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) 2013.01.02 08:00 - 2013.10.15 03:40 (2013.01.01 - 2013.12.31)
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59524モデルティック数11045002モデリング品質n/a
不整合チャートエラー1968042
初期証拠金10000.00
総損益219.65総利益424.01総損失-204.36
プロフィットファクター2.07期待利得3.54
絶対ドローダウン16.55最大ドローダウン83.18 (0.82%)相対ドローダウン0.82% (83.18)
総取引数62ショートポジション(勝率%)30 (86.67%)ロングポジション(勝率%)32 (65.63%)
勝率(%)47 (75.81%)負率 (%)15 (24.19%)
最大勝トレード19.25負トレード-60.75
平均勝トレード9.02負トレード-13.62
最大連勝(金額)16 (159.17)連敗(金額)4 (-38.47)
最大化連勝(トレード数)159.17 (16)連敗(トレード数)-60.75 (1)
平均連勝4連敗2
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
12013.01.02 22:00sell10.101.317410.000000.00000
22013.01.02 22:00modify10.101.317411.323411.31541
32013.01.03 03:06close10.101.317311.323411.315410.2210000.22
42013.01.03 15:45sell20.101.310590.000000.00000
52013.01.03 15:45modify20.101.310591.316591.30859
62013.01.03 17:55close20.101.309591.316591.308599.2510009.47
72013.01.07 22:40buy30.101.310470.000000.00000
82013.01.07 22:40modify30.101.310471.304471.31247
92013.01.07 22:50close30.101.311341.304471.312477.9510017.42
102013.01.10 14:40buy40.101.309450.000000.00000
112013.01.10 14:40modify40.101.309451.303451.31145
122013.01.10 14:52t/p40.101.311451.303451.3114519.2510036.67
132013.01.10 22:40buy50.101.324930.000000.00000
142013.01.10 22:40modify50.101.324931.318931.32693
152013.01.10 23:25close50.101.325691.318931.326936.8510043.52
162013.01.17 15:35buy60.101.335940.000000.00000
172013.01.17 15:35modify60.101.335941.329941.33794
182013.01.17 19:49close60.101.336051.329941.337940.3510043.87
192013.01.30 00:10buy70.101.348680.000000.00000
202013.01.30 00:10modify70.101.348681.342681.35068
212013.01.30 01:40close70.101.349211.342681.350684.5510048.42
222013.01.30 14:30buy80.101.354090.000000.00000
232013.01.30 14:30modify80.101.354091.348091.35609
242013.01.30 16:40close80.101.355651.348091.3560914.8510063.27
252013.01.30 20:55buy90.101.356390.000000.00000
262013.01.30 20:55modify90.101.356391.350391.35839
272013.01.30 21:16t/p90.101.358391.350391.3583919.2510082.52
282013.02.04 14:45sell100.101.357180.000000.00000
292013.02.04 14:45modify100.101.357181.363181.35518
302013.02.04 15:10close100.101.355451.363181.3551816.5510099.07
312013.02.04 16:10sell110.101.357330.000000.00000
322013.02.04 16:10modify110.101.357331.363331.35533
332013.02.04 16:42t/p110.101.355331.363331.3553319.2510118.32
342013.02.05 00:05sell120.101.351730.000000.00000
352013.02.05 00:05modify120.101.351731.357731.34973
362013.02.05 00:45close120.101.350971.357731.349736.8510125.17
372013.02.07 19:30sell130.101.340320.000000.00000
382013.02.07 19:30modify130.101.340321.346321.33832
392013.02.07 21:40close130.101.338961.346321.3383212.8510138.02
402013.02.14 14:40sell140.101.333750.000000.00000
412013.02.14 14:40modify140.101.333751.339751.33175
422013.02.14 17:10close140.101.332651.339751.3317510.2510148.27
432013.02.21 00:40sell150.101.328840.000000.00000
442013.02.21 00:40modify150.101.328841.334841.32684
452013.02.21 01:25close150.101.327701.334841.3268410.6510158.92
462013.02.21 14:45sell160.101.318730.000000.00000
472013.02.21 14:45modify160.101.318731.324731.31673
482013.02.21 20:11close160.101.318631.324731.316730.2510159.17
492013.02.25 16:15buy170.101.328250.000000.00000
502013.02.25 16:15modify170.101.328251.322251.33025
512013.02.25 17:50s/l170.101.322251.322251.33025-60.7510098.42
522013.03.06 21:10sell180.101.299300.000000.00000
532013.03.06 21:10modify180.101.299301.305301.29730
542013.03.06 23:30close180.101.298571.305301.297306.5510104.97
552013.03.08 17:45sell190.101.299520.000000.00000
562013.03.08 17:45modify190.101.299521.305521.29752
572013.03.08 18:06t/p190.101.297521.305521.2975219.2510124.22
582013.03.13 18:50sell200.101.295160.000000.00000
592013.03.13 18:50modify200.101.295161.301161.29316
602013.03.14 05:20close200.101.296451.301161.29316-13.6810110.54
612013.03.25 21:00sell210.101.287790.000000.00000
622013.03.25 21:00modify210.101.287791.293791.28579
632013.03.25 22:11t/p210.101.285791.293791.2857919.2510129.79
642013.03.27 18:15sell220.101.277750.000000.00000
652013.03.27 18:15modify220.101.277751.283751.27575
662013.03.27 20:05close220.101.276541.283751.2757511.3510141.14
672013.04.01 20:20buy230.101.284980.000000.00000
682013.04.01 20:20modify230.101.284981.278981.28698
692013.04.02 02:50close230.101.284751.278981.28698-3.1310138.01
702013.04.04 22:35buy240.101.293200.000000.00000
712013.04.04 22:35modify240.101.293201.287201.29520
722013.04.05 03:21close240.101.293311.287201.295200.1110138.12
732013.04.09 22:30buy250.101.308800.000000.00000
742013.04.09 22:30modify250.101.308801.302801.31080
752013.04.10 04:30close250.101.308351.302801.31080-5.3310132.79
762013.04.11 15:15buy260.101.312010.000000.00000
772013.04.11 15:15modify260.101.312011.306011.31401
782013.04.11 17:45close260.101.312111.306011.314010.2510133.04
792013.05.23 21:40buy270.101.293400.000000.00000
802013.05.23 21:40modify270.101.293401.287401.29540
812013.05.24 05:35close270.101.292001.287401.29540-14.9910118.05
822013.05.28 21:10sell280.101.286810.000000.00000
832013.05.28 21:10modify280.101.286811.292811.28481
842013.05.28 23:00close280.101.286251.292811.284814.8510122.90
852013.05.29 16:10buy290.101.292790.000000.00000
862013.05.29 16:10modify290.101.292791.286791.29479
872013.05.29 16:41t/p290.101.294791.286791.2947919.2510142.15
882013.05.29 19:15buy300.101.293750.000000.00000
892013.05.29 19:15modify300.101.293751.287751.29575
902013.05.29 22:05close300.101.294341.287751.295755.1510147.30
912013.05.30 22:05buy310.101.304020.000000.00000
922013.05.30 22:05modify310.101.304021.298021.30602
932013.05.31 00:05close310.101.304851.298021.306027.3110154.61
942013.06.03 21:35buy320.101.308200.000000.00000
952013.06.03 21:35modify320.101.308201.302201.31020
962013.06.04 03:45close320.101.307601.302201.31020-6.8310147.78
972013.06.06 20:35buy330.101.323210.000000.00000
982013.06.06 20:35modify330.101.323211.317211.32521
992013.06.06 21:03t/p330.101.325211.317211.3252119.2510167.03
1002013.06.11 00:20buy340.101.325530.000000.00000
1012013.06.11 00:20modify340.101.325531.319531.32753
1022013.06.11 01:35close340.101.325761.319531.327531.5510168.58
1032013.06.19 23:30sell350.101.329630.000000.00000
1042013.06.19 23:30modify350.101.329631.335631.32763
1052013.06.20 01:35close350.101.328631.335631.327639.2210177.80
1062013.06.20 14:25sell360.101.321370.000000.00000
1072013.06.20 14:25modify360.101.321371.327371.31937
1082013.06.20 14:36t/p360.101.319371.327371.3193719.2510197.05
1092013.06.20 14:55sell370.101.321170.000000.00000
1102013.06.20 14:55modify370.101.321171.327171.31917
1112013.06.20 16:00close370.101.319751.327171.3191713.4510210.50
1122013.06.26 19:40sell380.101.300830.000000.00000
1132013.06.26 19:40modify380.101.300831.306831.29883
1142013.06.26 21:15close380.101.299821.306831.298839.3510219.85
1152013.07.03 00:05sell390.101.298030.000000.00000
1162013.07.03 00:05modify390.101.298031.304031.29603
1172013.07.03 02:00close390.101.297741.304031.296032.1510222.00
1182013.07.04 18:05sell400.101.291450.000000.00000
1192013.07.04 18:05modify400.101.291451.297451.28945
1202013.07.04 20:20close400.101.291351.297451.289450.2510222.25
1212013.07.09 20:00sell410.101.279120.000000.00000
1222013.07.09 20:00modify410.101.279121.285121.27712
1232013.07.09 20:31t/p410.101.277121.285121.2771219.2510241.50
1242013.07.09 21:30sell420.101.278860.000000.00000
1252013.07.09 21:30modify420.101.278861.284861.27686
1262013.07.09 23:30close420.101.278071.284861.276867.1510248.65
1272013.07.10 00:45sell430.101.278590.000000.00000
1282013.07.10 00:45modify430.101.278591.284591.27659
1292013.07.10 01:45close430.101.278041.284591.276594.7510253.40
1302013.07.17 00:40buy440.101.315350.000000.00000
1312013.07.17 00:40modify440.101.315351.309351.31735
1322013.07.17 06:40close440.101.314211.309351.31735-12.1510241.25
1332013.08.08 20:35buy450.101.339000.000000.00000
1342013.08.08 20:36modify450.101.339001.333001.34100
1352013.08.09 04:20close450.101.338531.333001.34100-5.6910235.56
1362013.08.12 16:35sell460.101.329110.000000.00000
1372013.08.12 16:35modify460.101.329111.335111.32711
1382013.08.12 23:05close460.101.330381.335111.32711-13.4510222.11
1392013.08.13 19:10sell470.101.325120.000000.00000
1402013.08.13 19:10modify470.101.325121.331121.32312
1412013.08.14 03:55close470.101.325761.331121.32312-7.1810214.93
1422013.08.15 23:35buy480.101.334760.000000.00000
1432013.08.15 23:35modify480.101.334761.328761.33676
1442013.08.16 00:55close480.101.335181.328761.336763.2110218.14
1452013.08.20 18:40buy490.101.342410.000000.00000
1462013.08.20 18:40modify490.101.342411.336411.34441
1472013.08.21 03:40close490.101.342091.336411.34441-4.0310214.11
1482013.08.29 15:15sell500.101.326580.000000.00000
1492013.08.29 15:15modify500.101.326581.332581.32458
1502013.08.29 15:31t/p500.101.324581.332581.3245819.2510233.36
1512013.08.29 19:25sell510.101.323220.000000.00000
1522013.08.29 19:25modify510.101.323221.329221.32122
1532013.08.30 01:30close510.101.323501.329221.32122-3.6410229.72
1542013.09.04 23:45buy520.101.320670.000000.00000
1552013.09.04 23:45modify520.101.320671.314671.32267
1562013.09.05 10:45close520.101.317581.314671.32267-31.7310197.99
1572013.09.05 19:55sell530.101.312700.000000.00000
1582013.09.05 19:55modify530.101.312701.318701.31070
1592013.09.05 21:00close530.101.311701.318701.310709.2510207.24
1602013.09.09 22:00buy540.101.325860.000000.00000
1612013.09.09 22:00modify540.101.325861.319861.32786
1622013.09.10 03:18close540.101.325961.319861.327860.1710207.41
1632013.09.11 21:55buy550.101.330860.000000.00000
1642013.09.11 21:55modify550.101.330861.324861.33286
1652013.09.11 23:00close550.101.331421.324861.332864.8510212.26
1662013.09.11 23:40buy560.101.330870.000000.00000
1672013.09.11 23:40modify560.101.330871.324871.33287
1682013.09.12 02:25close560.101.331241.324871.332872.8710215.13
1692013.09.19 00:45buy570.101.351390.000000.00000
1702013.09.19 00:45modify570.101.351391.345391.35339
1712013.09.19 02:15close570.101.351531.345391.353390.6510215.78
1722013.09.25 20:35buy580.101.352410.000000.00000
1732013.09.25 20:35modify580.101.352411.346411.35441
1742013.09.25 22:30close580.101.353101.346411.354416.1510221.93
1752013.09.27 17:35buy590.101.354200.000000.00000
1762013.09.27 17:35modify590.101.354201.348201.35620
1772013.09.27 23:35close590.101.352221.348201.35620-20.5510201.38
1782013.10.02 19:45buy600.101.358330.000000.00000
1792013.10.02 19:45modify600.101.358331.352331.36033
1802013.10.03 02:15close600.101.358291.352331.36033-1.2310200.15
1812013.10.09 17:35sell610.101.351600.000000.00000
1822013.10.09 17:35modify610.101.351601.357601.34960
1832013.10.09 21:01t/p610.101.349601.357601.3496019.2510219.40
1842013.10.11 14:00buy620.101.356790.000000.00000
1852013.10.11 14:00modify620.101.356791.350791.35879
1862013.10.11 18:03close620.101.356891.350791.358790.2510219.65