backtest



Strategy Tester Report
FXDDMalta-MT4 Demo Server 2 (Build 229)

通貨ペアUSDJPY (United States Dollar vs. Japanese Yen)
期間1分足(M1) 2007.12.03 04:11 - 2009.07.30 23:59 (2007.12.03 - 2009.07.31)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターbase_Lots=0.06; magic_number=330504;

Bars in test1665230Ticks modelled38867643Modelling quality25.00%
Mismatched charts errors0




Initial deposit10000.00



Total net profit17260.82Gross profit31271.12Gross loss-14010.30
Profit factor2.23Expected payoff25.09

Absolute drawdown7776.27Maximal drawdown9329.52 (80.75%)Relative drawdown80.75% (9329.52)

Total trades688Short positions (won %)359 (71.03%)Long positions (won %)329 (69.60%)

Profit trades (% of total)484 (70.35%)Loss trades (% of total)204 (29.65%)
Largestprofit trade3583.92loss trade-927.67
Averageprofit trade64.61loss trade-68.68
Maximumconsecutive wins (profit in money)16 (420.62)consecutive losses (loss in money)5 (-2973.00)
Maximalconsecutive profit (count of wins)3640.93 (4)consecutive loss (count of losses)-2973.00 (5)
Averageconsecutive wins4consecutive losses1

#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
12007.12.03 09:00sell10.06110.6000.0000.000
22007.12.03 09:00modify10.06110.6000.000110.300
32007.12.03 15:15t/p10.06110.3000.000110.30016.3210016.32
42007.12.03 18:00sell20.06110.4600.0000.000
52007.12.03 18:00modify20.06110.4600.000110.160
62007.12.04 07:18t/p20.06110.1600.000110.16016.1910032.51
72007.12.04 08:00buy30.06110.2300.0000.000
82007.12.04 08:00modify30.06110.2300.000110.530
92007.12.05 09:02t/p30.06110.5300.000110.53016.2910048.80
102007.12.05 09:03sell40.06110.5600.0000.000
112007.12.05 09:03modify40.06110.5600.000110.260
122007.12.05 11:34t/p40.06110.2600.000110.26016.3210065.12
132007.12.05 15:00buy50.06110.3600.0000.000
142007.12.05 15:00modify50.06110.3600.000110.660
152007.12.05 15:37t/p50.06110.6600.000110.66016.2710081.39
162007.12.05 15:38buy60.06110.6600.0000.000
172007.12.05 15:38modify60.06110.6600.000110.960
182007.12.05 18:08t/p60.06110.9600.000110.96016.2210097.61
192007.12.05 19:00sell70.06110.8600.0000.000
202007.12.05 19:00modify70.06110.8600.000110.560
212007.12.05 20:03t/p70.06110.5600.000110.56016.2810113.89
222007.12.05 21:00buy80.06110.5500.0000.000
232007.12.05 21:00modify80.06110.5500.000110.850
242007.12.05 22:22t/p80.06110.8500.000110.85016.2410130.13
252007.12.06 04:00sell90.06111.0800.0000.000
262007.12.06 04:00modify90.06111.0800.000110.780
272007.12.06 08:50t/p90.06110.7800.000110.78016.2510146.38
282007.12.06 08:51buy100.06110.7900.0000.000
292007.12.06 08:51modify100.06110.7900.000111.090
302007.12.06 14:34t/p100.06111.0900.000111.09016.2010162.58
312007.12.06 15:00sell110.06111.0800.0000.000
322007.12.06 15:00modify110.06111.0800.000110.780
332007.12.06 16:00t/p110.06110.7800.000110.78016.2510178.83
342007.12.06 18:00sell120.06111.3500.0000.000
352007.12.06 18:00modify120.06111.3500.000111.050
362007.12.06 18:54t/p120.06111.0500.000111.05016.2110195.04
372007.12.06 18:55sell130.06111.0400.0000.000
382007.12.06 18:55modify130.06111.0400.000110.740
392007.12.07 18:28sell140.10111.7800.0000.000
402007.12.07 18:28modify140.10111.7800.000111.203
412007.12.07 18:28modify130.06111.0400.000111.203
422007.12.11 21:22t/p130.06111.2030.000111.203-9.2510185.79
432007.12.11 21:22t/p140.10111.2030.000111.20351.3910237.18
442007.12.11 22:00buy150.06110.8600.0000.000
452007.12.11 22:00modify150.06110.8600.000111.160
462007.12.12 09:10t/p150.06111.1600.000111.16016.1910253.37
472007.12.12 09:11sell160.06111.1300.0000.000
482007.12.12 09:11modify160.06111.1300.000110.830
492007.12.12 16:01sell170.10111.9300.0000.000
502007.12.12 16:01modify170.10111.9300.000111.330
512007.12.12 16:01modify160.06111.1300.000111.330
522007.12.14 14:46sell180.17113.1400.0000.000
532007.12.14 14:46modify180.17113.1400.000112.108
542007.12.14 14:46modify170.10111.9300.000112.108
552007.12.14 14:46modify160.06111.1300.000112.108
562007.12.31 03:05t/p160.06112.1080.000112.108-55.2110198.15
572007.12.31 03:05t/p170.10112.1080.000112.108-20.6510177.51
582007.12.31 03:05t/p180.17112.1080.000112.108150.1010327.60
592007.12.31 03:06buy190.06112.0700.0000.000
602007.12.31 03:06modify190.06112.0700.000112.370
612008.01.02 16:25buy200.10111.2800.0000.000
622008.01.02 16:25modify200.10111.2800.000111.876
632008.01.02 16:25modify190.06112.0700.000111.876
642008.01.02 17:37buy210.17110.0600.0000.000
652008.01.02 17:37modify210.17110.0600.000111.095
662008.01.02 17:37modify200.10111.2800.000111.095
672008.01.02 17:37modify190.06112.0700.000111.095
682008.01.03 13:03buy220.29108.2900.0000.000
692008.01.03 13:03modify220.29108.2900.000109.923
702008.01.03 13:03modify210.17110.0600.000109.923
712008.01.03 13:03modify200.10111.2800.000109.923
722008.01.03 13:03modify190.06112.0700.000109.923
732008.01.09 22:56t/p190.06109.9230.000109.923-117.1910210.41
742008.01.09 22:56t/p200.10109.9230.000109.923-123.4510086.96
752008.01.09 22:56t/p210.17109.9230.000109.923-21.1910065.77
762008.01.09 22:56t/p220.29109.9230.000109.923430.8110496.58
772008.01.09 23:00sell230.06109.8600.0000.000
782008.01.09 23:00modify230.06109.8600.000109.560
792008.01.10 15:53t/p230.06109.5600.000109.56015.9810512.56
802008.01.10 16:00buy240.06109.6600.0000.000
812008.01.10 16:00modify240.06109.6600.000109.960
822008.01.11 07:55buy250.10108.9000.0000.000
832008.01.11 07:55modify250.10108.9000.000109.485
842008.01.11 07:55modify240.06109.6600.000109.485
852008.01.14 11:20buy260.17107.7600.0000.000
862008.01.14 11:20modify260.17107.7600.000108.751
872008.01.14 11:20modify250.10108.9000.000108.751
882008.01.14 11:20modify240.06109.6600.000108.751
892008.01.16 08:10buy270.29106.0000.0000.000
902008.01.16 08:10modify270.29106.0000.000107.605
912008.01.16 08:10modify260.17107.7600.000107.605
922008.01.16 08:10modify250.10108.9000.000107.605
932008.01.16 08:10modify240.06109.6600.000107.605
942008.01.16 21:38t/p240.06107.6050.000107.605-114.5910397.97
952008.01.16 21:38t/p250.10107.6050.000107.605-120.3510277.62
962008.01.16 21:38t/p260.17107.6050.000107.605-24.4810253.14
972008.01.16 21:38t/p270.29107.6050.000107.605432.5410685.68
982008.01.17 02:00buy280.06107.3900.0000.000
992008.01.17 02:00modify280.06107.3900.000107.690
1002008.01.17 10:29t/p280.06107.6900.000107.69016.7110702.39
1012008.01.17 10:30sell290.06107.7500.0000.000
1022008.01.17 10:30modify290.06107.7500.000107.450
1032008.01.17 12:12t/p290.06107.4500.000107.45016.7510719.14
1042008.01.17 14:00buy300.06107.1200.0000.000
1052008.01.17 14:00modify300.06107.1200.000107.420
1062008.01.17 15:48t/p300.06107.4200.000107.42016.7510735.89
1072008.01.17 15:49buy310.06107.4500.0000.000
1082008.01.17 15:49modify310.06107.4500.000107.750
1092008.01.17 22:47buy320.10106.6900.0000.000
1102008.01.17 22:47modify320.10106.6900.000107.275
1112008.01.17 22:47modify310.06107.4500.000107.275
1122008.01.18 09:07t/p310.06107.2750.000107.275-9.7910726.10
1132008.01.18 09:07t/p320.10107.2750.000107.27554.5310780.63
1142008.01.18 09:07sell330.06107.2800.0000.000
1152008.01.18 09:07modify330.06107.2800.000106.980
1162008.01.18 10:15t/p330.06106.9800.000106.98016.8310797.46
1172008.01.18 10:16sell340.06106.9000.0000.000
1182008.01.18 10:16modify340.06106.9000.000106.600
1192008.01.18 21:31t/p340.06106.6000.000106.60016.8910814.35
1202008.01.18 21:32buy350.06106.5500.0000.000
1212008.01.18 21:32modify350.06106.5500.000106.850
1222008.01.21 01:10t/p350.06106.8500.000106.85016.8510831.20
1232008.01.21 03:00sell360.06106.9300.0000.000
1242008.01.21 03:00modify360.06106.9300.000106.630
1252008.01.21 08:45t/p360.06106.6300.000106.63016.8810848.08
1262008.01.21 09:00buy370.06106.5200.0000.000
1272008.01.21 09:00modify370.06106.5200.000106.820
1282008.01.21 13:10buy380.10105.7300.0000.000
1292008.01.21 13:10modify380.10105.7300.000106.326
1302008.01.21 13:10modify370.06106.5200.000106.326
1312008.01.22 03:43t/p370.06106.3260.000106.326-10.9510837.13
1322008.01.22 03:43t/p380.10106.3260.000106.32656.0610893.19
1332008.01.22 04:00sell390.06106.1600.0000.000
1342008.01.22 04:00modify390.06106.1600.000105.860
1352008.01.22 09:50t/p390.06105.8600.000105.86017.0010910.19
1362008.01.22 12:00sell400.06106.4400.0000.000
1372008.01.22 12:00modify400.06106.4400.000106.140
1382008.01.22 14:12t/p400.06106.1400.000106.14016.9610927.15
1392008.01.22 14:13sell410.06106.1500.0000.000
1402008.01.22 14:13modify410.06106.1500.000105.850
1412008.01.22 18:10sell420.10106.9000.0000.000
1422008.01.22 18:10modify420.10106.9000.000106.319
1432008.01.22 18:10modify410.06106.1500.000106.319
1442008.01.23 06:11t/p410.06106.3190.000106.319-9.6910917.46
1452008.01.23 06:11t/p420.10106.3190.000106.31954.4010971.86
1462008.01.23 06:12buy430.06106.3700.0000.000
1472008.01.23 06:12modify430.06106.3700.000106.670
1482008.01.23 15:05buy440.10105.6000.0000.000
1492008.01.23 15:05modify440.10105.6000.000106.189
1502008.01.23 15:05modify430.06106.3700.000106.189
1512008.01.23 22:24t/p430.06106.1890.000106.189-10.2310961.63
1522008.01.23 22:24t/p440.10106.1890.000106.18955.4711017.10
1532008.01.23 22:25sell450.06106.2300.0000.000
1542008.01.23 22:25modify450.06106.2300.000105.930
1552008.01.24 21:25sell460.10107.0000.0000.000
1562008.01.24 21:25modify460.10107.0000.000106.411
1572008.01.24 21:25modify450.06106.2300.000106.411
1582008.01.28 06:13t/p450.06106.4110.000106.411-10.9611006.14
1592008.01.28 06:13t/p460.10106.4110.000106.41154.8511060.99
1602008.01.28 06:14buy470.06106.4300.0000.000
1612008.01.28 06:14modify470.06106.4300.000106.730
1622008.01.28 15:02t/p470.06106.7300.000106.73016.8711077.86
1632008.01.28 15:03sell480.06106.8600.0000.000
1642008.01.28 15:03modify480.06106.8600.000106.560
1652008.01.28 17:08t/p480.06106.5600.000106.56016.8911094.75
1662008.01.28 17:09sell490.06106.5400.0000.000
1672008.01.28 17:09modify490.06106.5400.000106.240
1682008.01.30 15:25sell500.10107.3200.0000.000
1692008.01.30 15:25modify500.10107.3200.000106.728
1702008.01.30 15:25modify490.06106.5400.000106.728
1712008.01.30 22:39t/p490.06106.7280.000106.728-10.8711083.88
1722008.01.30 22:39t/p500.10106.7280.000106.72855.4711139.35
1732008.01.30 22:40buy510.06106.7300.0000.000
1742008.01.30 22:40modify510.06106.7300.000107.030
1752008.01.31 15:31buy520.10105.8600.0000.000
1762008.01.31 15:31modify520.10105.8600.000106.486
1772008.01.31 15:31modify510.06106.7300.000106.486
1782008.01.31 18:27t/p510.06106.4860.000106.486-13.7511125.60
1792008.01.31 18:27t/p520.10106.4860.000106.48658.7811184.38
1802008.01.31 19:00sell530.06106.7600.0000.000
1812008.01.31 19:00modify530.06106.7600.000106.460
1822008.01.31 19:51t/p530.06106.4600.000106.46016.9011201.28
1832008.01.31 19:52sell540.06106.4200.0000.000
1842008.01.31 19:52modify540.06106.4200.000106.120
23552009.07.29 12:27modify6870.0694.8200.00094.520
23562009.07.30 15:55sell6880.1095.5500.0000.000
23572009.07.30 15:55modify6880.1095.5500.00094.976
23582009.07.30 15:55modify6870.0694.8200.00094.976
23592009.07.30 23:59close at stop6880.1095.5800.00094.976-3.1427308.98
23602009.07.30 23:59close at stop6870.0695.5800.00094.976-48.1627260.82
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