Strategy Tester Report
X-Arrow
FxClearing-Demo (Build 438)

通貨ペアEURUSD (Euro vs US Dollar)
期間15分足(M15) 2011.08.01 00:00 - 2012.09.21 22:45 (2011.08.01 - 2012.09.23)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターtx0="【EA設定】"; MagicNumber=12325; tx2="【オーダー設定】"; Slippage=5; StopLoss=30; TakeProfit=30; Lots=0.1; tx3="【エントリーサイン設定】"; tx3_1=" ※サインに使用するインジケーター名"; Sign_Indicator="arrows26curves20lucas1"; tx3_2=" ※サイン判断タイミング(0:現在の足/1:1つ前)"; Sign_Foot=1; tx3_22=" ※反対方向サインでクローズ(0:する/1:しない)"; CloseRevSign=0; tx3_23=" ※同方向サイン追加エントリー(0:しない/1:する)"; SameSign=0; tx3_3=" ※インジケーターパラメータ数"; Sign_nArgs=0; tx3_4=" ※パラメータ"; arg0=9; arg1=16; arg2=0.8; arg3=-0.8; arg4=1; arg5=0; arg6=0; arg7=0; tx3_5=" ※矢印バッファ番号(無しは必ず-1に)"; Sign_Up=0; Sign_Down=1; Sign_Close1=-1; Sign_Close2=-1; tx8="【フィルタ&成績統計設定】"; tx8_5="エントリ時間フィルタ(GMT標準時刻)"; GMTOffset=2; StartHour1=2; StartMin1=0; EndHour1=17; EndMin1=0; StartHour2=-1; StartMin2=0; EndHour2=0; EndMin2=0; tx8_3="ADXフィルタ設定"; bUseFilterADX=true; ADXFoot=0; ADXPeriod=14; ADXBorderLow=25; ADXBorderHigh=40; ADXStart=15; ADXEnd=40; ADXStep=5; tx8_4="RSIフィルタ設定"; bUseFilterRSI=true; RSIFoot=0; RSIPeriod=9; RSIBorderLow=55; RSIBorderHigh=80; RSIStart=15; RSIEnd=90; RSIStep=5; tx5="【その他設定】"; tx5_2=" ※画面情報 ON/OFF"; AnalyzeMode=true;
Bars in test19690Ticks modelled9980163Modelling quality90.00%
Mismatched charts errors5
Initial deposit10000.00
Total net profit745.95Gross profit3464.12Gross loss-2718.17
Profit factor1.27Expected payoff3.11
Absolute drawdown4.00Maximal drawdown338.00 (3.11%)Relative drawdown3.11% (338.00)
Total trades240Short positions (won %)123 (43.90%)Long positions (won %)117 (55.56%)
Profit trades (% of total)119 (49.58%)Loss trades (% of total)121 (50.42%)
Largestprofit trade30.00loss trade-30.00
Averageprofit trade29.11loss trade-22.46
Maximumconsecutive wins (profit in money)10 (300.00)consecutive losses (loss in money)5 (-77.00)
Maximalconsecutive profit (count of wins)300.00 (10)consecutive loss (count of losses)-120.00 (4)
Averageconsecutive wins2consecutive losses2
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
12011.08.01 05:15buy10.101.43930.00000.0000
22011.08.01 05:15modify10.101.43931.43631.4423
32011.08.01 08:21t/p10.101.44231.43631.442330.0010030.00
42011.08.01 15:30sell20.101.44330.00000.0000
52011.08.01 15:30modify20.101.44331.44631.4403
62011.08.01 15:49t/p20.101.44031.44631.440330.0010060.00
72011.08.03 08:45sell30.101.42190.00000.0000
82011.08.03 08:45modify30.101.42191.42491.4189
92011.08.03 08:59t/p30.101.41891.42491.418930.0010090.00
102011.08.03 09:45buy40.101.42540.00000.0000
112011.08.03 09:45modify40.101.42541.42241.4284
122011.08.03 10:23t/p40.101.42841.42241.428430.0010120.00
132011.08.04 08:30buy50.101.43260.00000.0000
142011.08.04 08:30modify50.101.43261.42961.4356
152011.08.04 09:30close50.101.42981.42961.4356-28.0010092.00
162011.08.05 15:30buy60.101.42120.00000.0000
172011.08.05 15:30modify60.101.42121.41821.4242
182011.08.05 15:52s/l60.101.41821.41821.4242-30.0010062.00
192011.08.08 08:30buy70.101.43650.00000.0000
202011.08.08 08:30modify70.101.43651.43351.4395
212011.08.08 09:06t/p70.101.43951.43351.439530.0010092.00
222011.08.08 11:15sell80.101.43230.00000.0000
232011.08.08 11:15modify80.101.43231.43531.4293
242011.08.08 11:43t/p80.101.42931.43531.429330.0010122.00
252011.08.08 18:00buy90.101.42450.00000.0000
262011.08.08 18:00modify90.101.42451.42151.4275
272011.08.08 18:15s/l90.101.42151.42151.4275-30.0010092.00
282011.08.09 17:00sell100.101.42310.00000.0000
292011.08.09 17:00modify100.101.42311.42611.4201
302011.08.09 20:19s/l100.101.42611.42611.4201-30.0010062.00
312011.08.10 13:45sell110.101.44040.00000.0000
322011.08.10 13:45modify110.101.44041.44341.4374
332011.08.10 14:42t/p110.101.43741.44341.437430.0010092.00
342011.08.12 10:45buy120.101.42220.00000.0000
352011.08.12 10:45modify120.101.42221.41921.4252
362011.08.12 11:09t/p120.101.42521.41921.425230.0010122.00
372011.08.16 15:15buy130.101.44410.00000.0000
382011.08.16 15:15modify130.101.44411.44111.4471
392011.08.16 17:39t/p130.101.44711.44111.447130.0010152.00
402011.08.16 18:30sell140.101.44030.00000.0000
412011.08.16 18:30modify140.101.44031.44331.4373
422011.08.16 18:45s/l140.101.44331.44331.4373-30.0010122.00
432011.08.17 06:00buy150.101.44000.00000.0000
442011.08.17 06:00modify150.101.44001.43701.4430
452011.08.17 09:00close150.101.43741.43701.4430-26.0010096.00
462011.08.17 09:00sell160.101.43740.00000.0000
472011.08.17 09:00modify160.101.43741.44041.4344
482011.08.17 09:06t/p160.101.43441.44041.434430.0010126.00
492011.08.17 10:15buy170.101.43990.00000.0000
502011.08.17 10:15modify170.101.43991.43691.4429
512011.08.17 11:00t/p170.101.44291.43691.442930.0010156.00
522011.08.17 17:30sell180.101.44700.00000.0000
532011.08.17 17:30modify180.101.44701.45001.4440
542011.08.17 18:41s/l180.101.45001.45001.4440-30.0010126.00
552011.08.18 08:00buy190.101.44860.00000.0000
562011.08.18 08:00modify190.101.44861.44561.4516
572011.08.18 10:05s/l190.101.44561.44561.4516-30.0010096.00
582011.08.22 06:15buy200.101.43890.00000.0000
592011.08.22 06:15modify200.101.43891.43591.4419
602011.08.22 09:17t/p200.101.44191.43591.441930.0010126.00
612011.08.22 16:45sell210.101.44680.00000.0000
622011.08.22 16:45modify210.101.44681.44981.4438
632011.08.22 17:20t/p210.101.44381.44981.443830.0010156.00
642011.08.23 11:15sell220.101.44700.00000.0000
652011.08.23 11:15modify220.101.44701.45001.4440
662011.08.23 11:25s/l220.101.45001.45001.4440-30.0010126.00
672011.08.24 07:00buy230.101.44690.00000.0000
682011.08.24 07:00modify230.101.44691.44391.4499
692011.08.24 08:59t/p230.101.44991.44391.449930.0010156.00
702011.08.24 10:45sell240.101.44370.00000.0000
712011.08.24 10:45modify240.101.44371.44671.4407
722011.08.24 11:06s/l240.101.44671.44671.4407-30.0010126.00
732011.08.24 12:00buy250.101.44760.00000.0000
742011.08.24 12:00modify250.101.44761.44461.4506
752011.08.24 13:55s/l250.101.44461.44461.4506-30.0010096.00
762011.08.25 04:30buy260.101.44370.00000.0000
772011.08.25 04:30modify260.101.44371.44071.4467
782011.08.25 08:27t/p260.101.44671.44071.446730.0010126.00
792011.08.25 15:45sell270.101.44360.00000.0000
802011.08.25 15:45modify270.101.44361.44661.4406
812011.08.25 16:00t/p270.101.44061.44661.440630.0010156.00
822011.08.26 13:15sell280.101.44780.00000.0000
832011.08.26 13:15modify280.101.44781.45081.4448
842011.08.26 14:40s/l280.101.45081.45081.4448-30.0010126.00
852011.08.26 14:45buy290.101.45140.00000.0000
862011.08.26 14:45modify290.101.45141.44841.4544
872011.08.26 15:00s/l290.101.44841.44841.4544-30.0010096.00
882011.08.26 17:15buy300.101.44700.00000.0000
892011.08.26 17:15modify300.101.44701.44401.4500
902011.08.26 17:37t/p300.101.45001.44401.450030.0010126.00
912011.08.29 11:00sell310.101.45240.00000.0000
922011.08.29 11:00modify310.101.45241.45541.4494
932011.08.29 14:45close310.101.45421.45541.4494-18.0010108.00
942011.08.30 07:15sell320.101.45630.00000.0000
952011.08.30 07:15modify320.101.45631.45931.4533
962011.08.30 09:23t/p320.101.45331.45931.453330.0010138.00
972011.08.31 09:00sell330.101.44620.00000.0000
982011.08.31 09:00modify330.101.44621.44921.4432
992011.08.31 09:26t/p330.101.44321.44921.443230.0010168.00
1002011.08.31 14:00buy340.101.44630.00000.0000
1012011.08.31 14:00modify340.101.44631.44331.4493
1022011.08.31 15:11s/l340.101.44331.44331.4493-30.0010138.00
1032011.09.02 04:30sell350.101.43090.00000.0000
1042011.09.02 04:30modify350.101.43091.43391.4279
1052011.09.02 05:45close350.101.43281.43391.4279-19.0010119.00
1062011.09.02 05:45buy360.101.43280.00000.0000
1072011.09.02 05:45modify360.101.43281.42981.4358
1082011.09.02 06:45close360.101.43121.42981.4358-16.0010103.00
1092011.09.02 06:45sell370.101.43120.00000.0000
1102011.09.02 06:45modify370.101.43121.43421.4282
1112011.09.02 10:15close370.101.43231.43421.4282-11.0010092.00
1122011.09.02 14:00sell380.101.42540.00000.0000
1132011.09.02 14:00modify380.101.42541.42841.4224
1142011.09.02 14:22t/p380.101.42241.42841.422430.0010122.00
1152011.09.05 09:30buy390.101.41820.00000.0000
1162011.09.05 09:30modify390.101.41821.41521.4212
1172011.09.05 13:57s/l390.101.41521.41521.4212-30.0010092.00
1182011.09.06 06:45sell400.101.41000.00000.0000
1192011.09.06 06:45modify400.101.41001.41301.4070
1202011.09.06 07:15close400.101.41181.41301.4070-18.0010074.00
1212011.09.06 07:15buy410.101.41180.00000.0000
1222011.09.06 07:15modify410.101.41181.40881.4148
1232011.09.06 07:53t/p410.101.41481.40881.414830.0010104.00
1242011.09.06 12:45sell420.101.41360.00000.0000
1252011.09.06 12:45modify420.101.41361.41661.4106
1262011.09.06 13:11t/p420.101.41061.41661.410630.0010134.00
1272011.09.07 07:30buy430.101.40880.00000.0000
1282011.09.07 07:30modify430.101.40881.40581.4118
1292011.09.07 09:08t/p430.101.41181.40581.411830.0010164.00
1302011.09.07 10:30sell440.101.40740.00000.0000
1312011.09.07 10:30modify440.101.40741.41041.4044
1322011.09.07 10:49t/p440.101.40441.41041.404430.0010194.00
1332011.09.08 11:45sell450.101.41220.00000.0000
1342011.09.08 11:45modify450.101.41221.41521.4092
1352011.09.08 13:34t/p450.101.40921.41521.409230.0010224.00
1362011.09.12 17:00sell460.101.36200.00000.0000
1372011.09.12 17:00modify460.101.36201.36501.3590
1382011.09.12 17:15s/l460.101.36501.36501.3590-30.0010194.00
1392011.09.13 08:00sell470.101.36560.00000.0000
1402011.09.13 08:00modify470.101.36561.36861.3626
1412011.09.13 08:23s/l470.101.36861.36861.3626-30.0010164.00
1422011.09.13 12:45buy480.101.36640.00000.0000
1432011.09.13 12:45modify480.101.36641.36341.3694
1442011.09.13 13:34t/p480.101.36941.36341.369430.0010194.00
1452011.09.14 04:00sell490.101.36800.00000.0000
1462011.09.14 04:00modify490.101.36801.37101.3650
1472011.09.14 05:08t/p490.101.36501.37101.365030.0010224.00
1482011.09.14 09:45buy500.101.36580.00000.0000
1492011.09.14 09:45modify500.101.36581.36281.3688
1502011.09.14 11:48t/p500.101.36881.36281.368830.0010254.00
1512011.09.14 16:30sell510.101.36730.00000.0000
1522011.09.14 16:30modify510.101.36731.37031.3643
1532011.09.14 17:12s/l510.101.37031.37031.3643-30.0010224.00
1542011.09.14 18:45buy520.101.37280.00000.0000
1552011.09.14 18:45modify520.101.37281.36981.3758
1562011.09.14 19:49t/p520.101.37581.36981.375830.0010254.00
1572011.09.19 17:30buy530.101.36750.00000.0000
1582011.09.19 17:30modify530.101.36751.36451.3705
1592011.09.19 21:31t/p530.101.37051.36451.370530.0010284.00
1602011.09.20 15:15sell540.101.36890.00000.0000
1612011.09.20 15:15modify540.101.36891.37191.3659
1622011.09.20 16:08t/p540.101.36591.37191.365930.0010314.00
1632011.09.21 08:30sell550.101.37480.00000.0000
1642011.09.21 08:30modify550.101.37481.37781.3718
1652011.09.21 08:34t/p550.101.37181.37781.371830.0010344.00
1662011.09.21 15:30buy560.101.36880.00000.0000
1672011.09.21 15:30modify560.101.36881.36581.3718
1682011.09.21 17:03t/p560.101.37181.36581.371830.0010374.00
1692011.09.23 06:45sell570.101.35060.00000.0000
1702011.09.23 06:45modify570.101.35061.35361.3476
1712011.09.23 07:52t/p570.101.34761.35361.347630.0010404.00
1722011.09.23 09:00buy580.101.35340.00000.0000
1732011.09.23 09:00modify580.101.35341.35041.3564
1742011.09.23 10:23t/p580.101.35641.35041.356430.0010434.00
1752011.09.23 12:30sell590.101.34770.00000.0000
1762011.09.23 12:30modify590.101.34771.35071.3447
1772011.09.23 13:58t/p590.101.34471.35071.344730.0010464.00
1782011.09.23 16:00buy600.101.35210.00000.0000
1792011.09.23 16:00modify600.101.35211.34911.3551
1802011.09.23 16:50t/p600.101.35511.34911.355130.0010494.00
1812011.09.26 15:45sell610.101.34710.00000.0000
1822011.09.26 15:45modify610.101.34711.35011.3441
1832011.09.26 15:58t/p610.101.34411.35011.344130.0010524.00
1842011.09.26 17:30buy620.101.35250.00000.0000
1852011.09.26 17:30modify620.101.35251.34951.3555
1862011.09.26 18:07s/l620.101.34951.34951.3555-30.0010494.00
1872011.09.27 13:45buy630.101.35950.00000.0000
1882011.09.27 13:45modify630.101.35951.35651.3625
1892011.09.27 14:41s/l630.101.35651.35651.3625-30.0010464.00
1902011.09.29 18:45sell640.101.36090.00000.0000
1912011.09.29 18:45modify640.101.36091.36391.3579
1922011.09.29 20:20t/p640.101.35791.36391.357930.0010494.00
1932011.09.30 08:45sell650.101.35670.00000.0000
1942011.09.30 08:45modify650.101.35671.35971.3537
1952011.09.30 09:56s/l650.101.35971.35971.3537-30.0010464.00
1962011.09.30 13:30sell660.101.35500.00000.0000
1972011.09.30 13:30modify660.101.35501.35801.3520
1982011.09.30 14:26s/l660.101.35801.35801.3520-30.0010434.00
1992011.10.03 14:15sell670.101.33310.00000.0000
2002011.10.03 14:15modify670.101.33311.33611.3301
2012011.10.03 16:35t/p670.101.33011.33611.330130.0010464.00
2022011.10.04 11:45buy680.101.32540.00000.0000
2032011.10.04 11:45modify680.101.32541.32241.3284
2042011.10.04 15:12t/p680.101.32841.32241.328430.0010494.00
2052011.10.04 16:15sell690.101.32330.00000.0000
2062011.10.04 16:15modify690.101.32331.32631.3203
2072011.10.04 16:39s/l690.101.32631.32631.3203-30.0010464.00
2082011.10.05 06:15buy700.10