Strategy Tester Report
WPR-v3
FOREX.comJapan-Demo(I) (Build 509)

通貨ペアEURUSDpro (Euro vs US Dollar)
期間1分足(M1) 2013.06.17 06:00 - 2013.06.22 05:59 (2013.06.17 - 2013.06.23)
モデル全ティック (利用可能な最小時間枠による最も正確な方法)
パラメーターU_Level=-10; L_Level=-90; Lots=2.7; MaxLots=2.7; MinLots=0.01; SL=1000; TP=600; M=32; magic=22226; WPRPeriod=14; slippage=3; nampin=60; maxnampin=6;
テストバー数8187モデルティック数296014モデリング品質25.00%
不整合チャートエラー0
初期証拠金500000.00
総損益80611.20総利益165615.30総損失-85004.10
プロフィットファクター1.95期待利得1520.97
絶対ドローダウン21794.40最大ドローダウン106647.30 (18.23%)相対ドローダウン18.23% (106647.30)
総取引数53ショートポジション(勝率%)28 (89.29%)ロングポジション(勝率%)25 (80.00%)
勝率(%)45 (84.91%)負率 (%)8 (15.09%)
最大勝トレード12225.60負トレード-43200.00
平均勝トレード3680.34負トレード-10625.51
最大連勝(金額)25 (88173.90)連敗(金額)5 (-83700.00)
最大化連勝(トレード数)88173.90 (25)連敗(トレード数)-83700.00 (5)
平均連勝23連敗4
Graph
#時間取引種別注文番号数量価格S/L:決済逆指値T/P:決済指値損益残高
12013.06.17 06:00buy12.701.334861.324861.34086
22013.06.17 07:41buy25.401.334421.324421.34042
32013.06.17 09:43buy310.801.333951.323951.33995
42013.06.17 09:53buy421.601.333471.323471.33947
52013.06.17 10:06buy543.201.333031.323031.33903
62013.06.17 22:31close543.201.335721.323031.3390311620.80511620.80
72013.06.17 22:31close421.601.335721.323471.339474860.00516480.80
82013.06.17 22:31close310.801.335721.323951.339951911.60518392.40
92013.06.17 22:31close25.401.335721.324421.34042702.00519094.40
102013.06.17 22:31close12.701.335721.324861.34086232.20519326.60
112013.06.17 22:31buy62.701.335921.325921.34192
122013.06.17 22:36buy75.401.335481.325481.34148
132013.06.17 22:48buy810.801.335041.325041.34104
142013.06.17 23:00buy921.601.334601.324601.34060
152013.06.17 23:02buy1043.201.334151.324151.34015
162013.06.18 04:22close1043.201.336861.324151.3401511707.20531033.80
172013.06.18 04:22close921.601.336861.324601.340604881.60535915.40
182013.06.18 04:22close810.801.336861.325041.341041965.60537881.00
192013.06.18 04:22close75.401.336861.325481.34148745.20538626.20
202013.06.18 04:22close62.701.336861.325921.34192253.80538880.00
212013.06.18 04:23buy112.701.336721.326721.34272
222013.06.18 04:29buy125.401.336281.326281.34228
232013.06.18 10:30buy1310.801.335841.325841.34184
242013.06.18 13:17buy1421.601.335391.325391.34139
252013.06.18 13:35buy1543.201.334951.324951.34095
262013.06.18 16:57close1543.201.337631.324951.3409511577.60550457.60
272013.06.18 16:57close1421.601.337631.325391.341394838.40555296.00
282013.06.18 16:57close1310.801.337631.325841.341841933.20557229.20
292013.06.18 16:57close125.401.337631.326281.34228729.00557958.20
302013.06.18 16:57close112.701.337631.326721.34272245.70558203.90
312013.06.18 16:58buy162.701.337661.327661.34366
322013.06.18 18:00buy175.401.337231.327231.34323
332013.06.18 20:17buy1810.801.336781.326781.34278
342013.06.18 21:40buy1921.601.336311.326311.34231
352013.06.18 21:41buy2043.201.335881.325881.34188
362013.06.18 22:43close2043.201.338551.325881.3418811534.40569738.30
372013.06.18 22:43close1921.601.338551.326311.342314838.40574576.70
382013.06.18 22:43close1810.801.338551.326781.342781911.60576488.30
392013.06.18 22:43close175.401.338551.327231.34323712.80577201.10
402013.06.18 22:43close162.701.338551.327661.34366240.30577441.40
412013.06.18 22:45buy212.701.338481.328481.34448
422013.06.18 23:18buy225.401.338041.328041.34404
432013.06.20 03:01buy2310.801.337591.327591.34359
442013.06.20 03:01buy2421.601.337161.327161.34316
452013.06.20 03:04buy2543.201.336721.326721.34272
462013.06.20 03:45s/l212.701.328481.328481.34448-2700.00574741.40
472013.06.20 03:49s/l225.401.328041.328041.34404-5400.00569341.40
482013.06.20 03:54s/l2310.801.327591.327591.34359-10800.00558541.40
492013.06.20 03:56s/l2421.601.327161.327161.34316-21600.00536941.40
502013.06.20 03:56s/l2543.201.326721.326721.34272-43200.00493741.40
512013.06.20 03:59sell262.701.326431.336431.32043
522013.06.20 03:59sell275.401.327051.337051.32105
532013.06.20 04:01sell2810.801.327681.337681.32168
542013.06.20 04:03sell2921.601.328301.338301.32230
552013.06.20 04:38sell3043.201.328911.338911.32291
562013.06.20 12:37close3043.201.326091.338911.3229112182.40505923.80
572013.06.20 12:37close2921.601.326091.338301.322304773.60510697.40
582013.06.20 12:37close2810.801.326091.337681.321681717.20512414.60
592013.06.20 12:37close275.401.326091.337051.32105518.40512933.00
602013.06.20 12:37close262.701.326091.336431.3204391.80513024.80
612013.06.20 12:39sell312.701.325731.335731.31973
622013.06.20 15:08sell325.401.326361.336361.32036
632013.06.20 17:36t/p325.401.320361.336361.320363240.00516264.80
642013.06.20 17:40t/p312.701.319731.335731.319731620.00517884.80
652013.06.20 17:42sell332.701.319661.329661.31366
662013.06.20 17:43sell345.401.320281.330281.31428
672013.06.20 17:50sell3510.801.320881.330881.31488
682013.06.20 17:52sell3621.601.321511.331511.31551
692013.06.20 17:58sell3743.201.322141.332141.31614
702013.06.20 18:48close3743.201.319311.332141.3161412225.60530110.40
712013.06.20 18:48close3621.601.319311.331511.315514752.00534862.40
722013.06.20 18:48close3510.801.319311.330881.314881695.60536558.00
732013.06.20 18:48close345.401.319311.330281.31428523.80537081.80
742013.06.20 18:48close332.701.319311.329661.3136694.50537176.30
752013.06.20 18:50sell382.701.318721.328721.31272
762013.06.20 18:56sell395.401.319331.329331.31333
772013.06.20 19:36sell4010.801.319931.329931.31393
782013.06.20 20:18sell4121.601.320561.330561.31456
792013.06.20 20:23sell4243.201.321171.331171.31517
802013.06.20 23:00close4243.201.318341.331171.3151712225.60549401.90
812013.06.20 23:00close4121.601.318341.330561.314564795.20554197.10
822013.06.20 23:00close4010.801.318341.329931.313931717.20555914.30
832013.06.20 23:00close395.401.318341.329331.31333534.60556448.90
842013.06.20 23:00close382.701.318341.328721.31272102.60556551.50
852013.06.20 23:00sell432.701.318111.328111.31211
862013.06.20 23:30sell445.401.318711.328711.31271
872013.06.20 23:34sell4510.801.319321.329321.31332
882013.06.21 00:41sell4621.601.319931.329931.31393
892013.06.21 00:41sell4743.201.320551.330551.31455
902013.06.21 21:15close4743.201.317731.330551.3145512182.40568733.90
912013.06.21 21:15close4621.601.317731.329931.313934752.00573485.90
922013.06.21 21:15close4510.801.317731.329321.313321674.00575159.90
932013.06.21 21:15close445.401.317731.328711.31271507.60575667.50
942013.06.21 21:15close432.701.317731.328111.3121191.80575759.30
952013.06.21 21:20sell482.701.316981.326981.31098
962013.06.22 01:23t/p482.701.310981.326981.310981620.00577379.30
972013.06.22 01:23sell492.701.310791.320791.30479
982013.06.22 01:43sell505.401.311411.321411.30541
992013.06.22 01:44sell5110.801.312021.322021.30602
1002013.06.22 01:48sell5221.601.312641.322641.30664
1012013.06.22 01:56sell5343.201.313271.323271.30727
1022013.06.22 16:02close at stop5343.201.312361.323271.307273931.20581310.50
1032013.06.22 16:02close at stop5221.601.312361.322641.30664604.80581915.30
1042013.06.22 16:02close at stop5110.801.312361.322021.30602-367.20581548.10
1052013.06.22 16:02close at stop505.401.312361.321411.30541-513.00581035.10
1062013.06.22 16:02close at stop492.701.312361.320791.30479-423.90580611.20