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=0; Magic_no3=0; LOCALTIME_GMT=9; Mail=false;
Bars in test53789Ticks modelled1996995Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit284.82Gross profit352.71Gross loss-67.89
Profit factor5.19Expected payoff5.58
Absolute drawdown99.20Maximal drawdown236.50 (2.31%)Relative drawdown2.31% (236.50)
Total trades51Short positions (won %)28 (75.00%)Long positions (won %)23 (86.96%)
Profit trades (% of total)41 (80.39%)Loss trades (% of total)10 (19.61%)
Largestprofit trade40.90loss trade-16.20
Averageprofit trade8.60loss trade-6.79
Maximumconsecutive wins (profit in money)9 (67.10)consecutive losses (loss in money)2 (-19.30)
Maximalconsecutive profit (count of wins)67.10 (9)consecutive loss (count of losses)-19.30 (2)
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 11:27buy20.101.326210.000000.00000
42013.01.02 11:27modify20.101.326211.296040.00000
52013.01.02 12:23buy30.101.325010.000000.00000
62013.01.02 12:23modify30.101.325011.294840.00000
72013.01.02 14:23close30.101.326941.294840.0000019.3010019.30
82013.01.02 14:23close20.101.326941.296040.000007.3010026.60
92013.01.02 14:23close10.101.326941.297830.00000-10.6010016.00
102013.01.07 21:51buy40.101.311150.000000.00000
112013.01.07 21:51modify40.101.311151.280980.00000
122013.01.08 00:04close40.101.311671.280980.000005.0010021.00
132013.01.10 21:22buy50.101.325760.000000.00000
142013.01.10 21:22modify50.101.325761.295590.00000
152013.01.10 23:38close50.101.326281.295590.000005.2010026.20
162013.01.11 16:49buy60.101.334050.000000.00000
172013.01.11 16:49modify60.101.334051.303880.00000
182013.01.11 17:49close60.101.334641.303880.000005.9010032.10
192013.01.11 17:57buy70.101.334060.000000.00000
202013.01.11 17:57modify70.101.334061.303890.00000
212013.01.11 18:00close70.101.334571.303890.000005.1010037.20
222013.01.11 18:07buy80.101.334230.000000.00000
232013.01.11 18:07modify80.101.334231.304060.00000
242013.01.11 18:15close80.101.334781.304060.000005.5010042.70
252013.01.11 18:28buy90.101.334490.000000.00000
262013.01.11 18:28modify90.101.334491.304320.00000
272013.01.11 18:34close90.101.335001.304320.000005.1010047.80
282013.01.11 19:33buy100.101.335420.000000.00000
292013.01.11 19:33modify100.101.335421.305250.00000
302013.01.11 19:56close100.101.335961.305250.000005.4010053.20
312013.01.11 20:03buy110.101.335620.000000.00000
322013.01.11 20:03modify110.101.335621.305450.00000
332013.01.11 20:33buy120.101.334360.000000.00000
342013.01.11 20:33modify120.101.334361.304190.00000
352013.01.11 22:08buy130.101.333480.000000.00000
362013.01.11 22:08modify130.101.333481.303310.00000
372013.01.14 00:00close130.101.335101.303310.0000016.0010069.21
382013.01.14 00:00close120.101.335101.304190.000007.2010076.41
392013.01.14 00:00close110.101.335101.305450.00000-5.4010071.01
402013.01.16 11:12sell140.101.326960.000000.00000
412013.01.16 11:12modify140.101.326961.357130.00000
422013.01.16 11:16sell150.101.327780.000000.00000
432013.01.16 11:16modify150.101.327781.357950.00000
442013.01.16 11:35sell160.101.328150.000000.00000
452013.01.16 11:35modify160.101.328151.358320.00000
462013.01.16 11:52close160.101.327121.358320.0000010.3010081.31
472013.01.16 11:52close150.101.327121.357950.000006.6010087.91
482013.01.16 11:52close140.101.327121.357130.00000-1.6010086.31
492013.01.17 13:59buy170.101.336450.000000.00000
502013.01.17 13:59modify170.101.336451.306280.00000
512013.01.17 14:05close170.101.336971.306280.000005.2010091.51
522013.01.17 14:58buy180.101.337060.000000.00000
532013.01.17 14:58modify180.101.337061.306890.00000
542013.01.17 15:30close180.101.337561.306890.000005.0010096.51
552013.02.07 19:15sell190.101.338950.000000.00000
562013.02.07 19:15modify190.101.338951.369120.00000
572013.02.07 21:58sell200.101.340410.000000.00000
582013.02.07 21:58modify200.101.340411.370580.00000
592013.02.08 00:24close200.101.339131.370580.0000012.8010109.31
602013.02.08 00:24close190.101.339131.369120.00000-1.8010107.51
612013.02.08 16:05sell210.101.337650.000000.00000
622013.02.08 16:05modify210.101.337651.367820.00000
632013.02.08 16:20sell220.101.339010.000000.00000
642013.02.08 16:20modify220.101.339011.369180.00000
652013.02.08 16:27sell230.101.339460.000000.00000
662013.02.08 16:27modify230.101.339461.369630.00000
672013.02.08 17:11close230.101.338161.369630.0000013.0010120.51
682013.02.08 17:11close220.101.338161.369180.000008.5010129.01
692013.02.08 17:11close210.101.338161.367820.00000-5.1010123.91
702013.02.12 19:48buy240.101.345850.000000.00000
712013.02.12 19:48modify240.101.345851.315680.00000
722013.02.12 21:00buy250.101.345330.000000.00000
732013.02.12 21:00modify250.101.345331.315160.00000
742013.02.12 21:55buy260.101.344690.000000.00000
752013.02.12 21:55modify260.101.344691.314520.00000
762013.02.13 09:00buy270.101.344360.000000.00000
772013.02.13 09:00modify270.101.344361.314190.00000
782013.02.13 09:43close270.101.345591.314190.0000012.3010136.21
792013.02.13 09:43close260.101.345591.314520.000008.8010145.01
802013.02.13 09:43close250.101.345591.315160.000002.4010147.42
812013.02.13 09:43close240.101.345591.315680.00000-2.8010144.62
822013.02.15 14:50sell280.101.331620.000000.00000
832013.02.15 14:50modify280.101.331621.361790.00000
842013.02.15 15:04close280.101.331071.361790.000005.5010150.12
852013.02.15 15:08sell290.101.332010.000000.00000
862013.02.15 15:08modify290.101.332011.362180.00000
872013.02.15 15:08sell300.101.333580.000000.00000
882013.02.15 15:08modify300.101.333581.363750.00000
892013.02.15 15:09sell310.101.334970.000000.00000
902013.02.15 15:09modify310.101.334971.365140.00000
912013.02.15 15:10sell320.101.334570.000000.00000
922013.02.15 15:10modify320.101.334571.364740.00000
932013.02.15 15:12close320.101.333281.364740.0000012.9010163.02
942013.02.15 15:12close310.101.333281.365140.0000016.9010179.92
952013.02.15 15:12close300.101.333281.363750.000003.0010182.92
962013.02.15 15:12close290.101.333281.362180.00000-12.7010170.22
972013.02.20 09:20buy330.101.342490.000000.00000
982013.02.20 09:20modify330.101.342491.312320.00000
992013.02.20 09:51buy340.101.341980.000000.00000
1002013.02.20 09:51modify340.101.341981.311810.00000
1012013.02.20 09:52buy350.101.341450.000000.00000
1022013.02.20 09:52modify350.101.341451.311280.00000
1032013.02.20 11:32close350.101.342621.311280.0000011.7010181.92
1042013.02.20 11:32close340.101.342621.311810.000006.4010188.32
1052013.02.20 11:32close330.101.342621.312320.000001.3010189.62
1062013.02.21 11:54sell360.101.319900.000000.00000
1072013.02.21 11:54modify360.101.319901.350070.00000
1082013.02.21 12:05close360.101.319341.350070.000005.6010195.22
1092013.02.21 12:57sell370.101.318360.000000.00000
1102013.02.21 12:57modify370.101.318361.348530.00000
1112013.02.21 13:20close370.101.317821.348530.000005.4010200.62
1122013.02.21 13:29sell380.101.318020.000000.00000
1132013.02.21 13:29modify380.101.318021.348190.00000
1142013.02.21 14:06close380.101.317511.348190.000005.1010205.72
1152013.02.21 14:14sell390.101.317800.000000.00000
1162013.02.21 14:14modify390.101.317801.347970.00000
1172013.02.21 14:14close390.101.317041.347970.000007.6010213.32
1182013.02.21 14:20sell400.101.317650.000000.00000
1192013.02.21 14:20modify400.101.317651.347820.00000
1202013.02.21 14:47sell410.101.319190.000000.00000
1212013.02.21 14:47modify410.101.319191.349360.00000
1222013.02.21 16:09sell420.101.320230.000000.00000
1232013.02.21 16:09modify420.101.320231.350400.00000
1242013.02.21 20:17close420.101.318511.350400.0000017.2010230.52
1252013.02.21 20:17close410.101.318511.349360.000006.8010237.32
1262013.02.21 20:17close400.101.318511.347820.00000-8.6010228.72
1272013.02.22 17:20sell430.101.316430.000000.00000
1282013.02.22 17:20modify430.101.316431.346600.00000
1292013.02.22 17:26close430.101.315891.346600.000005.4010234.12
1302013.02.25 13:53buy440.101.326760.000000.00000
1312013.02.25 13:53modify440.101.326761.296590.00000
1322013.02.25 14:05close440.101.327331.296590.000005.7010239.82
1332013.02.25 23:08sell450.101.307780.000000.00000
1342013.02.25 23:08modify450.101.307781.337950.00000
1352013.02.25 23:44close450.101.307241.337950.000005.4010245.22
1362013.02.26 09:41sell460.101.303770.000000.00000
1372013.02.26 09:41modify460.101.303771.333940.00000
1382013.02.26 10:00sell470.101.305080.000000.00000
1392013.02.26 10:00modify470.101.305081.335250.00000
1402013.02.26 10:00sell480.101.306170.000000.00000
1412013.02.26 10:00modify480.101.306171.336340.00000
1422013.02.26 11:49sell490.101.309480.000000.00000
1432013.02.26 11:49modify490.101.309481.339650.00000
1442013.02.26 15:29close490.101.305391.339650.0000040.9010286.12
1452013.02.26 15:29close480.101.305391.336340.000007.8010293.92
1462013.02.26 15:29close470.101.305391.335250.00000-3.1010290.82
1472013.02.26 15:29close460.101.305391.333940.00000-16.2010274.62
1482013.02.26 18:31sell500.101.306240.000000.00000
1492013.02.26 18:31modify500.101.306241.336410.00000
1502013.02.26 18:33sell510.101.307200.000000.00000
1512013.02.26 18:33modify510.101.307201.337370.00000
1522013.02.26 18:35close510.101.306211.337370.000009.9010284.52
1532013.02.26 18:35close500.101.306211.336410.000000.3010284.82