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80997.30総利益165898.80総損失-84901.50
プロフィットファクター1.95期待利得1528.25
絶対ドローダウン21389.40最大ドローダウン101873.70 (17.55%)相対ドローダウン17.55% (101873.70)
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3686.64負トレード-10612.69
最大連勝(金額)25 (88303.50)連敗(金額)5 (-83700.00)
最大化連勝(トレード数)88303.50 (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 06:00buy12.701.334831.324831.34083
22013.06.17 09:06buy25.401.334361.324361.34036
32013.06.17 09:49buy310.801.333881.323881.33988
42013.06.17 09:53buy421.601.333401.323401.33940
52013.06.17 12:04buy543.201.332931.322931.33893
62013.06.17 22:31close543.201.335641.322931.3389311707.20511707.20
72013.06.17 22:31close421.601.335641.323401.339404838.40516545.60
82013.06.17 22:31close310.801.335641.323881.339881900.80518446.40
92013.06.17 22:31close25.401.335641.324361.34036691.20519137.60
102013.06.17 22:31close12.701.335641.324831.34083218.70519356.30
112013.06.17 22:31buy62.701.335801.325801.34180
122013.06.17 22:36buy75.401.335331.325331.34133
132013.06.17 23:00buy810.801.334741.324741.34074
142013.06.17 23:01buy921.601.334271.324271.34027
152013.06.17 23:39buy1043.201.333801.323801.33980
162013.06.18 04:22close1043.201.336541.323801.3398011836.80531193.10
172013.06.18 04:22close921.601.336541.324271.340274903.20536096.30
182013.06.18 04:22close810.801.336541.324741.340741944.00538040.30
192013.06.18 04:22close75.401.336541.325331.34133653.40538693.70
202013.06.18 04:22close62.701.336541.325801.34180199.80538893.50
212013.06.18 04:23buy112.701.336691.326691.34269
222013.06.18 04:29buy125.401.336211.326211.34221
232013.06.18 10:30buy1310.801.335751.325751.34175
242013.06.18 13:19buy1421.601.335261.325261.34126
252013.06.18 13:38buy1543.201.334801.324801.34080
262013.06.18 16:57close1543.201.337511.324801.3408011707.20550600.70
272013.06.18 16:57close1421.601.337511.325261.341264860.00555460.70
282013.06.18 16:57close1310.801.337511.325751.341751900.80557361.50
292013.06.18 16:57close125.401.337511.326211.34221702.00558063.50
302013.06.18 16:57close112.701.337511.326691.34269221.40558284.90
312013.06.18 16:58buy162.701.337631.327631.34363
322013.06.18 18:00buy175.401.337161.327161.34316
332013.06.18 20:17buy1810.801.336681.326681.34268
342013.06.18 21:40buy1921.601.336221.326221.34222
352013.06.18 21:41buy2043.201.335751.325751.34175
362013.06.18 22:43close2043.201.338451.325751.3417511664.00569948.90
372013.06.18 22:43close1921.601.338451.326221.342224816.80574765.70
382013.06.18 22:43close1810.801.338451.326681.342681911.60576677.30
392013.06.18 22:43close175.401.338451.327161.34316696.60577373.90
402013.06.18 22:43close162.701.338451.327631.34363221.40577595.30
412013.06.18 22:45buy212.701.338451.328451.34445
422013.06.18 23:18buy225.401.337991.327991.34399
432013.06.20 03:01buy2310.801.337511.327511.34351
442013.06.20 03:03buy2421.601.337031.327031.34303
452013.06.20 03:04buy2543.201.336541.326541.34254
462013.06.20 03:45s/l212.701.328451.328451.34445-2700.00574895.30
472013.06.20 03:49s/l225.401.327991.327991.34399-5400.00569495.30
482013.06.20 03:54s/l2310.801.327511.327511.34351-10800.00558695.30
492013.06.20 03:56s/l2421.601.327031.327031.34303-21600.00537095.30
502013.06.20 03:56s/l2543.201.326541.326541.34254-43200.00493895.30
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 12:37close3043.201.326091.338911.3229112182.40506077.70
572013.06.20 12:37close2921.601.326091.338301.322304773.60510851.30
582013.06.20 12:37close2810.801.326091.337681.321681717.20512568.50
592013.06.20 12:37close275.401.326091.337051.32105518.40513086.90
602013.06.20 12:37close262.701.326091.336431.3204391.80513178.70
612013.06.20 12:39sell312.701.325731.335731.31973
622013.06.20 15:08sell325.401.326361.336361.32036
632013.06.20 17:36t/p325.401.320361.336361.320363240.00516418.70
642013.06.20 17:40t/p312.701.319731.335731.319731620.00518038.70
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 18:48close3743.201.319321.332141.3161412182.40530221.10
712013.06.20 18:48close3621.601.319321.331511.315514730.40534951.50
722013.06.20 18:48close3510.801.319321.330881.314881684.80536636.30
732013.06.20 18:48close345.401.319321.330281.31428518.40537154.70
742013.06.20 18:48close332.701.319321.329661.3136691.80537246.50
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 23:00close4243.201.318341.331171.3151712225.60549472.10
812013.06.20 23:00close4121.601.318341.330561.314564795.20554267.30
822013.06.20 23:00close4010.801.318341.329931.313931717.20555984.50
832013.06.20 23:00close395.401.318341.329331.31333534.60556519.10
842013.06.20 23:00close382.701.318341.328721.31272102.60556621.70
852013.06.20 23:00sell432.701.318211.328211.31221
862013.06.20 23:32sell445.401.318821.328821.31282
872013.06.20 23:35sell4510.801.319431.329431.31343
882013.06.21 00:41sell4621.601.320051.330051.31405
892013.06.21 00:42sell4743.201.320651.330651.31465
902013.06.21 21:15close4743.201.317841.330651.3146512139.20568760.90
912013.06.21 21:15close4621.601.317841.330051.314054773.60573534.50
922013.06.21 21:15close4510.801.317841.329431.313431674.00575208.50
932013.06.21 21:15close445.401.317841.328821.31282507.60575716.10
942013.06.21 21:15close432.701.317841.328211.3122189.10575805.20
952013.06.21 21:20sell482.701.316981.326981.31098
962013.06.22 01:23t/p482.701.310981.326981.310981620.00577425.20
972013.06.22 01:23sell492.701.310821.320821.30482
982013.06.22 01:43sell505.401.311441.321441.30544
992013.06.22 01:44sell5110.801.312041.322041.30604
1002013.06.22 01:48sell5221.601.312661.322661.30666
1012013.06.22 01:56sell5343.201.313271.323271.30727
1022013.06.22 16:02close at stop5343.201.312331.323271.307274060.80581486.00
1032013.06.22 16:02close at stop5221.601.312331.322661.30666712.80582198.80
1042013.06.22 16:02close at stop5110.801.312331.322041.30604-313.20581885.60
1052013.06.22 16:02close at stop505.401.312331.321441.30544-480.60581405.00
1062013.06.22 16:02close at stop492.701.312331.320821.30482-407.70580997.30