Strategy Tester Report
corefx eurusd
MIG-Demo (Build 211)

通貨ペアEURUSD (Euro vs US Dollar)
期間1時間足(H1) 2001.01.15 00:00 - 2008.01.14 23:00 (2001.01.15 - 2008.01.15)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターLeverage=10; PositionSizing=true; ASystemLots=0.4; CSystemLots=0.3; DSystemLots=0.2; BSystemLots=0.2; ESystemLots=0.1; TakeProfit=3000; StopLoss=3000;
Bars in test44581Ticks modelled13156114Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit109486.48Gross profit196856.76Gross loss-87370.28
Profit factor2.25Expected payoff124.13
Absolute drawdown195.76Maximal drawdown7399.12 (7.83%)Relative drawdown11.14% (3500.80)
Total trades882Short positions (won %)363 (55.37%)Long positions (won %)519 (60.12%)
Profit trades (% of total)513 (58.16%)Loss trades (% of total)369 (41.84%)
Largestprofit trade4792.32loss trade-2905.00
Averageprofit trade383.74loss trade-236.78
Maximumconsecutive wins (profit in money)12 (11687.66)consecutive losses (loss in money)7 (-688.04)
Maximalconsecutive profit (count of wins)11687.66 (12)consecutive loss (count of losses)-4359.60 (3)
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
12001.01.18 19:00buy10.300.94270.64271.2427
22001.01.19 06:00close10.300.94700.64271.2427129.9610129.96
32001.01.23 07:00sell20.400.94291.24290.6429
42001.01.23 18:00close20.400.93891.24290.6429160.0010289.96
52001.01.24 17:00buy30.200.92330.62331.2233
62001.01.24 18:00close30.200.92590.62331.223352.0010341.96
72001.01.25 02:00buy40.300.92320.62321.2232
82001.01.25 16:00close40.300.91870.62321.2232-135.0010206.96
92001.01.29 10:00buy50.400.92500.62501.2250
102001.01.30 02:00buy60.300.91630.61631.2163
112001.01.30 07:00close50.400.91730.62501.2250-306.729900.24
122001.01.30 18:00close60.300.92670.61631.2163312.0010212.24
132001.02.01 11:00buy70.200.94360.64361.2436
142001.02.01 16:00close70.200.94270.64361.2436-18.0010194.24
152001.02.05 23:00sell80.100.93761.23760.6376
162001.02.06 11:00close80.100.93641.23760.637611.5810205.82
172001.02.06 14:00buy90.200.93300.63301.2330
182001.02.07 08:00close90.200.92850.63301.2330-89.3610116.46
192001.02.07 20:00sell100.100.93411.23410.6341
202001.02.08 07:00close100.100.92871.23410.634152.7410169.20
212001.02.08 23:00sell110.400.91791.21790.6179
222001.02.09 01:00close110.400.91891.21790.6179-41.6810127.52
232001.02.13 04:00sell120.400.92981.22980.6298
242001.02.13 07:00sell130.100.93031.23030.6303
252001.02.13 13:00close120.400.92741.22980.629896.0010223.52
262001.02.13 16:00close130.100.92301.23030.630373.0010296.52
272001.02.23 07:00sell140.400.90511.20510.6051
282001.02.23 18:00close140.400.90991.20510.6051-192.0010104.52
292001.03.01 11:00buy150.200.92610.62611.2261
302001.03.01 16:00close150.200.93080.62611.226194.0010198.52
312001.03.05 23:00sell160.100.92841.22840.6284
322001.03.06 11:00close160.100.92651.22840.628418.5810217.10
332001.03.06 14:00buy170.200.92780.62781.2278
342001.03.07 08:00close170.200.93580.62781.2278160.6410377.74
352001.03.07 20:00sell180.100.92941.22940.6294
362001.03.08 07:00close180.100.92971.22940.6294-4.2610373.48
372001.03.08 23:00sell190.400.93261.23260.6326
382001.03.09 01:00close190.400.93321.23260.6326-25.6810347.80
392001.03.13 04:01sell200.400.92821.22820.6282
402001.03.13 07:00sell210.100.92741.22740.6274
412001.03.13 13:00close200.400.92081.22820.6282296.0010643.80
422001.03.13 16:00close210.100.91761.22740.627498.0010741.80
432001.03.23 07:00sell220.400.89061.19060.5906
442001.03.23 18:00close220.400.89221.19060.5906-64.0010677.80
452001.03.29 10:00buy230.400.88650.58651.1865
462001.03.30 02:00buy240.300.88250.58251.1825
472001.03.30 07:00close230.400.87970.58651.1865-270.7210407.08
482001.03.30 18:00close240.300.87990.58251.1825-78.0010329.08
492001.04.05 23:01sell250.100.89691.19690.5969
502001.04.06 11:00close250.100.90031.19690.5969-34.4210294.66
512001.04.06 14:00buy260.200.90060.60061.2006
522001.04.08 23:15sell270.400.90421.20420.6042
532001.04.09 01:00close270.400.90341.20420.604230.3210324.98
542001.04.09 08:00close260.200.90220.60061.200632.6410357.62
552001.04.11 14:00buy280.400.88340.58341.1834
562001.04.11 15:00buy290.400.88240.58241.1824
572001.04.11 19:00close290.400.88730.58241.1824196.0010553.62
582001.04.12 09:00close280.400.88650.58341.1834127.8410681.46
592001.04.13 04:00sell300.400.89281.19280.5928
602001.04.13 07:00sell310.100.89241.19240.5924
612001.04.13 13:00close300.400.89121.19280.592864.0010745.46
622001.04.13 16:00close310.100.88991.19240.592425.0010770.46
632001.04.18 19:00buy320.300.88640.58641.1864
642001.04.19 06:00close320.300.88540.58641.1864-27.1210743.34
652001.04.23 07:00sell330.400.90611.20610.6061
662001.04.23 18:00close330.400.89631.20610.6061392.0011135.34
672001.04.24 17:00buy340.200.89500.59501.1950
682001.04.24 18:00close340.200.89570.59501.195014.0011149.34
692001.04.25 02:00buy350.300.89250.59251.1925
702001.04.25 16:00close350.300.89680.59251.1925129.0011278.34
712001.04.30 02:00buy360.300.89170.59171.1917
722001.04.30 18:00close360.300.88600.59171.1917-171.0011107.34
732001.05.01 11:00buy370.200.88650.58651.1865
742001.05.01 16:00close370.200.89140.58651.186598.0011205.34
752001.05.07 20:01sell380.100.89041.19040.5904
762001.05.08 07:00close380.100.88961.19040.59047.5811212.92
772001.05.08 23:01sell390.400.88541.18540.5854
782001.05.09 01:00close390.400.88451.18540.585434.3211247.24
792001.05.11 14:00buy400.400.87670.57671.1767
802001.05.11 15:00buy410.400.87690.57691.1769
812001.05.11 19:00close410.400.87610.57691.1769-32.0011215.24
822001.05.14 09:00close400.400.87480.57671.1767-74.7211140.52
832001.05.18 19:00buy420.300.87930.57931.1793
842001.05.21 06:00close420.300.88130.57931.179360.9611201.48
852001.05.23 07:00sell430.400.86571.16570.5657
862001.05.23 18:00close430.400.86001.16570.5657228.0011429.48
872001.05.24 17:00buy440.200.85700.55701.1570
882001.05.24 18:00close440.200.85860.55701.157032.0011461.48
892001.05.25 02:00buy450.300.85780.55781.1578
902001.05.25 16:00close450.300.85630.55781.1578-45.0011416.48
912001.05.29 10:00buy460.400.85520.55521.1552
922001.05.30 02:00buy470.300.85730.55731.1573
932001.05.30 07:00close460.400.85800.55521.1552113.2811529.76
942001.05.30 18:00close470.300.85760.55731.15739.0011538.76
952001.06.01 11:00buy480.200.84660.54661.1466
962001.06.01 16:00close480.200.84660.54661.14660.0011538.76
972001.06.05 23:01sell490.100.85451.15450.5545
982001.06.06 11:00close490.100.85371.15450.55457.5811546.34
992001.06.06 14:00buy500.200.85280.55281.1528
1002001.06.07 08:00close500.200.84830.55281.1528-88.0811458.26
1012001.06.07 20:00sell510.100.85061.15060.5506
1022001.06.08 07:00close510.100.84851.15060.550620.5811478.84
1032001.06.11 14:00buy520.400.84540.54541.1454
1042001.06.11 15:00buy530.400.84390.54391.1439
1052001.06.11 19:00close530.400.84350.54391.1439-16.0011462.84
1062001.06.12 09:00close520.400.84700.54541.145465.2811528.12
1072001.06.13 04:00sell540.400.85201.15200.5520
1082001.06.13 07:00sell550.100.85321.15320.5532
1092001.06.13 13:00close540.400.85501.15200.5520-120.0011408.12
1102001.06.13 16:00close550.100.85151.15320.553217.0011425.12
1112001.06.18 19:00buy560.300.85970.55971.1597
1122001.06.19 06:00close560.300.85950.55971.1597-5.0411420.08
1132001.06.25 02:01buy570.300.85690.55691.1569
1142001.06.25 16:00close570.300.86110.55691.1569126.0011546.08
1152001.06.29 10:00buy580.400.84750.54751.1475
1162001.07.02 07:00close580.400.84720.54751.1475-10.7211535.36
1172001.07.05 23:01sell590.100.83931.13930.5393
1182001.07.06 11:00close590.100.83941.13930.5393-1.4211533.94
1192001.07.06 14:00buy600.200.84100.54101.1410
1202001.07.08 23:01sell610.400.84691.14690.5469
1212001.07.09 01:00close610.400.84721.14690.5469-13.6811520.26
1222001.07.09 08:00close600.200.84900.54101.1410160.6411680.90
1232001.07.11 14:00buy620.400.86300.56301.1630
1242001.07.11 15:03buy630.400.86330.56331.1633
1252001.07.11 19:00close630.400.85900.56331.1633-172.0011508.90
1262001.07.12 09:00close620.400.85500.56301.1630-316.1611192.74
1272001.07.13 04:00sell640.400.85221.15220.5522
1282001.07.13 07:00sell650.100.85291.15290.5529
1292001.07.13 13:00close640.400.85391.15220.5522-68.0011124.74
1302001.07.13 16:00close650.100.85201.15290.55299.0011133.74
1312001.07.18 19:00buy660.300.87160.57161.1716
1322001.07.19 06:00close660.300.87200.57161.171614.8811148.62
1332001.07.23 07:00sell670.400.87131.17130.5713
1342001.07.23 18:00close670.400.87011.17130.571348.0011196.62
1352001.07.24 17:00buy680.200.87560.57561.1756
1362001.07.24 18:00close680.200.87550.57561.1756-2.0011194.62
1372001.07.25 02:00buy690.300.87370.57371.1737
1382001.07.25 16:00close690.300.87910.57371.1737162.0011356.62
1392001.07.30 02:00buy700.300.87680.57681.1768
1402001.07.30 18:00close700.300.87480.57681.1768-60.0011296.62
1412001.08.01 11:00buy710.200.88010.58011.1801
1422001.08.01 16:00close710.200.87830.58011.1801-36.0011260.62
1432001.08.05 23:01sell720.100.88301.18300.5830
1442001.08.06 11:00close720.100.88101.18300.583019.5811280.20
1452001.08.06 14:00buy730.200.88070.58071.1807
1462001.08.07 08:00close730.200.87650.58071.1807-83.3611196.84
1472001.08.07 20:00sell740.100.87711.17710.5771
1482001.08.08 07:00close740.100.87761.17710.5771-5.4211191.42
1492001.08.08 23:01sell750.400.88041.18040.5804
1502001.08.09 01:00close750.400.88131.18040.5804-41.0411150.38
1512001.08.13 04:01sell760.400.89361.19360.5936
1522001.08.13 07:00sell770.100.89451.19450.5945
1532001.08.13 13:00close760.400.89861.19360.5936-200.0010950.38
1542001.08.13 16:00close770.100.89811.19450.5945-36.0010914.38
1552001.08.23 07:00sell780.400.91391.21390.6139
1562001.08.23 18:00close780.400.91381.21390.61394.0010918.38
1572001.08.24 17:00buy790.200.91200.61201.2120
1582001.08.24 18:00close790.200.91140.61201.2120-12.0010906.38
1592001.08.29 10:00buy800.400.91380.61381.2138
1602001.08.30 02:00buy810.300.90750.60751.2075
1612001.08.30 07:00close800.400.90790.61381.2138-232.1610674.22
1622001.08.30 18:00close810.300.91590.60751.2075252.0010926.22
1632001.09.05 23:01sell820.100.88651.18650.5865
1642001.09.06 11:00close820.100.88761.18650.5865-12.2610913.96
1652001.09.06 14:00buy830.200.88640.58641.1864
1662001.09.07 08:00close830.200.89460.58641.1864164.6411078.60
1672001.09.07 20:00sell840.100.90531.20530.6053
1682001.09.10 07:00close840.100.90521.20530.60530.5811079.18
1692001.09.11 14:00buy850.400.89770.59771.1977
1702001.09.11 15:00buy860.400.90370.60371.2037
1712001.09.11 19:00close860.400.91550.60371.2037472.0011551.18
1722001.09.12 09:00close850.400.90680.59771.1977365.2811916.46
1732001.09.13 04:00sell870.500.90641.20640.6064
1742001.09.13 07:00sell880.100.90681.20680.6068
1752001.09.13 13:00close870.500.90591.20640.606425.0011941.46
1762001.09.13 16:00close880.100.90781.20680.6068-10.0011931.46
1772001.09.18 19:00buy890.300.92380.62381.2238
1782001.09.19 06:00close890.300.92550.62381.223851.9611983.42
1792001.09.24 17:00buy900.200.91320.61321.2132
1802001.09.24 18:00close900.200.91450.61321.213226.0012009.42
1812001.09.25 02:00buy910.300.91520.61521.2152
1822001.09.25 16:00close910.300.92360.61521.2152252.0012261.42
1832001.10.01 11:00buy920.200.91180.61181.2118
1842001.10.01 16:00close920.200.91560.61181.211876.0012337.42
1852001.10.08 23:01sell930.500.92021.22020.6202
1862001.10.09 01:00close930.500.92081.22020.6202-32.1012305.32
1872001.10.11 14:00buy940.500.90190.60191.2019
1882001.10.11 15:00buy950.500.90160.60161.2016
1892001.10.11 19:00close950.500.90080.60161.2016-40.0012265.32
1902001.10.12 09:00close940.500.90320.60191.201966.6012331.92
1912001.10.18 19:00buy960.300.90500.60501.2050
1922001.10.19 06:00close960.300.90280.60501.2050-65.0412266.88
1932001.10.23 07:00sell970.500.89161.19160.5916
1942001.10.23 18:00close970.500.88951.19160.5916105.0012371.88
1952001.10.24 17:00buy980.200.89190.59191.1919
1962001.10.24 18:00close980.200.89250.59191.191912.0012383.88
1972001.10.25 02:00buy990.300.89350.59351.1935
1982001.10.25 16:00close990.300.89540.59351.193557.0012440.88
1992001.10.29 10:00buy1000.500.89870.59871.1987
2002001.10.30 02:00buy1010.300.90470.60471.2047
2012001.10.30 07:00close1000.500.90500.59871.1987316.6012757.48
2022001.10.30 18:00close1010.300.90580.60471.204733.0012790.48
2032001.11.01 11:00buy1020.200.90750.60751.2075
2042001.11.01 16:00close1020.200.90940.60751.207538.0012828.48
2052001.11.05 23:00sell1030.100.89801.19800.5980
2062001.11.06 11:00close1030.100.89851.19800.5980-5.4212823.06
2072001.11.06 14:00buy1040.200.89760.59761.1976
2082001.11.07 08:00close1040.200.90110.59761.197670.6412893.70
2092001.11.07 20:00sell1050.100.89551.19550.5955
2102001.11.08 07:00close1050.100.89731.19550.5955-19.2612874.44
2112001.11.08 23:00sell1060.500.89251.19250.5925
2122001.11.09 01:00close1060.500.89261.19250.5925-7.1012867.34
2132001.11.13 04:00sell1070.500.89141.19140.5914
2142001.11.13 07:00sell1080.100.89121.19120.5912
2152001.11.13 13:00close1070.500.88541.19140.5914300.0013167.34
2162001.11.13 16:00close1080.100.88181.19120.591294.0013261.34
2172001.11.23 07:00sell1090.500.87921.17920.5792
2182001.11.23 18:00close1090.500.87781.17920.579270.0013331.34
2192001.11.29 10:00buy1100.500.88750.58751.1875
2202001.11.30 02:00buy1110.300.88700.58701.1870
2212001.11.30 07:00close1100.500.88680.58751.1875-33.4013297.94
2222001.11.30 18:00close1110.300.89570.58701.1870261.0013558.94
2232001.12.05 23:00sell1120.100.88821.18820.5882
2242001.12.06 11:00close1120.100.88801.18820.58820.7413559.68
2252001.12.06 14:00buy1130.200.88770.58771.1877
2262001.12.07 08:00close1130.200.89330.58771.1877112.6413672.32
2272001.12.07 20:00sell1140.100.88981.18980.5898
2282001.12.10 07:00close1140.100.89101.18980.5898-12.4213659.90
2292001.12.11 14:00buy1150.500.89090.59091.1909
2302001.12.11 15:00buy1160.500.89060.59061.1906
2312001.12.11 19:00close1160.500.89080.59061.190610.0013669.90
2322001.12.12 09:00close1150.500.89650.59091.1909281.6013951.50
2332001.12.13 04:00sell1170.500.89841.19840.5984
2342001.12.13 07:00sell1180.100.89871.19870.5987
2352001.12.13 13:00close1170.500.89771.19840.598435.0013986.50
2362001.12.13 16:00close1180.100.89841.19870.59873.0013989.50
2372001.12.18 19:00buy1190.400.90190.60191.2019
2382001.12.19 06:00close1190.400.90140.60191.2019-18.7213970.78
2392001.12.24 17:00buy1200.300.87860.57861.1786
2402001.12.24 18:00close1200.300.87750.57861.1786-33.0013937.78
2412001.12.25 02:00buy1210.400.87980.57981.1798
2422001.12.26 16:00close1210.400.87830.57981.1798-58.7213879.06
2432002.01.01 11:00buy1220.200.88660.58661.1866
2442002.01.02 16:00close1220.200.90420.58661.1866352.6414231.70
2452002.01.07 20:00sell1230.100.89361.19360.5936
2462002.01.08 07:00close1230.100.89121.19360.593623.5814255.28
2472002.01.08 23:00sell1240.500.89331.19330.5933
2482002.01.09 01:00close1240.500.89541.19330.5933-107.1014148.18
2492002.01.11 14:00buy1250.500.89220.59221.1922
2502002.01.11 15:00buy1260.500.89250.59251.1925
2512002.01.11 19:00close1260.500.89110.59251.1925-70.0014078.18
2522002.01.14 09:00close1250.500.89350.59221.192266.6014144.78
2532002.01.18 19:00buy1270.400.88510.58511.1851
2542002.01.21 06:00close1270.400.88560.58511.185121.2814166.06
2552002.01.23 07:00sell1280.500.88791.18790.5879
2562002.01.23 18:00close1280.500.88421.18790.5879185.0014351.06
2572002.01.24 17:00buy1290.300.87840.57841.1784
2582002.01.24 18:00close1290.300.87760.57841.1784-24.0014327.06
2592002.01.25 02:00buy1300.400.87820.57821.1782
2602002.01.25 16:00close1300.400.86410.57821.1782-564.0013763.06
2612002.01.29 10:00buy1310.500.86260.56261.1626
2622002.01.30 02:00buy1320.400.86520.56521.1652
2632002.01.30 07:00close1310.500.86540.56261.1626141.6013904.66
2642002.01.30 18:00close1320.400.86420.56521.1652-40.0013864.66
2652002.02.01 11:00buy1330.200.86040.56041.1604
2662002.02.01 16:00close1330.200.86320.56041.160456.0013920.66
2672002.02.05 23:00sell1340.100.86721.16720.5672
2682002.02.06 11:00close1340.100.86681.16720.56723.5813924.24
2692002.02.06 14:00buy1350.300.86670.56671.1667
2702002.02.07 08:00close1350.300.86620.56671.1667-12.1213912.12
2712002.02.07 20:00sell1360.100.87111.17110.5711
2722002.02.08 07:00close1360.100.87121.17110.5711-1.4213910.70
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2742002.02.11 01:00close1370.500.87111.17290.572987.9013998.60
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2772002.02.11 19:00close1390.500.87790.57901.1790-55.0013943.60
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2792002.02.13 04:00sell1400.500.87601.17600.5760
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2812002.02.13 13:00close1400.500.87521.17600.576040.0013925.20
2822002.02.13 16:00close1410.100.87321.17610.576129.0013954.20
2832002.02.18 19:00buy1420.400.87180.57181.1718
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2922002.03.07 08:00close1460.200.87750.57111.1711129.9213861.98
2932002.03.07 20:00sell1470.100.88271.18270.5827
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3312002.05.01 11:00buy1660.300.90140.60141.2014
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