20120101-0413_short

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 18:04 (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 test106483Ticks modelled2741326Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-479.39Gross profit522.79Gross loss-1002.18
Profit factor0.52Expected payoff-47.94
Absolute drawdown2530.92Maximal drawdown2597.93 (25.81%)Relative drawdown25.81% (2597.93)
Total trades10Short positions (won %)10 (50.00%)Long positions (won %)0 (0.00%)
Profit trades (% of total)5 (50.00%)Loss trades (% of total)5 (50.00%)
Largestprofit trade450.47loss trade-335.76
Averageprofit trade104.56loss trade-200.44
Maximumconsecutive wins (profit in money)4 (511.15)consecutive losses (loss in money)4 (-994.40)
Maximalconsecutive profit (count of wins)511.15 (4)consecutive loss (count of losses)-994.40 (4)
Averageconsecutive wins3consecutive losses3

#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 14:00sell20.0376.7270.0000.000
52012.01.04 14:00modify20.0376.7270.00076.427
62012.01.24 14:53sell30.0577.4690.0000.000
72012.01.24 14:53modify30.0577.4690.00076.891
82012.01.24 14:53modify20.0376.7270.00076.891
92012.01.27 14:11t/p20.0376.8910.00076.891-7.7810003.86
102012.01.27 14:11t/p30.0576.8910.00076.89137.1310040.99
112012.01.30 01:00sell40.0376.7550.0000.000
122012.01.30 01:00modify40.0376.7550.00076.455
132012.01.30 16:47t/p40.0376.4550.00076.45511.7710052.76
142012.01.31 01:00sell50.0376.3560.0000.000
152012.01.31 01:00modify50.0376.3560.00076.056
162012.02.01 11:37t/p50.0376.0560.00076.05611.7710064.53
172012.02.01 18:00sell60.0376.1240.0000.000
182012.02.01 18:00modify60.0376.1240.00075.824
192012.02.07 17:39sell70.0576.8720.0000.000
202012.02.07 17:39modify70.0576.8720.00076.292
212012.02.07 17:39modify60.0376.1240.00076.292
222012.02.14 09:42sell80.0978.0430.0000.000
232012.02.14 09:42modify80.0978.0430.00077.060
242012.02.14 09:42modify70.0576.8720.00077.060
252012.02.14 09:42modify60.0376.1240.00077.060
262012.02.20 00:17sell90.1479.8090.0000.000
272012.02.20 00:17modify90.1479.8090.00078.166
282012.02.20 00:17modify80.0978.0430.00078.166
292012.02.20 00:17modify70.0576.8720.00078.166
302012.02.20 00:17modify60.0376.1240.00078.166
312012.03.09 18:54sell100.2482.5450.0000.000
322012.03.09 18:54modify100.2482.5450.00079.946
332012.03.09 18:54modify90.1479.8090.00079.946
342012.03.09 18:54modify80.0978.0430.00079.946
352012.03.09 18:54modify70.0576.8720.00079.946
362012.03.09 18:54modify60.0376.1240.00079.946
372012.04.13 18:04close at stop100.2480.9730.00079.946450.4710515.01
382012.04.13 18:04close at stop90.1480.9730.00079.946-215.4210299.59
392012.04.13 18:04close at stop80.0980.9730.00079.946-335.769963.83
402012.04.13 18:04close at stop70.0580.9730.00079.946-259.499704.34
412012.04.13 18:04close at stop60.0380.9730.00079.946-183.739520.61

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