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=0; Magic_no2=13013010; Magic_no3=0; LOCALTIME_GMT=9; Mail=false;
Bars in test53789Ticks modelled1996995Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-886.58Gross profit2034.29Gross loss-2920.87
Profit factor0.70Expected payoff-29.55
Absolute drawdown3997.58Maximal drawdown4122.90 (40.72%)Relative drawdown40.72% (4122.90)
Total trades30Short positions (won %)10 (90.00%)Long positions (won %)20 (60.00%)
Profit trades (% of total)21 (70.00%)Loss trades (% of total)9 (30.00%)
Largestprofit trade600.82loss trade-1699.78
Averageprofit trade96.87loss trade-324.54
Maximumconsecutive wins (profit in money)6 (38.20)consecutive losses (loss in money)5 (-1215.70)
Maximalconsecutive profit (count of wins)1903.28 (4)consecutive loss (count of losses)-1699.78 (1)
Averageconsecutive wins4consecutive 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
12013.01.10 23:17buy10.101.325380.000000.00000
22013.01.10 23:17modify10.101.325381.295210.00000
32013.01.10 23:26close10.101.325891.295210.000005.1010005.10
42013.01.11 20:08buy20.101.335380.000000.00000
52013.01.11 20:08modify20.101.335381.305210.00000
62013.01.11 21:40buy30.101.334250.000000.00000
72013.01.11 21:40modify30.101.334251.304080.00000
82013.01.11 22:10buy40.101.333210.000000.00000
92013.01.11 22:10modify40.101.333211.303040.00000
102013.01.14 00:00close40.101.335281.303040.0000020.5010025.60
112013.01.14 00:00close30.101.335281.304080.0000010.1010035.71
122013.01.14 00:00close20.101.335281.305210.00000-1.2010034.51
132013.01.14 23:32buy50.101.338100.000000.00000
142013.01.14 23:32modify50.101.338101.307930.00000
152013.01.14 23:34buy60.101.337410.000000.00000
162013.01.14 23:34modify60.101.337411.307240.00000
172013.01.14 23:58close60.101.338281.307240.000008.7010043.21
182013.01.14 23:58close50.101.338281.307930.000001.8010045.01
192013.02.07 20:32sell70.101.339520.000000.00000
202013.02.07 20:32modify70.101.339521.369690.00000
212013.02.07 21:39close70.101.339011.369690.000005.1010050.11
222013.02.07 22:35sell80.101.339400.000000.00000
232013.02.07 22:35modify80.101.339401.369570.00000
242013.02.08 00:25close80.101.338881.369570.000005.2010055.31
252013.02.08 16:07sell90.101.338250.000000.00000
262013.02.08 16:07modify90.101.338251.368420.00000
272013.02.08 16:27sell100.101.339160.000000.00000
282013.02.08 16:27modify100.101.339161.369330.00000
292013.02.08 16:34sell110.101.339540.000000.00000
302013.02.08 16:34modify110.101.339541.369710.00000
312013.02.08 17:09close110.101.338481.369710.0000010.6010065.91
322013.02.08 17:09close100.101.338481.369330.000006.8010072.71
332013.02.08 17:09close90.101.338481.368420.00000-2.3010070.41
342013.02.08 17:35sell120.101.338220.000000.00000
352013.02.08 17:35modify120.101.338221.368390.00000
362013.02.08 17:39sell130.101.338870.000000.00000
372013.02.08 17:39modify130.101.338871.369040.00000
382013.02.08 17:59close130.101.337921.369040.000009.5010079.91
392013.02.08 17:59close120.101.337921.368390.000003.0010082.91
402013.02.08 18:20sell140.101.338200.000000.00000
412013.02.08 18:20modify140.101.338201.368370.00000
422013.02.08 18:28close140.101.337681.368370.000005.2010088.11
432013.02.12 20:57buy150.101.345920.000000.00000
442013.02.12 20:57modify150.101.345921.315750.00000
452013.02.12 21:12buy160.101.345160.000000.00000
462013.02.12 21:12modify160.101.345161.314990.00000
472013.02.12 21:55buy170.101.344580.000000.00000
482013.02.12 21:55modify170.101.344581.314410.00000
492013.02.13 00:32close170.101.345751.314410.0000011.5010099.61
502013.02.13 00:32close160.101.345751.314990.000005.7010105.31
512013.02.13 00:32close150.101.345751.315750.00000-1.9010103.42
522013.02.13 14:47buy180.101.349370.000000.00000
532013.02.13 14:47modify180.101.349371.319200.00000
542013.02.13 14:48buy190.101.348140.000000.00000
552013.02.13 14:48modify190.101.348141.317970.00000
562013.02.13 14:49close190.101.349271.317970.0000011.3010114.72
572013.02.13 14:49close180.101.349271.319200.00000-1.0010113.72
582013.02.13 14:49buy200.101.349410.000000.00000
592013.02.13 14:49modify200.101.349411.319240.00000
602013.02.13 15:07buy210.101.348110.000000.00000
612013.02.13 15:07modify210.101.348111.317940.00000
622013.02.13 15:20buy220.101.347550.000000.00000
632013.02.13 15:20modify220.101.347551.317380.00000
642013.02.13 17:23buy230.101.346330.000000.00000
652013.02.13 17:23modify230.101.346331.316160.00000
662013.02.13 17:32buy240.801.344840.000000.00000
672013.02.13 17:32modify240.801.344841.314670.00000
682013.02.21 11:01s/l200.101.319241.319240.00000-303.679810.04
692013.02.21 11:01buy250.801.319430.000000.00000
702013.02.21 11:01modify250.801.319431.289260.00000
712013.02.21 11:43s/l210.101.317941.317940.00000-303.679506.37
722013.02.21 11:43buy260.801.318120.000000.00000
732013.02.21 11:43modify260.801.318121.287950.00000
742013.02.21 12:42s/l220.101.317381.317380.00000-303.679202.69
752013.02.21 12:42buy270.801.317540.000000.00000
762013.02.21 12:42modify270.801.317541.287370.00000
772013.02.21 21:47s/l230.101.316161.316160.00000-303.678899.02
782013.02.21 21:47buy280.801.316280.000000.00000
792013.02.21 21:47modify280.801.316281.286110.00000
802013.02.22 11:00close280.801.323811.286110.00000600.829499.84
812013.02.22 11:00close270.801.323811.287370.00000500.029999.86
822013.02.22 11:00close260.801.323811.287950.00000453.6210453.48
832013.02.22 11:00close250.801.323811.289260.00000348.8210802.30
842013.02.22 11:00close240.801.323811.314670.00000-1699.789102.52
852013.02.26 18:32sell290.101.306750.000000.00000
862013.02.26 18:32modify290.101.306751.336920.00000
872013.02.26 18:33sell300.101.307240.000000.00000
882013.02.26 18:33modify300.101.307241.337410.00000
892013.02.26 18:35close300.101.306451.337410.000007.909110.42
902013.02.26 18:35close290.101.306451.336920.000003.009113.42