Strategy Tester Report
EAKSP0308
FXDD-MT4 Live Server (Build 225)

通貨ペアCHFJPY (Swiss Franc vs. Japanese Yen)
期間15分足(M15) 2007.03.01 00:00 - 2009.04.29 23:45 (2007.03.01 - 2009.04.30)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターTYPE_A=false; TYPE_A_TP=15; TYPE_B=true; TYPE_B_TP=20; TYPE_C=false; TYPE_C_TP=20; TYPE_D=true; TYPE_D_TP=20; TYPE_E=true; TYPE_E_TP=20; MaxLose=15000; LoseStop=false; AutoLot=true; OneLotMoney=100000; Lots=0.1; Magic=151515; MaxSpread=6; TimeFilter=false; StartTime=13; EndTime=2; SafetyMode=false; SafetySecureProfit=5; PositionADJ=1; SMail=false; AC_digits=false; UseAlert=false; Trade=false;
Bars in test54252Ticks modelled39433998Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit5504.65Gross profit7757.44Gross loss-2252.79
Profit factor3.44Expected payoff20.31
Absolute drawdown238.28Maximal drawdown1711.39 (11.96%)Relative drawdown11.96% (1711.39)
Total trades271Short positions (won %)160 (69.38%)Long positions (won %)111 (66.67%)
Profit trades (% of total)185 (68.27%)Loss trades (% of total)86 (31.73%)
Largestprofit trade470.53loss trade-134.72
Averageprofit trade41.93loss trade-26.20
Maximumconsecutive wins (profit in money)12 (441.02)consecutive losses (loss in money)3 (-266.77)
Maximalconsecutive profit (count of wins)858.42 (10)consecutive loss (count of losses)-266.77 (3)
Averageconsecutive wins3consecutive losses1
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
12007.03.02 09:53sell10.1096.190.000.00
22007.03.02 11:46close10.1095.980.000.0023.3910023.39
32007.03.05 16:54sell20.1094.890.000.00
42007.03.05 23:29close20.1094.6890.000.0022.3910045.78
52007.03.06 02:03sell30.1094.760.000.00
62007.03.06 02:33sell40.2094.970.000.00
72007.03.06 09:44sell50.4095.330.000.00
82007.03.06 15:28close50.4095.110.000.0098.0310143.81
92007.03.06 15:28close40.2095.110.000.00-31.1910112.62
102007.03.06 15:28close30.1095.110.000.00-38.9910073.63
112007.06.25 08:59buy60.10100.770.000.00
122007.06.25 10:13buy70.20100.610.000.00
132007.06.25 17:30close70.20100.740.000.0028.9810102.61
142007.06.25 17:30close60.10100.740.000.00-3.3510099.26
152007.07.24 12:21sell80.10100.170.000.00
162007.07.24 14:36sell90.20100.330.000.00
172007.07.24 15:02sell100.40100.600.000.00
182007.07.24 15:41close100.40100.430.000.0075.7510175.01
192007.07.24 15:41close90.20100.430.000.00-22.2810152.73
202007.07.24 15:41close80.10100.430.000.00-28.9610123.77
212007.07.26 13:30sell110.1099.260.000.00
222007.07.26 14:12close110.1099.050.000.0023.4010147.17
232007.07.27 22:02sell120.1098.300.000.00
242007.07.30 00:01close120.1097.990.000.0034.5410181.71
252007.08.14 11:55sell130.1097.940.000.00
262007.08.14 17:05close130.1097.730.000.0023.3910205.10
272007.08.23 16:54buy140.1096.250.000.00
282007.08.23 18:53buy150.2096.020.000.00
292007.08.23 19:20close150.2096.170.000.0033.4310238.53
302007.08.23 19:20close140.1096.170.000.00-8.9210229.61
312007.08.29 07:04sell160.1095.160.000.00
322007.08.29 11:09sell170.2095.400.000.00
332007.08.29 11:38close170.2095.250.000.0033.4210263.03
342007.08.29 11:38close160.1095.250.000.00-10.0310253.00
352007.09.13 23:21buy180.1097.040.000.00
362007.09.14 00:12buy190.2096.850.000.00
372007.09.14 00:18close190.2096.980.000.0028.9710281.97
382007.09.14 00:18close180.1096.980.000.00-6.8210275.15
392007.09.19 22:11buy200.1098.060.000.00
402007.09.20 00:38buy210.2097.980.000.00
412007.09.20 02:51close210.2098.090.000.0024.5110299.66
422007.09.20 02:51close200.1098.090.000.002.9410302.60
432007.10.23 04:30sell220.1097.180.000.00
442007.10.23 06:23sell230.2097.360.000.00
452007.10.23 07:44close230.2097.230.000.0028.9610331.56
462007.10.23 07:44close220.1097.230.000.00-5.5710325.99
472007.10.31 19:07buy240.1099.310.000.00
482007.10.31 20:17buy250.2099.170.000.00
492007.10.31 20:19close250.2099.290.000.0026.7410352.73
502007.10.31 20:19close240.1099.290.000.00-2.2210350.51
512007.10.31 20:21buy260.1099.320.000.00
522007.10.31 20:40close260.1099.520.000.0022.2910372.80
532007.11.01 00:23buy270.1099.460.000.00
542007.11.01 06:22buy280.2099.370.000.00
552007.11.01 08:26close280.2099.470.000.0022.2910395.09
562007.11.01 08:26close270.1099.470.000.001.1110396.20
572007.11.07 07:08buy290.10100.270.000.00
582007.11.07 09:17buy300.20100.120.000.00
592007.11.07 11:14close300.20100.240.000.0026.7410422.94
602007.11.07 11:14close290.10100.240.000.00-3.3410419.60
612007.11.13 12:10sell310.1097.610.000.00
622007.11.13 12:51sell320.2097.650.000.00
632007.11.13 12:58close320.2097.560.000.0020.0510439.65
642007.11.13 12:58close310.1097.560.000.005.5710445.22
652007.12.28 20:30buy330.10100.040.000.00
662007.12.31 00:00buy340.2099.760.000.00
672007.12.31 01:32buy350.4099.690.000.00
682007.12.31 02:04close350.4099.790.000.0044.5810489.80
692007.12.31 02:04close340.2099.790.000.006.6810496.48
702007.12.31 02:04close330.1099.790.000.00-28.0010468.48
712008.01.03 06:36sell360.1098.030.000.00
722008.01.03 11:49close360.1097.820.000.0023.3910491.87
732008.01.03 15:04sell370.1097.800.000.00
742008.01.03 16:34sell380.2098.030.000.00
752008.01.03 18:44sell390.4098.400.000.00
762008.01.04 03:52close390.4098.170.000.00102.4810594.35
772008.01.04 03:52close380.2098.170.000.00-31.1910563.16
782008.01.04 03:52close370.1098.170.000.00-41.2110521.95
792008.01.16 15:58sell400.1197.570.000.00
802008.01.16 16:11sell410.2297.810.000.00
812008.01.16 17:42close410.2297.660.000.0036.7610558.71
822008.01.16 17:42close400.1197.660.000.00-11.0210547.69
832008.01.16 18:30sell420.1197.600.000.00
842008.01.16 18:34close420.1197.390.000.0025.7310573.42
852008.01.16 19:04sell430.1197.580.000.00
862008.01.16 20:33close430.1197.370.000.0025.7310599.15
872008.01.16 21:15sell440.1197.550.000.00
882008.01.16 21:33sell450.2297.720.000.00
892008.01.17 00:26close450.2297.590.000.0031.8610631.01
902008.01.17 00:26close440.1197.590.000.00-4.9010626.11
912008.01.18 05:45sell460.1197.000.000.00
922008.01.18 08:29sell470.2297.130.000.00
932008.01.18 08:48close470.2297.010.000.0029.4110655.52
942008.01.18 08:48close460.1197.010.000.00-1.2310654.29
952008.01.22 03:35sell480.1195.610.000.00
962008.01.22 04:30sell490.2295.930.000.00
972008.01.22 05:18close490.2295.750.000.0044.1210698.41
982008.01.22 05:18close480.1195.750.000.00-17.1510681.26
992008.01.22 07:33sell500.1195.650.000.00
1002008.01.22 09:12close500.1195.440.000.0025.7310706.99
1012008.01.22 10:22sell510.1195.620.000.00
1022008.01.22 10:26sell520.2295.820.000.00
1032008.01.22 10:58sell530.4496.210.000.00
1042008.01.22 11:25close530.4495.980.000.00112.7310819.72
1052008.01.22 11:25close520.2295.980.000.00-39.2110780.51
1062008.01.22 11:25close510.1195.980.000.00-44.1110736.40
1072008.01.25 07:54buy540.1198.440.000.00
1082008.01.25 09:06close540.1198.640.000.0024.5210760.92
1092008.01.25 10:50buy550.1198.510.000.00
1102008.01.25 12:44buy560.2298.310.000.00
1112008.01.25 14:08buy570.4497.960.000.00
1122008.01.25 14:27close570.4498.170.000.00102.9610863.88
1132008.01.25 14:27close560.2298.170.000.00-34.3210829.56
1142008.01.25 14:27close550.1198.170.000.00-41.6710787.89
1152008.02.28 02:14buy580.11100.010.000.00
1162008.02.28 09:04buy590.2299.950.000.00
1172008.02.28 09:30close590.22100.040.000.0022.0610809.95
1182008.02.28 09:30close580.11100.040.000.003.6810813.63
1192008.03.27 03:06buy600.1199.900.000.00
1202008.03.27 04:03buy610.2299.690.000.00
1212008.03.27 04:14close610.2299.830.000.0034.3210847.95
1222008.03.27 04:14close600.1199.830.000.00-8.5810839.37
1232008.03.28 00:47buy620.11100.300.000.00
1242008.03.28 03:35buy630.22100.180.000.00
1252008.03.28 05:20close630.22100.290.000.0026.9710866.34
1262008.03.28 05:20close620.11100.290.000.00-1.2310865.11
1272008.04.03 10:35buy640.11101.360.000.00
1282008.04.03 10:39buy650.22101.220.000.00
1292008.04.03 10:54close650.22101.340.000.0029.4210894.53
1302008.04.03 10:54close640.11101.340.000.00-2.4510892.08
1312008.04.29 22:17sell660.11100.230.000.00
1322008.04.30 04:46sell670.22100.330.000.00
1332008.04.30 07:47close670.22100.220.000.0026.9610919.04
1342008.04.30 07:47close660.11100.220.000.001.2310920.27
1352008.05.08 13:46sell680.1198.720.000.00
1362008.05.08 15:43close680.1198.510.000.0025.7310946.00
1372008.05.08 16:10sell690.1198.710.000.00
1382008.05.08 20:00sell700.2298.880.000.00
1392008.05.08 22:51close700.2298.750.000.0031.8510977.85
1402008.05.08 22:51close690.1198.750.000.00-4.9010972.95
1412008.05.23 06:13buy710.11100.910.000.00
1422008.05.23 10:06buy720.22100.820.000.00
1432008.05.23 11:15close720.22100.920.000.0024.5210997.47
1442008.05.23 11:15close710.11100.920.000.001.2210998.69
1452008.06.06 15:30buy730.11102.140.000.00
1462008.06.06 15:30close730.11102.350.000.0025.7411024.43
1472008.06.09 00:27buy740.11102.720.000.00
1482008.06.09 02:08close740.11102.920.000.0024.5211048.95
1492008.06.09 08:51buy750.11103.020.000.00
1502008.06.09 09:35close750.11103.220.000.0024.5211073.47
1512008.06.09 17:00buy760.11103.430.000.00
1522008.06.09 17:49close760.11103.630.000.0024.5211097.99
1532008.06.09 19:59buy770.11103.500.000.00
1542008.06.09 20:16buy780.22103.250.000.00
1552008.06.09 20:35close780.22103.400.000.0036.7811134.77
1562008.06.09 20:35close770.11103.400.000.00-12.2611122.51
1572008.06.10 00:35buy790.11103.460.000.00
1582008.06.10 08:57buy800.22103.410.000.00
1592008.06.10 09:05close800.22103.500.000.0022.0611144.57
1602008.06.10 09:05close790.11103.500.000.004.9011149.47
1612008.08.11 14:02sell810.11101.800.000.00
1622008.08.11 15:42close810.11101.590.000.0025.7311175.20
1632008.08.11 16:33sell820.11101.750.000.00
1642008.08.11 20:17close820.11101.540.000.0025.7311200.93
1652008.08.12 09:38sell830.11101.260.000.00
1662008.08.12 10:09close830.11101.050.000.0025.7311226.66
1672008.08.12 12:10sell840.11101.200.000.00
1682008.08.12 16:17sell850.22101.290.000.00
1692008.08.12 16:31close850.22101.190.000.0024.5011251.16
1702008.08.12 16:31close840.11101.190.000.001.2311252.39
1712008.08.13 10:05sell860.11100.360.000.00
1722008.08.13 11:04close860.11100.150.000.0025.7311278.12
1732008.08.13 12:14sell870.11100.310.000.00
1742008.08.13 12:49close870.11100.100.000.0025.7311303.85
1752008.08.13 18:54sell880.11100.070.000.00
1762008.08.13 19:11sell890.22100.300.000.00
1772008.08.13 20:26sell900.44100.690.000.00
1782008.08.14 02:41close900.44100.460.000.00112.7311416.58
1792008.08.14 02:41close890.22100.460.000.00-39.2211377.36
1802008.08.14 02:41close880.11100.460.000.00-47.7911329.57
1812008.09.01 16:10sell910.1198.290.000.00
1822008.09.01 17:59close910.1198.080.000.0025.7311355.30
1832008.09.03 16:19sell920.1197.750.000.00
1842008.09.03 16:33sell930.2297.890.000.00
1852008.09.03 17:06close930.2297.770.000.0029.4011384.70
1862008.09.03 17:06close920.1197.770.000.00-2.4511382.25
1872008.09.05 04:38sell940.1196.500.000.00
1882008.09.05 04:45close940.1196.290.000.0025.7311407.98
1892008.09.09 09:49sell950.1195.270.000.00
1902008.09.09 12:23sell960.2295.550.000.00
1912008.09.09 15:37close960.2295.380.000.0041.6611449.64
1922008.09.09 15:37close950.1195.380.000.00-13.4811436.16
1932008.09.09 18:21sell970.1195.320.000.00
1942008.09.09 19:31sell980.2295.460.000.00
1952008.09.09 20:58close980.2295.340.000.0029.4111465.57
1962008.09.09 20:58close970.1195.340.000.00-2.4511463.12
1972008.09.10 01:55sell990.1195.110.000.00
1982008.09.10 02:34close990.1194.900.000.0025.7311488.85
1992008.09.10 04:17sell1000.1195.050.000.00
2002008.09.10 05:05close1000.1194.840.000.0025.7411514.59
2012008.09.10 07:29sell1010.1295.000.000.00
2022008.09.10 07:46sell1020.2495.160.000.00
2032008.09.10 07:59close1020.2495.030.000.0034.7611549.35
2042008.09.10 07:59close1010.1295.030.000.00-4.0111545.34
2052008.09.10 15:51sell1030.1295.020.000.00
2062008.09.10 15:55sell1040.2495.110.000.00
2072008.09.10 16:11sell1050.4895.370.000.00
2082008.09.10 16:34close1050.4895.210.000.0085.5511630.89
2092008.09.10 16:34close1040.2495.210.000.00-26.7311604.16
2102008.09.10 16:34close1030.1295.210.000.00-25.4011578.76
2112008.09.11 05:00sell1060.1294.700.000.00
2122008.09.11 06:22close1060.1294.490.000.0028.0711606.83
2132008.09.16 08:32sell1070.1293.890.000.00
2142008.09.16 09:00sell1080.2494.100.000.00
2152008.09.16 09:14close1080.2493.960.000.0037.4311644.26
2162008.09.16 09:14close1070.1293.960.000.00-9.3611634.90
2172008.09.16 10:44sell1090.1293.860.000.00
2182008.09.16 12:24sell1100.2494.020.000.00
2192008.09.16 12:49close1100.2493.890.000.0034.7611669.66
2202008.09.16 12:49close1090.1293.890.000.00-4.0111665.65
2212008.09.16 15:22sell1110.1293.750.000.00
2222008.09.16 15:34close1110.1293.540.000.0028.0811693.73
2232008.09.22 02:11buy1120.1296.610.000.00
2242008.09.22 02:23close1120.1296.810.000.0026.7511720.48
2252008.09.22 04:09buy1130.1296.670.000.00
2262008.09.22 05:22close1130.1296.880.000.0028.0811748.56
2272008.09.22 07:56buy1140.1296.770.000.00
2282008.09.22 09:35buy1150.2496.500.000.00
2292008.09.22 09:59close1150.2496.660.000.0042.7911791.35
2302008.09.22 09:59close1140.1296.660.000.00-14.7111776.64
2312008.09.22 12:58buy1160.1296.810.000.00
2322008.09.22 13:12close1160.1297.020.000.0028.0811804.72
2332008.09.30 08:19sell1170.1295.390.000.00
2342008.09.30 09:06close1170.1295.180.000.0028.0711832.79
2352008.09.30 09:27sell1180.1295.380.000.00
2362008.09.30 09:39close1180.1295.170.000.0028.0811860.87
2372008.09.30 10:15sell1190.1295.350.000.00
2382008.09.30 11:52sell1200.2495.670.000.00
2392008.09.30 13:11close1200.2495.490.000.0048.1211908.99
2402008.09.30 13:11close1190.1295.490.000.00-18.7111890.28
2412008.10.01 02:38sell1210.1294.780.000.00
2422008.10.01 03:48sell1220.2495.040.000.00
2432008.10.01 04:07close1220.2494.880.000.0042.7711933.05
2442008.10.01 04:07close1210.1294.880.000.00-13.3711919.68
2452008.10.01 08:52sell1230.1294.730.000.00
2462008.10.01 10:20sell1240.2494.910.000.00
2472008.10.01 14:52close1240.2494.780.000.0034.7611954.44
2482008.10.01 14:52close1230.1294.780.000.00-6.6811947.76
2492008.10.01 18:53sell1250.1294.570.000.00
2502008.10.01 19:40close1250.1294.360.000.0028.0711975.83
2512008.10.01 20:54sell1260.1294.530.000.00
2522008.10.01 21:54close1260.1294.320.000.0028.0712003.90
2532008.10.03 14:55sell1270.1292.860.000.00
2542008.10.03 15:15close1270.1292.650.000.0028.0812031.98
2552008.10.03 15:36sell1280.1292.850.000.00
2562008.10.03 15:57close1280.1292.640.000.0028.0712060.05
2572008.10.03 17:30sell1290.1292.780.000.00
2582008.10.03 17:34sell1300.2492.900.000.00
2592008.10.03 17:53sell1310.4893.320.000.00
2602008.10.05 23:59close1310.4892.440.000.00470.5312530.58
2612008.10.05 23:59close1300.2492.440.000.00122.9912653.57
2622008.10.05 23:59close1290.1292.440.000.0045.4512699.02
2632008.10.10 04:28sell1320.1388.370.000.00
2642008.10.10 04:31close1320.1388.160.000.0030.4112729.43
2652008.10.10 08:07sell1330.1388.130.000.00
2662008.10.10 08:09close1330.1387.920.000.0030.4112759.84
2672008.10.10 09:30sell1340.1388.100.000.00
2682008.10.10 09:34sell1350.2688.370.000.00
2692008.10.10 09:49close1350.2688.210.000.0046.3412806.18
2702008.10.10 09:49close1340.1388.210.000.00-15.9312790.25
2712008.10.13 08:42sell1360.1388.380.000.00
2722008.10.13 08:43sell1370.2688.450.000.00
2732008.10.13 08:49close1370.2688.350.000.0028.9612819.21
2742008.10.13 08:49close1360.1388.350.000.004.3512823.56
2752008.10.14 12:47buy1380.1390.160.000.00
2762008.10.14 12:59close1380.1390.360.000.0028.9812852.54
2772008.10.14 16:12buy1390.1390.450.000.00
2782008.10.14 16:14close1390.1390.650.000.0028.9812881.52
2792008.10.14 17:08buy1400.1390.480.000.00
2802008.10.14 17:42buy1410.2690.090.000.00
2812008.10.14 18:28close1410.2690.290.000.0057.9512939.47
2822008.10.14 18:28close1400.1390.290.000.00-27.5312911.94
2832008.10.21 21:57sell1420.1387.430.000.00
2842008.10.21 22:23close1420.1387.220.000.0030.4112942.35
2852008.10.22 01:25sell1430.1387.280.000.00
2862008.10.22 01:58close1430.1387.060.000.0031.8612974.21
2872008.10.29 15:35buy1440.1384.350.000.00
2882008.10.29 16:21close1440.1384.560.000.0030.4213004.63
2892008.10.29 16:30buy1450.1384.360.000.00
2902008.10.29 16:58close1450.1384.570.000.0030.4213035.05
2912008.11.03 09:45buy1460.1385.920.000.00
2922008.11.03 09:59buy1470.2685.730.000.00
2932008.11.03 10:07buy1480.5285.610.000.00
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3112008.11.12 13:54sell1560.1382.290.000.00
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3212008.11.18 15:57close1600.2680.630.000.00-17.3813326.12
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