Strategy Tester Report
VictoryFX_USDCHF
FXDDMalta-MT4 Live Server 4 (Build 229)

通貨ペアUSDCHF (United States Dollar vs. Swiss Franc)
期間5分足(M5) 2010.01.04 00:00 - 2010.12.30 23:55 (2010.01.01 - 2010.12.31)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターMagic=685146; MM=true; Lots=0.1;
Bars in test74197Ticks modelled8230623Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1734.52Gross profit3286.53Gross loss-1552.01
Profit factor2.12Expected payoff5.98
Absolute drawdown1601.97Maximal drawdown2207.27 (20.81%)Relative drawdown20.81% (2207.27)
Total trades290Short positions (won %)153 (68.63%)Long positions (won %)137 (60.58%)
Profit trades (% of total)188 (64.83%)Loss trades (% of total)102 (35.17%)
Largestprofit trade181.34loss trade-80.60
Averageprofit trade17.48loss trade-15.22
Maximumconsecutive wins (profit in money)12 (141.39)consecutive losses (loss in money)3 (-161.45)
Maximalconsecutive profit (count of wins)186.35 (2)consecutive loss (count of losses)-161.45 (3)
Averageconsecutive wins3consecutive 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
5802010.12.30 21:06close2900.100.93660.00000.000017.0811734.52
5792010.12.30 19:41sell2900.100.93820.00000.0000
5782010.12.30 16:38close2880.100.93920.00000.00002.1311717.44
5772010.12.30 16:38close2890.200.93920.00000.000014.9111715.31
5762010.12.30 16:33sell2890.200.93990.00000.0000
5752010.12.30 16:33sell2880.100.93940.00000.0000
5742010.12.30 16:00close2860.100.93910.00000.00003.1911700.40
5732010.12.30 16:00close2870.200.93910.00000.000019.1711697.21
5722010.12.30 15:22sell2870.200.94000.00000.0000
5712010.12.30 14:53sell2860.100.93940.00000.0000
5702010.12.30 14:28close2850.100.93760.00000.000022.4011678.04
5692010.12.30 13:38sell2850.100.93970.00000.0000
5682010.12.30 09:59close2830.100.94280.00000.00003.1811655.64
5672010.12.30 09:59close2840.200.94280.00000.000014.8511652.46
5662010.12.30 09:56sell2840.200.94350.00000.0000
5652010.12.30 07:27sell2830.100.94310.00000.0000
5642010.12.30 05:20close2820.100.94350.00000.00006.3611637.61
5632010.12.30 05:08sell2820.100.94410.00000.0000
5622010.12.24 02:55close2790.100.95880.00000.0000-18.7711631.25
5612010.12.24 02:55close2800.200.95880.00000.0000-14.6011650.02
5602010.12.24 02:55close2810.400.95880.00000.000041.7211664.62
5592010.12.24 01:36buy2810.400.95780.00000.0000
5582010.12.23 20:15buy2800.200.95950.00000.0000
5572010.12.23 19:34buy2790.100.96060.00000.0000
5562010.12.22 17:44close2760.100.95440.00000.0000-13.6211622.90
5552010.12.22 17:44close2770.200.95440.00000.0000-16.7611636.52
5542010.12.22 17:44close2780.400.95440.00000.000041.9111653.28
5532010.12.22 16:29sell2780.400.95540.00000.0000
5522010.12.22 15:51sell2770.200.95360.00000.0000
5512010.12.22 15:46sell2760.100.95310.00000.0000
5502010.12.21 19:05close2740.100.95870.00000.00000.0011611.37
5492010.12.21 19:05close2750.200.95870.00000.00008.3411611.37
5482010.12.21 18:48sell2750.200.95910.00000.0000
5472010.12.21 18:11sell2740.100.95870.00000.0000
5462010.12.21 17:22close2720.100.95890.00000.00000.0011603.03
5452010.12.21 17:22close2730.200.95890.00000.000016.6911603.03
5442010.12.21 17:07sell2730.200.95970.00000.0000
5432010.12.21 16:56sell2720.100.95890.00000.0000
5422010.12.17 22:40close2710.100.96960.00000.00006.1911586.34
5412010.12.17 21:14buy2710.100.96900.00000.0000
5402010.12.17 15:02close2680.100.96040.00000.0000-17.7011580.15
5392010.12.17 15:02close2690.200.96040.00000.0000-20.8211597.85
5382010.12.17 15:02close2700.400.96040.00000.000049.9811618.67
5372010.12.17 13:56sell2700.400.96160.00000.0000
5362010.12.17 12:54sell2690.200.95940.00000.0000
5352010.12.17 12:51sell2680.100.95870.00000.0000
5342010.12.17 10:41close2660.100.95950.00000.00000.0011568.69
5332010.12.17 10:41close2670.200.95950.00000.000016.6811568.69
5322010.12.17 10:16sell2670.200.96030.00000.0000
5312010.12.17 09:48sell2660.100.95950.00000.0000
5302010.12.15 10:04close2630.100.96080.00000.0000-15.8511552.01
5292010.12.15 10:04close2640.200.96080.00000.0000-22.9011567.86
5282010.12.15 10:04close2650.400.96080.00000.000049.9611590.76
5272010.12.15 03:09sell2650.400.96200.00000.0000
5262010.12.15 01:03sell2640.200.95970.00000.0000
5252010.12.14 23:34sell2630.100.95930.00000.0000
5242010.12.14 23:23close2610.100.95920.00000.00000.0011540.80
5232010.12.14 23:23close2620.200.95920.00000.000018.7711540.80
5222010.12.14 22:22sell2620.200.96010.00000.0000
5212010.12.14 21:42sell2610.100.95920.00000.0000
5202010.12.14 17:33close2590.100.96280.00000.0000-2.0811522.03
5192010.12.14 17:33close2600.200.96280.00000.000010.3911524.11
5182010.12.14 17:06sell2600.200.96330.00000.0000
5172010.12.14 17:05sell2590.100.96260.00000.0000
5162010.12.14 16:50close2580.100.96120.00000.000016.6511513.72
5152010.12.14 16:41sell2580.100.96280.00000.0000
5142010.12.14 16:32close2560.100.96260.00000.00000.0011497.07
5132010.12.14 16:32close2570.200.96260.00000.000018.7011497.07
5122010.12.14 16:08sell2570.200.96350.00000.0000
5112010.12.14 16:00sell2560.100.96260.00000.0000
5102010.12.14 15:36close2540.100.96270.00000.0000-2.0811478.37
5092010.12.14 15:36close2550.200.96270.00000.000018.7011480.45
5082010.12.14 15:32sell2550.200.96360.00000.0000
5072010.12.14 15:30sell2540.100.96250.00000.0000
5062010.12.14 08:37close2520.100.96800.00000.00000.0011461.75
5052010.12.14 08:37close2530.200.96800.00000.00006.2011461.75
5042010.12.14 04:33sell2530.200.96830.00000.0000
5032010.12.14 00:03sell2520.100.96800.00000.0000
5022010.12.13 23:54close2510.100.96770.00000.00006.2011455.55
5012010.12.13 22:03sell2510.100.96830.00000.0000
5002010.12.08 11:03close2490.100.98940.00000.0000-2.0211449.35
4992010.12.08 11:03close2500.200.98940.00000.00008.0911451.37
4982010.12.08 09:49buy2500.200.98900.00000.0000
4972010.12.08 09:45buy2490.100.98960.00000.0000
4962010.12.08 09:36close2470.100.98980.00000.00002.0211443.28
4952010.12.08 09:36close2480.200.98980.00000.000016.1611441.26
4942010.12.08 09:33buy2480.200.98900.00000.0000
4932010.12.08 09:19buy2470.100.98960.00000.0000
4922010.12.08 04:05close2450.100.98700.00000.0000-1.0111425.10
4912010.12.08 04:05close2460.200.98700.00000.00008.1111426.11
4902010.12.08 03:55buy2460.200.98660.00000.0000
4892010.12.08 02:30buy2450.100.98710.00000.0000
4882010.12.06 03:02close2440.100.97540.00000.00006.1511418.00
4872010.12.06 02:35sell2440.100.97600.00000.0000
4862010.11.24 03:06close2420.100.99630.00000.00001.0011411.85
4852010.11.24 03:06close2430.200.99630.00000.00006.0211410.85
4842010.11.24 02:21buy2430.200.99600.00000.0000
4832010.11.24 00:33buy2420.100.99620.00000.0000
4822010.11.19 02:39close2400.100.99600.00000.00000.0011404.83
4812010.11.19 02:39close2410.200.99600.00000.00008.0311404.83
4802010.11.19 01:59buy2410.200.99560.00000.0000
4792010.11.18 23:08buy2400.100.99600.00000.0000
4782010.11.17 04:52close2380.100.99620.00000.0000-2.0111396.80
4772010.11.17 04:52close2390.200.99620.00000.000010.0411398.81
4762010.11.17 03:50buy2390.200.99570.00000.0000
4752010.11.17 03:08buy2380.100.99640.00000.0000
4742010.11.15 19:23close2360.100.98420.00000.0000-1.0211388.77
4732010.11.15 19:23close2370.200.98420.00000.00008.1311389.79
4722010.11.15 18:47buy2370.200.98380.00000.0000
4712010.11.15 18:42buy2360.100.98430.00000.0000
4702010.11.15 15:45close2340.100.98370.00000.00002.0311381.66
4692010.11.15 15:45close2350.200.98370.00000.000016.2711379.63
4682010.11.15 15:32buy2350.200.98290.00000.0000
4672010.11.15 15:32buy2340.100.98350.00000.0000
4662010.11.15 12:41close2320.100.98230.00000.0000-2.0411363.36
4652010.11.15 12:41close2330.200.98230.00000.00008.1411365.40
4642010.11.15 11:09buy2330.200.98190.00000.0000
4632010.11.15 10:17buy2320.100.98250.00000.0000
4622010.11.11 23:26close2300.100.97550.00000.0000-4.1011357.26
4612010.11.11 23:26close2310.200.97550.00000.000010.2511361.36
4602010.11.11 22:36buy2310.200.97500.00000.0000
4592010.11.11 21:30buy2300.100.97590.00000.0000
4582010.11.10 21:21close2270.100.97230.00000.0000-15.4311351.11
4572010.11.10 21:21close2280.200.97230.00000.0000-16.4611366.54
4562010.11.10 21:21close2290.400.97230.00000.000041.1411383.00
4552010.11.10 20:56buy2290.400.97130.00000.0000
4542010.11.10 20:09buy2280.200.97310.00000.0000
4532010.11.10 20:07buy2270.100.97380.00000.0000
4522010.11.10 16:10close2230.100.96960.00000.0000-28.8811341.86
4512010.11.10 16:10close2240.200.96960.00000.0000-45.3811370.74
4502010.11.10 16:10close2250.400.96960.00000.0000-12.3811416.12
4492010.11.10 16:10close2260.800.96960.00000.0000107.2611428.50
4482010.11.10 16:07buy2260.800.96830.00000.0000
4472010.11.10 16:00buy2250.400.96990.00000.0000
4462010.11.10 15:41buy2240.200.97180.00000.0000
4452010.11.10 15:31buy2230.100.97240.00000.0000
4442010.11.05 06:45close2210.100.95870.00000.0000-2.0911321.24
4432010.11.05 06:45close2220.200.95870.00000.00008.3411323.33
4422010.11.05 03:33sell2220.200.95910.00000.0000
4412010.11.05 03:05sell2210.100.95850.00000.0000
4402010.11.05 02:30close2200.100.95840.00000.000011.2411314.99
4392010.11.04 23:41sell2200.100.95950.00000.0000
4382010.10.27 02:41close2180.100.98440.00000.0000-6.1011303.75
4372010.10.27 02:41close2190.200.98440.00000.000012.1911309.85
4362010.10.27 00:57buy2190.200.98380.00000.0000
4352010.10.26 23:01buy2180.100.98500.00000.0000
4342010.10.19 23:44close2170.100.97130.00000.00006.1811297.66
4332010.10.19 21:33buy2170.100.97070.00000.0000
4322010.10.19 21:09close2160.100.97190.00000.000016.4611291.48
4312010.10.19 19:45buy2160.100.97030.00000.0000
4302010.10.19 19:28close2150.100.97150.00000.000016.4711275.02
4292010.10.19 18:47buy2150.100.96990.00000.0000
4282010.10.18 15:01close2110.100.96010.00000.0000-30.2111258.55
4272010.10.18 15:01close2120.200.96010.00000.0000-47.9111288.76
4262010.10.18 15:01close2130.400.96010.00000.0000-16.6611336.67
4252010.10.18 15:01close2140.800.96010.00000.0000108.3211353.33
4242010.10.18 13:42buy2140.800.95880.00000.0000
4232010.10.18 13:21buy2130.400.96050.00000.0000
4222010.10.18 12:48buy2120.200.96240.00000.0000
4212010.10.18 12:45buy2110.100.96300.00000.0000
4202010.10.18 10:08close2090.100.96180.00000.0000-2.0811245.01
4192010.10.18 10:08close2100.200.96180.00000.000010.4011247.09
4182010.10.18 09:35buy2100.200.96130.00000.0000
4172010.10.18 09:29buy2090.100.96200.00000.0000
4162010.10.13 02:43close2070.100.95740.00000.00000.0011236.69
4152010.10.13 02:43close2080.200.95740.00000.00008.3611236.69
4142010.10.13 02:31sell2080.200.95780.00000.0000
4132010.10.13 00:33sell2070.100.95740.00000.0000
4122010.10.07 00:00close2060.100.96090.00000.00005.5311228.33
4112010.10.06 23:18sell2060.100.96150.00000.0000
4102010.10.05 14:29close2040.100.96860.00000.0000-2.0611222.80
4092010.10.05 14:29close2050.200.96860.00000.000010.3211224.86
4082010.10.05 14:23sell2050.200.96910.00000.0000
4072010.10.05 14:00sell2040.100.96840.00000.0000
4062010.09.29 03:46close2020.100.97620.00000.00000.0011214.54
4052010.09.29 03:46close2030.200.97620.00000.00008.2011214.54
4042010.09.29 03:22sell2030.200.97660.00000.0000
4032010.09.29 02:39sell2020.100.97620.00000.0000
4022010.09.24 18:26close1990.100.98180.00000.0000-14.2611206.34
4012010.09.24 18:26close2000.200.98180.00000.0000-14.2611220.60
4002010.09.24 18:26close2010.400.98180.00000.000040.7411234.86
3992010.09.24 17:53sell2010.400.98280.00000.0000
3982010.09.24 17:37sell2000.200.98110.00000.0000
3972010.09.24 17:27sell1990.100.98040.00000.0000
3962010.09.24 16:45close1970.100.98060.00000.00001.0211194.12
3952010.09.24 16:45close1980.200.98060.00000.000016.3211193.10
3942010.09.24 16:42sell1980.200.98140.00000.0000
3932010.09.24 16:34sell1970.100.98070.00000.0000
3922010.09.24 15:35close1960.100.97970.00000.000016.3311176.78
3912010.09.24 15:14sell1960.100.98130.00000.0000
3902010.09.23 18:26close1950.100.98430.00000.00006.1011160.45
3892010.09.23 18:05sell1950.100.98490.00000.0000
3882010.09.23 17:57close1930.100.98470.00000.00002.0311154.35
3872010.09.23 17:57close1940.200.98470.00000.000014.2211152.32
3862010.09.23 17:47sell1940.200.98540.00000.0000
3852010.09.23 17:46sell1930.100.98490.00000.0000
3842010.09.23 16:59close1910.100.98470.00000.00003.0511138.10
3832010.09.23 16:59close1920.200.98470.00000.000018.2811135.05
3822010.09.23 16:58sell1920.200.98560.00000.0000
3812010.09.23 16:57sell1910.100.98500.00000.0000
3802010.09.22 23:59close1900.100.98630.00000.00006.0811116.77
3792010.09.22 23:13sell1900.100.98690.00000.0000
3782010.09.22 21:47close1880.100.98710.00000.00001.0111110.69
3772010.09.22 21:47close1890.200.98710.00000.000016.2111109.68
3762010.09.22 21:18sell1890.200.98790.00000.0000
3752010.09.22 20:55sell1880.100.98720.00000.0000
3742010.09.22 20:50close1860.100.98720.00000.0000-1.0111093.47
3732010.09.22 20:50close1870.200.98720.00000.000018.2311094.48
3722010.09.22 20:06sell1870.200.98810.00000.0000
3712010.09.22 19:08sell1860.100.98710.00000.0000
3702010.09.17 03:35close1850.101.01630.00000.00008.8611076.25
3692010.09.17 01:50buy1850.101.01540.00000.0000
3682010.09.15 02:17close1840.100.99520.00000.00005.7911067.39
3672010.09.14 23:11sell1840.100.99580.00000.0000
3662010.09.10 08:45close1800.101.01560.00000.0000-25.6011061.60
3652010.09.10 08:45close1810.201.01560.00000.0000-37.4211087.20
3642010.09.10 08:45close1820.401.01560.00000.0000-7.8811124.62
3632010.09.10 08:45close1830.801.01560.00000.000086.6511132.50
3622010.09.10 08:06buy1830.801.01450.00000.0000
3612010.09.10 07:54buy1820.401.01580.00000.0000
3602010.09.10 07:23buy1810.201.01750.00000.0000
3592010.09.10 06:22buy1800.101.01820.00000.0000
3582010.08.31 13:42close1780.101.02080.00000.0000-2.9411045.85
3572010.08.31 13:42close1790.201.02080.00000.00009.8011048.79
3562010.08.31 13:36sell1790.201.02130.00000.0000
3552010.08.31 13:36sell1780.101.02050.00000.0000
3542010.08.25 13:17close1760.101.02900.00000.0000-0.9711038.99
3532010.08.25 13:17close1770.201.02900.00000.00007.7711039.96
3522010.08.25 12:54sell1770.201.02940.00000.0000
3512010.08.25 12:44sell1760.101.02890.00000.0000
3502010.08.25 02:54close1750.101.03090.00000.00005.8211032.19
3492010.08.25 02:41sell1750.101.03150.00000.0000
3482010.08.25 02:37close1730.101.03120.00000.00001.9411026.37
3472010.08.25 02:37close1740.201.03120.00000.000015.5211024.43
3462010.08.25 02:04sell1740.201.03200.00000.0000
3452010.08.25 01:43sell1730.101.03140.00000.0000
3442010.08.19 22:03close1710.101.03250.00000.0000-6.7811008.91
3432010.08.19 22:03close1720.201.03250.00000.000013.5611015.69
3422010.08.19 21:03sell1720.201.03320.00000.0000
3412010.08.19 19:05sell1710.101.03180.00000.0000
3402010.08.16 21:12close1690.101.03860.00000.0000-1.9311002.13
3392010.08.16 21:12close1700.201.03860.00000.00009.6311004.06
3382010.08.16 20:56sell1700.201.03910.00000.0000
3372010.08.16 20:04sell1690.101.03840.00000.0000
3362010.08.16 19:03close1680.101.03730.00000.000016.3910994.43
3352010.08.16 17:54sell1680.101.03900.00000.0000
3342010.08.16 17:05close1670.101.03780.00000.000016.3810978.04
3332010.08.16 16:44sell1670.101.03950.00000.0000
3322010.08.16 15:25close1660.101.03940.00000.000016.3610961.66
3312010.08.16 14:41sell1660.101.04110.00000.0000
3302010.08.12 07:32close1630.101.05810.00000.0000-15.1210945.30
3292010.08.12 07:32close1640.201.05810.00000.0000-15.1210960.42
3282010.08.12 07:32close1650.401.05810.00000.000037.8010975.54
3272010.08.12 04:50buy1650.401.05710.00000.0000
3262010.08.12 02:33buy1640.201.05890.00000.0000
3252010.08.12 02:28buy1630.101.05970.00000.0000
3242010.08.11 22:38close1610.101.05720.00000.0000-1.8910937.74
3232010.08.11 22:38close1620.201.05720.00000.00007.5710939.63
3222010.08.11 22:30buy1620.201.05680.00000.0000
3212010.08.11 21:48buy1610.101.05740.00000.0000
3202010.08.10 21:14close1580.091.05570.00000.0000-19.6110932.06
3192010.08.10 21:14close1590.181.05570.00000.0000-23.8710951.67
3182010.08.10 21:14close1600.361.05570.00000.000051.1510975.54
3172010.08.10 21:14buy1600.361.05420.00000.0000
3162010.08.10 19:00buy1590.181.05710.00000.0000
3152010.08.10 18:46buy1580.091.05800.00000.0000
3142010.08.10 02:35close1570.091.04990.00000.000014.5710924.39
3132010.08.10 00:11buy1570.091.04820.00000.0000
3122010.08.09 11:32close1540.091.03870.00000.0000-14.0710909.82
3112010.08.09 11:32close1550.181.03870.00000.0000-10.4010923.89
3102010.08.09 11:32close1560.361.03870.00000.000031.1910934.29
3092010.08.09 09:48sell1560.361.03960.00000.0000
3082010.08.09 01:12sell1550.181.03810.00000.0000
3072010.08.06 21:22sell1540.091.03710.00000.0000
3062010.08.05 04:41close1530.091.05360.00000.00005.1310903.10
3052010.08.05 02:00buy1530.091.05300.00000.0000
3042010.08.05 01:46close1510.091.05260.00000.00000.8610897.97
3032010.08.05 01:46close1520.181.05260.00000.000013.6810897.11
3022010.08.05 01:28buy1520.181.05180.00000.0000
3012010.08.05 00:35buy1510.091.05250.00000.0000
3002010.07.30 01:34close1490.091.04090.00000.0000-0.2110883.43
2992010.07.30 01:34close1500.181.04090.00000.00008.6510883.64
2982010.07.30 01:12sell1500.181.04140.00000.0000
2972010.07.29 22:50sell1490.091.04090.00000.0000
2962010.07.29 22:35close1470.091.04110.00000.0000-3.4610874.99
2952010.07.29 22:35close1480.181.04110.00000.000015.5610878.45
2942010.07.29 21:56sell1480.181.04200.00000.0000
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