Strategy Tester Report
X-Arrow
FXDD-MT4 Demo Server (Build 438)

通貨ペアEURUSD (Euro vs. United States Dollar)
期間1時間足(H1) 2011.01.02 23:00 - 2012.10.19 22:00 (2011.01.01 - 2012.10.20)
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=50; TakeProfit=20; 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="PerkyAsctrend1"; 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_24=" ※同時最大エントリー数"; EntryMax=1; 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=-1; StartMin1=0; EndHour1=0; EndMin1=0; StartHour2=-1; StartMin2=0; EndHour2=0; EndMin2=0; tx8_3="ADXフィルタ設定"; bUseFilterADX=true; ADXPeriod=14; ADXBorderLow=15; ADXBorderHigh=35; ADXStart=15; ADXEnd=40; ADXStep=5; tx8_4="RSIフィルタ設定"; bUseFilterRSI=false; RSIPeriod=9; RSIBorderLow=0; RSIBorderHigh=0; RSIStart=10; RSIEnd=90; RSIStep=5; tx8_6="曜日フィルタ"; bUseNoENtryMonAM=false; bUseNoENtryMonPM=false; bUseNoENtryTue=false; bUseNoENtryWen=false; bUseNoENtryThr=false; bUseNoENtryFriAM=false; bUseNoENtryFriPM=true; bUseNoENtrySat=true; bUseNoENtrySun=true; tx5="【その他設定】"; tx5_2=" ※画面情報 ON/OFF"; AnalyzeMode=true;
Bars in test12023Ticks modelled37921943Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit384.30Gross profit1299.60Gross loss-915.30
Profit factor1.42Expected payoff4.32
Absolute drawdown88.20Maximal drawdown138.64 (1.37%)Relative drawdown1.37% (138.64)
Total trades89Short positions (won %)48 (72.92%)Long positions (won %)41 (73.17%)
Profit trades (% of total)65 (73.03%)Loss trades (% of total)24 (26.97%)
Largestprofit trade20.04loss trade-50.00
Averageprofit trade19.99loss trade-38.14
Maximumconsecutive wins (profit in money)10 (199.76)consecutive losses (loss in money)2 (-83.60)
Maximalconsecutive profit (count of wins)199.76 (10)consecutive loss (count of losses)-83.60 (2)
Averageconsecutive wins3consecutive losses1
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
12011.01.12 16:00buy10.101.302440.000000.00000
22011.01.12 16:00modify10.101.302441.297441.30444
32011.01.12 16:31t/p10.101.304441.297441.3044420.0010020.00
42011.01.13 08:00sell20.101.309800.000000.00000
52011.01.13 08:00modify20.101.309801.314801.30780
62011.01.13 10:00close20.101.313161.314801.30780-33.609986.40
72011.01.14 06:00sell30.101.333690.000000.00000
82011.01.14 06:00modify30.101.333691.338691.33169
92011.01.14 09:20s/l30.101.338691.338691.33169-50.009936.40
102011.01.20 12:00buy40.101.347680.000000.00000
112011.01.20 12:00modify40.101.347681.342681.34968
122011.01.20 13:01t/p40.101.349681.342681.3496820.009956.40
132011.01.20 17:00sell50.101.344510.000000.00000
142011.01.20 17:00modify50.101.344511.349511.34251
152011.01.20 18:40t/p50.101.342511.349511.3425120.009976.40
162011.01.26 12:00buy60.101.369530.000000.00000
172011.01.26 12:00modify60.101.369531.364531.37153
182011.01.26 12:46t/p60.101.371531.364531.3715320.009996.40
192011.01.26 18:00sell70.101.366500.000000.00000
202011.01.26 18:00modify70.101.366501.371501.36450
212011.01.26 22:30t/p70.101.364501.371501.3645020.0010016.40
222011.02.15 12:00buy80.101.351320.000000.00000
232011.02.15 12:00modify80.101.351321.346321.35332
242011.02.15 12:22t/p80.101.353321.346321.3533220.0010036.40
252011.02.15 23:00sell90.101.349020.000000.00000
262011.02.15 23:00modify90.101.349021.354021.34702
272011.02.16 06:28s/l90.101.354021.354021.34702-49.999986.41
282011.03.07 20:00sell100.101.397630.000000.00000
292011.03.07 20:00modify100.101.397631.402631.39563
302011.03.08 10:43t/p100.101.395631.402631.3956320.0110006.43
312011.04.07 05:00sell110.101.431370.000000.00000
322011.04.07 05:00modify110.101.431371.436371.42937
332011.04.07 09:52t/p110.101.429371.436371.4293720.0010026.43
342011.04.13 17:00sell120.101.447540.000000.00000
352011.04.13 17:00modify120.101.447541.452541.44554
362011.04.13 19:44t/p120.101.445541.452541.4455420.0010046.43
372011.05.02 00:00buy130.101.481240.000000.00000
382011.05.02 00:00modify130.101.481241.476241.48324
392011.05.02 01:15t/p130.101.483241.476241.4832420.0010066.43
402011.05.02 23:00sell140.101.482740.000000.00000
412011.05.02 23:00modify140.101.482741.487741.48074
422011.05.03 02:31t/p140.101.480741.487741.4807420.0110086.44
432011.05.11 12:00buy150.101.440830.000000.00000
442011.05.11 12:00modify150.101.440831.435831.44283
452011.05.11 14:00close150.101.437431.435831.44283-34.0010052.44
462011.05.13 09:00buy160.101.423980.000000.00000
472011.05.13 09:00modify160.101.423981.418981.42598
482011.05.13 09:04t/p160.101.425981.418981.4259820.0010072.44
492011.06.10 03:00buy170.101.453710.000000.00000
502011.06.10 03:00modify170.101.453711.448711.45571
512011.06.10 07:00close170.101.451221.448711.45571-24.9010047.54
522011.06.21 14:00buy180.101.436420.000000.00000
532011.06.21 14:00modify180.101.436421.431421.43842
542011.06.21 15:56t/p180.101.438421.431421.4384220.0010067.54
552011.06.22 02:00sell190.101.437560.000000.00000
562011.06.22 02:00modify190.101.437561.442561.43556
572011.06.22 04:33t/p190.101.435561.442561.4355620.0010087.54
582011.06.28 11:00buy200.101.431940.000000.00000
592011.06.28 11:00modify200.101.431941.426941.43394
602011.06.28 11:51s/l200.101.426941.426941.43394-50.0010037.54
612011.06.28 13:00sell210.101.426650.000000.00000
622011.06.28 13:00modify210.101.426651.431651.42465
632011.06.28 14:26t/p210.101.424651.431651.4246520.0010057.54
642011.07.05 16:00buy220.101.448850.000000.00000
652011.07.05 16:00modify220.101.448851.443851.45085
662011.07.05 18:00close220.101.446151.443851.45085-27.0010030.54
672011.07.29 06:00buy230.101.432630.000000.00000
682011.07.29 06:00modify230.101.432631.427631.43463
692011.07.29 06:03t/p230.101.434631.427631.4346320.0010050.54
702011.07.29 09:00sell240.101.429260.000000.00000
712011.07.29 09:00modify240.101.429261.434261.42726
722011.07.29 09:31t/p240.101.427261.434261.4272620.0010070.54
732011.08.01 16:00sell250.101.439650.000000.00000
742011.08.01 16:00modify250.101.439651.444651.43765
752011.08.01 16:25t/p250.101.437651.444651.4376520.0010090.54
762011.08.09 23:00buy260.101.433530.000000.00000
772011.08.09 23:00modify260.101.433531.428531.43553
782011.08.09 23:24t/p260.101.435531.428531.4355320.0010110.54
792011.08.22 11:00buy270.101.441080.000000.00000
802011.08.22 11:00modify270.101.441081.436081.44308
812011.08.22 13:45t/p270.101.443081.436081.4430820.0010130.54
822011.08.22 21:00sell280.101.437470.000000.00000
832011.08.22 21:00modify280.101.437471.442471.43547
842011.08.23 10:31s/l280.101.442471.442471.43547-49.9910080.56
852011.08.24 12:00buy290.101.443700.000000.00000
862011.08.24 12:00modify290.101.443701.438701.44570
872011.08.24 12:03t/p290.101.445701.438701.4457020.0010100.56
882011.08.24 19:00sell300.101.439980.000000.00000
892011.08.24 19:00modify300.101.439981.444981.43798
902011.08.25 10:09s/l300.101.444981.444981.43798-49.9610050.60
912011.08.29 21:00sell310.101.449530.000000.00000
922011.08.29 21:00modify310.101.449531.454531.44753
932011.08.30 10:57t/p310.101.447531.454531.4475320.0110070.62
942011.09.06 16:00sell320.101.404630.000000.00000
952011.09.06 16:00modify320.101.404631.409631.40263
962011.09.06 18:04t/p320.101.402631.409631.4026320.0010090.62
972011.09.12 23:00buy330.101.366460.000000.00000
982011.09.12 23:00modify330.101.366461.361461.36846
992011.09.13 06:48t/p330.101.368461.361461.3684619.7510110.37
1002011.09.13 11:00sell340.101.358410.000000.00000
1012011.09.13 11:00modify340.101.358411.363411.35641
1022011.09.13 11:12t/p340.101.356411.363411.3564120.0010130.37
1032011.10.18 11:00sell350.101.371340.000000.00000
1042011.10.18 11:00modify350.101.371341.376341.36934
1052011.10.18 11:35t/p350.101.369341.376341.3693420.0010150.37
1062011.10.25 11:00buy360.101.392920.000000.00000
1072011.10.25 11:00modify360.101.392921.387921.39492
1082011.10.25 13:39t/p360.101.394921.387921.3949220.0010170.37
1092011.11.03 12:00buy370.101.372770.000000.00000
1102011.11.03 12:00modify370.101.372771.367771.37477
1112011.11.03 12:13t/p370.101.374771.367771.3747720.0010190.37
1122011.11.03 17:00sell380.101.368380.000000.00000
1132011.11.03 17:00modify380.101.368381.373381.36638
1142011.11.03 17:03t/p380.101.366381.373381.3663820.0010210.37
1152011.11.08 11:00buy390.101.377190.000000.00000
1162011.11.08 11:00modify390.101.377191.372191.37919
1172011.11.08 14:40t/p390.101.379191.372191.3791920.0010230.37
1182011.11.09 09:00sell400.101.381730.000000.00000
1192011.11.09 09:00modify400.101.381731.386731.37973
1202011.11.09 09:11t/p400.101.379731.386731.3797320.0010250.37
1212011.11.10 22:00sell410.101.357810.000000.00000
1222011.11.10 22:00modify410.101.357811.362811.35581
1232011.11.11 04:51s/l410.101.362811.362811.35581-49.9910200.38
1242011.11.16 23:00sell420.101.347500.000000.00000
1252011.11.16 23:00modify420.101.347501.352501.34550
1262011.11.16 23:38t/p420.101.345501.352501.3455020.0010220.38
1272011.11.28 22:00sell430.101.330290.000000.00000
1282011.11.28 22:00modify430.101.330291.335291.32829
1292011.11.29 06:20s/l430.101.335291.335291.32829-49.9910170.40
1302011.12.08 16:00sell440.101.338160.000000.00000
1312011.12.08 16:00modify440.101.338161.343161.33616
1322011.12.08 16:03t/p440.101.336161.343161.3361620.0010190.40
1332011.12.14 11:00buy450.101.304200.000000.00000
1342011.12.14 11:00modify450.101.304201.299201.30620
1352011.12.14 12:02t/p450.101.306201.299201.3062020.0010210.40
1362011.12.14 13:00sell460.101.301900.000000.00000
1372011.12.14 13:00modify460.101.301901.306901.29990
1382011.12.14 13:43t/p460.101.299901.306901.2999020.0010230.40
1392011.12.22 09:00buy470.101.306860.000000.00000
1402011.12.22 09:00modify470.101.306861.301861.30886
1412011.12.22 10:03t/p470.101.308861.301861.3088620.0010250.40
1422011.12.22 13:00sell480.101.305640.000000.00000
1432011.12.22 13:00modify480.101.305641.310641.30364
1442011.12.22 15:40t/p480.101.303641.310641.3036420.0010270.40
1452012.01.19 11:00buy490.101.288780.000000.00000
1462012.01.19 11:00modify490.101.288781.283781.29078
1472012.01.19 13:05t/p490.101.290781.283781.2907820.0010290.40
1482012.01.26 12:00buy500.101.316980.000000.00000
1492012.01.26 12:00modify500.101.316981.311981.31898
1502012.01.26 20:39s/l500.101.311981.311981.31898-50.0010240.40
1512012.01.26 21:00sell510.101.310520.000000.00000
1522012.01.26 21:00modify510.101.310521.315521.30852
1532012.01.27 02:24t/p510.101.308521.315521.3085220.0110260.41
1542012.02.07 16:00buy520.101.318000.000000.00000
1552012.02.07 16:00modify520.101.318001.313001.32000
1562012.02.07 17:11t/p520.101.320001.313001.3200020.0010280.41
1572012.02.09 15:00sell530.101.325000.000000.00000
1582012.02.09 15:00modify530.101.325001.330001.32300
1592012.02.09 15:17s/l530.101.330001.330001.32300-50.0010230.41
1602012.02.13 16:00sell540.101.323540.000000.00000
1612012.02.13 16:00modify540.101.323541.328541.32154
1622012.02.13 17:12t/p540.101.321541.328541.3215420.0010250.41
1632012.02.17 10:00buy550.101.314390.000000.00000
1642012.02.17 10:00modify550.101.314391.309391.31639
1652012.02.17 11:00close550.101.312131.309391.31639-22.6010227.81
1662012.02.21 00:00sell560.101.324220.000000.00000
1672012.02.21 00:00modify560.101.324221.329221.32222
1682012.02.21 01:14t/p560.101.322221.329221.3222220.0010247.81
1692012.02.21 05:00buy570.101.324890.000000.00000
1702012.02.21 05:00modify570.101.324891.319891.32689
1712012.02.21 05:08t/p570.101.326891.319891.3268920.0010267.81
1722012.02.21 14:00sell580.101.320470.000000.00000
1732012.02.21 14:00modify580.101.320471.325471.31847
1742012.02.21 17:22s/l580.101.325471.325471.31847-50.0010217.81
1752012.03.20 17:00buy590.101.323160.000000.00000
1762012.03.20 17:00modify590.101.323161.318161.32516
1772012.03.21 03:32t/p590.101.325161.318161.3251619.7510237.56
1782012.03.21 15:00sell600.101.323680.000000.00000
1792012.03.21 15:00modify600.101.323681.328681.32168
1802012.03.21 15:27t/p600.101.321681.328681.3216820.0010257.56
1812012.04.09 02:00sell610.101.306770.000000.00000
1822012.04.09 02:00modify610.101.306771.311771.30477
1832012.04.09 03:59t/p610.101.304771.311771.3047720.0010277.56
1842012.04.18 05:00sell620.101.311600.000000.00000
1852012.04.18 05:00modify620.101.311601.316601.30960
1862012.04.18 10:13t/p620.101.309601.316601.3096020.0010297.56
1872012.04.24 17:00buy630.101.319300.000000.00000
1882012.04.24 17:00modify630.101.319301.314301.32130
1892012.04.24 17:04t/p630.101.321301.314301.3213020.0010317.56
1902012.04.25 18:00sell640.101.318310.000000.00000
1912012.04.25 18:00modify640.101.318311.323311.31631
1922012.04.25 22:00s/l640.101.323311.323311.31631-50.0010267.56
1932012.05.03 14:00sell650.101.313220.000000.00000
1942012.05.03 14:00modify650.101.313221.318221.31122
1952012.05.03 15:31t/p650.101.311221.318221.3112220.0010287.56
1962012.05.03 16:00buy660.101.316950.000000.00000
1972012.05.03 16:00modify660.101.316951.311951.31895
1982012.05.04 04:00close660.101.314691.311951.31895-22.8510264.71
1992012.05.04 05:00buy670.101.315810.000000.00000
2002012.05.04 05:00modify670.101.315811.310811.31781
2012012.05.04 08:00close670.101.314621.310811.31781-11.9010252.81
2022012.05.15 09:00buy680.101.284200.000000.00000
2032012.05.15 09:00modify680.101.284201.279201.28620
2042012.05.15 10:14t/p680.101.286201.279201.2862020.0010272.81
2052012.05.15 16:00sell690.101.280250.000000.00000
2062012.05.15 16:00modify690.101.280251.285251.27825
2072012.05.15 16:10t/p690.101.278251.285251.2782520.0010292.81
2082012.05.28 00:00buy700.101.257590.000000.00000
2092012.05.28 00:00modify700.101.257591.252591.25959
2102012.05.28 08:32t/p700.101.259591.252591.2595920.0010312.81
2112012.05.28 12:00sell710.101.257480.000000.00000
2122012.05.28 12:00modify710.101.257481.262481.25548
2132012.05.28 16:19t/p710.101.255481.262481.2554820.0010332.81
2142012.06.06 17:00buy720.101.251080.000000.00000
2152012.06.06 17:00modify720.101.251081.246081.25308
2162012.06.06 18:59t/p720.101.253081.246081.2530820.0010352.81
2172012.06.07 10:00sell730.101.255520.000000.00000
2182012.06.07 10:00modify730.101.255521.260521.25352
2192012.06.07 15:18s/l730.101.260521.260521.25352-50.0010302.81
2202012.06.20 12:00buy740.101.270000.000000.00000
2212012.06.20 12:00modify740.101.270001.265001.27200
2222012.06.20 17:10t/p740.101.272001.265001.2720020.0010322.81
2232012.06.20 22:00sell750.101.266540.000000.00000
2242012.06.20 22:00modify750.101.266541.271541.26454
2252012.06.21 10:46t/p750.101.264541.271541.2645420.0410342.85
2262012.07.10 12:00buy760.101.231590.000000.00000
2272012.07.10 12:00modify760.101.231591.226591.23359
2282012.07.10 15:26s/l760.101.226591.226591.23359-50.0010292.85
2292012.07.10 16:00sell770.101.228110.000000.00000
2302012.07.10 16:00modify770.101.228111.233111.22611
2312012.07.10 17:14t/p770.101.226111.233111.2261120.0010312.85
2322012.07.16 04:00sell780.101.223630.000000.00000
2332012.07.16 04:00modify780.101.223631.228631.22163
2342012.07.16 11:45t/p780.101.221631.228631.2216320.0010332.85
2352012.07.16 16:00buy790.101.223500.000000.00000
2362012.07.16 16:00modify790.101.223501.218501.22550
2372012.07.16 18:15t/p790.101.225501.218501.2255020.0010352.85
2382012.07.17 14:00sell800.101.227910.000000.00000
2392012.07.17 14:00modify800.101.227911.232911.22591
2402012.07.17 17:00t/p800.101.225911.232911.2259120.0010372.85
2412012.07.26 14:00buy810.101.222380.000000.00000
2422012.07.26 14:00modify810.101.222381.217381.22438
2432012.07.26 14:01t/p810.101.224381.217381.2243820.0010392.85
2442012.07.27 03:00sell820.101.227680.000000.00000
2452012.07.27 03:00modify820.101.227681.232681.22568
2462012.07.27 06:00close820.101.229011.232681.22568-13.3010379.55
2472012.07.27 11:00sell830.101.227510.000000.00000
2482012.07.27 11:00modify830.101.227511.232511.22551
2492012.07.27 11:47t/p830.101.225511.232511.2255120.0010399.55
2502012.07.31 13:00buy840.101.228540.000000.00000
2512012.07.31 13:00modify840.101.228541.223541.23054
2522012.07.31 15:42t/p840.101.230541.223541.2305420.0010419.55
2532012.08.01 04:00sell850.101.228880.000000.00000
2542012.08.01 04:00modify850.101.228881.233881.22688
2552012.08.01 21:14t/p850.101.226881.233881.2268820.0010439.55
2562012.09.10 09:00buy860.101.278720.000000.00000
2572012.09.10 09:00modify860.101.278721.273721.28072
2582012.09.10 12:00close860.101.278231.273721.28072-4.9010434.65
2592012.09.11 10:00buy870.101.280540.000000.00000
2602012.09.11 10:00modify870.101.280541.275541.28254
2612012.09.11 16:03t/p870.101.282541.275541.2825420.0010454.65
2622012.10.03 22:00sell880.101.289660.000000.00000
2632012.10.03 22:00modify880.101.289661.294661.28766
2642012.10.04 09:49s/l880.101.294661.294661.28766-49.9610404.70
2652012.10.19 11:00buy890.101.307110.000000.00000
2662012.10.19 11:00modify890.101.307111.302111.30911
2672012.10.19 12:00close890.101.305071.302111.30911-20.4010384.30