Strategy Tester Report
Cash_Generator_v2a
FXDD-MT4 Live Server 3 (Build 225)

通貨ペアUSDJPY (United States Dollar vs. Japanese Yen) Spread 3
期間5分足(M5) 2008.05.01 00:00 - 2009.09.29 23:55 (2008.05.01 - 2009.09.30)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターGMT_Broker=3; End_Of_Symbol=""; Start_Hour_UC=19; Stop_Hour_UC=21; Stop_Hour_2_UC=23; Start_Hour_UJ=20; Stop_Hour_UJ=21; Stop_Hour_2_UJ=23; Start_Hour_EU=21; Stop_Hour_EU=22; Stop_Hour_2_EU=23; Start_Hour_GU=21; Stop_Hour_GU=22; Stop_Hour_2_GU=24; Start_Days=0; Stop_Days=5; Buy_Order=true; Sell_Order=true; LotsOptimized=true; Lots=0.1; MaxLots=0; Risk=25; MaxTrades=1; Hidden_TP=true; Hidden_SL=true; Hide_ALL=false; ECN_Broker_Modify_Order=false; StopLoss_UC=85; StopLoss_UJ=100; StopLoss_EU=70; StopLoss_GU=60; StopLoss_FAKE_UC=90; StopLoss_FAKE_UJ=105; StopLoss_FAKE_EU=100; StopLoss_FAKE_GU=65; TakeProfit_UC=8; TakeProfit_UJ=12; TakeProfit_EU=9; TakeProfit_GU=9; TakeProfit_FAKE_UC=9; TakeProfit_FAKE_UJ=14; TakeProfit_FAKE_EU=10; TakeProfit_FAKE_GU=10; PriceFromMid_UC=3; PriceFromMid_UJ=7; PriceFromMid_EU=3; PriceFromMid_GU=7; PriceFromLastOP_UC=0; PriceFromLastOP_UJ=0; PriceFromLastOP_EU=0; PriceFromLastOP_GU=0; Multiple_Lot=true; Use_TrailingStop=true; TrailingStop_UC=50; TrailingStop_UJ=11; TrailingStop_EU=50; TrailingStop_GU=8; Slippage=3; MaxSpread_UC=5; MaxSpread_UJ=4; MaxSpread_EU=4; MaxSpread_GU=5; BBands_Period_UC=9; BBands_Period_UJ=23; BBands_Period_EU=21; BBands_Period_GU=34; Envelope_Period_UC=13; Envelope_Period_UJ=44; Envelope_Period_EU=36; Envelope_Period_GU=54; Envelope_Deviation_UC=0.08; Envelope_Deviation_UJ=0.15; Envelope_Deviation_EU=0.16; Envelope_Deviation_GU=0.12; Range_M15_Bars_UC=6; Range_M15_Bars_UJ=17; Range_M15_Bars_EU=17; Range_M15_Bars_GU=15; Time_Protection=true; LimitTime_0_UC=20; LimitTime_0_UJ=20; LimitTime_0_EU=11; LimitTime_0_GU=10; LimitTime_1_UC=30; LimitTime_1_UJ=30; LimitTime_1_EU=25; LimitTime_1_GU=30; LimitTime_2_UC=60; LimitTime_2_UJ=60; LimitTime_2_EU=55; LimitTime_2_GU=60; LimitTime_3_UC=90; LimitTime_3_UJ=120; LimitTime_3_EU=85; LimitTime_3_GU=90; LimitTime_4_UC=120; LimitTime_4_UJ=240; LimitTime_4_EU=115; LimitTime_4_GU=120; pips_0_UC=7; pips_0_UJ=5; pips_0_EU=9; pips_0_GU=7; pips_1_UC=7; pips_1_UJ=9; pips_1_EU=8; pips_1_GU=7; pips_2_UC=5; pips_2_UJ=6; pips_2_EU=6; pips_2_GU=8; pips_3_UC=3; pips_3_UJ=2; pips_3_EU=3; pips_3_GU=3; pips_4_UC=1; pips_4_UJ=1; pips_4_EU=1; pips_4_GU=1; Sound_Alert=false; BuySound="ok1.wav"; SellSound="ok1.wav"; CloseProfitSound="excellent_a.wav"; CloseLostSound="oh_man.wav"; MagicNumber1_UC=888888880; MagicNumber1_UJ=888888881; MagicNumber1_EU=888888882; MagicNumber1_GU=888888883; MagicNumber2_UC=333333330; MagicNumber2_UJ=333333331; MagicNumber2_EU=333333332; MagicNumber2_GU=333333333; Created_By="Rahman_Dg_Beta";
Bars in test105254Ticks modelled9812282Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit356334.49Gross profit507922.51Gross loss-151588.02
Profit factor3.35Expected payoff1370.52
Absolute drawdown662.42Maximal drawdown40709.77 (19.89%)Relative drawdown48.39% (24429.46)
Total trades260Short positions (won %)114 (78.95%)Long positions (won %)146 (89.73%)
Profit trades (% of total)221 (85.00%)Loss trades (% of total)39 (15.00%)
Largestprofit trade9775.17loss trade-18915.00
Averageprofit trade2298.29loss trade-3886.87
Maximumconsecutive wins (profit in money)19 (37180.68)consecutive losses (loss in money)3 (-15012.56)
Maximalconsecutive profit (count of wins)93144.91 (18)consecutive loss (count of losses)-18915.00 (1)
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
12008.05.01 23:25sell15.00104.47105.52104.33
22008.05.02 00:50close15.00104.42105.52104.33231.1710231.17
32008.05.07 23:09buy25.12104.71103.66104.85
42008.05.08 00:39close25.12104.72103.66104.8548.8910280.06
52008.05.08 23:12buy35.14103.81102.76103.95
62008.05.09 01:02close35.14103.80102.76103.95-49.5210230.54
72008.05.14 00:18sell45.12104.83105.88104.69
82008.05.14 00:32close45.12104.77105.88104.69293.2110523.75
92008.05.14 23:12buy55.26105.09104.04105.23
102008.05.15 00:43close55.26105.09104.04105.230.0010523.75
112008.05.15 23:00buy65.26104.62103.57104.76
122008.05.15 23:12close65.26104.67103.57104.76251.2710775.02
132008.05.21 23:00buy75.39103.02101.97103.16
142008.05.22 00:36close75.39103.01101.97103.16-52.3310722.69
152008.05.27 00:12buy85.36103.37102.32103.51
162008.05.27 01:02close85.36103.40102.32103.51155.5110878.20
172008.05.29 23:57buy95.44105.50104.45105.64
182008.05.30 00:34close95.44105.55104.45105.64257.7011135.90
192008.06.02 23:00sell105.57104.55105.60104.41
202008.06.02 23:51close105.57104.51105.60104.41213.1911349.09
212008.06.05 00:11sell115.67105.29106.34105.15
222008.06.05 01:53close115.67105.30106.34105.15-53.8511295.24
232008.06.10 23:58sell125.65107.44108.49107.30
242008.06.11 00:55close125.65107.40108.49107.30201.1111496.35
252008.06.12 00:10buy135.75106.84105.79106.98
262008.06.12 01:34close135.75106.87105.79106.98161.4111657.76
272008.06.13 00:31buy145.83107.87106.82108.01
282008.06.13 00:53close145.83107.91106.82108.01216.1111873.87
292008.06.16 23:32sell155.94108.21109.26108.07
302008.06.16 23:48close155.94108.24109.26108.07-164.6311709.24
312008.06.20 00:13sell165.85108.05109.10107.91
322008.06.20 00:47close165.85107.98109.10107.91379.2412088.48
332008.07.01 00:10buy176.04106.07105.02106.21
342008.07.01 01:09close176.04106.13105.02106.21341.4712429.95
352008.07.02 23:11buy186.21105.92104.87106.06
362008.07.03 01:24close186.21105.92104.87106.060.0012429.95
372008.07.08 23:05sell196.21107.51108.56107.37
382008.07.09 00:36close196.21107.44108.56107.37394.3512824.30
392008.07.09 23:13buy206.41106.77105.72106.91
402008.07.10 00:44close206.41106.80105.72106.91180.0613004.36
412008.07.15 23:37buy216.50104.71103.66104.85
422008.07.16 01:11close216.50104.72103.66104.8562.0713066.43
432008.07.16 23:00sell226.53105.08106.13104.94
442008.07.17 00:25close226.53105.07106.13104.9429.8313096.26
452008.07.17 23:52buy236.55106.24105.19106.38
462008.07.18 01:19close236.55106.29105.19106.38308.1213404.38
472008.07.21 23:19buy246.70106.64105.59106.78
482008.07.22 02:06close246.70106.52105.59106.78-754.7912649.59
492008.07.23 00:11sell256.32107.38108.43107.24
502008.07.23 00:40close256.32107.33108.43107.24294.4212944.01
512008.07.24 00:03sell266.47107.96109.01107.82
522008.07.24 01:45close266.47107.95109.01107.8259.9413003.95
532008.07.29 23:24buy276.50108.06107.01108.20
542008.07.30 00:41close276.50108.15107.01108.20540.9213544.87
552008.08.05 23:40sell286.77108.30109.35108.16
562008.08.06 00:40close286.77108.31109.35108.16-73.6813471.19
572008.08.06 23:10sell296.74109.82110.87109.68
582008.08.07 00:10close296.74109.71110.87109.68642.4214113.60
592008.08.08 00:36buy307.06109.38108.33109.52
602008.08.08 01:51close307.06109.41108.33109.52193.5814307.18
612008.08.18 23:02buy317.15110.01108.96110.15
622008.08.18 23:57close317.15110.09108.96110.15519.5714826.75
632008.08.19 23:08buy327.41109.71108.66109.85
642008.08.20 01:11close327.41109.70108.66109.85-67.5514759.20
652008.08.22 00:06buy337.38108.37107.32108.51
662008.08.22 00:12close337.38108.42107.32108.51340.3415099.54
672008.08.27 00:09buy347.55109.57108.52109.71
682008.08.27 00:31close347.55109.64108.52109.71482.0315581.57
692008.08.27 23:15buy357.79109.57108.52109.71
702008.08.28 00:46close357.79109.55108.52109.71-142.2215439.35
712008.08.28 23:02sell367.72109.59110.64109.45
722008.08.28 23:50close367.72109.52110.64109.45493.4315932.78
732008.08.29 00:34buy377.97109.43108.38109.57
742008.08.29 01:31close377.97109.47108.38109.57291.2216224.00
752008.09.01 23:51buy388.11108.11107.06108.25
762008.09.02 00:59close388.11108.20107.06108.25674.5816898.58
772008.09.02 23:28buy398.45108.64107.59108.78
782008.09.03 00:38close398.45108.73107.59108.78699.4417598.02
792008.09.04 00:01sell408.80108.35109.40108.21
802008.09.04 00:48close408.80108.27109.40108.21650.2318248.25
812008.09.08 23:13sell419.12108.12109.17107.98
822008.09.09 00:12close419.12108.17109.17107.98-436.6117811.65
832008.09.09 23:30buy428.91106.95105.90107.09
842008.09.09 23:44close428.91107.02105.90107.09582.7918394.44
852008.09.09 23:48buy439.20106.94105.89107.08
862008.09.10 00:21close439.20107.01105.89107.08601.8118996.25
872008.09.10 23:00buy449.50107.58106.53107.72
882008.09.10 23:46close449.50107.65106.53107.72617.7419613.99
892008.09.11 00:04sell459.81107.81108.86107.67
902008.09.11 00:07close459.81107.81108.86107.670.0019613.99
912008.09.11 23:00sell469.81107.15108.20107.01
922008.09.11 23:04close469.81107.10108.20107.01457.9820071.97
932008.09.11 23:08sell4710.04106.94107.99106.80
942008.09.12 01:11close4710.04107.09107.99106.80-1422.8618649.11
952008.09.16 00:21buy489.32104.56103.51104.70
962008.09.16 00:33close489.32104.68103.51104.701068.4019717.51
972008.09.17 23:00buy499.86104.76103.71104.90
982008.09.17 23:00close499.86104.83103.71104.90658.4020375.91
992008.09.17 23:55buy5010.19104.55103.50104.69
1002008.09.17 23:57close5010.19104.61103.50104.69584.4620960.37
1012008.09.19 00:35sell5110.48105.67106.72105.53
1022008.09.19 00:52close5110.48105.60106.72105.53694.7021655.07
1032008.09.23 23:00buy5210.83105.33104.28105.47
1042008.09.23 23:34close5210.83105.42104.28105.47924.5922579.66
1052008.09.24 23:26sell5311.29106.15107.20106.01
1062008.09.24 23:53close5311.29106.09107.20106.01638.5123218.17
1072008.09.25 00:42sell5411.61106.31107.36106.17
1082008.09.25 00:47close5411.61106.24107.36106.17764.9723983.14
1092008.09.25 23:46sell5511.99106.66107.71106.52
1102008.09.25 23:49close5511.99106.59107.71106.52787.4124770.55
1112008.09.30 00:15buy5612.39104.08103.03104.22
1122008.09.30 00:32close5612.39104.13103.03104.22594.9325365.48
1132008.09.30 00:34buy5712.68104.05103.00104.19
1142008.09.30 02:46close5712.68103.94103.00104.19-1341.9324023.55
1152008.10.01 00:41buy5812.01106.10105.05106.24
1162008.10.01 01:40close5812.01106.08105.05106.24-226.4323797.12
1172008.10.01 23:26buy5911.90105.77104.72105.91
1182008.10.02 00:41close5911.90105.83104.72105.91674.6724471.79
1192008.10.02 23:53sell6012.24105.37106.42105.23
1202008.10.03 00:43close6012.24105.30106.42105.23793.4825265.27
1212008.10.08 00:15buy6112.63101.27100.22101.41
1222008.10.08 00:18close6112.63101.30100.22101.41374.0425639.31
1232008.10.08 00:18buy6212.82101.34100.29101.48
1242008.10.08 00:43close6212.82101.42100.29101.481011.2426650.55
1252008.10.10 00:25buy6313.3399.5198.4699.65
1262008.10.10 00:38close6313.3399.5898.4699.65937.0427587.59
1272008.10.10 00:43buy6413.7999.5098.4599.64
1282008.10.10 00:52close6413.7999.5898.4599.641107.8528695.44
1292008.10.14 23:58sell6514.35102.08103.13101.94
1302008.10.15 01:17close6514.35102.05103.13101.94398.1729093.62
1312008.10.16 00:20buy6614.5599.7898.7399.92
1322008.10.16 00:32close6614.5599.8898.7399.921456.7530550.37
1332008.10.20 23:15sell6715.28101.88102.93101.74
1342008.10.21 01:49close6715.28101.94102.93101.74-924.5629625.80
1352008.10.22 00:00buy6814.81100.1699.11100.30
1362008.10.22 00:19close6814.81100.2199.11100.30738.9530364.75
1372008.10.22 00:36sell6915.18100.45101.50100.31
1382008.10.22 00:54close6915.18100.38101.50100.311058.5831423.33
1392008.10.23 00:05buy7015.7197.5296.4797.66
1402008.10.23 00:09close7015.7197.5796.4797.66805.0632228.39
1412008.10.30 23:07sell7116.1198.5399.5898.39
1422008.10.31 00:52close7116.1198.5899.5898.39-843.6831384.71
1432008.11.03 23:47sell7215.6999.16100.2199.02
1442008.11.03 23:57close7215.6999.08100.2199.021266.8632651.57
1452008.11.04 00:07sell7316.3399.17100.2299.03
1462008.11.04 01:00close7316.3399.12100.2299.03823.7533475.32
1472008.11.04 23:25buy7416.7499.6598.6099.79
1482008.11.04 23:34close7416.7499.7098.6099.79839.5234314.84
1492008.11.05 00:20buy7517.1699.6798.6299.81
1502008.11.05 00:31close7517.1699.7498.6299.811204.3335519.17
1512008.11.05 00:36buy7617.7699.6398.5899.77
1522008.11.05 00:41close7617.7699.6898.5899.77890.8536410.02
1532008.11.05 23:23buy7718.2198.7297.6798.86
1542008.11.05 23:25close7718.2198.7797.6798.86921.8437331.86
1552008.11.05 23:33buy7818.6798.7297.6798.86
1562008.11.05 23:34close7818.6798.7797.6798.86945.1338276.99
1572008.11.06 23:20buy7919.1497.6696.6197.80
1582008.11.06 23:35close7919.1497.7196.6197.80979.4339256.42
1592008.11.06 23:39buy8019.6397.6296.5797.76
1602008.11.06 23:41close8019.6397.6996.5797.761406.5940663.01
1612008.11.08 00:15sell8120.3398.4299.4798.28
1622008.11.08 00:16close8120.3398.3799.4798.281033.3441696.35
1632008.11.10 23:01buy8220.8597.8496.7997.98
1642008.11.11 00:01close8220.8597.9296.7997.981703.4343399.78
1652008.11.11 23:20sell8321.7097.8898.9397.74
1662008.11.11 23:26close8321.7097.8398.9397.741109.0744508.85
1672008.11.12 00:39buy8422.2597.6296.5797.76
1682008.11.12 00:45close8422.2597.7096.5797.761821.9046330.75
1692008.11.12 23:08buy8523.1795.3894.3395.52
1702008.11.13 02:26close8523.1794.9894.3395.52-9757.8436572.91
1712008.11.17 23:24buy8618.2996.8495.7996.98
1722008.11.17 23:24close8618.2996.8995.7996.98943.8537516.76
1732008.11.18 23:04buy8718.7696.4295.3796.56
1742008.11.18 23:06close8718.7696.4995.3796.561360.9738877.73
1752008.11.19 23:25buy8819.4496.1895.1396.32
1762008.11.19 23:28close8819.4496.2595.1396.321413.8240291.55
1772008.11.19 23:32buy8920.1596.2095.1596.34
1782008.11.19 23:34close8920.1596.2795.1596.341465.1541756.70
1792008.11.19 23:36buy9020.8896.1995.1496.33
1802008.11.20 02:14close9020.8895.9295.1496.33-5877.4035879.30
1812008.11.22 00:27sell9117.9495.9697.0195.82
1822008.11.22 00:34close9117.9495.9197.0195.82935.2536814.55
1832008.11.24 23:02sell9218.4196.9397.9896.79
1842008.11.24 23:08close9218.4196.8897.9896.79950.1437764.69
1852008.11.24 23:09sell9318.8896.9497.9996.80
1862008.11.24 23:14close9318.8896.8997.9996.80974.3038738.99
1872008.11.24 23:25sell9419.3796.9698.0196.82
1882008.11.24 23:34close9419.3796.9198.0196.82999.3839738.37
1892008.11.24 23:35sell9519.8796.9998.0496.85
1902008.11.24 23:52close9519.8796.9498.0496.851024.8640763.23
1912008.11.25 23:00sell9620.3895.6196.6695.47
1922008.11.25 23:12close9620.3895.5696.6695.471066.3541829.58
1932008.11.26 00:15buy9720.9195.3394.2895.47
1942008.11.26 02:00close9720.9195.3494.2895.47219.3242048.90
1952008.11.26 23:12sell9821.0295.7896.8395.64
1962008.11.26 23:44close9821.0295.6996.8395.641977.0144025.91
1972008.11.29 00:35buy9922.0195.4794.4295.61
1982008.11.29 00:45close9922.0195.5294.4295.611152.1145178.02
1992008.12.01 23:43buy10022.5993.1292.0793.26
2002008.12.01 23:48close10022.5993.1792.0793.261212.3046390.32
2012008.12.01 23:54buy10123.2093.1192.0693.25
2022008.12.01 23:59close10123.2093.1892.0693.251742.8648133.18
2032008.12.03 23:02sell10224.0793.1094.1592.96
2042008.12.03 23:03close10224.0793.0594.1592.961293.3949426.57
2052008.12.03 23:07sell10324.7193.1094.1592.96
2062008.12.04 01:28close10324.7193.3094.1592.96-5419.2044007.37
2072008.12.04 23:00buy10422.0092.4491.3992.58
2082008.12.05 02:01close10422.0092.2591.3992.58-4531.1739476.20
2092008.12.08 23:11sell10519.7493.0094.0592.86
2102008.12.08 23:46close10519.7492.9394.0592.861486.9340963.13
2112008.12.09 00:21buy10620.4892.8591.8092.99
2122008.12.09 00:29close10620.4892.9091.8092.991102.2642065.39
2132008.12.12 00:40buy10721.0391.5390.4891.67
2142008.12.12 01:23close10721.0391.6290.4891.672065.8244131.21
2152008.12.15 23:33sell10822.0790.7491.7990.60
2162008.12.16 00:23close10822.0790.7091.7990.60936.9045068.11
2172008.12.16 23:50buy10922.5389.0988.0489.23
2182008.12.16 23:53close10922.5389.1388.0489.231011.1146079.22
2192008.12.17 23:12buy11023.0487.7886.7387.92
2202008.12.18 01:43close11023.0487.4486.7387.92-8958.8337120.39
2212008.12.18 23:20buy11118.5689.2788.2289.41
2222008.12.18 23:26close11118.5689.3188.2289.41831.2637951.65
2232008.12.18 23:27buy11218.9889.3388.2889.47
2242008.12.18 23:34close11218.9889.3788.2889.47849.5038801.15
2252008.12.19 00:12sell11319.4089.5490.5989.40
2262008.12.19 00:12close11319.4089.4890.5989.401300.8540102.00
2272008.12.20 00:05buy11420.0589.1288.0789.26
2282008.12.20 00:24close11420.0589.1488.0789.26449.8540551.85
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5042009.09.09 00:46close252100.0092.3493.3992.20-165.00334358.70
5052009.09.16 23:04buy253100.0090.8089.7590.94
5062009.09.16 23:22close253100.0090.8689.7590.946603.57340962.27
5072009.09.16 23:37sell254100.0090.9792.0290.83
5082009.09.17 00:29close254100.0090.9192.0290.836104.93347067.20
5092009.09.17 23:46buy255100.0091.1090.0591.24
5102009.09.18 01:11close255100.0091.1290.0591.242194.91349262.11
5112009.09.21 23:59buy256100.0091.9890.9392.12
5122009.09.22 00:44close256100.0092.0790.9392.129775.17359037.28
5132009.09.22 23:56buy257100.0091.1190.0691.25
5142009.09.23 00:03close257100.0091.1590.0691.254388.37363425.65
5152009.09.23 23:08sell258100.0091.4192.4691.27
5162009.09.23 23:42close258100.0091.3392.4691.278759.44372185.09
5172009.09.24 00:39sell259100.0091.4192.4691.27
5182009.09.24 01:49close259100.0091.4392.4691.27-2187.47369997.62
5192009.09.29 23:55buy260100.0090.1289.0790.26
5202009.09.29 23:59close at stop260100.0090.08789.0790.26-3663.13366334.49