Strategy Tester Report
FRONTIER
FXDD-MT4 Demo Server 2 (Build 438)

通貨ペアUSDJPY (United States Dollar vs. Japanese Yen)
期間1分足(M1) 2012.01.02 08:55 - 2012.10.16 23:59 (2012.01.01 - 2012.10.17)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターLots=0.01; MagicNumber=0;
Bars in test214462Ticks modelled5925209Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2270.85Gross profit3238.15Gross loss-967.30
Profit factor3.35Expected payoff29.11
Absolute drawdown3994.39Maximal drawdown4065.41 (40.37%)Relative drawdown40.37% (4065.41)
Total trades78Short positions (won %)43 (69.77%)Long positions (won %)35 (74.29%)
Profit trades (% of total)56 (71.79%)Loss trades (% of total)22 (28.21%)
Largestprofit trade2057.48loss trade-226.04
Averageprofit trade57.82loss trade-43.97
Maximumconsecutive wins (profit in money)20 (104.14)consecutive losses (loss in money)6 (-792.20)
Maximalconsecutive profit (count of wins)2323.18 (5)consecutive loss (count of losses)-792.20 (6)
Averageconsecutive wins5consecutive 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
12012.01.02 09:01sell10.0176.9130.0000.000
22012.01.02 09:01modify10.0176.9130.00076.533
32012.01.24 14:54sell20.0277.5150.0000.000
42012.01.24 14:54modify20.0277.5150.00076.934
52012.01.24 14:54modify10.0176.9130.00076.934
62012.01.25 11:57sell30.0478.1080.0000.000
72012.01.25 11:57modify30.0478.1080.00077.388
82012.01.25 11:57modify20.0277.5150.00077.388
92012.01.25 11:57modify10.0176.9130.00077.388
102012.01.26 17:03t/p10.0177.3880.00077.388-6.709993.30
112012.01.26 17:03t/p20.0277.3880.00077.3883.119996.40
122012.01.26 17:03t/p30.0477.3880.00077.38836.9610033.36
132012.01.26 17:05buy40.0177.4340.0000.000
142012.01.26 17:05modify40.0177.4340.00077.814
152012.01.27 15:32buy50.0276.8370.0000.000
162012.01.27 15:32modify50.0276.8370.00077.416
172012.01.27 15:32modify40.0177.4340.00077.416
182012.01.30 19:07buy60.0476.2490.0000.000
192012.01.30 19:07modify60.0476.2490.00076.966
202012.01.30 19:07modify50.0276.8370.00076.966
212012.01.30 19:07modify40.0177.4340.00076.966
222012.02.08 03:01t/p40.0176.9660.00076.966-6.0810027.28
232012.02.08 03:01t/p50.0276.9660.00076.9663.3510030.63
242012.02.08 03:01t/p60.0476.9660.00076.96637.2610067.89
252012.02.08 03:04sell70.0176.9660.0000.000
262012.02.08 03:04modify70.0176.9660.00076.586
272012.02.09 19:55sell80.0277.5560.0000.000
282012.02.09 19:55modify80.0277.5560.00076.979
292012.02.09 19:55modify70.0176.9660.00076.979
302012.02.14 11:39sell90.0478.1440.0000.000
312012.02.14 11:39modify90.0478.1440.00077.428
322012.02.14 11:39modify80.0277.5560.00077.428
332012.02.14 11:39modify70.0176.9660.00077.428
342012.02.16 10:25sell100.0978.7300.0000.000
352012.02.16 10:25modify100.0978.7300.00077.947
362012.02.16 10:25modify90.0478.1440.00077.947
372012.02.16 10:25modify80.0277.5560.00077.947
382012.02.16 10:25modify70.0176.9660.00077.947
392012.02.17 15:14sell110.1979.3240.0000.000
402012.02.17 15:14modify110.1979.3240.00078.488
412012.02.17 15:14modify100.0978.7300.00078.488
422012.02.17 15:14modify90.0478.1440.00078.488
432012.02.17 15:14modify80.0277.5560.00078.488
442012.02.17 15:14modify70.0176.9660.00078.488
452012.02.22 06:03sell120.3979.9120.0000.000
462012.02.22 06:03modify120.3979.9120.00079.038
472012.02.22 06:03modify110.1979.3240.00079.038
482012.02.22 06:03modify100.0978.7300.00079.038
492012.02.22 06:03modify90.0478.1440.00079.038
502012.02.22 06:03modify80.0277.5560.00079.038
512012.02.22 06:03modify70.0176.9660.00079.038
522012.02.24 08:57sell130.8180.5160.0000.000
532012.02.24 08:57modify130.8180.5160.00079.612
542012.02.24 08:57modify120.3979.9120.00079.612
552012.02.24 08:57modify110.1979.3240.00079.612
562012.02.24 08:57modify100.0978.7300.00079.612
572012.02.24 08:57modify90.0478.1440.00079.612
582012.02.24 08:57modify80.0277.5560.00079.612
592012.02.24 08:57modify70.0176.9660.00079.612
602012.02.27 00:00sell141.6881.2480.0000.000
612012.02.27 00:00modify141.6881.2480.00080.265
622012.02.27 00:00modify130.8180.5160.00080.265
632012.02.27 00:00modify120.3979.9120.00080.265
642012.02.27 00:00modify110.1979.3240.00080.265
652012.02.27 00:00modify100.0978.7300.00080.265
662012.02.27 00:00modify90.0478.1440.00080.265
672012.02.27 00:00modify80.0277.5560.00080.265
682012.02.27 00:00modify70.0176.9660.00080.265
692012.02.27 16:15t/p70.0180.2650.00080.265-41.5110026.38
702012.02.27 16:15t/p80.0280.2650.00080.265-68.199958.19
712012.02.27 16:15t/p90.0480.2650.00080.265-106.839851.36
722012.02.27 16:15t/p100.0980.2650.00080.265-173.889677.49
732012.02.27 16:15t/p110.1980.2650.00080.265-226.049451.44
742012.02.27 16:15t/p120.3980.2650.00080.265-175.759275.70
752012.02.27 16:15t/p130.8180.2650.00080.265251.549527.24
762012.02.27 16:15t/p141.6880.2650.00080.2652057.4811584.72
772012.02.27 16:18buy150.0180.2270.0000.000
782012.02.27 16:18modify150.0180.2270.00080.607
792012.02.27 23:47t/p150.0180.6070.00080.6074.7211589.44
802012.02.27 23:49sell160.0180.5940.0000.000
812012.02.27 23:49modify160.0180.5940.00080.214
822012.02.28 03:19t/p160.0180.2140.00080.2144.7211594.16
832012.02.28 03:21buy170.0180.1910.0000.000
842012.02.28 03:21modify170.0180.1910.00080.571
852012.02.28 08:10t/p170.0180.5710.00080.5714.7211598.88
862012.02.28 08:12sell180.0180.5370.0000.000
872012.02.28 08:12modify180.0180.5370.00080.157
882012.02.29 18:43sell190.0281.1310.0000.000
892012.02.29 18:43modify190.0281.1310.00080.553
902012.02.29 18:43modify180.0180.5370.00080.553
912012.03.02 21:51sell200.0481.7190.0000.000
922012.03.02 21:51modify200.0481.7190.00081.002
932012.03.02 21:51modify190.0281.1310.00081.002
942012.03.02 21:51modify180.0180.5370.00081.002
952012.03.06 11:40t/p180.0181.0020.00081.002-5.8911592.99
962012.03.06 11:40t/p190.0281.0020.00081.0022.9311595.92
972012.03.06 11:40t/p200.0481.0020.00081.00235.2411631.16
982012.03.06 11:42buy210.0180.9990.0000.000
992012.03.06 11:42modify210.0180.9990.00081.379
1002012.03.08 08:16t/p210.0181.3790.00081.3794.6711635.83
1012012.03.08 08:18sell220.0181.3780.0000.000
1022012.03.08 08:18modify220.0181.3780.00080.998
1032012.03.09 15:31sell230.0282.0360.0000.000
1042012.03.09 15:31modify230.0282.0360.00081.437
1052012.03.09 15:31modify220.0181.3780.00081.437
1062012.03.09 18:59sell240.0482.6270.0000.000
1072012.03.09 18:59modify240.0482.6270.00081.900
1082012.03.09 18:59modify230.0282.0360.00081.900
1092012.03.09 18:59modify220.0181.3780.00081.900
1102012.03.14 08:13sell250.0983.2170.0000.000
1112012.03.14 08:13modify250.0983.2170.00082.427
1122012.03.14 08:13modify240.0482.6270.00082.427
1132012.03.14 08:13modify230.0282.0360.00082.427
1142012.03.14 08:13modify220.0181.3780.00082.427
1152012.03.14 19:13sell260.1983.8020.0000.000
1162012.03.14 19:13modify260.1983.8020.00082.967
1172012.03.14 19:13modify250.0983.2170.00082.967
1182012.03.14 19:13modify240.0482.6270.00082.967
1192012.03.14 19:13modify230.0282.0360.00082.967
1202012.03.14 19:13modify220.0181.3780.00082.967
1212012.03.22 11:39t/p220.0182.9670.00082.967-19.4611616.36
1222012.03.22 11:39t/p230.0282.9670.00082.967-23.0011593.36
1232012.03.22 11:39t/p240.0482.9670.00082.967-17.5211575.84
1242012.03.22 11:39t/p250.0982.9670.00082.96725.1711601.01
1252012.03.22 11:39t/p260.1982.9670.00082.967187.1011788.12
1262012.03.22 11:40sell270.0182.9270.0000.000
1272012.03.22 11:40modify270.0182.9270.00082.547
1282012.03.22 18:59t/p270.0182.5470.00082.5474.6011792.72
1292012.03.22 19:02buy280.0182.5400.0000.000
1302012.03.22 19:02modify280.0182.5400.00082.920
1312012.03.23 05:37t/p280.0182.9200.00082.9204.5811797.30
1322012.03.23 05:39sell290.0182.9150.0000.000
1332012.03.23 05:39modify290.0182.9150.00082.535
1342012.03.23 14:31t/p290.0182.5350.00082.5354.6111801.91
1352012.03.23 14:33buy300.0182.5330.0000.000
1362012.03.23 14:33modify300.0182.5330.00082.913
1372012.03.26 14:06t/p300.0182.9130.00082.9134.5811806.49
1382012.03.26 14:08sell310.0182.8760.0000.000
1392012.03.26 14:08modify310.0182.8760.00082.496
1402012.03.29 09:20t/p310.0182.4960.00082.4964.5011810.99
1412012.03.29 09:21sell320.0182.4900.0000.000
1422012.03.29 09:21modify320.0182.4900.00082.110
1432012.03.29 16:12t/p320.0182.1100.00082.1104.6311815.62
1442012.03.29 16:13sell330.0182.0370.0000.000
1452012.03.29 16:13modify330.0182.0370.00081.657
1462012.03.30 19:58sell340.0282.6270.0000.000
1472012.03.30 19:58modify340.0282.6270.00082.050
1482012.03.30 19:58modify330.0182.0370.00082.050
1492012.04.02 03:57sell350.0483.2150.0000.000
1502012.04.02 03:57modify350.0483.2150.00082.499
1512012.04.02 03:57modify340.0282.6270.00082.499
1522012.04.02 03:57modify330.0182.0370.00082.499
1532012.04.02 14:49t/p330.0182.4990.00082.499-5.6411809.97
1542012.04.02 14:49t/p340.0282.4990.00082.4993.0711813.04
1552012.04.02 14:49t/p350.0482.4990.00082.49934.7111847.75
1562012.04.02 14:50sell360.0182.4580.0000.000
1572012.04.02 14:50modify360.0182.4580.00082.078
1582012.04.02 17:38t/p360.0182.0780.00082.0784.6311852.38
1592012.04.02 17:41buy370.0182.1490.0000.000
1602012.04.02 17:41modify370.0182.1490.00082.529
1612012.04.03 21:08t/p370.0182.5290.00082.5294.6011856.98
1622012.04.03 21:08buy380.0182.5530.0000.000
1632012.04.03 21:08modify380.0182.5530.00082.933
1642012.04.03 21:31t/p380.0182.9330.00082.9334.5811861.56
1652012.04.03 21:32buy390.0182.9740.0000.000
1662012.04.03 21:32modify390.0182.9740.00083.354
1672012.04.04 12:23buy400.0282.3680.0000.000
1682012.04.04 12:23modify400.0282.3680.00082.950
1692012.04.04 12:23modify390.0182.9740.00082.950
1702012.04.06 15:32buy410.0481.7320.0000.000
1712012.04.06 15:32modify410.0481.7320.00082.471
1722012.04.06 15:32modify400.0282.3680.00082.471
1732012.04.06 15:32modify390.0182.9740.00082.471
1742012.04.10 10:32buy420.0981.1130.0000.000
1752012.04.10 10:32modify420.0981.1130.00081.921
1762012.04.10 10:32modify410.0481.7320.00081.921
1772012.04.10 10:32modify400.0282.3680.00081.921
1782012.04.10 10:32modify390.0182.9740.00081.921
1792012.04.16 09:31buy430.1980.5220.0000.000
1802012.04.16 09:31modify430.1980.5220.00081.368
1812012.04.16 09:31modify420.0981.1130.00081.368
1822012.04.16 09:31modify410.0481.7320.00081.368
1832012.04.16 09:31modify400.0282.3680.00081.368
1842012.04.16 09:31modify390.0182.9740.00081.368
1852012.04.18 05:35t/p390.0181.3680.00081.368-19.7411841.82
1862012.04.18 05:35t/p400.0281.3680.00081.368-24.5811817.24
1872012.04.18 05:35t/p410.0481.3680.00081.368-17.8911799.35
1882012.04.18 05:35t/p420.0981.3680.00081.36828.2111827.56
1892012.04.18 05:35t/p430.1981.3680.00081.368197.5512025.11
1902012.04.18 05:36buy440.0181.3770.0000.000
1912012.04.18 05:36modify440.0181.3770.00081.757
1922012.04.20 13:06t/p440.0181.7570.00081.7574.6512029.76
1932012.04.20 13:08sell450.0181.7440.0000.000
1942012.04.20 13:08modify450.0181.7440.00081.364
1952012.04.23 04:33t/p450.0181.3640.00081.3644.6512034.41
1962012.04.23 04:38buy460.0181.3600.0000.000
1972012.04.23 04:38modify460.0181.3600.00081.740
1982012.04.26 15:46buy470.0280.7420.0000.000
1992012.04.26 15:46modify470.0280.7420.00081.328
2002012.04.26 15:46modify460.0181.3600.00081.328
2012012.04.27 06:54t/p460.0181.3280.00081.328-0.3912034.02
2022012.04.27 06:54t/p470.0281.3280.00081.32814.4212048.44
2032012.04.27 06:55buy480.0181.3910.0000.000
2042012.04.27 06:55modify480.0181.3910.00081.771
2052012.04.27 08:11buy490.0280.8030.0000.000
2062012.04.27 08:11modify490.0280.8030.00081.379
2072012.04.27 08:11modify480.0181.3910.00081.379
2082012.04.30 05:04buy500.0480.2170.0000.000
2092012.04.30 05:04modify500.0480.2170.00080.932
2102012.04.30 05:04modify490.0280.8030.00080.932
2112012.04.30 05:04modify480.0181.3910.00080.932
2122012.05.09 13:46buy510.0979.6320.0000.000
2132012.05.09 13:46modify510.0979.6320.00080.415
2142012.05.09 13:46modify500.0480.2170.00080.415
2152012.05.09 13:46modify490.0280.8030.00080.415
2162012.05.09 13:46modify480.0181.3910.00080.415
2172012.05.16 04:52t/p480.0180.4150.00080.415-12.1412036.30
2182012.05.16 04:52t/p490.0280.4150.00080.415-9.6512026.65
2192012.05.16 04:52t/p500.0480.4150.00080.4159.8512036.50
2202012.05.16 04:52t/p510.0980.4150.00080.41587.6312124.13
2212012.05.16 04:55sell520.0180.4290.0000.000
2222012.05.16 04:55modify520.0180.4290.00080.049
2232012.05.17 17:00t/p520.0180.0490.00080.0494.6712128.80
2242012.05.17 17:02buy530.0179.9960.0000.000
2252012.05.17 17:02modify530.0179.9960.00080.376
2262012.05.17 18:38buy540.0279.3870.0000.000
2272012.05.17 18:38modify540.0279.3870.00079.970
2282012.05.17 18:38modify530.0179.9960.00079.970
2292012.06.15 12:55buy550.0478.7880.0000.000
2302012.06.15 12:55modify550.0478.7880.00079.512
2312012.06.15 12:55modify540.0279.3870.00079.512
2322012.06.15 12:55modify530.0179.9960.00079.512
2332012.06.20 18:52t/p530.0179.5120.00079.512-6.0812122.72
2342012.06.20 18:52t/p540.0279.5120.00079.5123.1412125.86
2352012.06.20 18:52t/p550.0479.5120.00079.51236.4212162.28
2362012.06.20 18:53buy560.0179.5730.0000.000
2372012.06.20 18:53modify560.0179.5730.00079.953
2382012.06.21 14:19t/p560.0179.9530.00079.9534.7512167.03
2392012.06.21 14:21sell570.0179.9410.0000.000
2402012.06.21 14:21modify570.0179.9410.00079.561
2412012.06.22 18:07sell580.0280.5240.0000.000
2422012.06.22 18:07modify580.0280.5240.00079.950
2432012.06.22 18:07modify570.0179.9410.00079.950
2442012.06.25 12:11t/p570.0179.9500.00079.950-0.1512166.88
2452012.06.25 12:11t/p580.0279.9500.00079.95014.3212181.20
2462012.06.25 12:12sell590.0179.9060.0000.000
2472012.06.25 12:12modify590.0179.9060.00079.526
2482012.06.25 18:16t/p590.0179.5260.00079.5264.7812185.98
2492012.06.25 18:19buy600.0179.5120.0000.000
2502012.06.25 18:19modify600.0179.5120.00079.892
2512012.06.29 18:19t/p600.0179.8920.00079.8924.7612190.74
2522012.06.29 18:23sell610.0179.9010.0000.000
2532012.06.29 18:23modify610.0179.9010.00079.521
2542012.07.02 08:53t/p610.0179.5210.00079.5214.7612195.50
2552012.07.02 08:54buy620.0179.5640.0000.000
2562012.07.02 08:54modify620.0179.5640.00079.944
2572012.07.05 02:55t/p620.0179.9440.00079.9444.7512200.25
2582012.07.05 02:57sell630.0179.9400.0000.000
2592012.07.05 02:57modify630.0179.9400.00079.560
2602012.07.06 15:57t/p630.0179.5600.00079.5604.7612205.00
2612012.07.06 15:57sell640.0179.5360.0000.000
2622012.07.06 15:57modify640.0179.5360.00079.156
2632012.07.11 15:28t/p640.0179.1560.00079.1564.7312209.74
2642012.07.11 15:30buy650.0179.1860.0000.000
2652012.07.11 15:30modify650.0179.1860.00079.566
2662012.07.11 17:19t/p650.0179.5660.00079.5664.7812214.52
2672012.07.11 17:23sell660.0179.5380.0000.000
2682012.07.11 17:23modify660.0179.5380.00079.158
2692012.07.13 16:51t/p660.0179.1580.00079.1584.7112219.23
2702012.07.13 16:52sell670.0179.1270.0000.000
2712012.07.13 16:52modify670.0179.1270.00078.747
2722012.07.16 16:29t/p670.0178.7470.00078.7474.8112224.04
2732012.07.16 16:31buy680.0178.7810.0000.000
2742012.07.16 16:31modify680.0178.7810.00079.161
2752012.07.17 15:32t/p680.0179.1610.00079.1614.8012228.84
2762012.07.17 15:34sell690.0179.1460.0000.000
2772012.07.17 15:34modify690.0179.1460.00078.766
2782012.07.19 03:47t/p690.0178.7660.00078.7664.7412233.58
2792012.07.19 03:48sell700.0178.7360.0000.000
2802012.07.19 03:48modify700.0178.7360.00078.356
2812012.07.23 04:07t/p700.0178.3560.00078.3564.8112238.39
2822012.07.23 04:09buy710.0178.3660.0000.000
2832012.07.23 04:09modify710.0178.3660.00078.746
2842012.08.03 16:07t/p710.0178.7460.00078.7464.8312243.22
2852012.08.03 16:11sell720.0178.7460.0000.000
2862012.08.03 16:11modify720.0178.7460.00078.366
2872012.08.06 05:25t/p720.0178.3660.00078.3664.8312248.05
2882012.08.06 05:27buy730.0178.3710.0000.000
2892012.08.06 05:27modify730.0178.3710.00078.751
2902012.08.09 17:19t/p730.0178.7510.00078.7514.8312252.88
2912012.08.09 17:22sell740.0178.7570.0000.000
2922012.08.09 17:22modify740.0178.7570.00078.377
2932012.08.10 15:00t/p740.0178.3770.00078.3774.8312257.71
2942012.08.10 15:02buy750.0178.3810.0000.000
2952012.08.10 15:02modify750.0178.3810.00078.761
2962012.08.14 15:31t/p750.0178.7610.00078.7614.8312262.54
2972012.08.14 15:33sell760.0178.7860.0000.000
2982012.08.14 15:33modify760.0178.7860.00078.406
2992012.10.08 12:14t/p760.0178.4060.00078.4063.6712266.21
3002012.10.08 12:14buy770.0178.1990.0000.000
3012012.10.08 12:14modify770.0178.1990.00078.579
3022012.10.16 23:23t/p770.0178.5790.00078.5794.8212271.03
3032012.10.16 23:24buy780.0178.8900.0000.000
3042012.10.16 23:24modify780.0178.8900.00079.270
3052012.10.16 23:59close at stop780.0178.8760.00079.270-0.1812270.85