Strategy Tester Report
Strategy_C_Fox1.0M5
Pepperstone-Demo01 (Build 509)

通貨ペアEURUSD (Euro vs US Dollar)
期間5分足(M5) 2009.01.02 06:55 - 2009.12.30 23:55 (2009.01.01 - 2009.12.31)
モデル全ティック (利用可能な最小時間枠による最も正確な方法)
パラメーターGmt=3; Max_spread=3; Slippage=3; Setting="-----Tp/Lc/Lots-----"; Tp=20; Lc=60; Lots=0.1; Others="-----Others-----"; Money_management=false; Risk_percent=2; Magic1=1166; Saturday_stop=true; Yearend_stop=true; Free_comment="Strategy_C"; Symbol_mark="";
テストバー数74639モデルティック数22027955モデリング品質90.00%
不整合チャートエラー0
初期証拠金10000.00
総損益380.33総利益1011.23総損失-630.90
プロフィットファクター1.60期待利得3.69
絶対ドローダウン213.28最大ドローダウン314.98 (3.12%)相対ドローダウン3.12% (314.98)
総取引数103ショートポジション(勝率%)50 (90.00%)ロングポジション(勝率%)53 (79.25%)
勝率(%)87 (84.47%)負率 (%)16 (15.53%)
最大勝トレード19.25負トレード-60.99
平均勝トレード11.62負トレード-39.43
最大連勝(金額)17 (183.06)連敗(金額)3 (-155.73)
最大化連勝(トレード数)183.06 (17)連敗(トレード数)-155.73 (3)
平均連勝6連敗1
Graph
#時間取引種別注文番号数量価格S/L:決済逆指値T/P:決済指値損益残高
12009.01.05 16:15sell10.101.361600.000000.00000
22009.01.05 16:15modify10.101.361601.367601.35960
32009.01.05 18:10close10.101.360141.367601.3596013.8510013.85
42009.01.06 15:30sell20.101.335600.000000.00000
52009.01.06 15:30modify20.101.335601.341601.33360
62009.01.06 16:21s/l20.101.341601.341601.33360-60.759953.10
72009.01.06 16:22sell30.101.341390.000000.00000
82009.01.06 16:22modify30.101.341391.347391.33939
92009.01.06 16:45t/p30.101.339391.347391.3393919.259972.35
102009.01.12 00:05sell40.101.347500.000000.00000
112009.01.12 00:05modify40.101.347501.353501.34550
122009.01.12 01:00t/p40.101.345501.353501.3455019.259991.60
132009.01.19 20:20sell50.101.316300.000000.00000
142009.01.19 20:20modify50.101.316301.322301.31430
152009.01.19 20:40t/p50.101.314301.322301.3143019.2510010.85
162009.01.26 20:05buy60.101.312540.000000.00000
172009.01.26 20:05modify60.101.312541.306541.31454
182009.01.26 20:43t/p60.101.314541.306541.3145419.2510030.10
192009.01.26 21:25buy70.101.310240.000000.00000
202009.01.26 21:25modify70.101.310241.304241.31224
212009.01.26 21:35t/p70.101.312241.304241.3122419.2510049.35
222009.01.29 21:45sell80.101.298300.000000.00000
232009.01.29 21:45modify80.101.298301.304301.29630
242009.01.29 21:53t/p80.101.296301.304301.2963019.2510068.60
252009.02.03 19:40buy90.101.295740.000000.00000
262009.02.03 19:40modify90.101.295741.289741.29774
272009.02.03 21:09t/p90.101.297741.289741.2977419.2510087.85
282009.02.04 00:35buy100.101.302740.000000.00000
292009.02.04 00:35modify100.101.302741.296741.30474
302009.02.04 02:53s/l100.101.296741.296741.30474-60.7510027.10
312009.02.09 20:25buy110.101.303140.000000.00000
322009.02.09 20:25modify110.101.303141.297141.30514
332009.02.10 01:47s/l110.101.297141.297141.30514-60.839966.27
342009.02.19 17:20buy120.101.270540.000000.00000
352009.02.19 17:20modify120.101.270541.264541.27254
362009.02.19 23:55close120.101.267201.264541.27254-34.159932.12
372009.03.06 14:30buy130.101.266640.000000.00000
382009.03.06 14:30modify130.101.266641.260641.26864
392009.03.06 15:29t/p130.101.268641.260641.2686419.259951.37
402009.03.09 16:35sell140.101.259100.000000.00000
412009.03.09 16:35modify140.101.259101.265101.25710
422009.03.09 17:44s/l140.101.265101.265101.25710-60.759890.62
432009.03.10 17:40buy150.101.277640.000000.00000
442009.03.10 17:40modify150.101.277641.271641.27964
452009.03.10 20:24s/l150.101.271641.271641.27964-60.759829.87
462009.03.12 00:05buy160.101.283240.000000.00000
472009.03.12 00:05modify160.101.283241.277241.28524
482009.03.12 03:47close160.101.283351.277241.285240.359830.22
492009.03.16 17:15buy170.101.300340.000000.00000
502009.03.16 17:15modify170.101.300341.294341.30234
512009.03.16 18:29t/p170.101.302341.294341.3023419.259849.47
522009.03.18 18:25buy180.101.311840.000000.00000
532009.03.18 18:25modify180.101.311841.305841.31384
542009.03.18 20:00close180.101.312901.305841.313849.859859.32
552009.03.19 21:00buy190.101.363740.000000.00000
562009.03.19 21:00modify190.101.363741.357741.36574
572009.03.19 21:11t/p190.101.365741.357741.3657419.259878.57
582009.03.30 14:20sell200.101.318500.000000.00000
592009.03.30 14:20modify200.101.318501.324501.31650
602009.03.30 16:00close200.101.318241.324501.316501.859880.42
612009.04.02 21:00buy210.101.347040.000000.00000
622009.04.02 21:00modify210.101.347041.341041.34904
632009.04.03 02:53close210.101.347141.341041.349040.019880.43
642009.04.06 20:00sell220.101.338900.000000.00000
652009.04.06 20:00modify220.101.338901.344901.33690
662009.04.07 01:17close220.101.338801.344901.336900.229880.65
672009.04.07 15:30sell230.101.326400.000000.00000
682009.04.07 15:30modify230.101.326401.332401.32440
692009.04.07 16:51t/p230.101.324401.332401.3244019.259899.90
702009.04.07 17:35sell240.101.328500.000000.00000
712009.04.07 17:35modify240.101.328501.334501.32650
722009.04.07 17:56t/p240.101.326501.334501.3265019.259919.15
732009.04.09 21:00sell250.101.316600.000000.00000
742009.04.09 21:00modify250.101.316601.322601.31460
752009.04.10 01:00close250.101.315741.322601.314607.769926.91
762009.04.14 00:25buy260.101.336340.000000.00000
772009.04.14 00:25modify260.101.336341.330341.33834
782009.04.14 02:20close260.101.337201.330341.338347.859934.76
792009.04.24 15:15buy270.101.323240.000000.00000
802009.04.24 15:15modify270.101.323241.317241.32524
812009.04.24 16:06t/p270.101.325241.317241.3252419.259954.01
822009.04.24 17:50buy280.101.325140.000000.00000
832009.04.24 17:50modify280.101.325141.319141.32714
842009.04.24 18:18t/p280.101.327141.319141.3271419.259973.26
852009.04.27 22:20sell290.101.302500.000000.00000
862009.04.27 22:20modify290.101.302501.308501.30050
872009.04.28 00:05close290.101.302341.308501.300500.829974.08
882009.04.29 15:50buy300.101.323440.000000.00000
892009.04.29 15:50modify300.101.323441.317441.32544
902009.04.29 16:53t/p300.101.325441.317441.3254419.259993.33
912009.05.19 14:50buy310.101.361540.000000.00000
922009.05.19 14:50modify310.101.361541.355541.36354
932009.05.19 17:51close310.101.361651.355541.363540.359993.68
942009.05.20 19:20buy320.101.376040.000000.00000
952009.05.20 19:20modify320.101.376041.370041.37804
962009.05.20 20:16t/p320.101.378041.370041.3780419.2510012.93
972009.05.20 22:25buy330.101.378840.000000.00000
982009.05.20 22:25modify330.101.378841.372841.38084
992009.05.21 05:00close330.101.378301.372841.38084-6.2310006.70
1002009.05.26 14:50sell340.101.389600.000000.00000
1012009.05.26 14:50modify340.101.389601.395601.38760
1022009.05.26 16:25close340.101.388941.395601.387605.8510012.55
1032009.05.29 15:25buy350.101.408740.000000.00000
1042009.05.29 15:25modify350.101.408741.402741.41074
1052009.05.29 15:33t/p350.101.410741.402741.4107419.2510031.80
1062009.06.01 14:15buy360.101.421040.000000.00000
1072009.06.01 14:15modify360.101.421041.415041.42304
1082009.06.01 18:01s/l360.101.415041.415041.42304-60.759971.05
1092009.06.02 19:35buy370.101.426240.000000.00000
1102009.06.02 19:35modify370.101.426241.420241.42824
1112009.06.02 19:43t/p370.101.428241.420241.4282419.259990.30
1122009.06.03 00:00buy380.101.430340.000000.00000
1132009.06.03 00:00modify380.101.430341.424341.43234
1142009.06.03 01:45close380.101.431001.424341.432345.859996.15
1152009.06.08 14:55sell390.101.385700.000000.00000
1162009.06.08 14:55modify390.101.385701.391701.38370
1172009.06.08 16:45close390.101.385541.391701.383700.859997.00
1182009.06.09 23:20buy400.101.406740.000000.00000
1192009.06.09 23:20modify400.101.406741.400741.40874
1202009.06.10 01:00close400.101.407501.400741.408746.7710003.77
1212009.06.11 22:35buy410.101.412040.000000.00000
1222009.06.11 22:35modify410.101.412041.406041.41404
1232009.06.12 02:25close410.101.412151.406041.414040.1110003.88
1242009.06.15 21:30sell420.101.379200.000000.00000
1252009.06.15 21:30modify420.101.379201.385201.37720
1262009.06.16 01:30close420.101.378141.385201.377209.8210013.70
1272009.06.23 22:25buy430.101.407640.000000.00000
1282009.06.23 22:25modify430.101.407641.401641.40964
1292009.06.24 03:06close430.101.407741.401641.409640.1710013.87
1302009.07.01 21:10buy440.101.415740.000000.00000
1312009.07.01 21:10modify440.101.415741.409741.41774
1322009.07.02 03:20close440.101.414701.409741.41774-11.2310002.64
1332009.07.02 20:10sell450.101.401800.000000.00000
1342009.07.02 20:10modify450.101.401801.407801.39980
1352009.07.02 22:35close450.101.400741.407801.399809.8510012.49
1362009.07.06 15:20sell460.101.390500.000000.00000
1372009.07.06 15:20modify460.101.390501.396501.38850
1382009.07.06 17:35close460.101.390241.396501.388501.8510014.34
1392009.07.09 14:05buy470.101.395440.000000.00000
1402009.07.09 14:05modify470.101.395441.389441.39744
1412009.07.09 14:48t/p470.101.397441.389441.3974419.2510033.59
1422009.07.09 16:30buy480.101.396940.000000.00000
1432009.07.09 16:30modify480.101.396941.390941.39894
1442009.07.09 18:21t/p480.101.398941.390941.3989419.2510052.84
1452009.07.09 22:10buy490.101.403140.000000.00000
1462009.07.09 22:10modify490.101.403141.397141.40514
1472009.07.09 23:40close490.101.403601.397141.405143.8510056.69
1482009.07.09 23:55buy500.101.402340.000000.00000
1492009.07.09 23:55modify500.101.402341.396341.40434
1502009.07.10 06:39s/l500.101.396341.396341.40434-60.999995.70
1512009.07.10 14:05sell510.101.390700.000000.00000
1522009.07.10 14:05modify510.101.390701.396701.38870
1532009.07.10 15:20t/p510.101.388701.396701.3887019.2510014.95
1542009.07.10 15:45sell520.101.392200.000000.00000
1552009.07.10 15:45modify520.101.392201.398201.39020
1562009.07.10 16:11t/p520.101.390201.398201.3902019.2510034.20
1572009.07.15 19:55buy530.101.409840.000000.00000
1582009.07.15 19:55modify530.101.409841.403841.41184
1592009.07.15 20:40close530.101.411701.403841.4118417.8510052.05
1602009.07.15 23:00buy540.101.410740.000000.00000
1612009.07.15 23:00modify540.101.410741.404741.41274
1622009.07.16 08:35close540.101.407901.404741.41274-29.2310022.82
1632009.07.20 14:00buy550.101.421340.000000.00000
1642009.07.20 14:00modify550.101.421341.415341.42334
1652009.07.20 14:21t/p550.101.423341.415341.4233419.2510042.07
1662009.07.28 20:15sell560.101.417000.000000.00000
1672009.07.28 20:15modify560.101.417001.423001.41500
1682009.07.29 00:34close560.101.416881.423001.415000.4210042.49
1692009.07.29 22:25sell570.101.403200.000000.00000
1702009.07.29 22:25modify570.101.403201.409201.40120
1712009.07.30 01:15close570.101.403041.409201.401200.8210043.31
1722009.08.03 19:35buy580.101.440340.000000.00000
1732009.08.03 19:35modify580.101.440341.434341.44234
1742009.08.03 20:39t/p580.101.442341.434341.4423419.2510062.56
1752009.08.03 22:10buy590.101.440340.000000.00000
1762009.08.03 22:10modify590.101.440341.434341.44234
1772009.08.04 00:15close590.101.441801.434341.4423413.7710076.33
1782009.08.10 00:05sell600.101.418600.000000.00000
1792009.08.10 00:05modify600.101.418601.424601.41660
1802009.08.10 00:50t/p600.101.416601.424601.4166019.2510095.58
1812009.08.10 22:05sell610.101.413500.000000.00000
1822009.08.10 22:05modify610.101.413501.419501.41150
1832009.08.11 02:06close610.101.413391.419501.411500.3210095.90
1842009.08.17 00:45sell620.101.418700.000000.00000
1852009.08.17 00:45modify620.101.418701.424701.41670
1862009.08.17 02:10close620.101.417741.424701.416708.8510104.75
1872009.08.17 15:15sell630.101.407000.000000.00000
1882009.08.17 15:15modify630.101.407001.413001.40500
1892009.08.17 17:05close630.101.406141.413001.405007.8510112.60
1902009.08.17 18:15sell640.101.407500.000000.00000
1912009.08.17 18:15modify640.101.407501.413501.40550
1922009.08.17 19:35close640.101.406441.413501.405509.8510122.45
1932009.08.19 20:35buy650.101.424240.000000.00000
1942009.08.19 20:35modify650.101.424241.418241.42624
1952009.08.20 02:40close650.101.423801.418241.42624-5.2310117.22
1962009.08.21 15:45buy660.101.431840.000000.00000
1972009.08.21 15:45modify660.101.431841.425841.43384
1982009.08.21 16:32t/p660.101.433841.425841.4338419.2510136.47
1992009.08.26 20:00sell670.101.423900.000000.00000
2002009.08.26 20:00modify670.101.423901.429901.42190
2012009.08.27 02:45close670.101.423941.429901.42190-1.1810135.29
2022009.08.27 23:50buy680.101.434640.000000.00000
2032009.08.27 23:50modify680.101.434641.428641.43664
2042009.08.28 01:25close680.101.435201.428641.436644.6110139.90
2052009.09.01 22:05sell690.101.421500.000000.00000
2062009.09.01 22:05modify690.101.421501.427501.41950
2072009.09.02 02:15close690.101.421401.427501.419500.2210140.12
2082009.09.08 16:45buy700.101.446240.000000.00000
2092009.09.08 16:45modify700.101.446241.440241.44824
2102009.09.08 17:04t/p700.101.448241.440241.4482419.2510159.37
2112009.09.08 17:10buy710.101.446040.000000.00000
2122009.09.08 17:10modify710.101.446041.440041.44804
2132009.09.08 17:23t/p710.101.448041.440041.4480419.2510178.62
2142009.09.09 19:05buy720.101.456640.000000.00000
2152009.09.09 19:05modify720.101.456641.450641.45864
2162009.09.09 23:43close720.101.456761.450641.458640.4510179.07
2172009.09.22 14:20buy730.101.479040.000000.00000
2182009.09.22 14:20modify730.101.479041.473041.48104
2192009.09.22 15:45close730.101.479701.473041.481045.8510184.92
2202009.09.24 22:25sell740.101.466200.000000.00000
2212009.09.24 22:25modify740.101.466201.472201.46420
2222009.09.25 02:00close740.101.465241.472201.464208.7610193.68
2232009.09.30 14:50buy750.101.465540.000000.00000
2242009.09.30 14:50modify750.101.465541.459541.46754
2252009.09.30 15:46s/l750.101.459541.459541.46754-60.7510132.93
2262009.10.01 15:50sell760.101.455900.000000.00000
2272009.10.01 15:50modify760.101.455901.461901.45390
2282009.10.01 17:33t/p760.101.453901.461901.4539019.2510152.18
2292009.10.12 20:15buy770.101.478640.000000.00000
2302009.10.12 20:15modify770.101.478641.472641.48064
2312009.10.12 20:55close770.101.480401.472641.4806416.8510169.03
2322009.10.12 21:15buy780.101.478540.000000.00000
2332009.10.12 21:15modify780.101.478541.472541.48054
2342009.10.13 02:18close780.101.478641.472541.480540.1710169.20
2352009.10.26 22:50sell790.101.486500.000000.00000
2362009.10.26 22:50modify790.101.486501.492501.48450
2372009.10.27 00:40close790.101.486041.492501.484503.8210173.02
2382009.10.27 21:50sell800.101.480700.000000.00000
2392009.10.27 21:50modify800.101.480701.486701.47870
2402009.10.27 23:00close800.101.479141.486701.4787014.8510187.87
2412009.10.29 00:40sell810.101.471500.000000.00000
2422009.10.29 00:40modify810.101.471501.477501.46950
2432009.10.29 03:09t/p810.101.469501.477501.4695019.2510207.12
2442009.10.29 22:45buy820.101.482840.000000.00000
2452009.10.29 22:45modify820.101.482841.476841.48484
2462009.10.30 00:25close820.101.483601.476841.484846.6110213.73
2472009.11.03 14:35sell830.101.465800.000000.00000
2482009.11.03 14:35modify830.101.465801.471801.46380
2492009.11.03 16:05close830.101.464041.471801.4638016.8510230.58
2502009.11.03 17:05sell840.101.466600.000000.00000
2512009.11.03 17:05modify840.101.466601.472601.46460
2522009.11.03 17:18t/p840.101.464601.472601.4646019.2510249.83
2532009.11.05 00:00buy850.101.486140.000000.00000
2542009.11.05 00:00modify850.101.486141.480141.48814
2552009.11.05 02:45close850.101.487401.480141.4881411.8510261.68
2562009.11.12 21:15sell860.101.487500.000000.00000
2572009.11.12 21:15modify860.101.487501.493501.48550
2582009.11.12 22:05t/p860.101.485501.493501.4855019.2510280.93
2592009.11.17 15:45sell870.101.489700.000000.00000
2602009.11.17 15:45modify870.101.489701.495701.48770
2612009.11.17 16:15t/p870.101.487701.495701.4877019.2510300.18
2622009.11.17 19:20sell880.101.484400.000000.00000
2632009.11.17 19:20modify880.101.484401.490401.48240
2642009.11.18 03:35close880.101.487341.490401.48240-30.1810270.00
2652009.11.18 15:30buy890.101.494840.000000.00000
2662009.11.18 15:30modify890.101.494841.488841.49684
2672009.11.18 16:18t/p890.101.496841.488841.4968419.2510289.25
2682009.11.19 15:25sell900.101.486500.000000.00000
2692009.11.19 15:25modify900.101.486501.492501.48450
2702009.11.19 16:55close900.101.485241.492501.4845011.8510301.10
2712009.11.25 23:45buy910.101.512840.000000.00000
2722009.11.25 23:45modify910.101.512841.506841.51484
2732009.11.26 01:10close910.101.513901.506841.514849.7710310.87
2742009.11.26 19:45sell920.101.499700.000000.00000
2752009.11.26 19:45modify920.101.499701.505701.49770
2762009.11.27 01:13close920.101.499591.505701.497700.2610311.13
2772009.12.03 14:20buy930.101.511540.000000.00000
2782009.12.03 14:20modify930.101.511541.505541.51354
2792009.12.03 15:38t/p930.101.513541.505541.5135419.2510330.38
2802009.12.07 00:05sell940.101.485800.000000.00000
2812009.12.07 00:05modify940.101.485801.491801.48380
2822009.12.07 08:00close940.101.488441.491801.48380-27.1510303.23
2832009.12.07 15:35sell950.101.480400.000000.00000
2842009.12.07 15:35modify950.101.480401.486401.47840
2852009.12.07 19:15close950.101.480301.486401.478400.2510303.48
2862009.12.08 23:00sell960.101.470200.000000.00000
2872009.12.08 23:00modify960.101.470201.476201.46820
2882009.12.09 01:28t/p960.101.468201.476201.4682019.2210322.70
2892009.12.14 00:21sell970.101.462600.000000.00000
2902009.12.14 00:21modify970.101.462601.468601.46060
2912009.12.14 00:38t/p970.101.460601.468601.4606019.2510341.95
2922009.12.15 15:55sell980.101.454700.000000.00000
2932009.12.15 15:55modify980.101.454701.460701.45270
2942009.12.15 18:05close980.101.454341.460701.452702.8510344.80
2952009.12.15 21:05sell990.101.452500.000000.00000
2962009.12.15 21:05modify990.101.452501.458501.45050
2972009.12.16 02:08close990.101.452391.458501.450500.3210345.12
2982009.12.17 14:15sell1000.101.436200.000000.00000
2992009.12.17 14:15modify1000.101.436201.442201.43420
3002009.12.17 14:55close1000.101.434641.442201.4342014.8510359.97
3012009.12.17 16:15sell1010.101.436500.000000.00000
3022009.12.17 16:15modify1010.101.436501.442501.43450
3032009.12.17 17:33t/p1010.101.434501.442501.4345019.2510379.22
3042009.12.17 20:30sell1020.101.433200.000000.00000
3052009.12.17 20:30modify1020.101.433201.439201.43120
3062009.12.18 01:05close1020.101.433091.439201.431200.2610379.48
3072009.12.23 22:00buy1030.101.433440.000000.00000
3082009.12.23 22:00modify1030.101.433441.427441.43544
3092009.12.23 23:45close1030.101.433601.427441.435440.8510380.33