20120101-0413_longshort

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 18:03 (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 test106482Ticks modelled2741299Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit283.82Gross profit893.90Gross loss-610.07
Profit factor1.47Expected payoff18.92
Absolute drawdown2047.57Maximal drawdown2159.01 (21.35%)Relative drawdown21.35% (2159.01)
Total trades15Short positions (won %)10 (50.00%)Long positions (won %)5 (80.00%)
Profit trades (% of total)9 (60.00%)Loss trades (% of total)6 (40.00%)
Largestprofit trade759.62loss trade-220.23
Averageprofit trade99.32loss trade-101.68
Maximumconsecutive wins (profit in money)4 (46.35)consecutive losses (loss in money)4 (-596.74)
Maximalconsecutive profit (count of wins)772.69 (3)consecutive loss (count of losses)-596.74 (4)
Averageconsecutive wins2consecutive losses2

#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
12012.01.02 15:00sell10.0376.9220.0000.000
22012.01.02 15:00modify10.0376.9220.00076.622
32012.01.04 10:18t/p10.0376.6220.00076.62211.6410011.64
42012.01.04 13:00buy20.0376.6640.0000.000
52012.01.04 13:00modify20.0376.6640.00076.964
62012.01.05 15:43t/p20.0376.9640.00076.96411.6910023.33
72012.01.05 16:00sell30.0377.0220.0000.000
82012.01.05 16:00modify30.0377.0220.00076.722
92012.01.12 16:36t/p30.0376.7220.00076.72211.3410034.67
102012.01.12 17:00buy40.0376.7730.0000.000
112012.01.12 17:00modify40.0376.7730.00077.073
122012.01.19 17:52t/p40.0377.0730.00077.07311.6810046.35
132012.01.19 17:53sell50.0377.0560.0000.000
142012.01.19 17:53modify50.0377.0560.00076.756
152012.01.24 16:12sell60.0577.7990.0000.000
162012.01.24 16:12modify60.0577.7990.00077.220
172012.01.24 16:12modify50.0377.0560.00077.220
182012.01.27 06:04t/p50.0377.2200.00077.220-6.8110039.54
192012.01.27 06:04t/p60.0577.2200.00077.22037.0410076.58
202012.01.27 07:00buy70.0376.9900.0000.000
212012.01.27 07:00modify70.0376.9900.00077.290
222012.01.30 19:07buy80.0576.2420.0000.000
232012.01.30 19:07modify80.0576.2420.00076.823
242012.01.30 19:07modify70.0376.9900.00076.823
252012.02.07 14:16t/p70.0376.8230.00076.823-6.5210070.06
262012.02.07 14:16t/p80.0576.8230.00076.82337.8110107.87
272012.02.07 15:00sell90.0376.7940.0000.000
282012.02.07 15:00modify90.0376.7940.00076.494
292012.02.09 19:55sell100.0577.5560.0000.000
302012.02.09 19:55modify100.0577.5560.00076.970
312012.02.09 19:55modify90.0376.7940.00076.970
322012.02.16 10:03sell110.0978.7190.0000.000
332012.02.16 10:03modify110.0978.7190.00077.737
342012.02.16 10:03modify100.0577.5560.00077.737
352012.02.16 10:03modify90.0376.7940.00077.737
362012.02.24 08:56sell120.1480.4740.0000.000
372012.02.24 08:56modify120.1480.4740.00078.838
382012.02.24 08:56modify110.0978.7190.00078.838
392012.02.24 08:56modify100.0577.5560.00078.838
402012.02.24 08:56modify90.0376.7940.00078.838
412012.03.14 03:58sell130.2483.2060.0000.000
422012.03.14 03:58modify130.2483.2060.00080.613
432012.03.14 03:58modify120.1480.4740.00080.613
442012.03.14 03:58modify110.0978.7190.00080.613
452012.03.14 03:58modify100.0577.5560.00080.613
462012.03.14 03:58modify90.0376.7940.00080.613
472012.04.11 00:47t/p90.0380.6130.00080.613-145.659962.22
482012.04.11 00:47t/p100.0580.6130.00080.613-195.139767.09
492012.04.11 00:47t/p110.0980.6130.00080.613-220.239546.86
502012.04.11 00:47t/p120.1480.6130.00080.613-35.739511.13
512012.04.11 00:47t/p130.2480.6130.00080.613759.6210270.75
522012.04.11 00:48buy140.0380.6830.0000.000
532012.04.11 00:48modify140.0380.6830.00080.983
542012.04.11 16:41t/p140.0380.9830.00080.98311.1110281.86
552012.04.11 16:42sell150.0381.0250.0000.000
562012.04.11 16:42modify150.0381.0250.00080.725
572012.04.13 18:03close at stop150.0380.9660.00080.7251.9710283.82

Comments