000.00014.1312281.94
1952008.05.21 21:25buy980.1099.5240.0000.000
1962008.05.22 17:15close980.1099.6240.0000.00015.6212297.57
1972008.05.23 12:42buy990.1099.6100.0000.000
1982008.05.27 08:59close990.1099.7160.0000.00015.2312312.80
1992008.05.27 19:01buy1000.1099.7840.0000.000
2002008.05.27 20:17close1000.1099.8900.0000.00013.0112325.81
2012008.05.28 03:28buy1010.1099.8840.0000.000
2022008.05.28 05:38close1010.1099.9920.0000.00013.2512339.06
2032008.05.29 06:53buy1020.10100.7240.0000.000
2042008.05.29 08:48close1020.10100.8300.0000.00013.0012352.06
2052008.05.29 16:16buy1030.10100.8610.0000.000
2062008.05.29 20:06close1030.10100.9670.0000.00013.0012365.06
2072008.05.30 04:35buy1040.10100.8440.0000.000
2082008.05.30 13:48close1040.10100.9480.0000.00012.7612377.82
2092008.05.30 17:00buy1050.10100.6630.0000.000
2102008.05.30 19:46close1050.10100.7780.0000.00014.1112391.93
2112008.06.02 01:00buy1060.10100.6240.0000.000
2122008.06.02 02:34close1060.10100.7300.0000.00013.0012404.93
2132008.06.02 04:30buy1070.10100.5620.0000.000
2142008.06.02 19:38buy1080.1099.5560.0000.000
2152008.06.03 13:12close1080.10100.2600.0000.00087.5012492.43
2162008.06.03 13:12close1070.10100.2600.0000.000-35.9312456.49
2172008.06.03 21:18buy1090.10100.0940.0000.000
2182008.06.03 22:33close1090.10100.1960.0000.00012.5112469.00
2192008.06.04 02:52buy1100.1099.9540.0000.000
2202008.06.04 04:30close1100.10100.0990.0000.00017.7912486.79
2212008.06.04 12:38buy1110.10100.4440.0000.000
2222008.06.04 14:28close1110.10100.5500.0000.00013.0112499.80
2232008.06.05 00:01buy1120.10100.6920.0000.000
2242008.06.05 02:35close1120.10100.8000.0000.00013.2512513.05
2252008.06.06 10:00buy1130.10101.7930.0000.000
2262008.06.06 14:59close1130.10101.8950.0000.00012.5112525.56
2272008.06.06 16:39buy1140.10101.5240.0000.000
2282008.06.09 11:39close1140.10101.6250.0000.00013.5112539.07
2292008.06.09 17:18buy1150.10101.3320.0000.000
2302008.06.10 12:33close1150.10101.4340.0000.00013.6412552.71
2312008.06.11 03:30buy1160.10101.5340.0000.000
2322008.06.11 07:41close1160.10101.6340.0000.00012.2712564.98
2332008.06.11 14:20buy1170.10101.7230.0000.000
2342008.06.12 04:45buy1180.10100.7200.0000.000
2352008.06.13 09:04close1180.10101.4230.0000.00087.3712652.34
2362008.06.13 09:04close1170.10101.4230.0000.000-32.3412620.00
2372008.06.13 11:49buy1190.10101.1440.0000.000
2382008.06.13 13:29close1190.10101.2500.0000.00013.0012633.00
2392008.06.13 20:21buy1200.10101.3240.0000.000
2402008.06.13 20:59close1200.10101.4300.0000.00013.0112646.01
2412008.06.16 15:05buy1210.10101.7640.0000.000
2422008.06.17 02:52close1210.10101.8650.0000.00013.5112659.52
2432008.06.17 04:33buy1220.10101.6940.0000.000
2442008.06.17 15:20close1220.10101.7940.0000.00012.2712671.79
2452008.06.18 02:32buy1230.10101.9190.0000.000
2462008.06.18 03:16close1230.10102.0200.0000.00012.3912684.18
2472008.06.18 07:48buy1240.10101.9120.0000.000
2482008.06.18 18:41close1240.10102.0170.0000.00012.8812697.06
2492008.06.19 03:04buy1250.10102.0040.0000.000
2502008.06.19 14:30close1250.10102.1100.0000.00013.0112710.07
2512008.06.20 01:25buy1260.10102.5840.0000.000
2522008.06.20 08:21close1260.10102.6900.0000.00013.0012723.07
2532008.06.20 16:36buy1270.10102.6340.0000.000
2542008.06.24 03:15close1270.10102.7390.0000.00015.1112738.18
2552008.06.24 17:00buy1280.10102.9310.0000.000
2562008.06.24 17:47close1280.10103.0400.0000.00013.3712751.55
2572008.06.26 11:18buy1290.10103.5640.0000.000
2582008.06.26 19:46buy1300.10102.5640.0000.000
2592008.06.30 11:16buy1310.10101.5630.0000.000
2602008.07.01 16:26buy1320.10100.5610.0000.000
2612008.07.02 12:14close1320.10102.2690.0000.000210.6812962.23
2622008.07.02 12:14close1310.10102.2690.0000.00088.8513051.08
2632008.07.02 12:14close1300.10102.2690.0000.000-31.7213019.36
2642008.07.02 12:14close1290.10102.2690.0000.000-154.4212864.94
2652008.07.02 18:13buy1330.10102.0870.0000.000
2662008.07.03 11:39close1330.10102.1900.0000.00015.9812880.92
2672008.07.04 03:00buy1340.10102.4740.0000.000
2682008.07.04 05:58close1340.10102.5800.0000.00013.0112893.93
2692008.07.04 14:02buy1350.10102.7200.0000.000
2702008.07.04 16:22close1350.10102.8200.0000.00012.2712906.20
2712008.07.07 03:09buy1360.10102.8440.0000.000
2722008.07.07 05:45close1360.10102.9460.0000.00012.5112918.71
2732008.07.07 12:47buy1370.10102.9940.0000.000
2742008.07.08 09:18buy1380.10101.9940.0000.000
2752008.07.09 19:29close1380.10102.6960.0000.00087.2513005.96
2762008.07.09 19:29close1370.10102.6960.0000.000-34.3312971.63
2772008.07.09 22:08buy1390.10102.3140.0000.000
2782008.07.10 04:30close1390.10102.4420.0000.00019.0512990.68
2792008.07.11 04:14buy1400.10102.9140.0000.000
2802008.07.11 08:47close1400.10103.0170.0000.00012.6413003.32
2812008.07.11 14:43buy1410.10102.9640.0000.000
2822008.07.14 01:19close1410.10103.0650.0000.00013.5113016.83
2832008.07.14 18:57buy1420.10103.2340.0000.000
2842008.07.14 19:07close1420.10103.3340.0000.00012.2713029.10
2852008.07.14 21:13buy1430.10103.2120.0000.000
2862008.07.15 09:26close1430.10103.3210.0000.00014.4913043.59
2872008.07.15 12:03buy1440.10103.2140.0000.000
2882008.07.16 06:55buy1450.10102.2130.0000.000
2892008.07.17 10:20close1450.10102.9180.0000.00089.8513133.44
2902008.07.17 10:20close1440.10102.9180.0000.000-31.8413101.60
2912008.07.18 08:00buy1460.10103.3040.0000.000
2922008.07.18 11:41close1460.10103.4400.0000.00016.6813118.28
2932008.07.18 20:11buy1470.10103.6740.0000.000
2942008.07.18 21:02close1470.10103.7800.0000.00013.0113131.29
2952008.07.21 11:02buy1480.10104.0340.0000.000
2962008.07.21 12:20close1480.10104.1360.0000.00012.5213143.81
2972008.07.21 19:00buy1490.10104.1540.0000.000
2982008.07.22 23:54close1490.10104.2560.0000.00013.6413157.44
2992008.07.23 06:01buy1500.10104.1840.0000.000
3002008.07.23 10:17close1500.10104.2960.0000.00013.7413171.18
3012008.07.23 12:55buy1510.10103.9670.0000.000
3022008.07.23 14:04close1510.10104.0670.0000.00012.2713183.45
3032008.07.23 16:59buy1520.10103.8940.0000.000
3042008.07.24 19:16buy1530.10102.8940.0000.000
3052008.07.31 04:30buy1540.10101.8870.0000.000
3062008.08.01 07:50buy1550.10100.8840.0000.000
3072008.08.05 08:39buy1560.1099.8840.0000.000
3082008.08.05 15:26buy1570.1098.8830.0000.000
3092008.08.08 12:31buy1580.1097.8790.0000.000
3102008.08.12 04:20buy1590.1096.8720.0000.000
3112008.09.05 00:21close at stop1590.1087.0400.0000.000-1177.2812006.18
3122008.09.05 00:21close at stop1580.1087.0400.0000.000-1298.5910707.58
3132008.09.05 00:21close at stop1570.1087.0400.0000.000-1416.209291.38
3142008.09.05 00:21close at stop1560.1087.0400.0000.000-1539.017752.37
3152008.09.05 00:21close at stop1550.1087.0400.0000.000-1659.476092.90
3162008.09.05 00:21close at stop1540.1087.0400.0000.000-1781.424311.48
3172008.09.05 00:21close at stop1530.1087.0400.0000.000-1897.152414.33
3182008.09.05 00:21close at stop1520.1087.0400.0000.000-2016.49397.84