Strategy Tester Report
REVOLUTION_ASP
FXDD-MT4 Demo Server (Build 211)

通貨ペアEURUSD (Euro vs. United States Dollar)
期間30分足(M30) 2008.02.01 00:00 - 2008.02.28 23:30 (2008.02.01 - 2008.02.29)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターTestMode=false; MagicNumber=541360970; MoneyManagement=true; RiskLevel=0.5; MaxLots=100; FixedLots=0.1; StopLoss=35; TakeProfit=8; Stoch1_On_Off=true; Stoch1_1=2; Stoch1_2=3; Stoch1_3=4; Stoch2_On_Off=true; Stoch2_1=3; Stoch2_2=3; Stoch2_3=1; PSar1_On_Off=true; PSar1_1=0.02; PSar1_2=0.2; PSar1_3=0.03; PSar1_4=0.3; PSar2_On_Off=false; PSar2_1=0.05; PSar2_2=0.3; PSar2_3=0.04; PSar2_4=0.2; Macd_On_Off=false; Macd_1=12; Macd_2=26; Macd_3=9; Momentum_On_Off=false; Momentum_Period=14; Adx_On_Off=false; ADXPeriod=14; Adx_Level=30; Stoch_Applied_Price=0; Macd_Applied_Price=0; Momentum_Applied_Price=0; Adx_Applied_Price=0;
Bars in test1955Ticks modelled150189Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1089.87Gross profit4869.87Gross loss-3780.00
Profit factor1.29Expected payoff25.35
Absolute drawdown999.00Maximal drawdown1407.00 (13.52%)Relative drawdown13.52% (1407.00)
Total trades43Short positions (won %)22 (86.36%)Long positions (won %)21 (80.95%)
Profit trades (% of total)36 (83.72%)Loss trades (% of total)7 (16.28%)
Largestprofit trade160.00loss trade-700.00
Averageprofit trade135.27loss trade-540.00
Maximumconsecutive wins (profit in money)14 (2048.00)consecutive losses (loss in money)3 (-1190.00)
Maximalconsecutive profit (count of wins)2048.00 (14)consecutive loss (count of losses)-1190.00 (3)
Averageconsecutive wins7consecutive 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
12008.02.01 08:00sell11.701.48631.48981.4855
22008.02.01 08:15t/p11.701.48551.48981.4855136.0010136.00
32008.02.01 08:15buy21.701.48551.48201.4863
42008.02.01 08:25t/p21.701.48631.48201.4863136.0010272.00
52008.02.01 08:25sell31.701.48641.48991.4856
62008.02.01 08:52t/p31.701.48561.48991.4856136.0010408.00
72008.02.01 16:15buy41.701.48961.48611.4904
82008.02.01 16:24s/l41.701.48611.48611.4904-595.009813.00
92008.02.04 04:50sell51.601.48001.48351.4792
102008.02.04 09:07s/l51.601.48351.48351.4792-560.009253.00
112008.02.05 01:30buy60.101.48261.47911.4834
122008.02.05 10:10s/l60.101.47911.47911.4834-35.009218.00
132008.02.08 02:00buy70.101.44761.44411.4484
142008.02.08 02:45t/p70.101.44841.44411.44848.009226.00
152008.02.08 02:45sell81.501.44841.45191.4476
162008.02.08 07:41t/p81.501.44761.45191.4476120.009346.00
172008.02.08 07:41buy91.601.44761.44411.4484
182008.02.08 08:34t/p91.601.44841.44411.4484128.009474.00
192008.02.08 08:34sell101.601.44841.45191.4476
202008.02.08 09:20t/p101.601.44761.45191.4476128.009602.00
212008.02.08 14:09sell111.601.44811.45161.4473
222008.02.08 14:16t/p111.601.44731.45161.4473128.009730.00
232008.02.08 14:27sell121.601.44811.45161.4473
242008.02.08 14:55s/l121.601.45161.45161.4473-560.009170.00
252008.02.08 17:00buy131.501.44801.44451.4488
262008.02.08 17:28t/p131.501.44881.44451.4488120.009290.00
272008.02.11 08:59sell141.501.45561.45911.4548
282008.02.11 09:35t/p141.501.45481.45911.4548120.009410.00
292008.02.12 01:03buy151.601.45181.44831.4526
302008.02.12 08:09t/p151.601.45261.44831.4526128.009538.00
312008.02.12 10:33buy161.601.45251.44901.4533
322008.02.12 14:01t/p161.601.45331.44901.4533128.009666.00
332008.02.12 20:00buy171.601.45841.45491.4592
342008.02.12 20:33t/p171.601.45921.45491.4592128.009794.00
352008.02.13 04:22sell181.601.45711.46061.4563
362008.02.13 08:36t/p181.601.45631.46061.4563128.009922.00
372008.02.13 15:15sell191.701.45851.46201.4577
382008.02.13 15:30t/p191.701.45771.46201.4577136.0010058.00
392008.02.13 15:32sell201.701.45811.46161.4573
402008.02.13 15:37t/p201.701.45731.46161.4573136.0010194.00
412008.02.13 15:46sell211.701.45811.46161.4573
422008.02.13 15:48t/p211.701.45731.46161.4573136.0010330.00
432008.02.13 23:19buy221.701.45691.45341.4577
442008.02.14 00:02t/p221.701.45771.45341.4577149.8710479.87
452008.02.14 00:02sell231.701.45771.46121.4569
462008.02.14 01:20t/p231.701.45691.46121.4569136.0010615.87
472008.02.14 08:16sell241.801.45691.46041.4561
482008.02.14 09:57s/l241.801.46041.46041.4561-630.009985.87
492008.02.14 12:30sell251.701.46191.46541.4611
502008.02.14 13:58t/p251.701.46111.46541.4611136.0010121.87
512008.02.14 14:16sell261.701.46191.46541.4611
522008.02.14 15:45t/p261.701.46111.46541.4611136.0010257.87
532008.02.15 01:55sell271.701.46411.46761.4633
542008.02.15 03:10t/p271.701.46331.46761.4633136.0010393.87
552008.02.15 04:15buy281.701.46321.45971.4640
562008.02.15 07:03t/p281.701.46401.45971.4640136.0010529.87
572008.02.15 10:51buy291.801.46441.46091.4652
582008.02.15 11:02t/p291.801.46521.46091.4652144.0010673.87
592008.02.15 19:30sell301.801.46801.47151.4672
602008.02.15 19:47t/p301.801.46721.47151.4672144.0010817.87
612008.02.18 09:22sell311.801.46831.47181.4675
622008.02.18 09:59t/p311.801.46751.47181.4675144.0010961.87
632008.02.19 01:01buy321.801.46531.46181.4661
642008.02.19 04:19t/p321.801.46611.46181.4661144.0011105.87
652008.02.19 21:25sell331.901.47371.47721.4729
662008.02.19 22:25t/p331.901.47291.47721.4729152.0011257.87
672008.02.20 08:14sell341.901.47161.47511.4708
682008.02.20 08:31t/p341.901.47081.47511.4708152.0011409.87
692008.02.20 09:19sell351.901.47141.47491.4706
702008.02.20 09:54t/p351.901.47061.47491.4706152.0011561.87
712008.02.22 02:30buy361.901.48111.47761.4819
722008.02.22 10:35t/p361.901.48191.47761.4819152.0011713.87
732008.02.25 02:54buy372.001.48231.47881.4831
742008.02.25 08:30t/p372.001.48311.47881.4831160.0011873.87
752008.02.26 04:00buy382.001.48231.47881.4831
762008.02.26 06:07t/p382.001.48311.47881.4831160.0012033.87
772008.02.26 07:29buy392.001.48221.47871.4830
782008.02.26 09:56s/l392.001.47871.47871.4830-700.0011333.87
792008.02.27 13:02buy401.901.50371.50021.5045
802008.02.27 13:11t/p401.901.50451.50021.5045152.0011485.87
812008.02.27 13:26buy411.901.50351.50001.5043
822008.02.27 14:00t/p411.901.50431.50001.5043152.0011637.87
832008.02.27 20:32buy421.901.51181.50831.5126
842008.02.27 22:30t/p421.901.51261.50831.5126152.0011789.87
852008.02.28 00:32buy432.001.51191.50841.5127
862008.02.28 09:41s/l432.001.50841.50841.5127-700.0011089.87