Strategy Tester Report
FXSP000_ver1.00
ODL-MT4 Live (Build 216)

通貨ペアEURUSD (Euro vs US Dollar)
期間5分足(M5) 2008.04.01 00:00 - 2008.06.16 04:15 (2008.04.01 - 2008.06.17)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーター
Bars in test16507Ticks modelled462360Modelling quality90.00%
Mismatched charts errors18
Initial deposit10000.00
Total net profit1518.10Gross profit1730.80Gross loss-212.70
Profit factor8.14Expected payoff10.69
Absolute drawdown266.00Maximal drawdown430.40 (3.84%)Relative drawdown3.84% (430.40)
Total trades142Short positions (won %)62 (64.52%)Long positions (won %)80 (63.75%)
Profit trades (% of total)91 (64.08%)Loss trades (% of total)51 (35.92%)
Largestprofit trade99.00loss trade-8.00
Averageprofit trade19.02loss trade-4.17
Maximumconsecutive wins (profit in money)8 (84.00)consecutive losses (loss in money)2 (-14.00)
Maximalconsecutive profit (count of wins)114.00 (2)consecutive loss (count of losses)-14.00 (2)
Averageconsecutive wins2consecutive 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
12008.04.02 19:05buy10.101.56751.56300.0000
22008.04.02 19:10close10.101.56821.56300.00007.0010007.00
32008.04.03 17:20buy20.101.56741.56290.0000
42008.04.03 17:20close20.101.56791.56290.00005.0010012.00
52008.04.04 19:00sell30.101.57191.57640.0000
62008.04.04 19:05close30.101.57141.57640.00005.0010017.00
72008.04.07 17:38buy40.101.57061.56610.0000
82008.04.07 17:58buy50.301.57001.56600.0000
92008.04.07 18:15close50.301.57051.56600.000015.0010032.00
102008.04.07 18:15close40.101.57051.56610.0000-1.0010031.00
112008.04.07 18:45sell60.101.57001.57450.0000
122008.04.07 18:55sell70.301.57061.57460.0000
132008.04.07 20:32sell80.901.57121.57470.0000
142008.04.07 20:57close80.901.57071.57470.000045.0010076.00
152008.04.07 20:57close70.301.57071.57460.0000-3.0010073.00
162008.04.07 20:57close60.101.57071.57450.0000-7.0010066.00
172008.04.08 17:20sell90.101.57011.57460.0000
182008.04.08 17:34sell100.301.57081.57480.0000
192008.04.08 17:52close100.301.57031.57480.000015.0010081.00
202008.04.08 17:52close90.101.57031.57460.0000-2.0010079.00
212008.04.08 19:30sell110.101.57151.57600.0000
222008.04.08 19:54close110.101.57091.57600.00006.0010085.00
232008.04.09 18:20buy120.101.58471.58020.0000
242008.04.09 18:28buy130.301.58411.58010.0000
252008.04.09 18:30buy140.901.58361.58010.0000
262008.04.10 00:23close140.901.58421.58010.000072.9010157.90
272008.04.10 00:23close130.301.58421.58010.00009.3010167.20
282008.04.10 00:23close120.101.58421.58020.0000-2.9010164.30
292008.04.10 17:10sell150.101.57371.57820.0000
302008.04.10 17:13sell160.301.57431.57830.0000
312008.04.10 17:35close160.301.57381.57830.000015.0010179.30
322008.04.10 17:35close150.101.57381.57820.0000-1.0010178.30
332008.04.10 17:35sell170.101.57341.57790.0000
342008.04.10 17:38sell180.301.57391.57790.0000
352008.04.10 17:44close180.301.57331.57790.000018.0010196.30
362008.04.10 17:44close170.101.57331.57790.00001.0010197.30
372008.04.10 17:45sell190.101.57341.57790.0000
382008.04.10 17:45sell200.301.57391.57790.0000
392008.04.10 17:45close200.301.57341.57790.000015.0010212.30
402008.04.10 17:45close190.101.57341.57790.00000.0010212.30
412008.04.10 19:25sell210.101.57341.57790.0000
422008.04.10 19:25sell220.301.57391.57790.0000
432008.04.10 19:31sell230.901.57451.57800.0000
442008.04.10 22:58close230.901.57401.57800.000045.0010257.30
452008.04.10 22:58close220.301.57401.57790.0000-3.0010254.30
462008.04.10 22:58close210.101.57401.57790.0000-6.0010248.30
472008.04.14 17:31buy240.101.58281.57830.0000
482008.04.14 17:45buy250.301.58221.57820.0000
492008.04.14 17:51buy260.901.58171.57820.0000
502008.04.14 18:12close260.901.58221.57820.000045.0010293.30
512008.04.14 18:12close250.301.58221.57820.00000.0010293.30
522008.04.14 18:12close240.101.58221.57830.0000-6.0010287.30
532008.04.15 19:15sell270.101.57771.58220.0000
542008.04.15 19:31close270.101.57721.58220.00005.0010292.30
552008.04.16 16:30buy280.101.59631.59180.0000
562008.04.16 16:30close280.101.59681.59180.00005.0010297.30
572008.04.16 18:55buy290.101.59601.59150.0000
582008.04.16 18:57buy300.301.59551.59150.0000
592008.04.16 19:11buy310.901.59491.59140.0000
602008.04.16 19:37close310.901.59551.59140.000054.0010351.30
612008.04.16 19:37close300.301.59551.59150.00000.0010351.30
622008.04.16 19:37close290.101.59551.59150.0000-5.0010346.30
632008.04.16 19:40buy320.101.59561.59110.0000
642008.04.16 20:24buy330.301.59491.59090.0000
652008.04.16 21:44buy340.901.59431.59080.0000
662008.04.16 22:47close340.901.59481.59080.000045.0010391.30
672008.04.16 22:47close330.301.59481.59090.0000-3.0010388.30
682008.04.16 22:47close320.101.59481.59110.0000-8.0010380.30
692008.04.17 16:15sell350.101.59111.59560.0000
702008.04.17 16:19sell360.301.59171.59570.0000
712008.04.17 16:21sell370.901.59231.59580.0000
722008.04.17 16:25close370.901.59181.59580.000045.0010425.30
732008.04.17 16:25close360.301.59181.59570.0000-3.0010422.30
742008.04.17 16:25close350.101.59181.59560.0000-7.0010415.30
752008.04.22 17:15buy380.101.59961.59510.0000
762008.04.22 17:24buy390.301.59901.59500.0000
772008.04.22 17:49close390.301.59951.59500.000015.0010430.30
782008.04.22 17:49close380.101.59951.59510.0000-1.0010429.30
792008.04.22 18:53buy400.101.59991.59540.0000
802008.04.22 19:41buy410.301.59931.59530.0000
812008.04.22 19:43buy420.901.59871.59520.0000
822008.04.22 20:56close420.901.59931.59520.000054.0010483.30
832008.04.22 20:56close410.301.59931.59530.00000.0010483.30
842008.04.22 20:56close400.101.59931.59540.0000-6.0010477.30
852008.04.23 17:00sell430.101.58961.59410.0000
862008.04.23 17:06sell440.301.59011.59410.0000
872008.04.23 17:17close440.301.58961.59410.000015.0010492.30
882008.04.23 17:17close430.101.58961.59410.00000.0010492.30
892008.04.23 18:25sell450.101.58891.59340.0000
902008.04.23 18:29sell460.301.58961.59360.0000
912008.04.23 18:55close460.301.58911.59360.000015.0010507.30
922008.04.23 18:55close450.101.58911.59340.0000-2.0010505.30
932008.04.25 19:11buy470.101.56091.55640.0000
942008.04.25 19:15buy480.301.56031.55630.0000
952008.04.25 19:32buy490.901.55971.55620.0000
962008.04.25 20:19close490.901.56021.55620.000045.0010550.30
972008.04.25 20:19close480.301.56021.55630.0000-3.0010547.30
982008.04.25 20:19close470.101.56021.55640.0000-7.0010540.30
992008.04.28 17:31sell500.101.56391.56840.0000
1002008.04.28 18:00close500.101.56341.56840.00005.0010545.30
1012008.04.28 19:55sell510.101.56381.56830.0000
1022008.04.28 20:30sell520.301.56441.56840.0000
1032008.04.28 20:40sell530.901.56501.56850.0000
1042008.04.28 23:08close530.901.56441.56850.000054.0010599.30
1052008.04.28 23:08close520.301.56441.56840.00000.0010599.30
1062008.04.28 23:08close510.101.56441.56830.0000-6.0010593.30
1072008.04.29 18:45sell540.101.55641.56090.0000
1082008.04.29 20:42sell550.301.55701.56100.0000
1092008.04.29 20:45sell560.901.55751.56100.0000
1102008.04.29 21:09close560.901.55691.56100.000054.0010647.30
1112008.04.29 21:09close550.301.55691.56100.00003.0010650.30
1122008.04.29 21:09close540.101.55691.56090.0000-5.0010645.30
1132008.04.30 16:00sell570.101.55641.56090.0000
1142008.04.30 16:09close570.101.55591.56090.00005.0010650.30
1152008.04.30 16:23buy580.101.55741.55290.0000
1162008.04.30 16:52buy590.301.55681.55280.0000
1172008.04.30 17:00close590.301.55731.55280.000015.0010665.30
1182008.04.30 17:00close580.101.55731.55290.0000-1.0010664.30
1192008.04.30 18:30buy600.101.55891.55440.0000
1202008.04.30 18:30close600.101.55971.55440.00008.0010672.30
1212008.05.01 16:15sell610.101.54511.54960.0000
1222008.05.01 16:19sell620.301.54561.54960.0000
1232008.05.01 16:21sell630.901.54621.54970.0000
1242008.05.01 16:40close630.901.54571.54970.000045.0010717.30
1252008.05.01 16:40close620.301.54571.54960.0000-3.0010714.30
1262008.05.01 16:40close610.101.54571.54960.0000-6.0010708.30
1272008.05.01 16:50sell640.101.54541.54990.0000
1282008.05.01 17:01close640.101.54491.54990.00005.0010713.30
1292008.05.02 16:22sell650.101.54231.54680.0000
1302008.05.02 16:24close650.101.54181.54680.00005.0010718.30
1312008.05.06 18:40buy660.101.55371.54920.0000
1322008.05.06 18:51buy670.301.55311.54910.0000
1332008.05.06 19:04buy680.901.55241.54890.0000
1342008.05.06 19:28close680.901.55291.54890.000045.0010763.30
1352008.05.06 19:28close670.301.55291.54910.0000-6.0010757.30
1362008.05.06 19:28close660.101.55291.54920.0000-8.0010749.30
1372008.05.08 16:05buy690.101.54071.53620.0000
1382008.05.08 16:10close690.101.54121.53620.00005.0010754.30
1392008.05.08 18:20buy700.101.54151.53700.0000
1402008.05.08 18:21buy710.301.54091.53690.0000
1412008.05.08 18:33buy720.901.54031.53680.0000
1422008.05.08 18:43close720.901.54081.53680.000045.0010799.30
1432008.05.08 18:43close710.301.54081.53690.0000-3.0010796.30
1442008.05.08 18:43close700.101.54081.53700.0000-7.0010789.30
1452008.05.09 17:31sell730.101.54551.55000.0000
1462008.05.09 17:38sell740.301.54621.55020.0000
1472008.05.09 17:46sell750.901.54681.55030.0000
1482008.05.11 21:03close750.901.54571.55030.000099.0010888.30
1492008.05.11 21:03close740.301.54571.55020.000015.0010903.30
1502008.05.11 21:03close730.101.54571.55000.0000-2.0010901.30
1512008.05.12 18:15buy760.101.55571.55120.0000
1522008.05.12 18:25buy770.301.55521.55120.0000
1532008.05.12 18:28buy780.901.55461.55110.0000
1542008.05.12 20:50close780.901.55511.55110.000045.0010946.30
1552008.05.12 20:50close770.301.55511.55120.0000-3.0010943.30
1562008.05.12 20:50close760.101.55511.55120.0000-6.0010937.30
1572008.05.13 16:32sell790.101.54881.55330.0000
1582008.05.13 16:34close790.101.54831.55330.00005.0010942.30
1592008.05.13 16:55buy800.101.55031.54580.0000
1602008.05.13 16:57close800.101.55081.54580.00005.0010947.30
1612008.05.13 17:20buy810.101.55041.54590.0000
1622008.05.13 17:21buy820.301.54981.54580.0000
1632008.05.13 17:22close820.301.55031.54580.000015.0010962.30
1642008.05.13 17:22close810.101.55031.54590.0000-1.0010961.30
1652008.05.13 19:25buy830.101.54861.54410.0000
1662008.05.13 19:47buy840.301.54801.54400.0000
1672008.05.13 20:39buy850.901.54751.54400.0000
1682008.05.14 00:04close850.901.54801.54400.000051.3011012.60
1692008.05.14 00:04close840.301.54801.54400.00002.1011014.70
1702008.05.14 00:04close830.101.54801.54410.0000-5.3011009.40
1712008.05.14 19:05buy860.101.54611.54160.0000
1722008.05.14 19:48close860.101.54661.54160.00005.0011014.40
1732008.05.16 16:25buy870.101.55891.55440.0000
1742008.05.16 16:29buy880.301.55831.55430.0000
1752008.05.16 16:46buy890.901.55771.55420.0000
1762008.05.16 17:35close890.901.55821.55420.000045.0011059.40
1772008.05.16 17:35close880.301.55821.55430.0000-3.0011056.40
1782008.05.16 17:35close870.101.55821.55440.0000-7.0011049.40
1792008.05.16 17:35buy900.101.55831.55380.0000
1802008.05.16 17:42close900.101.55881.55380.00005.0011054.40
1812008.05.16 19:25buy910.101.55911.55460.0000
1822008.05.16 19:41buy920.301.55851.55450.0000
1832008.05.16 19:53close920.301.55901.55450.000015.0011069.40
1842008.05.16 19:53close910.101.55901.55460.0000-1.0011068.40
1852008.05.19 16:35sell930.101.55021.55470.0000
1862008.05.19 16:38sell940.301.55081.55480.0000
1872008.05.19 16:42sell950.901.55141.55490.0000
1882008.05.19 17:02close950.901.55091.55490.000045.0011113.40
1892008.05.19 17:02close940.301.55091.55480.0000-3.0011110.40
1902008.05.19 17:02close930.101.55091.55470.0000-7.0011103.40
1912008.05.19 18:55sell960.101.55081.55530.0000
1922008.05.19 19:22close960.101.55031.55530.00005.0011108.40
1932008.05.20 18:30buy970.101.56671.56220.0000
1942008.05.20 19:42buy980.301.56611.56210.0000
1952008.05.20 20:26buy990.901.56561.56210.0000
1962008.05.21 00:25close990.901.56611.56210.000051.3011159.70
1972008.05.21 00:25close980.301.56611.56210.00002.1011161.80
1982008.05.21 00:25close970.101.56611.56220.0000-5.3011156.50
1992008.05.21 17:15buy1000.101.57661.57210.0000
2002008.05.21 18:00buy1010.301.57601.57200.0000
2012008.05.21 18:00buy1020.901.57551.57200.0000
2022008.05.21 18:01close1020.901.57601.57200.000045.0011201.50
2032008.05.21 18:01close1010.301.57601.57200.00000.0011201.50
2042008.05.21 18:01close1000.101.57601.57210.0000-6.0011195.50
2052008.05.22 18:05sell1030.101.57051.57500.0000
2062008.05.22 18:11close1030.101.57001.57500.00005.0011200.50
2072008.05.22 19:20sell1040.101.56991.57440.0000
2082008.05.22 19:44sell1050.301.57051.57450.0000
2092008.05.22 20:00sell1060.901.57111.57460.0000
2102008.05.23 07:01close1060.901.57061.57460.000037.8011238.30
2112008.05.23 07:01close1050.301.57061.57450.0000-5.4011232.90
2122008.05.23 07:01close1040.101.57061.57440.0000-7.8011225.10
2132008.05.23 16:25buy1070.101.57821.57370.0000
2142008.05.23 16:30buy1080.301.57761.57360.0000
2152008.05.23 16:40close1080.301.57811.57360.000015.0011240.10
2162008.05.23 16:40close1070.101.57811.57370.0000-1.0011239.10
2172008.05.23 16:50buy1090.101.57831.57380.0000
2182008.05.23 16:58close1090.101.57891.57380.00006.0011245.10
2192008.05.23 18:05buy1100.101.57841.57390.0000
2202008.05.23 18:12buy1110.301.57781.57380.0000
2212008.05.23 18:24buy1120.901.57721.57370.0000
2222008.05.23 19:13close1120.901.57771.57370.000045.0011290.10
2232008.05.23 19:13close1110.301.57771.57380.0000-3.0011287.10
2242008.05.23 19:13close1100.101.57771.57390.0000-7.0011280.10
2252008.05.23 19:15buy1130.101.57841.57390.0000
2262008.05.23 19:15buy1140.301.57771.57370.0000
2272008.05.23 19:17close1140.301.57821.57370.000015.0011295.10
2282008.05.23 19:17close1130.101.57821.57390.0000-2.0011293.10
2292008.05.26 18:15buy1150.101.57701.57250.0000
2302008.05.26 18:22close1150.101.57751.57250.00005.0011298.10
2312008.05.26 19:00buy1160.101.57721.57270.0000
2322008.05.26 22:05close1160.101.57771.57270.00005.0011303.10
2332008.05.30 17:15buy1170.101.55541.55090.0000
2342008.05.30 17:40close1170.101.55591.55090.00005.0011308.10
2352008.05.30 19:40buy1180.101.55591.55140.0000
2362008.05.30 20:05buy1190.301.55541.55140.0000
2372008.06.01 21:02close1190.301.55661.55140.000036.0011344.10
2382008.06.01 21:02close1180.101.55661.55140.00007.0011351.10
2392008.06.02 16:35buy1200.101.55521.55070.0000
2402008.06.02 16:35close1200.101.55581.55070.00006.0011357.10
2412008.06.03 16:15sell1210.101.54431.54880.0000
2422008.06.03 16:39close1210.101.54381.54880.00005.0011362.10
2432008.06.03 19:10sell1220.101.54541.54990.0000
2442008.06.03 19:15sell1230.301.54601.55000.0000
2452008.06.03 20:16close1230.301.54551.55000.000015.0011377.10
2462008.06.03 20:16close1220.101.54551.54990.0000-1.0011376.10
2472008.06.04 16:15sell1240.101.54381.54830.0000
2482008.06.04 16:18sell1250.301.54441.54840.0000
2492008.06.04 16:29sell1260.901.54501.54850.0000
2502008.06.04 16:32close1260.901.54451.54850.000045.0011421.10
2512008.06.04 16:32close1250.301.54451.54840.0000-3.0011418.10
2522008.06.04 16:32close1240.101.54451.54830.0000-7.0011411.10
2532008.06.04 16:34buy1270.101.54481.54030.0000
2542008.06.04 16:56close1270.101.54571.54030.00009.0011420.10
2552008.06.04 17:34sell1280.101.54481.54930.0000
2562008.06.04 18:14sell1290.301.54551.54950.0000
2572008.06.04 18:25close1290.301.54501.54950.000015.0011435.10
2582008.06.04 18:25close1280.101.54501.54930.0000-2.0011433.10
2592008.06.04 18:35sell1300.101.54481.54930.0000
2602008.06.04 18:45close1300.101.54411.54930.00007.0011440.10
2612008.06.05 19:40buy1310.101.55891.55440.0000
2622008.06.05 19:48close1310.101.55941.55440.00005.0011445.10
2632008.06.06 16:25buy1320.101.57401.56950.0000
2642008.06.06 16:40buy1330.301.57351.56950.0000
2652008.06.06 16:55close1330.301.57401.56950.000015.0011460.10
2662008.06.06 16:55close1320.101.57401.56950.00000.0011460.10
2672008.06.06 19:30buy1340.101.57711.57260.0000
2682008.06.06 19:41buy1350.301.57641.57240.0000
2692008.06.06 19:44close1350.301.57691.57240.000015.0011475.10
2702008.06.06 19:44close1340.101.57691.57260.0000-2.0011473.10
2712008.06.09 16:35sell1360.101.57121.57570.0000
2722008.06.09 16:36close1360.101.57071.57570.00005.0011478.10
2732008.06.09 18:45sell1370.101.56541.56990.0000
2742008.06.09 18:58close1370.101.56491.56990.00005.0011483.10
2752008.06.10 16:50sell1380.101.54691.55140.0000
2762008.06.10 16:59sell1390.301.54741.55140.0000
2772008.06.10 17:06close1390.301.54691.55140.000015.0011498.10
2782008.06.10 17:06close1380.101.54691.55140.00000.0011498.10
2792008.06.11 18:05buy1400.101.55611.55160.0000
2802008.06.11 18:09buy1410.301.55561.55160.0000
2812008.06.11 18:33close1410.301.55611.55160.000015.0011513.10
2822008.06.11 18:33close1400.101.55611.55160.00000.0011513.10
2832008.06.13 19:21buy1420.101.53581.53130.0000
2842008.06.13 20:00close1420.101.53631.53130.00005.0011518.10