Strategy Tester Report
Intelligent_DayTrader1.0_M5
FXDD-MT4 Demo Server 2 (Build 509)

通貨ペアEURUSD (Euro vs. United States Dollar)
期間5分足(M5) 2013.01.02 08:00 - 2013.11.13 23:55 (2013.01.01 - 2013.11.14)
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Usercode=; Symbol_mark=""; Gmt=2; Max_spread=3; Slippage=3; Logic1="-----Scal Logic-----"; Logic1_Tp=10; Logic1_Lc=60; Logic2="-----Middle Logic-----"; Logic2_Tp=20; Logic2_Lc=80; Lots_Setting="-----Lots-----"; Lots=0.1; Trade_Level_Setting="-----Set 20 - 40-----"; Trade_Level=25; Free_comment="Intelligent_DT"; Magic1=99991111; Magic2=99992222; Magic3=99993333; Magic4=99994444; Magic5=99995555;
テストバー数65445モデルティック数12901377モデリング品質n/a
不整合チャートエラー1665924
初期証拠金10000.00
総損益233.95総利益860.94総損失-626.99
プロフィットファクター1.37期待利得1.53
絶対ドローダウン32.62最大ドローダウン303.10 (2.95%)相対ドローダウン2.95% (303.10)
総取引数153ショートポジション(勝率%)79 (88.61%)ロングポジション(勝率%)74 (85.14%)
勝率(%)133 (86.93%)負率 (%)20 (13.07%)
最大勝トレード20.00負トレード-60.29
平均勝トレード6.47負トレード-31.35
最大連勝(金額)17 (137.17)連敗(金額)2 (-115.87)
最大化連勝(トレード数)137.17 (17)連敗(トレード数)-115.87 (2)
平均連勝9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
12013.01.02 22:00sell10.101.317410.000000.00000
22013.01.02 22:00modify10.101.317411.323411.31641
32013.01.02 22:30sell20.101.317710.000000.00000
42013.01.02 22:30modify20.101.317711.323411.31641
52013.01.03 03:07close10.101.317301.323411.316411.1010001.10
62013.01.03 03:07close20.101.317311.323411.316414.0010005.10
72013.01.03 15:45sell30.101.310590.000000.00000
82013.01.03 15:45modify30.101.310591.316591.30959
92013.01.03 15:55sell40.101.310900.000000.00000
102013.01.03 15:55modify40.101.310901.316591.30959
112013.01.03 16:39close30.101.309991.316591.309596.0010011.10
122013.01.03 16:39close40.101.309991.316591.309599.1010020.20
132013.01.07 22:40buy50.101.310620.000000.00000
142013.01.07 22:40modify50.101.310621.304621.31162
152013.01.08 00:04t/p50.101.311621.304621.311629.8610030.06
162013.01.10 14:45buy60.101.309440.000000.00000
172013.01.10 14:45modify60.101.309441.301441.31144
182013.01.10 14:52t/p60.101.311441.301441.3114420.0010050.06
192013.01.10 22:40buy70.101.325070.000000.00000
202013.01.10 22:40modify70.101.325071.319071.32607
212013.01.10 23:34t/p70.101.326071.319071.3260710.0010060.06
222013.01.11 20:20buy80.101.334720.000000.00000
232013.01.11 20:20modify80.101.334721.328721.33572
242013.01.11 21:36buy90.101.334420.000000.00000
252013.01.11 21:36modify90.101.334421.328721.33572
262013.01.14 00:00close80.101.334951.328721.335722.1610062.21
272013.01.14 00:00close90.101.335141.328721.335727.0610069.27
282013.01.17 15:35buy100.101.336050.000000.00000
292013.01.17 15:35modify100.101.336051.330051.33705
302013.01.17 15:45buy110.101.335430.000000.00000
312013.01.17 15:45modify110.101.335431.330051.33705
322013.01.17 19:49close100.101.336161.330051.337051.1010070.37
332013.01.17 19:49close110.101.336171.330051.337057.4010077.77
342013.01.18 19:45sell120.101.331450.000000.00000
352013.01.18 19:45modify120.101.331451.339451.32945
362013.01.18 20:15sell130.101.332610.000000.00000
372013.01.18 20:15modify130.101.332611.339451.32945
382013.01.18 20:34sell140.101.332620.000000.00000
392013.01.18 20:34modify140.101.332621.339451.32945
402013.01.18 22:30close120.101.331901.339451.32945-4.5010073.27
412013.01.18 22:30close130.101.331901.339451.329457.1010080.37
422013.01.18 22:30close140.101.331901.339451.329457.2010087.57
432013.01.24 20:30buy150.101.336770.000000.00000
442013.01.24 20:30modify150.101.336771.328771.33877
452013.01.24 23:30close150.101.337871.328771.3387711.0010098.57
462013.01.25 18:25buy160.101.345790.000000.00000
472013.01.25 18:25modify160.101.345791.339791.34679
482013.01.25 18:30buy170.101.345480.000000.00000
492013.01.25 18:30modify170.101.345481.339791.34679
502013.01.25 19:17close160.101.346391.339791.346796.0010104.57
512013.01.25 19:17close170.101.346391.339791.346799.1010113.67
522013.01.25 20:00buy180.101.345210.000000.00000
532013.01.25 20:00modify180.101.345211.339211.34621
542013.01.25 20:26t/p180.101.346211.339211.3462110.0010123.67
552013.01.30 15:00buy190.101.354270.000000.00000
562013.01.30 15:00modify190.101.354271.348271.35527
572013.01.30 15:20buy200.101.353580.000000.00000
582013.01.30 15:20modify200.101.353581.348271.35527
592013.01.30 15:30close190.101.354691.348271.355274.2010127.87
602013.01.30 15:30close200.101.354691.348271.3552711.1010138.97
612013.01.30 20:55buy210.101.356530.000000.00000
622013.01.30 20:55modify210.101.356531.350531.35753
632013.01.30 21:16t/p210.101.357531.350531.3575310.0010148.97
642013.01.30 21:50buy220.101.356140.000000.00000
652013.01.30 21:50modify220.101.356141.350141.35714
662013.01.30 22:17t/p220.101.357141.350141.3571410.0010158.97
672013.02.01 14:00buy230.101.363890.000000.00000
682013.02.01 14:00modify230.101.363891.355891.36589
692013.02.01 15:37t/p230.101.365891.355891.3658920.0010178.97
702013.02.01 20:30buy240.101.366570.000000.00000
712013.02.01 20:30modify240.101.366571.358571.36857
722013.02.01 22:45buy250.101.365530.000000.00000
732013.02.01 22:45modify250.101.365531.358571.36857
742013.02.04 00:00buy260.101.365350.000000.00000
752013.02.04 00:00modify260.101.365351.358571.36857
762013.02.04 00:23close240.101.365861.358571.36857-7.2410171.73
772013.02.04 00:23close250.101.365861.358571.368573.1610174.88
782013.02.04 00:23close260.101.365861.358571.368575.1010179.98
792013.02.04 16:10sell270.101.357330.000000.00000
802013.02.04 16:10modify270.101.357331.363331.35633
812013.02.04 16:26t/p270.101.356331.363331.3563310.0010189.98
822013.02.06 17:45sell280.101.353080.000000.00000
832013.02.06 17:45modify280.101.353081.361081.35108
842013.02.06 20:00close280.101.351451.361081.3510816.3010206.28
852013.02.07 19:30sell290.101.340320.000000.00000
862013.02.07 19:30modify290.101.340321.346321.33932
872013.02.07 20:11t/p290.101.339321.346321.3393210.0010216.28
882013.02.12 22:03buy300.101.344290.000000.00000
892013.02.12 22:03modify300.101.344291.336291.34629
902013.02.12 23:30close300.101.345301.336291.3462910.1010226.38
912013.02.14 19:50sell310.101.333830.000000.00000
922013.02.14 19:50modify310.101.333831.339831.33283
932013.02.14 21:25sell320.101.334310.000000.00000
942013.02.14 21:25modify320.101.334311.339831.33283
952013.02.15 10:15close310.101.333731.339831.332831.0010227.38
962013.02.15 10:15close320.101.333701.339831.332836.1010233.48
972013.02.21 15:00sell330.101.319320.000000.00000
982013.02.21 15:00modify330.101.319321.325321.31832
992013.02.21 15:05sell340.101.319620.000000.00000
1002013.02.21 15:05modify340.101.319621.325321.31832
1012013.02.21 15:14close330.101.318701.325321.318326.2010239.68
1022013.02.21 15:14close340.101.318701.325321.318329.2010248.88
1032013.02.21 16:10sell350.101.320150.000000.00000
1042013.02.21 16:10modify350.101.320151.326151.31915
1052013.02.21 16:22sell360.101.320450.000000.00000
1062013.02.21 16:22modify360.101.320451.326151.31915
1072013.02.21 17:00close350.101.319521.326151.319156.3010255.18
1082013.02.21 17:00close360.101.319521.326151.319159.3010264.48
1092013.02.21 23:00sell370.101.318470.000000.00000
1102013.02.21 23:00modify370.101.318471.324471.31747
1112013.02.21 23:05sell380.101.318910.000000.00000
1122013.02.21 23:05modify380.101.318911.324471.31747
1132013.02.22 11:00s/l370.101.324471.324471.31747-60.0010204.48
1142013.02.22 11:00s/l380.101.324471.324471.31747-55.6010148.88
1152013.02.25 16:15buy390.101.328440.000000.00000
1162013.02.25 16:15modify390.101.328441.322441.32944
1172013.02.25 16:25t/p390.101.329441.322441.3294410.0010158.88
1182013.02.25 16:55buy400.101.327730.000000.00000
1192013.02.25 16:55modify400.101.327731.321731.32873
1202013.02.25 17:15buy410.101.327270.000000.00000
1212013.02.25 17:15modify410.101.327271.321731.32873
1222013.02.25 17:54s/l400.101.321731.321731.32873-60.0010098.88
1232013.02.25 17:54s/l410.101.321731.321731.32873-55.4010043.48
1242013.03.01 19:10sell420.101.300100.000000.00000
1252013.03.01 19:10modify420.101.300101.306101.29910
1262013.03.01 19:20sell430.101.300890.000000.00000
1272013.03.01 19:20modify430.101.300891.306101.29910
1282013.03.04 08:40close420.101.299991.306101.299101.1010044.58
1292013.03.04 08:40close430.101.299961.306101.299109.3010053.88
1302013.03.06 21:10sell440.101.299300.000000.00000
1312013.03.06 21:10modify440.101.299301.305301.29830
1322013.03.06 21:50sell450.101.299600.000000.00000
1332013.03.06 21:50modify450.101.299601.305301.29830
1342013.03.06 23:10close440.101.299181.305301.298301.2010055.08
1352013.03.06 23:10close450.101.299151.305301.298304.5010059.58
1362013.03.08 19:10sell460.101.300050.000000.00000
1372013.03.08 19:10modify460.101.300051.306051.29905
1382013.03.08 19:11t/p460.101.299051.306051.2990510.0010069.58
1392013.03.08 20:55sell470.101.299360.000000.00000
1402013.03.08 20:55modify470.101.299361.305361.29836
1412013.03.08 21:05sell480.101.299740.000000.00000
1422013.03.08 21:05modify480.101.299741.305361.29836
1432013.03.11 00:00close470.101.298771.305361.298365.9010075.48
1442013.03.11 00:00close480.101.298771.305361.298369.7010085.18
1452013.03.13 18:50sell490.101.295160.000000.00000
1462013.03.13 18:50modify490.101.295161.301161.29416
1472013.03.13 18:55sell500.101.295460.000000.00000
1482013.03.13 18:55modify500.101.295461.301161.29416
1492013.03.13 19:03close490.101.294551.301161.294166.1010091.28
1502013.03.13 19:03close500.101.294551.301161.294169.1010100.38
1512013.03.13 20:00sell510.101.295640.000000.00000
1522013.03.13 20:00modify510.101.295641.301641.29464
1532013.03.13 20:35sell520.101.296510.000000.00000
1542013.03.13 20:35modify520.101.296511.301641.29464
1552013.03.13 22:14close510.101.295521.301641.294641.2010101.58
1562013.03.13 22:14close520.101.295511.301641.2946410.0010111.58
1572013.03.14 01:15sell530.101.296170.000000.00000
1582013.03.14 01:15modify530.101.296171.304171.29417
1592013.03.14 04:00sell540.101.297710.000000.00000
1602013.03.14 04:00modify540.101.297711.304171.29417
1612013.03.14 05:30close530.101.296581.304171.29417-4.1010107.48
1622013.03.14 05:30close540.101.296581.304171.2941711.3010118.78
1632013.03.25 21:00sell550.101.287790.000000.00000
1642013.03.25 21:00modify550.101.287791.293791.28679
1652013.03.25 21:05t/p550.101.286791.293791.2867910.0010128.78
1662013.03.25 21:10sell560.101.287380.000000.00000
1672013.03.25 21:10modify560.101.287381.293381.28638
1682013.03.25 21:36t/p560.101.286381.293381.2863810.0010138.78
1692013.03.27 18:15sell570.101.277750.000000.00000
1702013.03.27 18:15modify570.101.277751.283751.27675
1712013.03.27 18:20sell580.101.278300.000000.00000
1722013.03.27 18:20modify580.101.278301.283751.27675
1732013.03.27 18:28close570.101.277261.283751.276754.9010143.68
1742013.03.27 18:28close580.101.277261.283751.2767510.4010154.08
1752013.03.27 18:40sell590.101.278040.000000.00000
1762013.03.27 18:40modify590.101.278041.284041.27704
1772013.03.27 18:46t/p590.101.277041.284041.2770410.0010164.08
1782013.03.27 19:00sell600.101.278090.000000.00000
1792013.03.27 19:00modify600.101.278091.286091.27609
1802013.03.27 20:15close600.101.277131.286091.276099.6010173.68
1812013.03.27 23:30sell610.101.277840.000000.00000
1822013.03.27 23:30modify610.101.277841.283841.27684
1832013.03.28 01:49close610.101.277741.283841.276841.0010174.68
1842013.04.01 22:00buy620.101.284940.000000.00000
1852013.04.01 22:00modify620.101.284941.278941.28594
1862013.04.01 22:16buy630.101.284630.000000.00000
1872013.04.01 22:16modify630.101.284631.278941.28594
1882013.04.02 03:07close620.101.285041.278941.285940.8610175.54
1892013.04.02 03:07close630.101.285051.278941.285944.0610179.60
1902013.04.04 22:35buy640.101.293220.000000.00000
1912013.04.04 22:35modify640.101.293221.287221.29422
1922013.04.05 00:37close640.101.293321.287221.294220.8610180.46
1932013.04.05 19:35buy650.101.301860.000000.00000
1942013.04.05 19:35modify650.101.301861.295861.30286
1952013.04.05 19:55buy660.101.301560.000000.00000
1962013.04.05 19:55modify660.101.301561.295861.30286
1972013.04.08 13:44close650.101.301961.295861.302860.8610181.31
1982013.04.08 13:44close660.101.301981.295861.302864.0610185.37
1992013.04.09 22:30buy670.101.308850.000000.00000
2002013.04.09 22:30modify670.101.308851.302851.30985
2012013.04.09 22:36buy680.101.308540.000000.00000
2022013.04.09 22:36modify680.101.308541.302851.30985
2032013.04.10 05:48close670.101.308951.302851.309850.8610186.23
2042013.04.10 05:48close680.101.308971.302851.309854.1610190.38
2052013.04.11 15:15buy690.101.312040.000000.00000
2062013.04.11 15:15modify690.101.312041.306041.31304
2072013.04.11 15:25buy700.101.311740.000000.00000
2082013.04.11 15:25modify700.101.311741.306041.31304
2092013.04.11 17:45close690.101.312141.306041.313041.0010191.38
2102013.04.11 17:45close700.101.312151.306041.313044.1010195.48
2112013.04.11 21:00buy710.101.311590.000000.00000
2122013.04.11 21:00modify710.101.311591.303591.31359
2132013.04.11 21:45buy720.101.310770.000000.00000
2142013.04.11 21:45modify720.101.310771.303591.31359
2152013.04.11 22:15buy730.101.310920.000000.00000
2162013.04.11 22:15modify730.101.310921.303591.31359
2172013.04.12 01:30close710.101.310831.303591.31359-7.7410187.74
2182013.04.12 01:30close720.101.310831.303591.313590.4610188.20
2192013.04.12 01:30close730.101.310831.303591.31359-1.0410187.15
2202013.05.23 00:00sell740.101.285680.000000.00000
2212013.05.23 00:00modify740.101.285681.293681.28368
2222013.05.23 01:45close740.101.285251.293681.283684.3010191.45
2232013.05.23 21:40buy750.101.293390.000000.00000
2242013.05.23 21:40modify750.101.293391.287391.29439
2252013.05.23 22:04buy760.101.293090.000000.00000
2262013.05.23 22:04modify760.101.293091.287391.29439
2272013.05.23 22:58close750.101.294001.287391.294396.1010197.55
2282013.05.23 22:58close760.101.294001.287391.294399.1010206.65
2292013.05.28 21:10sell770.101.286730.000000.00000
2302013.05.28 21:10modify770.101.286731.292731.28573
2312013.05.28 23:07t/p770.101.285731.292731.2857310.0010216.65
2322013.05.29 16:10buy780.101.292870.000000.00000
2332013.05.29 16:10modify780.101.292871.286871.29387
2342013.05.29 16:30t/p780.101.293871.286871.2938710.0010226.65
2352013.05.29 19:15buy790.101.293840.000000.00000
2362013.05.29 19:15modify790.101.293841.287841.29484
2372013.05.29 20:14t/p790.101.294841.287841.2948410.0010236.65
2382013.05.29 20:30buy800.101.292600.000000.00000
2392013.05.29 20:30modify800.101.292601.284601.29460
2402013.05.29 23:00close800.101.294031.284601.2946014.3010250.95
2412013.05.30 22:05buy810.101.304040.000000.00000
2422013.05.30 22:05modify810.101.304041.298041.30504
2432013.05.31 00:00t/p810.101.305041.298041.305049.8610260.81
2442013.06.03 21:30buy820.101.308440.000000.00000
2452013.06.03 21:30modify820.101.308441.302441.30944
2462013.06.03 21:55buy830.101.308130.000000.00000
2472013.06.03 21:55modify830.101.308131.302441.30944
2482013.06.04 11:30close820.101.308541.302441.309440.8610261.67
2492013.06.04 11:30close830.101.308551.302441.309444.0610265.73
2502013.06.06 20:35buy840.101.323290.000000.00000
2512013.06.06 20:35modify840.101.323291.317291.32429
2522013.06.06 20:52t/p840.101.324291.317291.3242910.0010275.73
2532013.06.11 00:45buy850.101.325490.000000.00000
2542013.06.11 00:45modify850.101.325491.317491.32749
2552013.06.11 04:00close850.101.325831.317491.327493.4010279.13
2562013.06.19 23:30sell860.101.329570.000000.00000
2572013.06.19 23:30modify860.101.329571.335571.32857
2582013.06.20 01:10sell870.101.330030.000000.00000
2592013.06.20 01:10modify870.101.330031.335571.32857
2602013.06.20 01:31close860.101.329041.335571.328575.3010284.43
2612013.06.20 01:31close870.101.329041.335571.328579.9010294.33
2622013.06.20 15:00sell880.101.321060.000000.00000
2632013.06.20 15:00modify880.101.321061.327061.32006
2642013.06.20 15:14t/p880.101.320061.327061.3200610.0010304.33
2652013.06.20 15:35sell890.101.321520.000000.00000
2662013.06.20 15:35modify890.101.321521.327521.32052
2672013.06.20 15:44t/p890.101.320521.327521.3205210.0010314.33
2682013.06.20 16:05sell900.101.322080.000000.00000
2692013.06.20 16:05modify900.101.322081.328081.32108
2702013.06.20 16:07t/p900.101.321081.328081.3210810.0010324.33
2712013.06.20 19:00sell910.101.321180.000000.00000
2722013.06.20 19:00modify910.101.321181.329181.31918
2732013.06.20 19:30sell920.101.322930.000000.00000
2742013.06.20 19:30modify920.101.322931.329181.31918
2752013.06.20 19:45sell930.101.323230.000000.00000
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2882013.06.26 21:15t/p960.101.299741.306741.2997410.0010370.03
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