20120101-0413_long

Strategy Tester Report
W2C-CLIPPER-DEMO_Ver1.05
FXDD-MT4 Demo Server 2 (Build 419)

通貨ペアUSDJPY (United States Dollar vs. Japanese Yen)
期間1分足(M1) 2012.01.02 09:00 - 2012.04.13 17:59 (2012.01.01 - 2012.04.30)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターbase_Lots=0.03; magic_number=330504;
Bars in test106478Ticks modelled2741088Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit486.85Gross profit628.88Gross loss-142.03
Profit factor4.43Expected payoff12.48
Absolute drawdown166.53Maximal drawdown206.27 (2.05%)Relative drawdown2.05% (206.27)
Total trades39Short positions (won %)0 (0.00%)Long positions (won %)39 (76.92%)
Profit trades (% of total)30 (76.92%)Loss trades (% of total)9 (23.08%)
Largestprofit trade113.64loss trade-36.09
Averageprofit trade20.96loss trade-15.78
Maximumconsecutive wins (profit in money)9 (204.88)consecutive losses (loss in money)2 (-47.68)
Maximalconsecutive profit (count of wins)204.88 (9)consecutive loss (count of losses)-47.68 (2)
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
12012.01.03 09:00buy10.0376.7840.0000.000
22012.01.03 09:00modify10.0376.7840.00077.084
32012.01.05 16:07t/p10.0377.0840.00077.08411.6810011.68
42012.01.06 00:00buy20.0377.1270.0000.000
52012.01.06 00:00modify20.0377.1270.00077.427
62012.01.24 14:52t/p20.0377.4270.00077.42711.6210023.30
72012.01.24 23:00buy30.0377.7360.0000.000
82012.01.24 23:00modify30.0377.7360.00078.036
92012.01.25 10:56t/p30.0378.0360.00078.03611.5310034.83
102012.01.25 16:00buy40.0378.1460.0000.000
112012.01.25 16:00modify40.0378.1460.00078.446
122012.01.26 17:04buy50.0577.3960.0000.000
132012.01.26 17:04modify50.0577.3960.00077.977
142012.01.26 17:04modify40.0378.1460.00077.977
152012.01.30 19:07buy60.0976.2420.0000.000
162012.01.30 19:07modify60.0976.2420.00077.217
172012.01.30 19:07modify50.0577.3960.00077.217
182012.01.30 19:07modify40.0378.1460.00077.217
192012.02.09 06:34t/p40.0377.2170.00077.217-36.099998.74
202012.02.09 06:34t/p50.0577.2170.00077.217-11.599987.15
212012.02.09 06:34t/p60.0977.2170.00077.217113.6410100.79
222012.02.09 12:00buy70.0377.1900.0000.000
232012.02.09 12:00modify70.0377.1900.00077.490
242012.02.09 19:53t/p70.0377.4900.00077.49011.6110112.40
252012.02.10 04:00buy80.0377.5820.0000.000
262012.02.10 04:00modify80.0377.5820.00077.882
272012.02.14 05:59t/p80.0377.8820.00077.88211.5510123.95
282012.02.14 14:00buy90.0378.0460.0000.000
292012.02.14 14:00modify90.0378.0460.00078.346
302012.02.14 17:11t/p90.0378.3460.00078.34611.4910135.44
312012.02.15 01:00buy100.0378.4230.0000.000
322012.02.15 01:00modify100.0378.4230.00078.723
332012.02.16 10:02t/p100.0378.7230.00078.72311.4310146.87
342012.02.16 18:00buy110.0378.8460.0000.000
352012.02.16 18:00modify110.0378.8460.00079.146
362012.02.17 03:26t/p110.0379.1460.00079.14611.3710158.24
372012.02.17 11:00buy120.0379.0390.0000.000
382012.02.17 11:00modify120.0379.0390.00079.339
392012.02.17 15:31t/p120.0379.3390.00079.33911.3410169.58
402012.02.20 03:00buy130.0379.6410.0000.000
412012.02.20 03:00modify130.0379.6410.00079.941
422012.02.22 06:05t/p130.0379.9410.00079.94111.2610180.84
432012.02.22 13:00buy140.0380.1500.0000.000
442012.02.22 13:00modify140.0380.1500.00080.450
452012.02.24 08:41t/p140.0380.4500.00080.45011.1910192.03
462012.02.27 03:00buy150.0381.3430.0000.000
472012.02.27 03:00modify150.0381.3430.00081.643
482012.02.27 11:35buy160.0580.5620.0000.000
492012.02.27 11:35modify160.0580.5620.00081.155
502012.02.27 11:35modify150.0381.3430.00081.155
512012.02.29 18:43t/p150.0381.1550.00081.155-6.9510185.08
522012.02.29 18:43t/p160.0581.1550.00081.15536.5410221.62
532012.03.01 03:00buy170.0381.2050.0000.000
542012.03.01 03:00modify170.0381.2050.00081.505
552012.03.02 06:32t/p170.0381.5050.00081.50511.0410232.66
562012.03.02 13:00buy180.0381.5140.0000.000
572012.03.02 13:00modify180.0381.5140.00081.814
582012.03.02 22:20t/p180.0381.8140.00081.81411.0010243.66
592012.03.05 02:00buy190.0381.6270.0000.000
602012.03.05 02:00modify190.0381.6270.00081.927
612012.03.06 11:50buy200.0580.8920.0000.000
622012.03.06 11:50modify200.0580.8920.00081.468
632012.03.06 11:50modify190.0381.6270.00081.468
642012.03.08 10:43t/p190.0381.4680.00081.468-5.8610237.80
652012.03.08 10:43t/p200.0581.4680.00081.46835.3510273.15
662012.03.08 16:00buy210.0381.5510.0000.000
672012.03.08 16:00modify210.0381.5510.00081.851
682012.03.09 05:16t/p210.0381.8510.00081.85110.9910284.14
692012.03.09 09:00buy220.0381.6020.0000.000
702012.03.09 09:00modify220.0381.6020.00081.902
712012.03.09 15:30t/p220.0381.9020.00081.90210.9910295.13
722012.03.12 02:00buy230.0382.4530.0000.000
732012.03.12 02:00modify230.0382.4530.00082.753
742012.03.13 11:56t/p230.0382.7530.00082.75310.8810306.01
752012.03.13 20:00buy240.0382.7140.0000.000
762012.03.13 20:00modify240.0382.7140.00083.014
772012.03.13 21:33t/p240.0383.0140.00083.01410.8410316.85
782012.03.13 21:34buy250.0382.9760.0000.000
792012.03.13 21:34modify250.0382.9760.00083.276
802012.03.14 08:44t/p250.0383.2760.00083.27610.8110327.66
812012.03.14 10:00buy260.0383.1330.0000.000
822012.03.14 10:00modify260.0383.1330.00083.433
832012.03.14 11:29t/p260.0383.4330.00083.43310.7910338.45
842012.03.14 11:30buy270.0383.4540.0000.000
852012.03.14 11:30modify270.0383.4540.00083.754
862012.03.14 17:12t/p270.0383.7540.00083.75410.7510349.20
872012.03.14 21:00buy280.0383.6390.0000.000
882012.03.14 21:00modify280.0383.6390.00083.939
892012.03.15 03:21t/p280.0383.9390.00083.93910.7210359.92
902012.03.15 10:00buy290.0383.8410.0000.000
912012.03.15 10:00modify290.0383.8410.00084.141
922012.03.19 10:50buy300.0583.1040.0000.000
932012.03.19 10:50modify300.0583.1040.00083.680
942012.03.19 10:50modify290.0383.8410.00083.680
952012.03.20 11:21t/p290.0383.6800.00083.680-5.7710354.15
962012.03.20 11:21t/p300.0583.6800.00083.68034.4210388.57
972012.03.20 17:00buy310.0383.5780.0000.000
982012.03.20 17:00modify310.0383.5780.00083.878
992012.03.21 12:18t/p310.0383.8780.00083.87810.7310399.30
1002012.03.21 19:00buy320.0383.6400.0000.000
1012012.03.21 19:00modify320.0383.6400.00083.940
1022012.03.22 11:45buy330.0582.8900.0000.000
1032012.03.22 11:45modify330.0582.8900.00083.471
1042012.03.22 11:45modify320.0383.6400.00083.471
1052012.04.03 02:56buy340.0981.6820.0000.000
1062012.04.03 02:56modify340.0981.6820.00082.683
1072012.04.03 02:56modify330.0582.8900.00082.683
1082012.04.03 02:56modify320.0383.6400.00082.683
1092012.04.03 21:11t/p320.0382.6830.00082.683-34.7210364.58
1102012.04.03 21:11t/p330.0582.6830.00082.683-12.5210352.06
1112012.04.03 21:11t/p340.0982.6830.00082.683108.9510461.01
1122012.04.04 06:00buy350.0382.6740.0000.000
1132012.04.04 06:00modify350.0382.6740.00082.974
1142012.04.05 13:15buy360.0581.9380.0000.000
1152012.04.05 13:15modify360.0581.9380.00082.514
1162012.04.05 13:15modify350.0382.6740.00082.514
1172012.04.06 15:24t/p350.0382.5140.00082.514-5.8210455.19
1182012.04.06 15:24t/p360.0582.5140.00082.51434.9010490.09
1192012.04.06 16:00buy370.0381.4670.0000.000
1202012.04.06 16:00modify370.0381.4670.00081.767
1212012.04.10 03:06t/p370.0381.7670.00081.76711.0110501.10
1222012.04.10 07:00buy380.0381.5950.0000.000
1232012.04.10 07:00modify380.0381.5950.00081.895
1242012.04.10 19:16buy390.0580.8450.0000.000
1252012.04.10 19:16modify390.0580.8450.00081.426
1262012.04.10 19:16modify380.0381.5950.00081.426
1272012.04.13 17:59close at stop390.0580.9820.00081.4268.4610509.56
1282012.04.13 17:59close at stop380.0380.9820.00081.426-22.7110486.85

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