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=0; Magic_no3=13013010; LOCALTIME_GMT=9; Mail=false;
Bars in test53789Ticks modelled1996995Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-744.48Gross profit2207.19Gross loss-2951.67
Profit factor0.75Expected payoff-15.51
Absolute drawdown3993.08Maximal drawdown4157.70 (40.90%)Relative drawdown40.90% (4157.70)
Total trades48Short positions (won %)17 (82.35%)Long positions (won %)31 (70.97%)
Profit trades (% of total)36 (75.00%)Loss trades (% of total)12 (25.00%)
Largestprofit trade606.42loss trade-1694.18
Averageprofit trade61.31loss trade-245.97
Maximumconsecutive wins (profit in money)9 (63.31)consecutive losses (loss in money)5 (-1216.30)
Maximalconsecutive profit (count of wins)1941.68 (4)consecutive loss (count of losses)-1694.18 (1)
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
12013.01.02 10:56buy10.101.327830.000000.00000
22013.01.02 10:56modify10.101.327831.297660.00000
32013.01.02 11:09close10.101.328361.297660.000005.3010005.30
42013.01.07 23:21buy20.101.311350.000000.00000
52013.01.07 23:21modify20.101.311351.281180.00000
62013.01.08 00:04close20.101.311961.281180.000005.9010011.20
72013.01.10 21:45buy30.101.325580.000000.00000
82013.01.10 21:45modify30.101.325581.295410.00000
92013.01.10 23:34close30.101.326111.295410.000005.3010016.50
102013.01.11 17:02buy40.101.333430.000000.00000
112013.01.11 17:02modify40.101.333431.303260.00000
122013.01.11 17:21close40.101.334011.303260.000005.8010022.30
132013.01.11 17:34buy50.101.333360.000000.00000
142013.01.11 17:34modify50.101.333361.303190.00000
152013.01.11 17:38close50.101.333871.303190.000005.1010027.40
162013.01.11 18:08buy60.101.334000.000000.00000
172013.01.11 18:08modify60.101.334001.303830.00000
182013.01.11 18:15close60.101.334511.303830.000005.1010032.50
192013.01.11 19:37buy70.101.335240.000000.00000
202013.01.11 19:37modify70.101.335241.305070.00000
212013.01.11 19:49close70.101.335771.305070.000005.3010037.80
222013.01.11 20:06buy80.101.335500.000000.00000
232013.01.11 20:06modify80.101.335501.305330.00000
242013.01.11 21:36buy90.101.334380.000000.00000
252013.01.11 21:36modify90.101.334381.304210.00000
262013.01.11 22:08buy100.101.333310.000000.00000
272013.01.11 22:08modify100.101.333311.303140.00000
282013.01.14 00:00close100.101.335141.303140.0000018.1010055.91
292013.01.14 00:00close90.101.335141.304210.000007.4010063.31
302013.01.14 00:00close80.101.335141.305330.00000-3.8010059.51
312013.01.17 14:28buy110.101.336660.000000.00000
322013.01.17 14:28modify110.101.336661.306490.00000
332013.01.17 14:48close110.101.337191.306490.000005.3010064.81
342013.01.17 15:30buy120.101.337010.000000.00000
352013.01.17 15:30modify120.101.337011.306840.00000
362013.01.17 15:35buy130.101.335660.000000.00000
372013.01.17 15:35modify130.101.335661.305490.00000
382013.01.17 15:56buy140.101.334540.000000.00000
392013.01.17 15:56modify140.101.334541.304370.00000
402013.01.17 19:54close140.101.336241.304370.0000017.0010081.81
412013.01.17 19:54close130.101.336241.305490.000005.8010087.61
422013.01.17 19:54close120.101.336241.306840.00000-7.7010079.91
432013.02.07 19:16sell150.101.339330.000000.00000
442013.02.07 19:16modify150.101.339331.369500.00000
452013.02.07 23:55sell160.101.340010.000000.00000
462013.02.07 23:55modify160.101.340011.370180.00000
472013.02.08 00:24close160.101.339161.370180.000008.5010088.41
482013.02.08 00:24close150.101.339161.369500.000001.7010090.11
492013.02.08 16:06sell170.101.337890.000000.00000
502013.02.08 16:06modify170.101.337891.368060.00000
512013.02.08 16:27sell180.101.339110.000000.00000
522013.02.08 16:27modify180.101.339111.369280.00000
532013.02.08 16:34sell190.101.339500.000000.00000
542013.02.08 16:34modify190.101.339501.369670.00000
552013.02.08 17:09close190.101.338251.369670.0000012.5010102.61
562013.02.08 17:09close180.101.338251.369280.000008.6010111.21
572013.02.08 17:09close170.101.338251.368060.00000-3.6010107.61
582013.02.08 17:35sell200.101.338170.000000.00000
592013.02.08 17:35modify200.101.338171.368340.00000
602013.02.08 17:38sell210.101.338860.000000.00000
612013.02.08 17:38modify210.101.338861.369030.00000
622013.02.08 17:59close210.101.337851.369030.0000010.1010117.71
632013.02.08 17:59close200.101.337851.368340.000003.2010120.91
642013.02.12 20:04buy220.101.345780.000000.00000
652013.02.12 20:04modify220.101.345781.315610.00000
662013.02.12 20:09close220.101.346291.315610.000005.1010126.01
672013.02.12 20:57buy230.101.345990.000000.00000
682013.02.12 20:57modify230.101.345991.315820.00000
692013.02.12 21:11buy240.101.345230.000000.00000
702013.02.12 21:11modify240.101.345231.315060.00000
712013.02.12 21:55buy250.101.344470.000000.00000
722013.02.12 21:55modify250.101.344471.314300.00000
732013.02.13 09:00buy260.101.344340.000000.00000
742013.02.13 09:00modify260.101.344341.314170.00000
752013.02.13 09:43close260.101.345661.314170.0000013.2010139.21
762013.02.13 09:43close250.101.345661.314300.0000011.7010150.91
772013.02.13 09:43close240.101.345661.315060.000004.1010155.02
782013.02.13 09:43close230.101.345661.315820.00000-3.5010151.52
792013.02.13 14:47buy270.101.349610.000000.00000
802013.02.13 14:47modify270.101.349611.319440.00000
812013.02.13 14:48buy280.101.348220.000000.00000
822013.02.13 14:48modify280.101.348221.318050.00000
832013.02.13 14:49close280.101.349451.318050.0000012.3010163.82
842013.02.13 14:49close270.101.349451.319440.00000-1.6010162.22
852013.02.13 14:49buy290.101.349600.000000.00000
862013.02.13 14:49modify290.101.349601.319430.00000
872013.02.13 15:06buy300.101.348380.000000.00000
882013.02.13 15:06modify300.101.348381.318210.00000
892013.02.13 15:20buy310.101.347600.000000.00000
902013.02.13 15:20modify310.101.347601.317430.00000
912013.02.13 17:23buy320.101.346420.000000.00000
922013.02.13 17:23modify320.101.346421.316250.00000
932013.02.13 17:32buy330.801.344990.000000.00000
942013.02.13 17:32modify330.801.344991.314820.00000
952013.02.21 10:59s/l290.101.319431.319430.00000-303.679858.54
962013.02.21 10:59buy340.801.319570.000000.00000
972013.02.21 10:59modify340.801.319571.289400.00000
982013.02.21 11:35s/l300.101.318211.318210.00000-303.679554.87
992013.02.21 11:35buy350.801.318370.000000.00000
1002013.02.21 11:35modify350.801.318371.288200.00000
1012013.02.21 12:42s/l310.101.317431.317430.00000-303.679251.19
1022013.02.21 12:42buy360.801.317400.000000.00000
1032013.02.21 12:42modify360.801.317401.287230.00000
1042013.02.21 21:47s/l320.101.316251.316250.00000-303.678947.52
1052013.02.21 21:47buy370.801.316430.000000.00000
1062013.02.21 21:47modify370.801.316431.286260.00000
1072013.02.22 11:00close370.801.324031.286260.00000606.429553.94
1082013.02.22 11:00close360.801.324031.287230.00000528.8210082.76
1092013.02.22 11:00close350.801.324031.288200.00000451.2210533.98
1102013.02.22 11:00close340.801.324031.289400.00000355.2210889.20
1112013.02.22 11:00close330.801.324031.314820.00000-1694.189195.02
1122013.02.22 17:20sell380.101.316720.000000.00000
1132013.02.22 17:20modify380.101.316721.346890.00000
1142013.02.22 17:24close380.101.316141.346890.000005.809200.82
1152013.02.25 23:38sell390.101.308040.000000.00000
1162013.02.25 23:38modify390.101.308041.338210.00000
1172013.02.25 23:43close390.101.307481.338210.000005.609206.42
1182013.02.25 23:49sell400.101.307970.000000.00000
1192013.02.25 23:49modify400.101.307971.338140.00000
1202013.02.25 23:52close400.101.307271.338140.000007.009213.42
1212013.02.26 09:42sell410.101.304090.000000.00000
1222013.02.26 09:42modify410.101.304091.334260.00000
1232013.02.26 09:46close410.101.303571.334260.000005.209218.62
1242013.02.26 09:50sell420.101.304110.000000.00000
1252013.02.26 09:50modify420.101.304111.334280.00000
1262013.02.26 10:00sell430.101.305330.000000.00000
1272013.02.26 10:00modify430.101.305331.335500.00000
1282013.02.26 10:01sell440.101.306190.000000.00000
1292013.02.26 10:01modify440.101.306191.336360.00000
1302013.02.26 11:49sell450.101.309810.000000.00000
1312013.02.26 11:49modify450.101.309811.339980.00000
1322013.02.26 15:29close450.101.305851.339980.0000039.609258.22
1332013.02.26 15:29close440.101.305851.336360.000003.409261.62
1342013.02.26 15:29close430.101.305851.335500.00000-5.209256.42
1352013.02.26 15:29close420.101.305851.334280.00000-17.409239.02
1362013.02.26 18:32sell460.101.306490.000000.00000
1372013.02.26 18:32modify460.101.306491.336660.00000
1382013.02.26 18:32sell470.101.307180.000000.00000
1392013.02.26 18:32modify470.101.307181.337350.00000
1402013.02.26 18:35close470.101.306271.337350.000009.109248.12
1412013.02.26 18:35close460.101.306271.336660.000002.209250.32
1422013.03.07 17:48buy480.101.309430.000000.00000
1432013.03.07 17:48modify480.101.309431.279260.00000
1442013.03.07 18:20close480.101.309951.279260.000005.209255.52