Strategy Tester Report
TheMasterMind3
FXCM-Demo (Build 229)

通貨ペアEURUSD (Euro vs US Dollar)
期間1時間足(H1) 2010.01.03 23:00 - 2010.10.15 20:00 (2010.01.01 - 2010.10.31)
モデルControl points (a very crude method, the results must not be considered)
パラメーターLots=200; StopLoss=2000; TakeProfit=0; TradeAtCloseBar=true; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="MasterMind3"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; Crash=false; TimeFrame=0; Length=5; Method=3; Smoothing=1; Filter=5; RealTime=true; Steady=false; Color=true; Alerts=true; EmailON=false; SignalPrice=true; SignalPriceBUY=Yellow; SignalPriceSELL=Aqua; CountBars=1485;
Bars in test4433Ticks modelled87463Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00
Total net profit-9704.38Gross profit17988.70Gross loss-27693.08
Profit factor0.65Expected payoff-202.17
Absolute drawdown9704.38Maximal drawdown18502.04 (98.43%)Relative drawdown98.43% (18502.04)
Total trades48Short positions (won %)15 (60.00%)Long positions (won %)33 (39.39%)
Profit trades (% of total)22 (45.83%)Loss trades (% of total)26 (54.17%)
Largestprofit trade4096.40loss trade-3998.70
Averageprofit trade817.67loss trade-1065.12
Maximumconsecutive wins (profit in money)8 (6146.52)consecutive losses (loss in money)10 (-8682.65)
Maximalconsecutive profit (count of wins)8068.12 (4)consecutive loss (count of losses)-10794.15 (3)
Averageconsecutive wins4consecutive losses4
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
12010.01.05 07:02sell11.301.448091.468090.00000
22010.01.06 07:02close11.301.428931.468090.000002488.6912488.69
32010.01.08 13:03buy21.701.426891.406890.00000
42010.01.11 03:02close21.701.450981.406890.000004096.4016585.10
52010.01.11 03:05sell32.301.451201.471200.00000
62010.01.14 16:02close32.301.445371.471200.000001322.2717907.37
72010.01.15 08:03buy42.501.440501.420500.00000
82010.01.15 12:02buy51.801.437271.417270.00000
92010.01.19 00:02close42.501.441131.420500.00000160.7518068.12
102010.01.19 10:02buy62.001.435361.415360.00000
112010.01.19 10:05buy71.601.435071.415070.00000
122010.01.20 05:50s/l51.801.417271.417270.00000-3596.4914471.63
132010.01.20 11:20s/l62.001.415361.415360.00000-3998.7010472.93
142010.01.20 11:50s/l71.601.415071.415070.00000-3198.967273.97
152010.01.20 17:02buy81.001.408651.388650.00000
162010.01.25 11:02close81.001.419231.388650.000001061.258335.22
172010.01.26 04:03buy91.101.411211.391210.00000
182010.01.26 05:02buy100.801.408071.388070.00000
192010.01.26 12:02buy110.601.407291.387290.00000
202010.01.29 01:20s/l91.101.391211.391210.00000-2196.436138.79
212010.01.29 15:02buy120.201.390821.370820.00000
222010.01.29 16:40s/l100.801.388071.388070.00000-1597.404541.39
232010.01.29 16:50s/l110.601.387291.387290.00000-1198.053343.34
242010.01.29 17:02buy130.401.386661.366660.00000
252010.02.01 21:02close120.201.393651.370820.0000056.733400.07
262010.02.03 09:03close130.401.401381.366660.00000589.583989.65
272010.02.03 23:02buy140.501.388571.368570.00000
282010.02.04 01:02buy150.401.387021.367020.00000
292010.02.04 14:02buy160.201.381491.361490.00000
302010.02.05 01:15s/l140.501.368571.368570.00000-998.702990.95
312010.02.05 01:20s/l150.401.367021.367020.00000-799.742191.21
322010.02.05 15:02buy170.201.364721.344720.00000
332010.02.05 16:50s/l160.201.361491.361490.00000-399.871791.34
342010.02.18 02:02buy180.101.356201.336200.00000
352010.02.18 23:50s/l170.201.344721.344720.00000-398.311393.03
362010.02.22 00:02close180.101.363211.336200.0000070.231463.26
372010.02.25 03:02buy190.201.347971.327970.00000
382010.02.25 04:05buy200.101.347451.327450.00000
392010.03.07 23:00close190.201.364101.327970.00000323.641786.90
402010.03.07 23:02close200.101.364131.327450.00000167.321954.22
412010.03.08 02:05sell210.201.367351.387350.00000
422010.03.09 07:02close210.201.360051.387350.00000145.682099.90
432010.03.12 00:02sell220.201.368761.388760.00000
442010.03.25 21:00close220.201.327851.388760.00000813.992913.89
452010.03.25 21:02buy230.401.327731.307730.00000
462010.03.30 16:05buy240.401.342041.322040.00000
472010.03.31 04:02buy250.201.338871.318870.00000
482010.04.09 07:00close230.401.338811.307730.00000447.103360.99
492010.04.09 08:02close240.401.341601.322040.00000-14.483346.51
502010.04.09 14:02close250.201.346761.318870.00000159.233505.74
512010.04.11 22:00sell260.401.362721.382720.00000
522010.04.11 22:02sell270.401.362791.382790.00000
532010.04.11 23:00sell280.301.363111.383110.00000
542010.04.13 15:02close260.401.355131.382720.00000302.303808.04
552010.04.14 01:05sell290.301.364411.384410.00000
562010.04.21 05:02close270.401.340271.382790.00000894.324702.36
572010.04.22 13:02close280.301.331631.383110.00000938.085640.44
582010.04.22 14:02close290.301.328401.384410.000001075.446715.88
592010.04.22 23:02buy300.901.326641.306640.00000
602010.04.22 23:05buy310.701.326021.306020.00000
612010.04.23 18:02close300.901.338241.306640.000001044.597760.47
622010.04.23 18:05close310.701.338401.306020.00000867.068627.52
632010.04.27 16:02buy321.201.321661.301660.00000
642010.04.27 19:02buy330.901.320731.300730.00000
652010.04.27 20:02buy340.601.317011.297010.00000
662010.04.30 07:00close321.201.328841.301660.00000865.509493.02
672010.05.03 04:02buy351.001.321001.301000.00000
682010.05.04 18:20s/l330.901.300731.300730.00000-1795.917697.12
692010.05.04 18:20s/l351.001.301001.301000.00000-1999.355697.77
702010.05.04 21:20s/l340.601.297011.297010.00000-1197.274500.50
712010.05.05 01:00buy360.601.295121.275120.00000
722010.05.05 13:02buy370.401.285831.265830.00000
732010.05.05 13:05buy380.301.285311.265310.00000
742010.05.06 06:50s/l360.601.275121.275120.00000-1198.833301.67
752010.05.06 12:02buy390.101.271661.251660.00000
762010.05.06 15:50s/l370.401.265831.265830.00000-799.222502.45
772010.05.06 18:10s/l380.301.265311.265310.00000-599.411903.03
782010.07.13 13:03close390.101.262241.251660.00000-89.911813.12
792010.07.13 14:03sell400.201.265691.285690.00000
802010.07.13 15:05sell410.201.267351.287350.00000
812010.07.15 09:02sell420.101.280071.300070.00000
822010.07.15 12:45s/l400.201.285691.285690.00000-401.301411.83
832010.07.15 13:15s/l410.201.287351.287350.00000-401.301010.53
842010.07.15 15:05sell430.101.289581.309580.00000
852010.07.16 11:50s/l420.101.300071.300070.00000-200.16810.37
862010.07.20 06:05sell440.101.299171.319170.00000
872010.07.21 11:02close430.101.279661.309580.0000098.55908.92
882010.07.22 14:00sell450.101.289521.309520.00000
892010.08.05 06:30s/l450.101.309521.309520.00000-202.27706.65
902010.08.05 08:05sell460.101.314761.334760.00000
912010.08.05 09:20s/l440.101.319171.319170.00000-202.92503.74
922010.08.10 03:00close460.101.315351.334760.00000-6.39497.35
932010.08.10 03:02buy470.101.314051.294050.00000
942010.08.11 11:02buy480.101.299411.279410.00000
952010.08.11 13:15close at stop480.101.296641.279410.00000-27.70469.65
962010.08.11 13:15close at stop470.101.296641.294050.00000-174.04295.62