Strategy Tester Report
fourdimensionsfx_gbpusd
FXCM-Demo 1 (Build 225)

通貨ペアGBPUSD (Great Britain Pound vs US Dollar)
期間日足(D1) 2008.01.02 00:00 - 2009.10.29 00:00 (2008.01.01 - 2009.10.30)
モデルEvery tick (the most precise method based on all available least timeframes)
Bars in test1536Ticks modelled14849105Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00
Total net profit4179.20Gross profit7558.20Gross loss-3379.00
Profit factor2.24Expected payoff40.97
Absolute drawdown163.30Maximal drawdown756.30 (5.96%)Relative drawdown5.96% (756.30)
Total trades102Short positions (won %)50 (76.00%)Long positions (won %)52 (76.92%)
Profit trades (% of total)78 (76.47%)Loss trades (% of total)24 (23.53%)
Largestprofit trade96.90loss trade-409.10
Averageprofit trade96.90loss trade-140.79
Maximumconsecutive wins (profit in money)16 (1550.40)consecutive losses (loss in money)3 (-373.10)
Maximalconsecutive profit (count of wins)1550.40 (16)consecutive loss (count of losses)-619.20 (2)
Averageconsecutive wins4consecutive 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
12008.01.09 00:00sell10.101.972600.000000.00000
22008.01.09 00:00modify10.101.972601.983701.96291
32008.01.09 10:29t/p10.101.962911.983701.9629196.9010096.90
42008.01.14 00:10buy20.101.959210.000000.00000
52008.01.14 00:10modify20.101.959211.947101.96890
62008.01.15 14:16t/p20.101.968901.947101.9689096.9010193.80
72008.01.16 00:00sell30.101.957600.000000.00000
82008.01.16 00:00modify30.101.957601.975001.94791
92008.01.17 00:04sell40.101.961100.000000.00000
102008.01.17 00:04modify40.101.961101.973001.95141
112008.01.17 15:13s/l40.101.973001.973001.95141-119.0010074.80
122008.01.17 15:45s/l30.101.975001.975001.94791-174.009900.80
132008.01.24 00:00buy50.101.956510.000000.00000
142008.01.24 00:00modify50.101.956511.945301.96620
152008.01.24 15:09t/p50.101.966201.945301.9662096.909997.70
162008.01.29 00:03buy60.101.984810.000000.00000
172008.01.29 00:03modify60.101.984811.972101.99450
182008.01.30 13:39t/p60.101.994501.972101.9945096.9010094.60
192008.02.28 00:00sell70.101.982400.000000.00000
202008.02.28 00:00modify70.101.982401.998101.97271
212008.03.03 00:02buy80.101.985910.000000.00000
222008.03.03 00:02modify80.101.985911.977301.99560
232008.03.04 00:02sell90.101.983400.000000.00000
242008.03.04 00:02modify90.101.983401.994601.97371
252008.03.05 08:42s/l80.101.977301.977301.99560-86.1010008.50
262008.03.05 10:06t/p90.101.973711.994601.9737196.9010105.40
272008.03.05 10:09t/p70.101.972711.998101.9727196.9010202.30
282008.03.06 00:12buy100.101.992510.000000.00000
292008.03.06 00:12modify100.101.992511.971002.00220
302008.03.06 13:51t/p100.102.002201.971002.0022096.9010299.20
312008.03.10 00:00sell110.102.019500.000000.00000
322008.03.10 00:00modify110.102.019502.022502.00981
332008.03.10 19:26t/p110.102.009812.022502.0098196.9010396.10
342008.03.19 00:02sell120.102.008200.000000.00000
352008.03.19 00:02modify120.102.008202.028101.99851
362008.03.19 11:52t/p120.101.998512.028101.9985196.9010493.00
372008.03.21 00:02buy130.101.985810.000000.00000
382008.03.21 00:02modify130.101.985811.972601.99550
392008.03.25 13:51t/p130.101.995501.972601.9955096.9010589.90
402008.03.27 00:02buy140.102.007310.000000.00000
412008.03.27 00:02modify140.102.007311.991602.01700
422008.03.27 11:46t/p140.102.017001.991602.0170096.9010686.80
432008.03.28 00:00sell150.102.007100.000000.00000
442008.03.28 00:00modify150.102.007102.020201.99741
452008.03.28 08:21t/p150.101.997412.020201.9974196.9010783.70
462008.04.04 00:00buy160.101.994710.000000.00000
472008.04.04 00:00modify160.101.994711.974802.00440
482008.04.04 13:31t/p160.102.004401.974802.0044096.9010880.60
492008.04.06 23:01sell170.101.993900.000000.00000
502008.04.06 23:01modify170.101.993902.005801.98421
512008.04.07 08:21t/p170.101.984212.005801.9842196.9010977.50
522008.04.11 00:00sell180.101.971300.000000.00000
532008.04.11 00:00modify180.101.971301.985101.96161
542008.04.14 12:40s/l180.101.985101.985101.96161-138.0010839.50
552008.04.15 00:00sell190.101.975700.000000.00000
562008.04.15 00:00modify190.101.975701.990301.96601
572008.04.15 13:02t/p190.101.966011.990301.9660196.9010936.40
582008.05.04 23:00sell200.101.973100.000000.00000
592008.05.04 23:00modify200.101.973101.990701.96341
602008.05.07 00:01buy210.101.973010.000000.00000
612008.05.07 00:01modify210.101.973011.962401.98270
622008.05.07 07:58t/p200.101.963411.990701.9634196.9011033.30
632008.05.07 07:58s/l210.101.962401.962401.98270-106.1010927.20
642008.05.11 23:01buy220.101.950910.000000.00000
652008.05.11 23:01modify220.101.950911.944801.96060
662008.05.12 07:00s/l220.101.944801.944801.96060-61.1010866.10
672008.05.15 00:01buy230.101.946510.000000.00000
682008.05.15 00:01modify230.101.946511.935301.95620
692008.05.16 16:19t/p230.101.956201.935301.9562096.9010963.00
702008.05.30 00:00buy240.101.976010.000000.00000
712008.05.30 00:00modify240.101.976011.966201.98570
722008.06.02 08:28s/l240.101.966201.966201.98570-98.1010864.90
732008.06.04 00:01sell250.101.962200.000000.00000
742008.06.04 00:01modify250.101.962201.975101.95251
752008.06.05 02:06t/p250.101.952511.975101.9525196.9010961.80
762008.06.19 00:00buy260.101.958710.000000.00000
772008.06.19 00:00modify260.101.958711.946701.96840
782008.06.19 09:30t/p260.101.968401.946701.9684096.9011058.70
792008.07.08 00:00buy270.101.976510.000000.00000
802008.07.08 00:00modify270.101.976511.963701.98620
812008.07.11 14:17t/p270.101.986201.963701.9862096.9011155.60
822008.07.16 00:01sell280.102.003500.000000.00000
832008.07.16 00:01modify280.102.003502.016801.99381
842008.07.18 00:00sell290.101.997700.000000.00000
852008.07.18 00:00modify290.101.997702.008201.98801
862008.07.18 08:25t/p280.101.993812.016801.9938196.9011252.50
872008.07.24 09:16t/p290.101.988012.008201.9880196.9011349.40
882008.08.01 00:03sell300.101.982600.000000.00000
892008.08.01 00:03modify300.101.982601.993901.97291
902008.08.04 07:07t/p300.101.972911.993901.9729196.9011446.30
912008.08.12 00:00sell310.101.909400.000000.00000
922008.08.12 00:00modify310.101.909401.926601.89971
932008.08.12 06:57t/p310.101.899711.926601.8997196.9011543.20
942008.08.15 00:15sell320.101.865500.000000.00000
952008.08.15 00:15modify320.101.865501.879701.85581
962008.08.15 08:31t/p320.101.855811.879701.8558196.9011640.10
972008.08.17 23:01buy330.101.864710.000000.00000
982008.08.17 23:01modify330.101.864711.850201.87440
992008.08.20 00:00buy340.101.866610.000000.00000
1002008.08.20 00:00modify340.101.866611.852701.87630
1012008.08.21 00:00buy350.101.862210.000000.00000
1022008.08.21 00:00modify350.101.862211.853001.87190
1032008.08.21 14:55t/p350.101.871901.853001.8719096.9011737.00
1042008.08.21 15:00t/p330.101.874401.850201.8744096.9011833.90
1052008.08.21 15:44t/p340.101.876301.852701.8763096.9011930.80
1062008.10.03 00:00buy360.101.764010.000000.00000
1072008.10.03 00:00modify360.101.764011.754101.77370
1082008.10.03 15:40t/p360.101.773701.754101.7737096.9012027.70
1092008.10.09 00:00sell370.101.727100.000000.00000
1102008.10.09 00:00modify370.101.727101.766901.71741
1112008.10.09 02:09t/p370.101.717411.766901.7174196.9012124.60
1122008.10.15 00:00sell380.101.741600.000000.00000
1132008.10.15 00:00modify380.101.741601.763301.73191
1142008.10.15 20:02t/p380.101.731911.763301.7319196.9012221.50
1152008.10.21 00:00sell390.101.712900.000000.00000
1162008.10.21 00:00modify390.101.712901.752701.70321
1172008.10.21 09:30t/p390.101.703211.752701.7032196.9012318.40
1182008.10.27 00:00buy400.101.572810.000000.00000
1192008.10.27 00:00modify400.101.572811.525901.58250
1202008.10.27 00:51t/p400.101.582501.525901.5825096.9012415.30
1212008.11.10 00:00sell410.101.576300.000000.00000
1222008.11.10 00:00modify410.101.576301.588601.56661
1232008.11.10 02:39s/l410.101.588601.588601.56661-123.0012292.30
1242008.11.27 00:06buy420.101.534410.000000.00000
1252008.11.27 00:06modify420.101.534411.516701.54410
1262008.11.27 07:54t/p420.101.544101.516701.5441096.9012389.20
1272008.11.28 00:02sell430.101.538700.000000.00000
1282008.11.28 00:02modify430.101.538701.552201.52901
1292008.11.28 13:30t/p430.101.529011.552201.5290196.9012486.10
1302008.12.05 00:03buy440.101.468510.000000.00000
1312008.12.05 00:03modify440.101.468511.445701.47820
1322008.12.08 07:11t/p440.101.478201.445701.4782096.9012583.00
1332008.12.11 00:02sell450.101.479700.000000.00000
1342008.12.11 00:02modify450.101.479701.488801.47001
1352008.12.11 06:27s/l450.101.488801.488801.47001-91.0012492.00
1362008.12.23 00:00buy460.101.482410.000000.00000
1372008.12.23 00:00modify460.101.482411.467601.49210
1382008.12.23 17:24s/l460.101.467601.467601.49210-148.1012343.90
1392008.12.31 00:00sell470.101.442700.000000.00000
1402008.12.31 00:00modify470.101.442701.456101.43301
1412008.12.31 12:34s/l470.101.456101.456101.43301-134.0012209.90
1422009.01.05 00:00buy480.101.454510.000000.00000
1432009.01.05 00:00modify480.101.454511.436701.46420
1442009.01.05 18:12t/p480.101.464201.436701.4642096.9012306.80
1452009.01.12 00:00sell490.101.507500.000000.00000
1462009.01.12 00:00modify490.101.507501.535801.49781
1472009.01.12 09:30t/p490.101.497811.535801.4978196.9012403.70
1482009.01.15 00:00sell500.101.458200.000000.00000
1492009.01.15 00:00modify500.101.458201.471601.44851
1502009.01.15 16:33t/p500.101.448511.471601.4485196.9012500.60
1512009.01.16 00:00buy510.101.465410.000000.00000
1522009.01.16 00:00modify510.101.465411.446501.47510
1532009.01.16 02:53t/p510.101.475101.446501.4751096.9012597.50
1542009.01.19 00:00sell520.101.486700.000000.00000
1552009.01.19 00:00modify520.101.486701.498901.47701
1562009.01.19 08:21t/p520.101.477011.498901.4770196.9012694.40
1572009.01.22 00:00buy530.101.402010.000000.00000
1582009.01.22 00:00modify530.101.402011.361101.41170
1592009.01.23 00:05buy540.101.388910.000000.00000
1602009.01.23 00:05modify540.101.388911.367901.39860
1612009.01.23 09:17s/l540.101.367901.367901.39860-210.1012484.30
1622009.01.23 10:29s/l530.101.361101.361101.41170-409.1012075.20
1632009.01.26 00:00buy550.101.368410.000000.00000
1642009.01.26 00:00modify550.101.368411.349301.37810
1652009.01.26 11:23t/p550.101.378101.349301.3781096.9012172.10
1662009.01.29 00:00sell560.101.424300.000000.00000
1672009.01.29 00:00modify560.101.424301.438301.41461
1682009.01.29 05:11t/p560.101.414611.438301.4146196.9012269.00
1692009.02.13 00:00buy570.101.429010.000000.00000
1702009.02.13 00:00modify570.101.429011.412401.43870
1712009.02.13 04:47t/p570.101.438701.412401.4387096.9012365.90
1722009.02.16 00:00sell580.101.420800.000000.00000
1732009.02.16 00:00modify580.101.420801.461501.41111
1742009.02.18 00:02buy590.101.423910.000000.00000
1752009.02.18 00:02modify590.101.423911.411301.43360
1762009.02.18 10:30s/l590.101.411301.411301.43360-126.1012239.80
1772009.02.18 10:30t/p580.101.411111.461501.4111196.9012336.70
1782009.02.20 00:01sell600.101.429300.000000.00000
1792009.02.20 00:01modify600.101.429301.445701.41961
1802009.02.20 08:17t/p600.101.419611.445701.4196196.9012433.60
1812009.02.24 00:00sell610.101.449600.000000.00000
1822009.02.24 00:00modify610.101.449601.467101.43991
1832009.02.24 16:08t/p610.101.439911.467101.4399196.9012530.50
1842009.03.04 00:00sell620.101.403100.000000.00000
1852009.03.04 00:00modify620.101.403101.416501.39341
1862009.03.04 17:34s/l620.101.416501.416501.39341-134.0012396.50
1872009.03.06 00:01buy630.101.412310.000000.00000
1882009.03.06 00:01modify630.101.412311.402701.42200
1892009.03.06 07:30t/p630.101.422001.402701.4220096.9012493.40
1902009.03.12 00:02buy640.101.385510.000000.00000
1912009.03.12 00:02modify640.101.385511.364401.39520
1922009.03.12 20:49t/p640.101.395201.364401.3952096.9012590.30
1932009.03.17 00:00sell650.101.407100.000000.00000
1942009.03.17 00:00modify650.101.407101.424101.39741
1952009.03.17 13:19t/p650.101.397411.424101.3974196.9012687.20
1962009.03.24 00:00sell660.101.455610.000000.00000
1972009.03.24 00:00modify660.101.455611.465851.44592
1982009.03.24 01:46s/l660.101.465851.465851.44592-102.4012584.80
1992009.03.27 00:00sell670.101.445700.000000.00000
2002009.03.27 00:00modify670.101.445701.464661.43601
2012009.03.27 10:26t/p670.101.436011.464661.4360196.9012681.70
2022009.03.31 00:00buy680.101.426760.000000.00000
2032009.03.31 00:00modify680.101.426761.409961.43645
2042009.03.31 20:28t/p680.101.436451.409961.4364596.9012778.60
2052009.04.08 00:00buy690.101.474040.000000.00000
2062009.04.08 00:00modify690.101.474041.456991.48373
2072009.04.13 16:37t/p690.101.483731.456991.4837396.9012875.50
2082009.04.16 00:00buy700.101.499980.000000.00000
2092009.04.16 00:00modify700.101.499981.481131.50967
2102009.04.17 07:07s/l700.101.481131.481131.50967-188.5012687.00
2112009.04.28 00:00buy710.101.461810.000000.00000
2122009.04.28 00:00modify710.101.461811.450411.47150
2132009.04.29 04:21t/p710.101.471501.450411.4715096.9012783.90
2142009.05.05 00:00buy720.101.503110.000000.00000
2152009.05.05 00:00modify720.101.503111.482521.51280
2162009.05.05 13:40t/p720.101.512801.482521.5128096.9012880.80
2172009.05.06 00:00sell730.101.506880.000000.00000
2182009.05.06 00:00modify730.101.506881.517061.49719
2192009.05.07 11:00s/l730.101.517061.517061.49719-101.8012779.00
2202009.05.15 00:00buy740.101.523330.000000.00000
2212009.05.15 00:00modify740.101.523331.504921.53302
2222009.05.18 17:46t/p740.101.533021.504921.5330296.9012875.90
2232009.05.22 00:00buy750.101.585110.000000.00000
2242009.05.22 00:00modify750.101.585111.550471.59480
2252009.05.24 23:00buy760.101.593210.000000.00000
2262009.05.24 23:00modify760.101.593211.574541.60290
2272009.05.26 15:35t/p750.101.594801.550471.5948096.9012972.80
2282009.05.27 00:00buy770.101.594130.000000.00000
2292009.05.27 00:00modify770.101.594131.576681.60382
2302009.05.27 11:37t/p760.101.602901.574541.6029096.9013069.70
2312009.05.27 14:21t/p770.101.603821.576681.6038296.9013166.60
2322009.05.28 00:00sell780.101.595670.000000.00000
2332009.05.28 00:00modify780.101.595671.609521.58598
2342009.05.28 08:18t/p780.101.585981.609521.5859896.9013263.50
2352009.06.07 23:00sell790.101.595310.000000.00000
2362009.06.07 23:00modify790.101.595311.625061.58562
2372009.06.08 08:12t/p790.101.585621.625061.5856296.9013360.40
2382009.06.24 00:00buy800.101.643900.000000.00000
2392009.06.24 00:00modify800.101.643901.619751.65359
2402009.06.24 08:40t/p800.101.653591.619751.6535996.9013457.30
2412009.06.26 00:00buy810.101.637130.000000.00000
2422009.06.26 00:00modify810.101.637131.622201.64682
2432009.06.26 08:11t/p810.101.646821.622201.6468296.9013554.20
2442009.06.30 00:00buy820.101.657620.000000.00000
2452009.06.30 00:00modify820.101.657621.641791.66731
2462009.06.30 07:00t/p820.101.667311.641791.6673196.9013651.10
2472009.07.01 00:00sell830.101.646380.000000.00000
2482009.07.01 00:00modify830.101.646381.675271.63669
2492009.07.02 08:39t/p830.101.636691.675271.6366996.9013748.00
2502009.07.05 23:00sell840.101.627990.000000.00000
2512009.07.05 23:00modify840.101.627991.643791.61830
2522009.07.06 07:58t/p840.101.618301.643791.6183096.9013844.90
2532009.07.07 00:00buy850.101.627330.000000.00000
2542009.07.07 00:00modify850.101.627331.608431.63702
2552009.07.08 00:38s/l850.101.608431.608431.63702-189.0013655.90
2562009.07.14 00:00buy860.101.625410.000000.00000
2572009.07.14 00:00modify860.101.625411.602261.63510
2582009.07.15 06:56t/p860.101.635101.602261.6351096.9013752.80
2592009.07.23 00:00buy870.101.645930.000000.00000
2602009.07.23 00:00modify870.101.645931.630011.65562
2612009.07.23 16:14t/p870.101.655621.630011.6556296.9013849.70
2622009.08.14 00:00sell880.101.656800.000000.00000
2632009.08.14 00:00modify880.101.656801.667321.64711
2642009.08.17 00:59t/p880.101.647111.667321.6471196.9013946.60
2652009.08.20 00:00buy890.101.653300.000000.00000
2662009.08.20 00:00modify890.101.653301.636531.66299
2672009.08.25 07:52s/l890.101.636531.636531.66299-167.7013778.90
2682009.08.30 23:00sell900.101.626570.000000.00000
2692009.08.30 23:00modify900.101.626571.639031.61688
2702009.09.01 16:22t/p900.101.616881.639031.6168896.9013875.80
2712009.09.04 00:00sell910.101.632630.000000.00000
2722009.09.04 00:00modify910.101.632631.642201.62294
2732009.09.07 08:36s/l910.101.642201.642201.62294-95.7013780.10
2742009.09.13 23:00sell920.101.668410.000000.00000
2752009.09.13 23:00modify920.101.668411.675071.65872
2762009.09.14 06:36t/p920.101.658721.675071.6587296.9013877.00
2772009.09.18 00:00sell930.101.644880.000000.00000
2782009.09.18 00:00modify930.101.644881.657641.63519
2792009.09.18 07:42t/p930.101.635191.657641.6351996.9013973.90
2802009.09.22 00:00buy940.101.622200.000000.00000
2812009.09.22 00:00modify940.101.622201.612341.63189
2822009.09.22 09:25t/p940.101.631891.612341.6318996.9014070.80
2832009.09.24 00:00sell950.101.633230.000000.00000
2842009.09.24 00:00modify950.101.633231.647651.62354
2852009.09.24 08:54t/p950.101.623541.647651.6235496.9014167.70
2862009.09.29 00:00buy960.101.588810.000000.00000
2872009.09.29 00:00modify960.101.588811.575991.59850
2882009.09.29 12:15t/p960.101.598501.575991.5985096.9014264.60
2892009.10.01 00:00sell970.101.600420.000000.00000
2902009.10.01 00:00modify970.101.600421.613481.59073
2912009.10.02 00:47t/p970.101.590731.613481.5907396.9014361.50
2922009.10.04 23:00buy980.101.592980.000000.00000
2932009.10.04 23:00modify980.101.592981.579591.60267
2942009.10.06 00:00sell990.101.593080.000000.00000
2952009.10.06 00:00modify990.101.593081.603291.58339
2962009.10.06 08:37t/p980.101.602671.579591.6026796.9014458.40
2972009.10.06 08:37s/l990.101.603291.603291.58339-102.1014356.30
2982009.10.07 00:00sell1000.101.591940.000000.00000
2992009.10.07 00:00modify1000.101.591941.605661.58225
3002009.10.08 08:11s/l1000.101.605661.605661.58225-137.2014219.10
3012009.10.20 00:00buy1010.101.640090.000000.00000
3022009.10.20 00:00modify1010.101.640091.622961.64978
3032009.10.21 08:30t/p1010.101.649781.622961.6497896.9014316.00
3042009.10.23 00:00buy1020.101.661300.000000.00000
3052009.10.23 00:00modify1020.101.661301.647621.67099
3062009.10.23 10:45s/l1020.101.647621.647621.67099-136.8014179.20