Strategy Tester Report
TheMasterMind3
FXCM-Demo (Build 229)

通貨ペアGBPUSD (Great Britain Pound 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 test4432Ticks modelled87431Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00
Total net profit-56.00Gross profit9748.90Gross loss-9804.90
Profit factor0.99Expected payoff-9.33
Absolute drawdown1246.70Maximal drawdown14529.90 (59.37%)Relative drawdown59.37% (14529.90)
Total trades6Short positions (won %)2 (100.00%)Long positions (won %)4 (25.00%)
Profit trades (% of total)3 (50.00%)Loss trades (% of total)3 (50.00%)
Largestprofit trade3856.60loss trade-4749.30
Averageprofit trade3249.63loss trade-3268.30
Maximumconsecutive wins (profit in money)3 (9748.90)consecutive losses (loss in money)3 (-9804.90)
Maximalconsecutive profit (count of wins)9748.90 (3)consecutive loss (count of losses)-9804.90 (3)
Averageconsecutive wins3consecutive losses3
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 11:02buy11.301.599201.579200.00000
22010.01.13 07:02close11.301.622151.579200.000002983.5012983.50
32010.01.15 00:02sell21.801.634691.654690.00000
42010.01.19 07:02sell31.101.643501.663500.00000
52010.01.21 09:00close21.801.618531.654690.000002908.8015892.30
62010.01.22 15:02close31.101.608441.663500.000003856.6019748.90
72010.01.26 14:02buy42.701.609961.589960.00000
82010.01.29 13:02buy52.101.610851.590850.00000
92010.01.29 15:03buy61.101.603051.583050.00000
102010.02.01 08:07close at stop61.101.592371.583050.00000-1174.8018574.10
112010.02.01 08:07close at stop52.101.592371.590850.00000-3880.8014693.30
122010.02.01 08:07close at stop42.701.592371.589960.00000-4749.309944.00