Strategy Tester Report
Tomo_ArbMagic_Time_v33
FXDD-MT4 Demo Server 2 (Build 451)

通貨ペアEURUSD (Euro vs. United States Dollar)
期間1分足(M1) 2013.01.02 08:00 - 2013.03.08 22:59 (2013.01.01 - 2013.03.09)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターLots=0.1; StopLoss=300; Magic_no1=13013010; Magic_no2=13013020; Magic_no3=13013030; LOCALTIME_GMT=9; Mail=false;
Bars in test53789Ticks modelled1996995Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-386.85Gross profit2658.42Gross loss-3045.26
Profit factor0.87Expected payoff-3.20
Absolute drawdown3628.35Maximal drawdown4044.10 (38.83%)Relative drawdown38.83% (4044.10)
Total trades121Short positions (won %)57 (80.70%)Long positions (won %)64 (78.13%)
Profit trades (% of total)96 (79.34%)Loss trades (% of total)25 (20.66%)
Largestprofit trade590.42loss trade-1710.18
Averageprofit trade27.69loss trade-121.81
Maximumconsecutive wins (profit in money)16 (98.01)consecutive losses (loss in money)2 (-607.35)
Maximalconsecutive profit (count of wins)1894.48 (4)consecutive loss (count of losses)-1710.18 (1)
Averageconsecutive wins4consecutive 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
12013.01.02 10:53buy10.101.328000.000000.00000
22013.01.02 10:53modify10.101.328001.297830.00000
32013.01.02 10:56buy20.101.327830.000000.00000
42013.01.02 10:56modify20.101.327831.297660.00000
52013.01.02 11:09close20.101.328361.297660.000005.3010005.30
62013.01.02 11:27buy30.101.326210.000000.00000
72013.01.02 11:27modify30.101.326211.296040.00000
82013.01.02 12:23buy40.101.325010.000000.00000
92013.01.02 12:23modify40.101.325011.294840.00000
102013.01.02 14:23close40.101.326941.294840.0000019.3010024.60
112013.01.02 14:23close30.101.326941.296040.000007.3010031.90
122013.01.02 14:23close10.101.326941.297830.00000-10.6010021.30
132013.01.07 21:51buy50.101.311150.000000.00000
142013.01.07 21:51modify50.101.311151.280980.00000
152013.01.07 23:21buy60.101.311350.000000.00000
162013.01.07 23:21modify60.101.311351.281180.00000
172013.01.08 00:04close50.101.311671.280980.000005.0010026.30
182013.01.08 00:04close60.101.311961.281180.000005.9010032.21
192013.01.10 21:22buy70.101.325760.000000.00000
202013.01.10 21:22modify70.101.325761.295590.00000
212013.01.10 21:45buy80.101.325580.000000.00000
222013.01.10 21:45modify80.101.325581.295410.00000
232013.01.10 23:17buy90.101.325380.000000.00000
242013.01.10 23:17modify90.101.325381.295210.00000
252013.01.10 23:26close90.101.325891.295210.000005.1010037.31
262013.01.10 23:34close80.101.326111.295410.000005.3010042.61
272013.01.10 23:38close70.101.326281.295590.000005.2010047.81
282013.01.11 16:49buy100.101.334050.000000.00000
292013.01.11 16:49modify100.101.334051.303880.00000
302013.01.11 17:02buy110.101.333430.000000.00000
312013.01.11 17:02modify110.101.333431.303260.00000
322013.01.11 17:21close110.101.334011.303260.000005.8010053.61
332013.01.11 17:34buy120.101.333360.000000.00000
342013.01.11 17:34modify120.101.333361.303190.00000
352013.01.11 17:38close120.101.333871.303190.000005.1010058.71
362013.01.11 17:49close100.101.334641.303880.000005.9010064.61
372013.01.11 17:57buy130.101.334060.000000.00000
382013.01.11 17:57modify130.101.334061.303890.00000
392013.01.11 18:00close130.101.334571.303890.000005.1010069.71
402013.01.11 18:07buy140.101.334230.000000.00000
412013.01.11 18:07modify140.101.334231.304060.00000
422013.01.11 18:08buy150.101.334000.000000.00000
432013.01.11 18:08modify150.101.334001.303830.00000
442013.01.11 18:15close150.101.334511.303830.000005.1010074.81
452013.01.11 18:15close140.101.334781.304060.000005.5010080.31
462013.01.11 18:28buy160.101.334490.000000.00000
472013.01.11 18:28modify160.101.334491.304320.00000
482013.01.11 18:34close160.101.335001.304320.000005.1010085.41
492013.01.11 19:33buy170.101.335420.000000.00000
502013.01.11 19:33modify170.101.335421.305250.00000
512013.01.11 19:37buy180.101.335240.000000.00000
522013.01.11 19:37modify180.101.335241.305070.00000
532013.01.11 19:49close180.101.335771.305070.000005.3010090.71
542013.01.11 19:56close170.101.335961.305250.000005.4010096.11
552013.01.11 20:03buy190.101.335620.000000.00000
562013.01.11 20:03modify190.101.335621.305450.00000
572013.01.11 20:06buy200.101.335500.000000.00000
582013.01.11 20:06modify200.101.335501.305330.00000
592013.01.11 20:08buy210.101.335380.000000.00000
602013.01.11 20:08modify210.101.335381.305210.00000
612013.01.11 20:33buy220.101.334360.000000.00000
622013.01.11 20:33modify220.101.334361.304190.00000
632013.01.11 21:36buy230.101.334380.000000.00000
642013.01.11 21:36modify230.101.334381.304210.00000
652013.01.11 21:40buy240.101.334250.000000.00000
662013.01.11 21:40modify240.101.334251.304080.00000
672013.01.11 22:08buy250.101.333480.000000.00000
682013.01.11 22:08modify250.101.333481.303310.00000
692013.01.11 22:08buy260.101.333310.000000.00000
702013.01.11 22:08modify260.101.333311.303140.00000
712013.01.11 22:10buy270.101.333210.000000.00000
722013.01.11 22:10modify270.101.333211.303040.00000
732013.01.14 00:00close250.101.335101.303310.0000016.0010112.11
742013.01.14 00:00close220.101.335101.304190.000007.2010119.31
752013.01.14 00:00close190.101.335101.305450.00000-5.4010113.91
762013.01.14 00:00close270.101.335281.303040.0000020.5010134.42
772013.01.14 00:00close240.101.335281.304080.0000010.1010144.52
782013.01.14 00:00close210.101.335281.305210.00000-1.2010143.32
792013.01.14 00:00close260.101.335141.303140.0000018.1010161.42
802013.01.14 00:00close230.101.335141.304210.000007.4010168.83
812013.01.14 00:00close200.101.335141.305330.00000-3.8010165.03
822013.01.14 23:32buy280.101.338100.000000.00000
832013.01.14 23:32modify280.101.338101.307930.00000
842013.01.14 23:34buy290.101.337410.000000.00000
852013.01.14 23:34modify290.101.337411.307240.00000
862013.01.14 23:58close290.101.338281.307240.000008.7010173.73
872013.01.14 23:58close280.101.338281.307930.000001.8010175.53
882013.01.16 11:12sell300.101.326960.000000.00000
892013.01.16 11:12modify300.101.326961.357130.00000
902013.01.16 11:16sell310.101.327780.000000.00000
912013.01.16 11:16modify310.101.327781.357950.00000
922013.01.16 11:35sell320.101.328150.000000.00000
932013.01.16 11:35modify320.101.328151.358320.00000
942013.01.16 11:52close320.101.327121.358320.0000010.3010185.83
952013.01.16 11:52close310.101.327121.357950.000006.6010192.43
962013.01.16 11:52close300.101.327121.357130.00000-1.6010190.83
972013.01.17 13:59buy330.101.336450.000000.00000
982013.01.17 13:59modify330.101.336451.306280.00000
992013.01.17 14:05close330.101.336971.306280.000005.2010196.03
1002013.01.17 14:28buy340.101.336660.000000.00000
1012013.01.17 14:28modify340.101.336661.306490.00000
1022013.01.17 14:48close340.101.337191.306490.000005.3010201.33
1032013.01.17 14:58buy350.101.337060.000000.00000
1042013.01.17 14:58modify350.101.337061.306890.00000
1052013.01.17 15:30close350.101.337561.306890.000005.0010206.33
1062013.01.17 15:30buy360.101.337010.000000.00000
1072013.01.17 15:30modify360.101.337011.306840.00000
1082013.01.17 15:35buy370.101.335660.000000.00000
1092013.01.17 15:35modify370.101.335661.305490.00000
1102013.01.17 15:56buy380.101.334540.000000.00000
1112013.01.17 15:56modify380.101.334541.304370.00000
1122013.01.17 19:54close380.101.336241.304370.0000017.0010223.33
1132013.01.17 19:54close370.101.336241.305490.000005.8010229.13
1142013.01.17 19:54close360.101.336241.306840.00000-7.7010221.43
1152013.02.07 19:15sell390.101.338950.000000.00000
1162013.02.07 19:15modify390.101.338951.369120.00000
1172013.02.07 19:16sell400.101.339330.000000.00000
1182013.02.07 19:16modify400.101.339331.369500.00000
1192013.02.07 20:32sell410.101.339520.000000.00000
1202013.02.07 20:32modify410.101.339521.369690.00000
1212013.02.07 21:39close410.101.339011.369690.000005.1010226.53
1222013.02.07 21:58sell420.101.340410.000000.00000
1232013.02.07 21:58modify420.101.340411.370580.00000
1242013.02.07 22:35sell430.101.339400.000000.00000
1252013.02.07 22:35modify430.101.339401.369570.00000
1262013.02.07 23:55sell440.101.340010.000000.00000
1272013.02.07 23:55modify440.101.340011.370180.00000
1282013.02.08 00:24close440.101.339161.370180.000008.5010235.03
1292013.02.08 00:24close400.101.339161.369500.000001.7010236.73
1302013.02.08 00:24close420.101.339131.370580.0000012.8010249.53
1312013.02.08 00:24close390.101.339131.369120.00000-1.8010247.73
1322013.02.08 00:25close430.101.338881.369570.000005.2010252.93
1332013.02.08 16:05sell450.101.337650.000000.00000
1342013.02.08 16:05modify450.101.337651.367820.00000
1352013.02.08 16:06sell460.101.337890.000000.00000
1362013.02.08 16:06modify460.101.337891.368060.00000
1372013.02.08 16:07sell470.101.338250.000000.00000
1382013.02.08 16:07modify470.101.338251.368420.00000
1392013.02.08 16:20sell480.101.339010.000000.00000
1402013.02.08 16:20modify480.101.339011.369180.00000
1412013.02.08 16:27sell490.101.339110.000000.00000
1422013.02.08 16:27modify490.101.339111.369280.00000
1432013.02.08 16:27sell500.101.339390.000000.00000
1442013.02.08 16:27modify500.101.339391.369560.00000
1452013.02.08 16:33sell510.101.339440.000000.00000
1462013.02.08 16:33modify510.101.339441.369610.00000
1472013.02.08 16:34sell520.101.339540.000000.00000
1482013.02.08 16:34modify520.101.339541.369710.00000
1492013.02.08 16:40sell530.101.339510.000000.00000
1502013.02.08 16:40modify530.101.339511.369680.00000
1512013.02.08 17:09close520.101.338561.369710.000009.8010262.73
1522013.02.08 17:09close500.101.338561.369560.000008.3010271.03
1532013.02.08 17:09close470.101.338561.368420.00000-3.1010267.93
1542013.02.08 17:09close530.101.338251.369680.0000012.6010280.53
1552013.02.08 17:09close490.101.338251.369280.000008.6010289.13
1562013.02.08 17:09close460.101.338251.368060.00000-3.6010285.53
1572013.02.08 17:11close510.101.338161.369610.0000012.8010298.33
1582013.02.08 17:11close480.101.338161.369180.000008.5010306.83
1592013.02.08 17:11close450.101.338161.367820.00000-5.1010301.73
1602013.02.08 17:35sell540.101.338220.000000.00000
1612013.02.08 17:35modify540.101.338221.368390.00000
1622013.02.08 17:36sell550.101.338180.000000.00000
1632013.02.08 17:36modify550.101.338181.368350.00000
1642013.02.08 17:38sell560.101.338860.000000.00000
1652013.02.08 17:38modify560.101.338861.369030.00000
1662013.02.08 17:39sell570.101.338870.000000.00000
1672013.02.08 17:39modify570.101.338871.369040.00000
1682013.02.08 17:59close570.101.337921.369040.000009.5010311.23
1692013.02.08 17:59close540.101.337921.368390.000003.0010314.23
1702013.02.08 17:59close560.101.337851.369030.0000010.1010324.33
1712013.02.08 17:59close550.101.337851.368350.000003.3010327.63
1722013.02.08 18:20sell580.101.338200.000000.00000
1732013.02.08 18:20modify580.101.338201.368370.00000
1742013.02.08 18:28close580.101.337681.368370.000005.2010332.83
1752013.02.12 19:48buy590.101.345850.000000.00000
1762013.02.12 19:48modify590.101.345851.315680.00000
1772013.02.12 20:04buy600.101.345780.000000.00000
1782013.02.12 20:04modify600.101.345781.315610.00000
1792013.02.12 20:09close600.101.346291.315610.000005.1010337.93
1802013.02.12 20:57buy610.101.345990.000000.00000
1812013.02.12 20:57modify610.101.345991.315820.00000
1822013.02.12 20:57buy620.101.345840.000000.00000
1832013.02.12 20:57modify620.101.345841.315670.00000
1842013.02.12 21:00buy630.101.345330.000000.00000
1852013.02.12 21:00modify630.101.345331.315160.00000
1862013.02.12 21:11buy640.101.345230.000000.00000
1872013.02.12 21:11modify640.101.345231.315060.00000
1882013.02.12 21:12buy650.101.345160.000000.00000
1892013.02.12 21:12modify650.101.345161.314990.00000
1902013.02.12 21:55buy660.101.344690.000000.00000
1912013.02.12 21:55modify660.101.344691.314520.00000
1922013.02.12 21:55buy670.101.344330.000000.00000
1932013.02.12 21:55modify670.101.344331.314160.00000
1942013.02.12 21:56buy680.101.344140.000000.00000
1952013.02.12 21:56modify680.101.344141.313970.00000
1962013.02.13 00:08close680.101.345621.313970.0000014.6010352.53
1972013.02.13 00:08close640.101.345621.315060.000003.7010356.23
1982013.02.13 00:08close610.101.345621.315820.00000-3.9010352.34
1992013.02.13 00:22close670.101.345631.314160.0000012.8010365.14
2002013.02.13 00:22close650.101.345631.314990.000004.5010369.64
2012013.02.13 00:22close620.101.345631.315670.00000-2.3010367.34
2022013.02.13 09:00buy690.101.344360.000000.00000
2032013.02.13 09:00modify690.101.344361.314190.00000
2042013.02.13 09:43close690.101.345591.314190.0000012.3010379.64
2052013.02.13 09:43close660.101.345591.314520.000008.8010388.45
2062013.02.13 09:43close630.101.345591.315160.000002.4010390.85
2072013.02.13 09:43close590.101.345591.315680.00000-2.8010388.05
2082013.02.13 14:47buy700.101.349610.000000.00000
2092013.02.13 14:47modify700.101.349611.319440.00000
2102013.02.13 14:47buy710.101.348360.000000.00000
2112013.02.13 14:47modify710.101.348361.318190.00000
2122013.02.13 14:48buy720.101.348200.000000.00000
2132013.02.13 14:48modify720.101.348201.318030.00000
2142013.02.13 14:49close710.101.349001.318190.000006.4010394.45
2152013.02.13 14:49buy730.101.349160.000000.00000
2162013.02.13 14:49modify730.101.349161.318990.00000
2172013.02.13 14:49close720.101.349451.318030.0000012.5010406.95
2182013.02.13 14:49close700.101.349451.319440.00000-1.6010405.35
2192013.02.13 14:49buy740.101.349360.000000.00000
2202013.02.13 14:49modify740.101.349361.319190.00000
2212013.02.13 14:50close730.101.349721.318990.000005.6010410.95
2222013.02.13 15:06buy750.101.348380.000000.00000
2232013.02.13 15:06modify750.101.348381.318210.00000
2242013.02.13 15:20buy760.101.347600.000000.00000
2252013.02.13 15:20modify760.101.347601.317430.00000
2262013.02.13 17:23buy770.101.346420.000000.00000
2272013.02.13 17:23modify770.101.346421.316250.00000
2282013.02.13 17:32buy780.801.344990.000000.00000
2292013.02.13 17:32modify780.801.344991.314820.00000
2302013.02.15 14:50sell790.101.331620.000000.00000
2312013.02.15 14:50modify790.101.331621.361790.00000
2322013.02.15 15:04close790.101.331071.361790.000005.5010416.45
2332013.02.15 15:08sell800.101.332010.000000.00000
2342013.02.15 15:08modify800.101.332011.362180.00000
2352013.02.15 15:08sell810.101.333580.000000.00000
2362013.02.15 15:08modify810.101.333581.363750.00000
2372013.02.15 15:09sell820.101.334970.000000.00000
2382013.02.15 15:09modify820.101.334971.365140.00000
2392013.02.15 15:10sell830.101.334570.000000.00000
2402013.02.15 15:10modify830.101.334571.364740.00000
2412013.02.15 15:12close830.101.333281.364740.0000012.9010429.35
2422013.02.15 15:12close820.101.333281.365140.0000016.9010446.25
2432013.02.15 15:12close810.101.333281.363750.000003.0010449.25
2442013.02.15 15:12close800.101.333281.362180.00000-12.7010436.55
2452013.02.20 09:20buy840.101.342490.000000.00000
2462013.02.20 09:20modify840.101.342491.312320.00000
2472013.02.20 09:51buy850.101.341980.000000.00000
2482013.02.20 09:51modify850.101.341981.311810.00000
2492013.02.20 09:52buy860.101.341450.000000.00000
2502013.02.20 09:52modify860.101.341451.311280.00000
2512013.02.20 11:32close860.101.342621.311280.0000011.7010448.25
2522013.02.20 11:32close850.101.342621.311810.000006.4010454.65
2532013.02.20 11:32close840.101.342621.312320.000001.3010455.95
2542013.02.21 11:01s/l740.101.319191.319190.00000-303.6710152.28
2552013.02.21 11:01buy870.801.319360.000000.00000
2562013.02.21 11:01modify870.801.319361.289190.00000
2572013.02.21 11:35s/l750.101.318211.318210.00000-303.679848.60
2582013.02.21 11:35buy880.801.318370.000000.00000
2592013.02.21 11:35modify880.801.318371.288200.00000
2602013.02.21 11:54sell890.101.319900.000000.00000
2612013.02.21 11:54modify890.101.319901.350070.00000
2622013.02.21 12:05close890.101.319341.350070.000005.609854.20
2632013.02.21 12:42s/l760.101.317431.317430.00000-303.679550.53
2642013.02.21 12:42buy900.801.317400.000000.00000
2652013.02.21 12:42modify900.801.317401.287230.00000
2662013.02.21 12:57sell910.101.318360.000000.00000
2672013.02.21 12:57modify910.101.318361.348530.00000
2682013.02.21 13:20close910.101.317821.348530.000005.409555.93
2692013.02.21 13:29sell920.101.318020.000000.00000
2702013.02.21 13:29modify920.101.318021.348190.00000
2712013.02.21 14:06close920.101.317511.348190.000005.109561.03
2722013.02.21 14:14sell930.101.317800.000000.00000
2732013.02.21 14:14modify930.101.317801.347970.00000
2742013.02.21 14:14close930.101.317041.347970.000007.609568.63
2752013.02.21 14:20sell940.101.317650.000000.00000
2762013.02.21 14:20modify940.101.317651.347820.00000
2772013.02.21 14:26sell950.101.318130.000000.00000
2782013.02.21 14:26modify950.101.318131.348300.00000
2792013.02.21 14:47sell960.101.319190.000000.00000
2802013.02.21 14:47modify960.101.319191.349360.00000
2812013.02.21 15:03sell970.101.319570.000000.00000
2822013.02.21 15:03modify970.101.319571.349740.00000
2832013.02.21 16:09sell980.101.320230.000000.00000
2842013.02.21 16:09modify980.101.320231.350400.00000
2852013.02.21 16:22sell990.101.320570.000000.00000
2862013.02.21 16:22modify990.101.320571.350740.00000
2872013.02.21 20:07close990.101.318921.350740.0000016.509585.13
2882013.02.21 20:07close970.101.318921.349740.000006.509591.63
2892013.02.21 20:07close950.101.318921.348300.00000-7.909583.73
2902013.02.21 20:17close980.101.318511.350400.0000017.209600.93
2912013.02.21 20:17close960.101.318511.349360.000006.809607.73
2922013.02.21 20:17close940.101.318511.347820.00000-8.609599.13
2932013.02.21 21:47s/l770.101.316251.316250.00000-303.679295.45
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3032013.02.22 17:21sell1020.101.316680.000000.00000
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