Strategy Tester Report
EA_Sch_v3
FXCM-Demo (Build 229)

通貨ペアNAS100 (NAS100)
期間4時間足(H4) 2010.06.01 00:00 - 2010.11.30 20:00 (2010.06.01 - 2010.12.01)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターTakeProfit=124; Lots=5; TrailingStop=47; Slippage=1; StopLoss=52; CInt=0; Ratio=1; Lev=10; Span=24; RangeOfTf=0; BeginBar=50; RPeriod=36; MA_Method=1; MA_Price=0; OffSet=42; WEC=1; WECD=5; WECH=20; WECM=30; TZ0=1; TZ1=1; TZ2=1; TZ3=1; TZ4=1; TZ5=1; TZ6=1; TZ7=1; TZ8=1; TZ9=1; TZ10=1; TZ11=1; TZ12=1; TZ13=1; TZ14=1; TZ15=1; TZ16=1; TZ17=1; TZ18=1; TZ19=1; TZ20=1; TZ21=1; TZ22=1; TZ23=1; MaxNumOfLoss=10; Stop=0; MagicNo=0; OdrComment="Sch_v3";
Bars in test1049Ticks modelled416201Modelling quality74.51%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1420.00Gross profit3245.00Gross loss-1825.00
Profit factor1.78Expected payoff41.76
Absolute drawdown360.00Maximal drawdown975.00 (8.59%)Relative drawdown8.59% (975.00)
Total trades34Short positions (won %)13 (61.54%)Long positions (won %)21 (61.90%)
Profit trades (% of total)21 (61.76%)Loss trades (% of total)13 (38.24%)
Largestprofit trade630.00loss trade-270.00
Averageprofit trade154.52loss trade-140.38
Maximumconsecutive wins (profit in money)8 (1365.00)consecutive losses (loss in money)5 (-530.00)
Maximalconsecutive profit (count of wins)1365.00 (8)consecutive loss (count of losses)-530.00 (5)
Averageconsecutive wins3consecutive 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
12010.06.01 15:27buy15.00187600
22010.06.01 15:27modify15.00187602000
32010.06.01 15:27modify15.00187618242000
42010.06.04 20:30close15.00183118242000-225.009775.00
52010.06.07 00:00sell25.00182000
62010.06.07 00:00modify25.00182001694
72010.06.07 00:00modify25.00182018741694
82010.06.08 16:13modify25.00182018191694
92010.06.08 18:52modify25.00182018181694
102010.06.09 16:06s/l25.0018181818169410.009785.00
112010.06.11 15:08buy35.00183600
122010.06.11 15:08modify35.00183601960
132010.06.11 15:08modify35.00183617841960
142010.06.11 20:30close35.001836178419600.009785.00
152010.06.14 00:05buy45.00185500
162010.06.14 00:05modify45.00185501979
172010.06.14 00:05modify45.00185518031979
182010.06.16 16:25modify45.00185518561979
192010.06.16 16:25modify45.00185518571979
202010.06.16 17:00modify45.00185518581979
212010.06.16 17:00modify45.00185518591979
222010.06.16 17:01modify45.00185518601979
232010.06.16 17:01modify45.00185518611979
242010.06.16 17:02modify45.00185518621979
252010.06.16 19:00modify45.00185518641979
262010.06.16 19:02modify45.00185518651979
272010.06.16 19:30modify45.00185518661979
282010.06.17 10:38modify45.00185518671979
292010.06.17 12:22modify45.00185518681979
302010.06.17 12:35modify45.00185518691979
312010.06.17 13:23modify45.00185518701979
322010.06.17 13:30modify45.00185518711979
332010.06.18 15:33modify45.00185518721979
342010.06.18 15:35modify45.00185518731979
352010.06.18 15:37modify45.00185518741979
362010.06.18 15:38modify45.00185518751979
372010.06.18 15:56modify45.00185518761979
382010.06.18 16:07modify45.00185518771979
392010.06.18 20:30close45.00191118771979280.0010065.00
402010.06.22 19:58sell55.00188200
412010.06.22 19:58modify55.00188201756
422010.06.22 19:58modify55.00188219361756
432010.06.25 14:52modify55.00188218811756
442010.06.25 14:53modify55.00188218801756
452010.06.25 15:38modify55.00188218791756
462010.06.25 15:53modify55.00188218781756
472010.06.25 15:53modify55.00188218771756
482010.06.25 15:53modify55.00188218761756
492010.06.25 20:30close55.00184318761756195.0010260.00
502010.06.28 14:55sell65.00182600
512010.06.28 14:55modify65.00182601700
522010.06.28 14:55modify65.00182618801700
532010.06.29 15:04modify65.00182618251700
542010.06.29 15:04modify65.00182618241700
552010.06.29 15:04modify65.00182618231700
562010.06.29 15:05modify65.00182618211700
572010.06.29 15:06modify65.00182618201700
582010.06.29 15:27modify65.00182618191700
592010.06.29 15:28modify65.00182618181700
602010.06.29 15:28modify65.00182618171700
612010.06.29 15:28modify65.00182618161700
622010.06.29 15:28modify65.00182618151700
632010.06.29 15:30modify65.00182618141700
642010.06.29 20:20modify65.00182618131700
652010.06.29 20:20modify65.00182618121700
662010.06.29 20:21modify65.00182618111700
672010.06.29 20:21modify65.00182618101700
682010.06.29 20:22modify65.00182618091700
692010.06.29 20:22modify65.00182618081700
702010.06.29 20:22modify65.00182618071700
712010.06.29 20:22modify65.00182618061700
722010.06.29 20:30modify65.00182618051700
732010.06.29 20:31modify65.00182618041700
742010.06.29 20:47modify65.00182618031700
752010.06.29 20:47modify65.00182618021700
762010.06.29 20:47modify65.00182618011700
772010.06.29 20:48modify65.00182618001700
782010.06.29 20:48modify65.00182617991700
792010.06.29 20:48modify65.00182617981700
802010.06.30 20:34modify65.00182617971700
812010.06.30 20:38modify65.00182617961700
822010.06.30 20:39modify65.00182617951700
832010.06.30 20:39modify65.00182617941700
842010.06.30 20:40modify65.00182617931700
852010.06.30 20:41modify65.00182617921700
862010.06.30 20:41modify65.00182617911700
872010.06.30 20:42modify65.00182617901700
882010.06.30 20:42modify65.00182617891700
892010.06.30 20:43modify65.00182617881700
902010.06.30 20:43modify65.00182617871700
912010.06.30 20:44modify65.00182617861700
922010.06.30 20:44modify65.00182617851700
932010.06.30 20:44modify65.00182617841700
942010.06.30 20:45modify65.00182617831700
952010.06.30 20:45modify65.00182617821700
962010.06.30 20:46modify65.00182617811700
972010.07.01 02:00modify65.00182617801700
982010.07.01 02:00modify65.00182617791700
992010.07.01 02:10modify65.00182617771700
1002010.07.01 02:11modify65.00182617761700
1012010.07.01 02:11modify65.00182617751700
1022010.07.01 02:11modify65.00182617731700
1032010.07.01 02:12modify65.00182617721700
1042010.07.01 02:12modify65.00182617711700
1052010.07.01 02:12modify65.00182617691700
1062010.07.01 15:13modify65.00182617681700
1072010.07.01 15:13modify65.00182617671700
1082010.07.01 15:13modify65.00182617661700
1092010.07.01 15:13modify65.00182617651700
1102010.07.01 15:27modify65.00182617641700
1112010.07.01 15:27modify65.00182617631700
1122010.07.01 15:32modify65.00182617621700
1132010.07.01 15:32modify65.00182617611700
1142010.07.01 15:33modify65.00182617601700
1152010.07.01 15:33modify65.00182617591700
1162010.07.01 15:37modify65.00182617581700
1172010.07.01 15:38modify65.00182617571700
1182010.07.01 15:38modify65.00182617561700
1192010.07.01 15:38modify65.00182617551700
1202010.07.01 15:40modify65.00182617541700
1212010.07.01 15:41modify65.00182617531700
1222010.07.01 15:41modify65.00182617521700
1232010.07.01 15:42modify65.00182617511700
1242010.07.01 15:42modify65.00182617501700
1252010.07.01 15:42modify65.00182617491700
1262010.07.01 15:43modify65.00182617481700
1272010.07.01 15:43t/p65.00170017481700630.0010890.00
1282010.07.07 18:16buy75.00176500
1292010.07.07 18:16modify75.00176501889
1302010.07.07 18:16modify75.00176517131889
1312010.07.09 20:30close75.00180617131889205.0011095.00
1322010.07.12 14:33buy85.00181600
1332010.07.12 14:33modify85.00181601940
1342010.07.12 14:33modify85.00181617641940
1352010.07.13 23:00modify85.00181618171940
1362010.07.13 23:14modify85.00181618181940
1372010.07.14 06:24modify85.00181618191940
1382010.07.16 15:08s/l85.0018191819194015.0011110.00
1392010.07.16 17:00sell95.00181200
1402010.07.16 17:00modify95.00181201686
1412010.07.16 17:00modify95.00181218661686
1422010.07.16 20:30close95.0018061866168630.0011140.00
1432010.07.19 00:39sell105.00179900
1442010.07.19 00:39modify105.00179901673
1452010.07.19 00:39modify105.00179918531673
1462010.07.20 21:31s/l105.00185318531673-270.0010870.00
1472010.07.21 14:30buy115.00186200
1482010.07.21 14:30modify115.00186201986
1492010.07.21 14:30modify115.00186218101986
1502010.07.23 20:30close115.0018711810198645.0010915.00
1512010.07.26 00:20buy125.00187600
1522010.07.26 00:20modify125.00187602000
1532010.07.26 00:20modify125.00187618242000
1542010.07.29 16:07close125.00186418242000-60.0010855.00
1552010.07.29 16:07sell135.00186400
1562010.07.29 16:07modify135.00186401738
1572010.07.29 16:07modify135.00186419181738
1582010.07.30 20:30close135.00187319181738-45.0010810.00
1592010.08.02 15:03buy145.00189800
1602010.08.02 15:03modify145.00189802022
1612010.08.02 15:03modify145.00189818462022
1622010.08.06 15:47close145.00187918462022-95.0010715.00
1632010.08.06 15:47sell155.00187900
1642010.08.06 15:47modify155.00187901753
1652010.08.06 15:47modify155.00187919331753
1662010.08.06 20:30close155.00190119331753-110.0010605.00
1672010.08.09 14:30buy165.00191500
1682010.08.09 14:30modify165.00191502039
1692010.08.09 14:30modify165.00191518632039
1702010.08.11 10:32close165.00187118632039-220.0010385.00
1712010.08.11 10:32sell175.00187100
1722010.08.11 10:32modify175.00187101745
1732010.08.11 10:32modify175.00187119251745
1742010.08.11 22:09modify175.00187118701745
1752010.08.11 22:10modify175.00187118681745
1762010.08.11 22:10modify175.00187118671745
1772010.08.11 22:10modify175.00187118661745
1782010.08.11 22:10modify175.00187118651745
1792010.08.11 22:18modify175.00187118641745
1802010.08.11 22:18modify175.00187118631745
1812010.08.11 22:18modify175.00187118621745
1822010.08.12 14:14modify175.00187118611745
1832010.08.12 14:18modify175.00187118601745
1842010.08.12 14:19modify175.00187118591745
1852010.08.12 14:30modify175.00187118581745
1862010.08.12 14:30modify175.00187118571745
1872010.08.12 14:30modify175.00187118561745
1882010.08.13 20:30close175.00182418561745235.0010620.00
1892010.08.17 16:12buy185.00185200
1902010.08.17 16:12modify185.00185201976
1912010.08.17 16:12modify185.00185218001976
1922010.08.20 20:30close185.00182518001976-135.0010485.00
1932010.08.23 20:38sell195.00180800
1942010.08.23 20:38modify195.00180801682
1952010.08.23 20:38modify195.00180818621682
1962010.08.25 13:30modify195.00180818071682
1972010.08.25 14:12modify195.00180818061682
1982010.08.27 15:01modify195.00180818051682
1992010.08.27 15:01modify195.00180818041682
2002010.08.27 15:01modify195.00180818031682
2012010.08.27 15:01modify195.00180818011682
2022010.08.27 15:01modify195.00180818001682
2032010.08.27 15:02modify195.00180817991682
2042010.08.27 15:02modify195.00180817981682
2052010.08.27 15:02modify195.00180817971682
2062010.08.27 15:03modify195.00180817961682
2072010.08.27 15:03modify195.00180817951682
2082010.08.27 15:05modify195.00180817941682
2092010.08.27 15:05modify195.00180817931682
2102010.08.27 19:39s/l195.0017931793168275.0010560.00
2112010.09.01 15:00buy205.00180800
2122010.09.01 15:00modify205.00180801932
2132010.09.01 15:00modify205.00180817561932
2142010.09.03 13:30modify205.00180818091932
2152010.09.03 13:34modify205.00180818101932
2162010.09.03 13:36modify205.00180818111932
2172010.09.03 13:38modify205.00180818121932
2182010.09.03 13:41modify205.00180818131932
2192010.09.03 13:41modify205.00180818141932
2202010.09.03 13:42modify205.00180818151932
2212010.09.03 13:43modify205.00180818161932
2222010.09.03 14:35modify205.00180818171932
2232010.09.03 14:38modify205.00180818181932
2242010.09.03 14:40modify205.00180818191932
2252010.09.03 14:40modify205.00180818201932
2262010.09.03 14:40modify205.00180818211932
2272010.09.03 14:42modify205.00180818221932
2282010.09.03 20:30close205.00186618221932290.0010850.00
2292010.09.08 15:37buy215.00188000
2302010.09.08 15:37modify215.00188002004
2312010.09.08 15:37modify215.00188018282004
2322010.09.10 20:30close215.0018941828200470.0010920.00
2332010.09.13 00:09buy225.00190300
2342010.09.13 00:09modify225.00190302027
2352010.09.13 00:09modify225.00190318512027
2362010.09.16 21:10modify225.00190319042027
2372010.09.16 21:11modify225.00190319052027
2382010.09.16 21:11modify225.00190319062027
2392010.09.16 21:11modify225.00190319072027
2402010.09.16 21:11modify225.00190319082027
2412010.09.16 21:30modify225.00190319092027
2422010.09.16 21:31modify225.00190319102027
2432010.09.17 01:15modify225.00190319112027
2442010.09.17 01:44modify225.00190319122027
2452010.09.17 02:40modify225.00190319132027
2462010.09.17 03:46modify225.00190319142027
2472010.09.17 03:47modify225.00190319152027
2482010.09.17 04:24modify225.00190319162027
2492010.09.17 04:52modify225.00190319172027
2502010.09.17 06:06modify225.00190319182027
2512010.09.17 06:40modify225.00190319192027
2522010.09.17 07:07modify225.00190319202027
2532010.09.17 08:07modify225.00190319212027
2542010.09.17 08:24modify225.00190319222027
2552010.09.17 08:51modify225.00190319232027
2562010.09.17 08:52modify225.00190319242027
2572010.09.17 08:57modify225.00190319252027
2582010.09.17 20:30close225.00195319252027250.0011170.00
2592010.09.20 15:06buy235.00197500
2602010.09.20 15:06modify235.00197502099
2612010.09.20 15:06modify235.00197519232099
2622010.09.24 17:46modify235.00197519762099
2632010.09.24 17:50modify235.00197519772099
2642010.09.24 20:32close235.00201819772099215.0011385.00
2652010.10.04 16:15sell245.00198000
2662010.10.04 16:15modify245.00198001854
2672010.10.04 16:15modify245.00198020341854
2682010.10.08 17:43close245.00202920341854-245.0011140.00
2692010.10.08 17:43buy255.00202900
2702010.10.08 17:43modify255.00202902153
2712010.10.08 17:43modify255.00202919772153
2722010.10.08 20:31close255.00202719772153-10.0011130.00
2732010.10.11 14:40buy265.00203300
2742010.10.11 14:40modify265.00203302157
2752010.10.11 14:40modify265.00203319812157
2762010.10.15 14:28modify265.00203320342157
2772010.10.15 14:30modify265.00203320352157
2782010.10.15 16:35modify265.00203320362157
2792010.10.15 16:35modify265.00203320372157
2802010.10.15 16:40modify265.00203320382157
2812010.10.15 19:32modify265.00203320392157
2822010.10.15 19:37modify265.00203320402157
2832010.10.15 20:30close265.00208420402157255.0011385.00
2842010.10.18 13:16buy275.00209900
2852010.10.18 13:16modify275.00209902223
2862010.10.18 13:16modify275.00209920472223
2872010.10.22 20:30close275.0021012047222310.0011395.00
2882010.10.25 00:57buy285.00210800
2892010.10.25 00:57modify285.00210802232
2902010.10.25 00:57modify285.00210820562232
2912010.10.29 20:31close285.00212920562232105.0011500.00
2922010.11.01 14:40buy295.00214200
2932010.11.01 14:40modify295.00214202266
2942010.11.01 14:40modify295.00214220902266
2952010.11.04 15:58modify295.00214221432266
2962010.11.04 16:02modify295.00214221442266
2972010.11.04 16:04modify295.00214221452266
2982010.11.05 20:30close295.00218121452266195.0011695.00
2992010.11.09 10:40buy305.00219500
3002010.11.09 10:40modify305.00219502319
3012010.11.09 10:40modify305.00219521432319
3022010.11.10 14:51close305.00216421432319-155.0011540.00
3032010.11.10 14:51sell315.00216400
3042010.11.10 14:51modify315.00216402038
3052010.11.10 14:51modify315.00216422182038
3062010.11.12 20:30close315.00214022182038120.0011660.00
3072010.11.16 00:32sell325.00211900
3082010.11.16 00:32modify325.00211901993
3092010.11.16 00:32modify325.00211921731993
3102010.11.19 20:31close325.00213421731993-75.0011585.00
3112010.11.22 01:06buy335.00215100
3122010.11.22 01:06modify335.00215102275
3132010.11.22 01:06modify335.00215120992275
3142010.11.30 14:36close335.00211520992275-180.0011405.00
3152010.11.30 14:36sell345.00211500
3162010.11.30 14:36modify345.00211501989
3172010.11.30 14:36modify345.00211521691989
3182010.11.30 23:59close at stop345.0021122169198915.0011420.00