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

通貨ペアUSDCAD (US Dollar vs Canadian Dollar)
期間日足(D1) 2008.01.01 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 test1146Ticks modelled6496938Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00
Total net profit3785.48Gross profit4560.08Gross loss-774.60
Profit factor5.89Expected payoff33.50
Absolute drawdown31.64Maximal drawdown727.14 (5.83%)Relative drawdown6.38% (681.58)
Total trades113Short positions (won %)52 (96.15%)Long positions (won %)61 (100.00%)
Profit trades (% of total)111 (98.23%)Loss trades (% of total)2 (1.77%)
Largestprofit trade46.16loss trade-582.22
Averageprofit trade41.08loss trade-387.30
Maximumconsecutive wins (profit in money)58 (2500.03)consecutive losses (loss in money)1 (-582.22)
Maximalconsecutive profit (count of wins)2500.03 (58)consecutive loss (count of losses)-582.22 (1)
Averageconsecutive wins56consecutive 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 00:00buy10.101.005070.000000.00000
22008.01.09 00:00modify10.101.005070.951501.00960
32008.01.09 14:39t/p10.101.009600.951501.0096044.8710044.87
42008.01.16 00:00buy20.101.019570.000000.00000
52008.01.16 00:00modify20.101.019570.967401.02410
62008.01.16 11:37t/p20.101.024100.967401.0241044.2310089.10
72008.01.18 00:00buy30.101.029070.000000.00000
82008.01.18 00:00modify30.101.029070.973101.03360
92008.01.20 00:00buy40.101.026970.000000.00000
102008.01.20 00:00modify40.101.026970.976501.03150
112008.01.21 11:06t/p40.101.031500.976501.0315043.9210133.02
122008.01.21 14:49t/p30.101.033600.973101.0336043.8310176.85
132008.01.24 00:00sell50.101.024000.000000.00000
142008.01.24 00:00modify50.101.024001.076601.01947
152008.01.24 07:22t/p50.101.019471.076601.0194744.4310221.28
162008.01.31 00:00buy60.100.995270.000000.00000
172008.01.31 00:00modify60.100.995270.942100.99980
182008.01.31 10:29t/p60.100.999800.942100.9998045.3110266.59
192008.02.05 00:00sell70.100.994000.000000.00000
202008.02.05 00:00modify70.100.994001.046200.98947
212008.02.07 00:00buy80.101.006570.000000.00000
222008.02.07 00:00modify80.101.006570.955601.01110
232008.02.07 14:55t/p80.101.011100.955601.0111044.8010311.39
242008.02.13 00:00buy90.101.000470.000000.00000
252008.02.13 00:00modify90.101.000470.948701.00500
262008.02.15 00:00sell100.100.997200.000000.00000
272008.02.15 00:00modify100.100.997201.046500.99267
282008.02.15 05:52t/p100.100.992671.046500.9926745.6310357.02
292008.02.15 11:39t/p90.101.005000.948701.0050045.0710402.09
302008.02.22 00:00buy110.101.011770.000000.00000
312008.02.22 00:00modify110.101.011770.961501.01630
322008.02.22 15:47t/p110.101.016300.961501.0163044.5710446.66
332008.02.26 10:58t/p70.100.989471.046200.9894745.7810492.44
342008.02.28 00:00buy120.100.981270.000000.00000
352008.02.28 00:00modify120.100.981270.930800.98580
362008.02.29 00:00buy130.100.976870.000000.00000
372008.02.29 00:00modify130.100.976870.925900.98140
382008.02.29 07:52t/p130.100.981400.925900.9814046.1610538.60
392008.02.29 14:42t/p120.100.985800.930800.9858045.9510584.55
402008.03.09 00:00buy140.100.989170.000000.00000
412008.03.09 00:00modify140.100.989170.929200.99370
422008.03.10 11:33t/p140.100.993700.929200.9937045.5910630.14
432008.03.13 00:00buy150.100.990670.000000.00000
442008.03.13 00:00modify150.100.990670.938700.99520
452008.03.14 15:29t/p150.100.995200.938700.9952045.5210675.66
462008.03.16 00:00sell160.100.987600.000000.00000
472008.03.16 00:00modify160.100.987601.041400.98307
482008.03.27 00:00buy170.101.018370.000000.00000
492008.03.27 00:00modify170.101.018370.964401.02290
502008.03.27 05:37t/p170.101.022900.964401.0229044.2910719.95
512008.04.02 00:00sell180.101.023000.000000.00000
522008.04.02 00:00modify180.101.023001.077601.01847
532008.04.02 11:27t/p180.101.018471.077601.0184744.4810764.43
542008.04.08 00:00buy190.101.014370.000000.00000
552008.04.08 00:00modify190.101.014370.958801.01890
562008.04.09 11:42t/p190.101.018900.958801.0189044.4610808.89
572008.04.13 00:00buy200.101.027270.000000.00000
582008.04.13 00:00modify200.101.027270.968201.03180
592008.04.16 00:00sell210.101.017200.000000.00000
602008.04.16 00:00modify210.101.017201.068601.01267
612008.04.16 07:45t/p210.101.012671.068601.0126744.7310853.62
622008.04.23 00:00sell220.101.007300.000000.00000
632008.04.23 00:00modify220.101.007301.060301.00277
642008.04.27 00:00sell230.101.014000.000000.00000
652008.04.27 00:00modify230.101.014001.065301.00947
662008.04.28 01:26t/p230.101.009471.065301.0094744.8810898.50
672008.05.06 15:14t/p220.101.002771.060301.0027745.1710943.67
682008.05.15 00:00buy240.101.003370.000000.00000
692008.05.15 00:00modify240.101.003370.951201.00790
702008.05.18 00:00buy250.101.000170.000000.00000
712008.05.18 00:00modify250.101.000170.949301.00470
722008.05.21 15:38t/p160.100.983071.041400.9830746.0810989.75
732008.05.28 00:00buy260.100.994870.000000.00000
742008.05.28 00:00modify260.100.994870.941800.99940
752008.05.30 00:00buy270.100.990070.000000.00000
762008.05.30 00:00modify270.100.990070.937300.99460
772008.05.30 11:43t/p270.100.994600.937300.9946045.5511035.30
782008.06.02 11:43t/p260.100.999400.941800.9994045.3311080.63
792008.06.03 11:19t/p250.101.004700.949301.0047045.0911125.72
802008.06.03 15:12t/p240.101.007900.951201.0079044.9411170.66
812008.06.10 05:36t/p200.101.031800.968201.0318043.9011214.56
822008.06.11 00:00sell280.101.021700.000000.00000
832008.06.11 00:00modify280.101.021701.077201.01717
842008.06.11 15:14t/p280.101.017171.077201.0171744.5411259.10
852008.06.13 00:00sell290.101.023000.000000.00000
862008.06.13 00:00modify290.101.023001.072701.01847
872008.06.17 15:10t/p290.101.018471.072701.0184744.4811303.58
882008.06.20 00:00buy300.101.015470.000000.00000
892008.06.20 00:00modify300.101.015470.965901.02000
902008.06.29 00:00buy310.101.011070.000000.00000
912008.06.29 00:00modify310.101.011070.959801.01560
922008.06.30 11:19t/p310.101.015600.959801.0156044.6011348.18
932008.06.30 15:23t/p300.101.020000.965901.0200044.4111392.59
942008.07.02 00:00buy320.101.022070.000000.00000
952008.07.02 00:00modify320.101.022070.969101.02660
962008.07.06 00:00buy330.101.020170.000000.00000
972008.07.06 00:00modify330.101.020170.969001.02470
982008.07.09 00:00sell340.101.019000.000000.00000
992008.07.09 00:00modify340.101.019001.068001.01447
1002008.07.09 11:34t/p340.101.014471.068001.0144744.6511437.24
1012008.07.13 00:00sell350.101.007200.000000.00000
1022008.07.13 00:00modify350.101.007201.062801.00267
1032008.07.15 00:00sell360.101.006500.000000.00000
1042008.07.15 00:00modify360.101.006501.058801.00197
1052008.07.15 11:11t/p350.101.002671.062801.0026745.1811482.42
1062008.07.15 11:35t/p360.101.001971.058801.0019745.2111527.63
1072008.07.29 11:23t/p330.101.024700.969001.0247044.2111571.84
1082008.07.29 15:26t/p320.101.026600.969101.0266044.1311615.97
1092008.08.12 00:00buy370.101.069770.000000.00000
1102008.08.12 00:00modify370.101.069771.016201.07430
1112008.08.14 00:00sell380.101.062200.000000.00000
1122008.08.14 00:00modify380.101.062201.116401.05767
1132008.08.14 01:56t/p380.101.057671.116401.0576742.8311658.80
1142008.08.15 00:00buy390.101.065470.000000.00000
1152008.08.15 00:00modify390.101.065471.011201.07000
1162008.08.26 00:00buy400.101.051270.000000.00000
1172008.08.26 00:00modify400.101.051270.998901.05580
1182008.08.26 05:45t/p400.101.055800.998901.0558042.9111701.71
1192008.08.28 00:00buy410.101.047470.000000.00000
1202008.08.28 00:00modify410.101.047470.997601.05200
1212008.08.28 15:05t/p410.101.052000.997601.0520043.0611744.77
1222008.09.02 00:37t/p390.101.070001.011201.0700042.3411787.11
1232008.09.02 05:22t/p370.101.074301.016201.0743042.1711829.28
1242008.09.03 00:00sell420.101.067000.000000.00000
1252008.09.03 00:00modify420.101.067001.119701.06247
1262008.09.03 14:59t/p420.101.062471.119701.0624742.6411871.92
1272008.09.04 00:00sell430.101.061200.000000.00000
1282008.09.04 00:00modify430.101.061201.122601.05667
1292008.09.04 01:47t/p430.101.056671.122601.0566742.8711914.79
1302008.09.10 00:00buy440.101.072470.000000.00000
1312008.09.10 00:00modify440.101.072471.015201.07700
1322008.09.11 00:00buy450.101.074370.000000.00000
1332008.09.11 00:00modify450.101.074371.020601.07890
1342008.09.11 11:09t/p440.101.077001.015201.0770042.0611956.85
1352008.09.11 14:34t/p450.101.078901.020601.0789041.9911998.84
1362008.09.25 00:00buy460.101.038670.000000.00000
1372008.09.25 00:00modify460.101.038670.986201.04320
1382008.09.29 14:43t/p460.101.043200.986201.0432043.4212042.26
1392008.10.02 00:00buy470.101.063270.000000.00000
1402008.10.02 00:00modify470.101.063271.009601.06780
1412008.10.02 07:19t/p470.101.067801.009601.0678042.4212084.68
1422008.10.05 00:00buy480.101.082770.000000.00000
1432008.10.05 00:00modify480.101.082771.027501.08730
1442008.10.06 00:00t/p480.101.087301.027501.0873041.6012126.28
1452008.10.12 00:00sell490.101.167700.000000.00000
1462008.10.12 00:00modify490.101.167701.257101.16317
1472008.10.13 11:07t/p490.101.163171.257101.1631738.9512165.23
1482008.10.15 00:00buy500.101.161570.000000.00000
1492008.10.15 00:00modify500.101.161571.085501.16610
1502008.10.15 07:18t/p500.101.166101.085501.1661038.8512204.08
1512008.10.19 00:00sell510.101.181500.000000.00000
1522008.10.19 00:00modify510.101.181501.237901.17697
1532008.10.20 05:00t/p510.101.176971.237901.1769738.4912242.57
1542008.10.24 00:00sell520.101.244200.000000.00000
1552008.10.24 00:00modify520.101.244201.318801.23967
1562008.10.29 17:07t/p520.101.239671.318801.2396736.5412279.11
1572008.12.04 00:00sell530.101.252500.000000.00000
1582008.12.04 00:00modify530.101.252501.311601.24797
1592008.12.08 10:33t/p530.101.247971.311601.2479736.3012315.41
1602008.12.10 00:00sell540.101.258200.000000.00000
1612008.12.10 00:00modify540.101.258201.319301.25367
1622008.12.10 08:05t/p540.101.253671.319301.2536736.1312351.54
1632008.12.23 00:00buy550.101.220670.000000.00000
1642008.12.23 00:00modify550.101.220671.153501.22520
1652008.12.30 00:00buy560.101.222370.000000.00000
1662008.12.30 00:00modify560.101.222371.162101.22690
1672008.12.30 09:16t/p550.101.225201.153501.2252036.9712388.51
1682008.12.30 09:48t/p560.101.226901.162101.2269036.9212425.43
1692008.12.31 00:00sell570.101.214700.000000.00000
1702008.12.31 00:00modify570.101.214701.278901.21017
1712009.01.02 18:28t/p570.101.210171.278901.2101737.4412462.87
1722009.01.09 00:00sell580.101.179200.000000.00000
1732009.01.09 00:00modify580.101.179201.252101.17467
1742009.01.14 00:00sell590.101.223600.000000.00000
1752009.01.14 00:00modify590.101.223601.279001.21907
1762009.01.14 02:25t/p590.101.219071.279001.2190737.1612500.03
1772009.01.15 14:29s/l580.101.252101.252101.17467-582.2211917.81
1782009.01.22 00:00sell600.101.255600.000000.00000
1792009.01.22 00:00modify600.101.255601.321501.25107
1802009.01.23 00:00sell610.101.252100.000000.00000
1812009.01.23 00:00modify610.101.252101.318901.24757
1822009.01.23 17:36t/p600.101.251071.321501.2510736.2111954.02
1832009.01.23 17:45t/p610.101.247571.318901.2475736.3111990.33
1842009.02.08 23:00sell620.101.222100.000000.00000
1852009.02.08 23:00modify620.101.222101.298901.21757
1862009.02.09 00:08t/p620.101.217571.298901.2175737.2112027.54
1872009.02.12 00:00sell630.101.240300.000000.00000
1882009.02.12 00:00modify630.101.240301.298101.23577
1892009.02.13 00:00sell640.101.242100.000000.00000
1902009.02.13 00:00modify640.101.242101.299701.23757
1912009.02.13 09:44t/p640.101.237571.299701.2375736.6012064.14
1922009.02.13 09:49t/p630.101.235771.298101.2357736.6612100.80
1932009.02.17 00:00sell650.101.242200.000000.00000
1942009.02.17 00:00modify650.101.242201.293701.23767
1952009.02.19 00:00buy660.101.260170.000000.00000
1962009.02.19 00:00modify660.101.260171.207901.26470
1972009.02.20 00:00buy670.101.254570.000000.00000
1982009.02.20 00:00modify670.101.254571.201601.25910
1992009.02.20 05:13t/p670.101.259101.201601.2591035.9812136.78
2002009.02.20 14:35t/p660.101.264701.207901.2647035.8212172.60
2012009.02.23 08:15t/p650.101.237671.293701.2376736.6012209.20
2022009.02.27 00:00buy680.101.253070.000000.00000
2032009.02.27 00:00modify680.101.253071.194501.25760
2042009.02.27 10:25t/p680.101.257601.194501.2576036.0212245.22
2052009.03.04 00:00buy690.101.295570.000000.00000
2062009.03.04 00:00modify690.101.295571.235501.30010
2072009.03.08 22:00buy700.101.285170.000000.00000
2082009.03.08 22:00modify700.101.285171.231401.28970
2092009.03.09 09:52t/p700.101.289701.231401.2897035.1212280.34
2102009.03.09 13:49t/p690.101.300101.235501.3001034.8412315.18
2112009.03.13 00:00sell710.101.279900.000000.00000
2122009.03.13 00:00modify710.101.279901.340601.27537
2132009.03.13 09:52t/p710.101.275371.340601.2753735.5212350.70
2142009.03.17 00:00buy720.101.271870.000000.00000
2152009.03.17 00:00modify720.101.271871.218301.27640
2162009.03.17 14:39t/p720.101.276401.218301.2764035.4912386.19
2172009.03.18 00:00sell730.101.268900.000000.00000
2182009.03.18 00:00modify730.101.268901.321501.26437
2192009.03.18 14:26t/p730.101.264371.321501.2643735.8312422.02
2202009.03.20 00:00buy740.101.241370.000000.00000
2212009.03.20 00:00modify740.101.241371.174001.24590
2222009.03.22 22:00buy750.101.239770.000000.00000
2232009.03.22 22:00modify750.101.239771.184001.24430
2242009.03.27 14:36t/p750.101.244301.184001.2443036.4112458.43
2252009.03.30 05:49t/p740.101.245901.174001.2459036.3612494.79
2262009.04.01 00:00buy760.101.262360.000000.00000
2272009.04.01 00:00modify760.101.262361.205161.26689
2282009.04.01 02:30t/p760.101.266891.205161.2668935.7612530.55
2292009.04.02 00:00sell770.101.258350.000000.00000
2302009.04.02 00:00modify770.101.258351.316391.25382
2312009.04.02 06:31t/p770.101.253821.316391.2538236.1312566.68
2322009.04.05 21:00sell780.101.229440.000000.00000
2332009.04.05 21:00modify780.101.229441.290441.22491
2342009.04.06 02:26t/p780.101.224911.290441.2249136.9812603.66
2352009.04.08 00:00sell790.101.236060.000000.00000
2362009.04.08 00:00modify790.101.236061.293341.23153
2372009.04.08 12:48t/p790.101.231531.293341.2315336.7812640.44
2382009.04.15 00:00buy800.101.213900.000000.00000
2392009.04.15 00:00modify800.101.213901.161081.21843
2402009.04.15 08:53t/p800.101.218431.161081.2184337.1812677.62
2412009.04.29 00:00sell810.101.220290.000000.00000
2422009.04.29 00:00modify810.101.220291.271571.21576
2432009.04.29 05:45t/p810.101.215761.271571.2157637.2612714.88
2442009.05.07 00:00sell820.101.166090.000000.00000
2452009.05.07 00:00modify820.101.166091.227321.16156
2462009.05.08 10:31t/p820.101.161561.227321.1615639.0012753.88
2472009.05.15 00:00sell830.101.170090.000000.00000
2482009.05.15 00:00modify830.101.170091.223791.16556
2492009.05.15 14:33t/p830.101.165561.223791.1655638.8712792.75
2502009.05.22 00:00sell840.101.136070.000000.00000
2512009.05.22 00:00modify840.101.136071.193241.13154
2522009.05.22 09:48t/p840.101.131541.193241.1315440.0312832.78
2532009.05.27 00:00sell850.101.115390.000000.00000
2542009.05.27 00:00modify850.101.115391.180491.11086
2552009.05.27 16:10t/p850.101.110861.180491.1108640.7812873.56
2562009.05.28 00:00buy860.101.121440.000000.00000
2572009.05.28 00:00modify860.101.121441.064731.12597
2582009.06.02 00:00buy870.101.091150.000000.00000
2592009.06.02 00:00modify870.101.091151.033251.09568
2602009.06.02 06:31t/p870.101.095681.033251.0956841.3412914.90
2612009.06.08 09:56t/p860.101.125971.064731.1259740.2312955.13
2622009.06.09 00:00sell880.101.116100.000000.00000
2632009.06.09 00:00modify880.101.116101.173901.11157
2642009.06.09 06:39t/p880.101.111571.173901.1115740.7512995.88
2652009.06.12 00:00buy890.101.102530.000000.00000
2662009.06.12 00:00modify890.101.102531.049741.10706
2672009.06.12 05:18t/p890.101.107061.049741.1070640.9213036.80
2682009.06.17 00:00buy900.101.135420.000000.00000
2692009.06.17 00:00modify900.101.135421.077121.13995
2702009.06.17 13:46t/p900.101.139951.077121.1399539.7413076.54
2712009.06.21 21:00buy910.101.133940.000000.00000
2722009.06.21 21:00modify910.101.133941.079991.13847
2732009.06.22 02:33t/p910.101.138471.079991.1384739.7913116.33
2742009.06.25 00:00buy920.101.155450.000000.00000
2752009.06.25 00:00modify920.101.155451.096691.15998
2762009.06.25 10:27t/p920.101.159981.096691.1599839.0513155.38
2772009.06.26 00:00sell930.101.155280.000000.00000
2782009.06.26 00:00modify930.101.155281.208741.15075
2792009.06.26 06:35t/p930.101.150751.208741.1507539.3713194.75
2802009.06.28 21:00buy940.101.152940.000000.00000
2812009.06.28 21:00modify940.101.152941.099391.15747
2822009.06.29 04:10t/p940.101.157471.099391.1574739.1313233.88
2832009.07.01 00:00buy950.101.162490.000000.00000
2842009.07.01 00:00modify950.101.162491.105891.16702
2852009.07.05 22:00buy960.101.161840.000000.00000
2862009.07.05 22:00modify960.101.161841.111091.16637
2872009.07.06 09:27t/p960.101.166371.111091.1663738.8413272.72
2882009.07.06 09:36t/p950.101.167021.105891.1670238.8213311.54
2892009.07.07 00:00sell970.101.160050.000000.00000
2902009.07.07 00:00modify970.101.160051.212921.15552
2912009.07.07 12:37t/p970.101.155521.212921.1555239.2013350.74
2922009.07.10 00:00buy980.101.161540.000000.00000
2932009.07.10 00:00modify980.101.161541.109581.16607
2942009.07.10 11:39t/p980.101.166071.109581.1660738.8513389.59
2952009.08.06 00:00sell990.101.069700.000000.00000
2962009.08.06 00:00modify990.101.069701.123301.06517
2972009.08.14 00:00buy1000.101.087420.000000.00000
2982009.08.14 00:00modify1000.101.087421.034121.09195
2992009.08.14 15:35t/p1000.101.091951.034121.0919541.4913431.08
3002009.08.20 00:00sell1010.101.095300.000000.00000
3012009.08.20 00:00modify1010.101.095301.156201.09077
3022009.08.20 16:35t/p1010.101.090771.156201.0907741.5313472.61
3032009.08.30 22:00buy1020.101.091000.000000.00000
3042009.08.30 22:00modify1020.101.091001.033991.09553
3052009.08.31 07:26t/p1020.101.095531.033991.0955341.3513513.96
3062009.09.01 00:00sell1030.101.094110.000000.00000
3072009.09.01 00:00modify1030.101.094111.154071.08958
3082009.09.01 08:27t/p1030.101.089581.154071.0895841.5813555.54
3092009.09.03 00:00sell1040.101.104250.000000.00000
3102009.09.03 00:00modify1040.101.104251.155151.09972
3112009.09.03 10:14t/p1040.101.099721.155151.0997241.1913596.73
3122009.09.09 00:00buy1050.101.079050.000000.00000
3132009.09.09 00:00modify1050.101.079051.022251.08358
3142009.09.10 10:13t/p1050.101.083581.022251.0835841.8113638.54
3152009.09.11 00:00sell1060.101.077370.000000.00000
3162009.09.11 00:00modify1060.101.077371.132911.07284
3172009.09.11 16:18t/p1060.101.072841.132911.0728442.2213680.76
3182009.09.13 22:00buy1070.101.076860.000000.00000
3192009.09.13 22:00modify1070.101.076861.026421.08139
3202009.09.14 01:09t/p1070.101.081391.026421.0813941.8913722.65
3212009.09.15 00:00sell1080.101.083370.000000.00000
3222009.09.15 00:00modify1080.101.083371.137511.07884
3232009.09.15 14:36t/p1080.101.078841.137511.0788441.9913764.64
3242009.09.16 20:48t/p990.101.065171.123301.0651742.5313807.17
3252009.09.18 00:00buy1090.101.065450.000000.00000
3262009.09.18 00:00modify1090.101.065451.014021.06998
3272009.09.18 08:10t/p1090.101.069981.014021.0699842.3413849.51
3282009.09.20 22:00sell1100.101.069920.000000.00000
3292009.09.20 22:00modify1100.101.069921.121741.06539
3302009.10.04 22:15sell1110.101.079520.000000.00000
3312009.10.04 22:15modify1110.101.079521.140831.07499
3322009.10.05 02:04t/p1110.101.074991.140831.0749942.1413891.65
3332009.10.06 10:09t/p1100.101.065391.121741.0653942.5213934.17
3342009.10.14 00:00buy1120.101.032200.000000.00000
3352009.10.14 00:00modify1120.101.032200.981541.03673
3362009.10.15 19:16t/p1120.101.036730.981541.0367343.6913977.86
3372009.10.23 00:00sell1130.101.046620.000000.00000
3382009.10.23 00:00modify1130.101.046621.099291.04209
3392009.10.29 23:59close at stop1130.101.067151.099291.04209-192.3813785.48