Strategy Tester Report
BreakOut
FXDDMalta-MT4 Live Server 3 (Build 225)

通貨ペアEURJPY (Euro vs. Japanese Yen)
期間1時間足(H1) 2009.01.02 08:00 - 2010.01.08 23:00 (2009.01.01 - 2010.01.09)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターmagicnumber=2110002; lots=0.1; slippage=3; sstarttime=0; sendtime=1; tstarttime=1; tendtime=23; rstarttime=23; rendtime=24; takeprofit=95; stoploss=285;
Bars in test7262Ticks modelled16991601Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2058.07Gross profit10545.63Gross loss-8487.56
Profit factor1.24Expected payoff15.95
Absolute drawdown1632.06Maximal drawdown2301.60 (21.57%)Relative drawdown21.57% (2301.60)
Total trades129Short positions (won %)56 (78.57%)Long positions (won %)73 (78.08%)
Profit trades (% of total)101 (78.29%)Loss trades (% of total)28 (21.71%)
Largestprofit trade116.85loss trade-314.23
Averageprofit trade104.41loss trade-303.13
Maximumconsecutive wins (profit in money)18 (1874.57)consecutive losses (loss in money)6 (-1873.92)
Maximalconsecutive profit (count of wins)1874.57 (18)consecutive loss (count of losses)-1873.92 (6)
Averageconsecutive wins6consecutive 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
12009.01.03 00:00buy10.10127.830.000.00
22009.01.08 10:42close10.10124.970.000.00-312.919687.09
32009.01.08 10:42sell20.10124.940.000.00
42009.01.09 17:03close20.10123.980.000.00104.729791.81
52009.01.09 17:03sell30.10123.910.000.00
62009.01.09 17:34close30.10122.950.000.00104.999896.80
72009.01.10 00:00sell40.10121.160.000.00
82009.01.12 11:31close40.10120.200.000.00104.7210001.51
92009.01.13 08:42sell50.10118.670.000.00
102009.01.13 21:48close50.10117.710.000.00105.0010106.51
112009.01.14 09:04buy60.10119.470.000.00
122009.01.14 17:21close60.10116.620.000.00-311.829794.69
132009.01.15 11:55sell70.10116.690.000.00
142009.01.16 06:32close70.10119.540.000.00-311.999482.70
152009.01.16 06:32buy80.10119.560.000.00
162009.01.16 14:34close80.10120.510.000.00103.949586.64
172009.01.17 00:07buy90.10120.560.000.00
182009.01.19 02:05close90.10121.510.000.00103.949690.58
192009.01.20 00:57sell100.10118.550.000.00
202009.01.20 03:43close100.10117.590.000.00104.999795.57
212009.01.21 00:00sell110.10115.600.000.00
222009.01.21 18:36close110.10114.640.000.00105.009900.57
232009.01.22 00:13buy120.10116.820.000.00
242009.01.22 16:50close120.10113.970.000.00-311.819588.76
252009.01.23 08:59sell130.10114.520.000.00
262009.01.23 10:54close130.10113.560.000.00105.009693.76
272009.01.26 13:36buy140.10115.910.000.00
282009.01.26 17:11close140.10116.870.000.00105.039798.79
292009.01.27 01:24buy150.10117.660.000.00
302009.01.27 05:58close150.10118.620.000.00105.039903.82
312009.01.28 00:29sell160.10116.870.000.00
322009.01.30 03:19close160.10115.920.000.00102.7810006.60
332009.01.30 03:19sell170.10115.890.000.00
342009.01.30 11:19close170.10114.930.000.00105.0010111.60
352009.02.02 02:00sell180.10114.340.000.00
362009.02.02 12:02close180.10113.390.000.00103.9010215.50
372009.02.03 05:19buy190.10115.570.000.00
382009.02.03 23:33close190.10116.530.000.00105.0310320.53
392009.02.04 00:00buy200.10116.360.000.00
402009.02.05 20:03close200.10117.310.000.00103.9410424.47
412009.02.05 20:03buy210.10117.340.000.00
422009.02.05 20:08close210.10118.290.000.00103.9410528.41
432009.02.06 17:03buy220.10117.940.000.00
442009.02.06 21:15close220.10118.900.000.00105.0310633.44
452009.02.09 02:04buy230.10119.660.000.00
462009.02.10 04:05close230.10116.800.000.00-312.9110320.53
472009.02.10 04:05sell240.10116.810.000.00
482009.02.10 19:01close240.10119.660.000.00-311.7210008.81
492009.02.11 09:02sell250.10116.000.000.00
502009.02.12 17:32close250.10115.040.000.00104.1510112.96
512009.02.12 17:32sell260.10114.990.000.00
522009.02.13 06:12close260.10117.840.000.00-312.009800.96
532009.02.13 06:12buy270.10117.850.000.00
542009.02.19 14:07close270.10118.810.000.00105.049906.00
552009.02.19 14:07buy280.10118.840.000.00
562009.02.19 16:55close280.10119.790.000.00103.9410009.94
572009.02.21 00:05buy290.10119.690.000.00
582009.02.23 10:17close290.10120.650.000.00105.0310114.97
592009.02.24 10:55buy300.10121.630.000.00
602009.02.24 13:53close300.10122.590.000.00105.0310220.00
612009.02.25 00:05buy310.10124.470.000.00
622009.02.26 15:49close310.10125.430.000.00105.0310325.03
632009.02.26 15:49buy320.10125.460.000.00
642009.02.27 16:30close320.10122.610.000.00-311.8210013.21
652009.02.27 16:30sell330.10122.620.000.00
662009.03.04 20:35close330.10125.470.000.00-312.579700.64
672009.03.04 20:36buy340.10125.480.000.00
682009.03.06 13:22close340.10122.630.000.00-311.829388.82
692009.03.06 13:22sell350.10122.610.000.00
702009.03.09 17:16close350.10125.480.000.00-314.189074.63
712009.03.09 17:16buy360.10125.470.000.00
722009.03.12 10:34close360.10122.620.000.00-311.828762.81
732009.03.12 10:34sell370.10122.600.000.00
742009.03.12 17:19close370.10125.450.000.00-311.718451.10
752009.03.13 00:00buy380.10126.190.000.00
762009.03.13 11:26close380.10127.160.000.00106.128557.22
772009.03.16 10:50buy390.10127.330.000.00
782009.03.16 13:46close390.10128.290.000.00105.048662.26
792009.03.17 09:16buy400.10128.430.000.00
802009.03.18 22:08close400.10129.380.000.00103.948766.20
812009.03.18 22:08buy410.10129.430.000.00
822009.03.20 18:59close410.10130.380.000.00103.948870.14
832009.03.20 18:59buy420.10130.430.000.00
842009.03.23 05:01close420.10131.380.000.00103.948974.08
852009.03.24 02:27buy430.10132.450.000.00
862009.03.24 03:51close430.10133.400.000.00103.949078.02
872009.03.25 04:01sell440.10131.490.000.00
882009.03.27 14:38close440.10130.540.000.00102.779180.79
892009.03.27 14:38sell450.10130.490.000.00
902009.03.27 14:58close450.10129.530.000.00105.009285.79
912009.03.31 06:32buy460.10130.270.000.00
922009.03.31 13:47close460.10131.220.000.00103.939389.72
932009.04.01 02:50buy470.10131.620.000.00
942009.04.02 12:35close470.10132.580.000.00105.039494.75
952009.04.02 12:35buy480.10132.630.000.00
962009.04.02 15:16close480.10133.580.000.00103.949598.69
972009.04.03 00:00buy490.10133.9930.000.00
982009.04.03 03:22close490.10134.950.000.00104.709703.39
992009.04.07 02:26sell500.10134.500.000.00
1002009.04.07 12:02close500.10133.550.000.00103.919807.30
1012009.04.08 03:37sell510.10132.380.000.00
1022009.04.08 09:30close510.10131.430.000.00103.919911.21
1032009.04.10 02:25sell520.10132.030.000.00
1042009.04.14 20:07close520.10131.080.000.00103.3410014.55
1052009.04.14 20:07sell530.10131.050.000.00
1062009.04.15 07:20close530.10130.090.000.00104.7210119.27
1072009.04.15 07:20sell540.10130.030.000.00
1082009.04.17 17:27close540.10129.080.000.00102.7810222.05
1092009.04.17 17:27sell550.10129.030.000.00
1102009.04.20 12:02close550.10128.080.000.00103.6310325.68
1112009.04.21 02:54sell560.10126.420.000.00
1122009.04.24 17:03close560.10129.280.000.00-314.2310011.45
1132009.04.24 17:03buy570.10129.290.000.00
1142009.04.27 16:47close570.10126.430.000.00-312.919698.54
1152009.04.28 00:26sell580.10125.780.000.00
1162009.04.28 07:24close580.10124.820.000.00105.009803.54
1172009.04.29 00:00buy590.10126.8160.000.00
1182009.04.29 06:12close590.10127.770.000.00104.379907.91
1192009.04.30 03:12buy600.10129.790.000.00
1202009.04.30 13:10close600.10130.750.000.00105.0310012.94
1212009.05.01 02:10buy610.10130.900.000.00
1222009.05.01 10:02close610.10131.860.000.00105.0410117.98
1232009.05.05 00:33buy620.10132.660.000.00
1242009.05.08 15:30close620.10133.610.000.00103.9410221.92
1252009.05.08 15:30buy630.10133.660.000.00
1262009.05.11 01:00close630.10134.7280.000.00116.8510338.77
1272009.05.12 00:38sell640.10132.230.000.00
1282009.05.12 19:24close640.10131.270.000.00105.0010443.77
1292009.05.13 14:34sell650.10130.820.000.00
1302009.05.13 22:09close650.10129.8680.000.00104.1210547.89
1312009.05.14 01:04sell660.10129.380.000.00
1322009.05.15 13:22close660.10128.430.000.00103.6310651.52
1332009.05.15 13:22sell670.10128.400.000.00
1342009.05.18 03:21close670.10127.450.000.00103.6210755.13
1352009.05.19 00:00buy680.10130.6310.000.00
1362009.05.19 10:59close680.10131.590.000.00104.9310860.06
1372009.05.20 04:47sell690.10130.180.000.00
1382009.05.25 08:12close690.10133.040.000.00-314.2210545.85
1392009.05.26 03:14buy700.10133.240.000.00
1402009.05.28 09:59close700.10134.190.000.00103.9410649.79
1412009.05.28 09:59buy710.10134.220.000.00
1422009.05.28 20:26close710.10135.180.000.00105.0310754.82
1432009.05.29 08:56buy720.10135.250.000.00
1442009.06.01 17:01close720.10136.210.000.00105.0410859.86
1452009.06.02 17:34buy730.10137.100.000.00
1462009.06.05 15:30close730.10138.050.000.00103.9410963.80
1472009.06.05 15:30buy740.10138.130.000.00
1482009.06.05 15:35close740.10139.080.000.00103.9411067.74
1492009.06.09 06:28sell750.10136.070.000.00
1502009.06.15 18:19close750.10135.110.000.00103.2911171.03
1512009.06.16 02:45sell760.10134.610.000.00
1522009.06.16 04:05close760.10133.660.000.00103.9111274.94
1532009.06.17 02:21sell770.10132.990.000.00
1542009.06.23 02:52close770.10132.040.000.00102.2011377.14
1552009.06.23 02:52sell780.10132.010.000.00
1562009.06.24 07:34close780.10134.870.000.00-313.0911064.05
1572009.06.24 07:34buy790.10134.860.000.00
1582009.06.30 03:08close790.10135.810.000.00103.9411167.99
1592009.06.30 03:08buy800.10135.840.000.00
1602009.07.01 17:21close800.10136.800.000.00105.0411273.03
1612009.07.01 17:21buy810.10136.830.000.00
1622009.07.03 00:24close810.10133.970.000.00-312.9110960.12
1632009.07.03 00:24sell820.10133.960.000.00
1642009.07.06 05:38close820.10133.010.000.00103.6311063.75
1652009.07.07 22:05sell830.10131.910.000.00
1662009.07.08 09:05close830.10130.960.000.00103.6211167.36
1672009.07.08 09:05sell840.10130.930.000.00
1682009.07.08 18:16close840.10129.980.000.00103.9011271.26
1692009.07.10 14:53sell850.10128.520.000.00
1702009.07.15 09:48close850.10131.380.000.00-313.6510957.61
1712009.07.15 09:48buy860.10131.370.000.00
1722009.07.15 17:22close860.10132.330.000.00105.0311062.64
1732009.07.17 00:00buy870.10132.9140.000.00
1742009.07.20 04:31close870.10133.870.000.00104.6011167.24
1752009.07.21 16:07buy880.10134.460.000.00
1762009.07.23 18:14close880.10135.410.000.00103.9411271.18
1772009.07.23 18:14buy890.10135.440.000.00
1782009.08.03 17:00close890.10136.410.000.00106.1311377.31
1792009.08.04 00:04buy900.10137.380.000.00
1802009.08.07 15:36close900.10138.330.000.00103.9411481.25
1812009.08.07 15:36buy910.10138.380.000.00
1822009.08.11 17:25close910.10135.520.000.00-312.9111168.34
1832009.08.11 17:25sell920.10135.510.000.00
1842009.08.12 09:51close920.10134.550.000.00104.7111273.05
1852009.08.12 09:51sell930.10134.500.000.00
1862009.08.13 10:56close930.10137.360.000.00-313.6610959.39
1872009.08.13 10:56buy940.10137.350.000.00
1882009.08.14 17:00close940.10134.490.000.00-312.9110646.48
1892009.08.14 17:00sell950.10134.480.000.00
1902009.08.17 08:53close950.10133.520.000.00104.7210751.20
1912009.08.19 02:53buy960.10134.520.000.00
1922009.08.24 01:28close960.10135.470.000.00103.9410855.14
1932009.08.25 01:32sell970.10135.050.000.00
1942009.08.25 09:02close970.10134.100.000.00103.9010959.04
1952009.08.26 02:51sell980.10134.220.000.00
1962009.08.27 09:44close980.10133.270.000.00103.0511062.09
1972009.08.27 09:44sell990.10133.240.000.00
1982009.08.31 06:28close990.10132.290.000.00103.3411165.43
1992009.09.01 09:04buy1000.10133.850.000.00
2002009.09.21 08:09close1000.10134.800.000.00103.9411269.37
2012009.09.22 12:07buy1010.10135.270.000.00
2022009.09.25 13:25close1010.10132.410.000.00-312.9110956.46
2032009.09.25 13:25sell1020.10132.400.000.00
2042009.09.28 01:21close1020.10131.450.000.00103.6211060.08
2052009.09.29 06:24buy1030.10131.720.000.00
2062009.10.12 08:01close1030.10132.680.000.00105.0411165.12
2072009.10.13 09:38buy1040.10133.200.000.00
2082009.10.15 12:29close1040.10134.150.000.00103.9511269.07
2092009.10.15 12:29buy1050.10134.180.000.00
2102009.10.15 16:34close1050.10135.130.000.00103.9511373.02
2112009.10.16 00:00buy1060.10135.3840.000.00
2122009.10.21 16:20close1060.10136.340.000.00104.6111477.63
2132009.10.21 16:20buy1070.10136.370.000.00
2142009.10.22 16:59close1070.10137.330.000.00105.0511582.68
2152009.10.22 16:59buy1080.10137.360.000.00
2162009.10.23 21:11close1080.10138.310.000.00103.9511686.63
2172009.10.23 21:11buy1090.10138.340.000.00
2182009.10.28 03:54close1090.10135.480.000.00-312.9411373.69
2192009.10.28 03:54sell1100.10135.490.000.00
2202009.10.28 12:28close1100.10134.540.000.00103.9211477.61
2212009.10.29 00:04sell1110.10133.350.000.00
2222009.10.30 22:06close1110.10132.390.000.00104.7311582.34
2232009.10.30 22:06sell1120.10132.360.000.00
2242009.11.04 22:15close1120.10135.220.000.00-313.6911268.65
2252009.11.04 22:15buy1130.10135.230.000.00
2262009.11.19 10:47close1130.10132.370.000.00-312.9410955.71
2272009.11.19 10:47sell1140.10132.380.000.00
2282009.11.26 06:31close1140.10131.420.000.00103.0311058.73
2292009.11.26 06:31sell1150.10131.390.000.00
2302009.11.26 17:45close1150.10130.430.000.00105.0111163.74
2312009.11.27 01:43sell1160.10129.550.000.00
2322009.11.27 02:25close1160.10128.600.000.00103.9211267.66
2332009.11.30 02:02buy1170.10130.020.000.00
2342009.12.01 06:04close1170.10130.970.000.00103.9511371.61
2352009.12.01 06:04buy1180.10131.000.000.00
2362009.12.02 13:16close1180.10131.9520.000.00104.1711475.78
2372009.12.02 13:16buy1190.10132.000.000.00
2382009.12.03 14:15close1190.10132.960.000.00105.0511580.83
2392009.12.03 14:15buy1200.10132.990.000.00
2402009.12.04 16:30close1200.10133.950.000.00105.0411685.87
2412009.12.04 16:30buy1210.10134.010.000.00
2422009.12.08 14:21close1210.10131.150.000.00-312.9411372.93
2432009.12.08 14:21sell1220.10131.160.000.00
2442009.12.08 16:35close1220.10130.210.000.00103.9211476.85
2452009.12.09 02:31sell1230.10129.690.000.00
2462009.12.18 02:04close1230.10128.740.000.00100.8011577.65
2472009.12.18 02:04sell1240.10128.690.000.00
2482009.12.18 03:36close1240.10127.730.000.00105.0111682.66
2492009.12.21 14:53buy1250.10129.900.000.00
2502009.12.22 16:19close1250.10130.860.000.00105.0411787.70
2512009.12.22 16:19buy1260.10130.890.000.00
2522009.12.24 16:32close1260.10131.840.000.00103.9511891.65
2532009.12.24 16:32buy1270.10131.890.000.00
2542009.12.31 09:37close1270.10132.840.000.00103.9511995.60
2552009.12.31 09:37buy1280.10132.870.000.00
2562010.01.08 01:09close1280.10133.830.000.00105.0412100.64
2572010.01.08 01:09buy1290.10133.890.000.00
2582010.01.08 23:59close at stop1290.10133.5010.000.00-42.5712058.07