Strategy Tester Report
SGM-EURUSD1H
ODL-MT4 Live (Build 223)

通貨ペアEURUSD (Euro vs US Dollar)
期間1時間足(H1) 2008.01.02 08:00 - 2009.04.17 20:00 (2008.01.01 - 2009.04.19)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターLots=0.1; StopLoss=120; TakeProfit=25; Slippage=3; Magic=20090419;
Bars in test8964Ticks modelled6092837Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1537.35Gross profit2497.45Gross loss-960.10
Profit factor2.60Expected payoff14.23
Absolute drawdown107.00Maximal drawdown356.10 (2.99%)Relative drawdown2.99% (356.10)
Total trades108Short positions (won %)43 (93.02%)Long positions (won %)65 (92.31%)
Profit trades (% of total)100 (92.59%)Loss trades (% of total)8 (7.41%)
Largestprofit trade25.00loss trade-120.10
Averageprofit trade24.97loss trade-120.01
Maximumconsecutive wins (profit in money)41 (1022.75)consecutive losses (loss in money)2 (-240.00)
Maximalconsecutive profit (count of wins)1022.75 (41)consecutive loss (count of losses)-240.00 (2)
Averageconsecutive wins14consecutive 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
12008.01.04 12:00buy10.101.47181.45981.4743
22008.01.04 13:30t/p10.101.47431.45981.474325.0010025.00
32008.01.04 17:00buy20.101.47841.46641.4809
42008.01.07 07:59s/l20.101.46641.46641.4809-120.009905.00
52008.01.09 09:00sell30.101.47141.48341.4689
62008.01.09 12:11t/p30.101.46891.48341.468925.009930.00
72008.01.14 05:01buy40.101.48201.47001.4845
82008.01.14 06:08t/p40.101.48451.47001.484525.009955.00
92008.01.15 01:00buy50.101.48731.47531.4898
102008.01.15 13:30t/p50.101.48981.47531.489825.009980.00
112008.01.23 20:00buy60.101.45951.44751.4620
122008.01.23 20:04t/p60.101.46201.44751.462025.0010005.00
132008.01.25 00:00buy70.101.47721.46521.4797
142008.01.28 15:53t/p70.101.47971.46521.479725.0010030.00
152008.01.29 10:00buy80.101.47671.46471.4792
162008.01.30 10:11t/p80.101.47921.46471.479225.0010055.00
172008.02.04 11:00buy90.101.48171.46971.4842
182008.02.04 16:57t/p90.101.48421.46971.484225.0010080.00
192008.02.07 03:00sell100.101.46101.47301.4585
202008.02.07 12:33t/p100.101.45851.47301.458525.0010105.00
212008.02.08 05:00sell110.101.44831.46031.4458
222008.02.08 07:22t/p110.101.44581.46031.445825.0010130.00
232008.02.11 10:00sell120.101.45401.46601.4515
242008.02.11 13:41t/p120.101.45151.46601.451525.0010155.00
252008.02.13 03:00buy130.101.45821.44621.4607
262008.02.14 07:57t/p130.101.46071.44621.460725.0010180.00
272008.02.15 20:00buy140.101.46781.45581.4703
282008.02.19 06:01t/p140.101.47031.45581.470325.0010205.00
292008.02.20 04:00buy150.101.47311.46111.4756
302008.02.21 09:27t/p150.101.47561.46111.475625.0010230.00
312008.02.25 07:00buy160.101.48271.47071.4852
322008.02.26 09:26t/p160.101.48521.47071.485225.0010255.00
332008.02.27 21:00buy170.101.51341.50141.5159
342008.02.28 15:50t/p170.101.51591.50141.515925.0010280.00
352008.02.29 15:00buy180.101.51871.50671.5212
362008.03.02 23:04t/p180.101.52121.50671.521225.0010305.00
372008.03.04 01:00buy190.101.52061.50861.5231
382008.03.04 15:06t/p190.101.52311.50861.523125.0010330.00
392008.03.04 16:00buy200.101.52361.51161.5261
402008.03.05 15:42t/p200.101.52611.51161.526125.0010355.00
412008.03.10 19:00buy210.101.53501.52301.5375
422008.03.11 09:06t/p210.101.53751.52301.537525.0010380.00
432008.03.13 20:00buy220.101.56091.54891.5634
442008.03.13 20:35t/p220.101.56341.54891.563425.0010405.00
452008.03.17 12:00buy230.101.57841.56641.5809
462008.03.18 10:14t/p230.101.58091.56641.580925.0010430.00
472008.03.18 10:14buy240.101.58111.56911.5836
482008.03.18 19:08s/l240.101.56911.56911.5836-120.0010310.00
492008.03.25 20:00buy250.101.56111.54911.5636
502008.03.25 20:35t/p250.101.56361.54911.563625.0010335.00
512008.03.27 04:00buy260.101.58151.56951.5840
522008.03.31 14:02t/p260.101.58401.56951.584025.0010360.00
532008.04.01 18:00sell270.101.55961.57161.5571
542008.04.02 05:33t/p270.101.55711.57161.557124.8510384.85
552008.04.04 19:00buy280.101.57211.56011.5746
562008.04.08 00:11t/p280.101.57461.56011.574625.0010409.85
572008.04.09 13:00buy290.101.57441.56241.5769
582008.04.09 14:22t/p290.101.57691.56241.576925.0010434.85
592008.04.10 04:00buy300.101.58461.57261.5871
602008.04.10 08:41t/p300.101.58711.57261.587125.0010459.85
612008.04.14 21:00buy310.101.58321.57121.5857
622008.04.15 07:24t/p310.101.58571.57121.585725.0010484.85
632008.04.17 16:00buy320.101.59241.58041.5949
642008.04.18 07:50t/p320.101.59491.58041.594925.0010509.85
652008.04.21 11:00buy330.101.58951.57751.5920
662008.04.21 11:06t/p330.101.59201.57751.592025.0010534.85
672008.04.24 08:00sell340.101.58391.59591.5814
682008.04.24 08:00t/p340.101.58141.59591.581425.0010559.85
692008.05.01 18:00sell350.101.54491.55691.5424
702008.05.02 12:30t/p350.101.54241.55691.542424.8510584.70
712008.05.12 21:00buy360.101.55531.54331.5578
722008.05.13 12:42s/l360.101.54331.54331.5578-120.0010464.70
732008.05.13 12:42buy370.101.54351.53151.5460
742008.05.13 12:57t/p370.101.54601.53151.546025.0010489.70
752008.05.14 20:00buy380.101.54611.53411.5486
762008.05.15 04:40t/p380.101.54861.53411.548625.0010514.70
772008.05.16 12:00buy390.101.54871.53671.5512
782008.05.16 14:07t/p390.101.55121.53671.551225.0010539.70
792008.05.19 22:00buy400.101.55211.54011.5546
802008.05.20 06:00t/p400.101.55461.54011.554625.0010564.70
812008.05.21 15:00buy410.101.57671.56471.5792
822008.05.21 20:50t/p410.101.57921.56471.579225.0010589.70
832008.05.23 09:00buy420.101.57331.56131.5758
842008.05.23 12:38t/p420.101.57581.56131.575825.0010614.70
852008.05.26 00:00buy430.101.57811.56611.5806
862008.05.27 05:34t/p430.101.58061.56611.580625.0010639.70
872008.05.27 13:00sell440.101.57431.58631.5718
882008.05.27 13:17t/p440.101.57181.58631.571825.0010664.70
892008.05.28 01:00sell450.101.56751.57951.5650
902008.05.28 11:19t/p450.101.56501.57951.565025.0010689.70
912008.06.02 06:00sell460.101.55311.56511.5506
922008.06.02 12:37t/p460.101.55061.56511.550625.0010714.70
932008.06.06 18:00buy470.101.57461.56261.5771
942008.06.06 18:27t/p470.101.57711.56261.577125.0010739.70
952008.06.12 06:00sell480.101.54671.55871.5442
962008.06.12 06:30t/p480.101.54421.55871.544225.0010764.70
972008.06.12 11:00sell490.101.54211.55411.5396
982008.06.12 12:30t/p490.101.53961.55411.539625.0010789.70
992008.06.20 02:00buy500.101.55171.53971.5542
1002008.06.20 06:14t/p500.101.55421.53971.554225.0010814.70
1012008.06.24 13:00buy510.101.55781.54581.5603
1022008.06.24 14:02t/p510.101.56031.54581.560325.0010839.70
1032008.06.25 09:00buy520.101.55881.54681.5613
1042008.06.25 13:21t/p520.101.56131.54681.561325.0010864.70
1052008.06.27 07:00buy530.101.57411.56211.5766
1062008.06.27 08:40t/p530.101.57661.56211.576625.0010889.70
1072008.06.30 14:00buy540.101.57781.56581.5803
1082008.07.01 10:28t/p540.101.58031.56581.580325.0010914.70
1092008.07.03 04:01buy550.101.58801.57601.5905
1102008.07.03 11:36t/p550.101.59051.57601.590525.0010939.70
1112008.07.11 04:00buy560.101.57951.56751.5820
1122008.07.11 10:11t/p560.101.58201.56751.582025.0010964.70
1132008.07.18 08:00sell570.101.58451.59651.5820
1142008.07.18 12:08t/p570.101.58201.59651.582025.0010989.70
1152008.07.22 01:00buy580.101.59311.58111.5956
1162008.07.22 15:17s/l580.101.58111.58111.5956-120.0010869.70
1172008.07.23 18:00sell590.101.56941.58141.5669
1182008.07.24 08:00t/p590.101.56691.58141.566924.5510894.25
1192008.07.24 16:00sell600.101.56551.57751.5630
1202008.07.24 17:44t/p600.101.56301.57751.563025.0010919.25
1212008.07.25 01:00sell610.101.56731.57931.5648
1222008.07.29 14:02t/p610.101.56481.57931.564824.7010943.95
1232008.08.04 21:00sell620.101.55761.56961.5551
1242008.08.05 00:30t/p620.101.55511.56961.555124.8510968.80
1252008.08.05 16:01sell630.101.54681.55881.5443
1262008.08.06 13:05t/p630.101.54431.55881.544324.8510993.65
1272008.08.07 11:00sell640.101.54661.55861.5441
1282008.08.07 12:38t/p640.101.54411.55861.544125.0011018.65
1292008.08.08 18:00sell650.101.50351.51551.5010
1302008.08.08 19:03t/p650.101.50101.51551.501025.0011043.65
1312008.08.12 02:00sell660.101.48831.50031.4858
1322008.08.12 05:43t/p660.101.48581.50031.485825.0011068.65
1332008.08.13 09:00sell670.101.49171.50371.4892
1342008.08.13 10:09t/p670.101.48921.50371.489225.0011093.65
1352008.08.13 20:00sell680.101.49281.50481.4903
1362008.08.13 23:41t/p680.101.49031.50481.490325.0011118.65
1372008.08.14 06:00sell690.101.48661.49861.4841
1382008.08.14 16:06t/p690.101.48411.49861.484125.0011143.65
1392008.08.15 04:00sell700.101.47771.48971.4752
1402008.08.15 06:15t/p700.101.47521.48971.475225.0011168.65
1412008.08.21 19:00buy710.101.48771.47571.4902
1422008.08.21 20:07t/p710.101.49021.47571.490225.0011193.65
1432008.09.04 14:00sell720.101.44581.45781.4433
1442008.09.04 14:05t/p720.101.44331.45781.443325.0011218.65
1452008.09.16 09:00buy730.101.42501.41301.4275
1462008.09.16 09:01t/p730.101.42751.41301.427525.0011243.65
1472008.09.24 18:00buy740.101.46731.45531.4698
1482008.09.25 01:19t/p740.101.46981.45531.469825.0011268.65
1492008.09.25 06:00buy750.101.47141.45941.4739
1502008.09.25 06:34t/p750.101.47391.45941.473925.0011293.65
1512008.10.07 09:00sell760.101.35621.36821.3537
1522008.10.07 09:13t/p760.101.35371.36821.353725.0011318.65
1532008.10.09 07:00buy770.101.36871.35671.3712
1542008.10.09 07:30t/p770.101.37121.35671.371225.0011343.65
1552008.10.20 23:00sell780.101.33131.34331.3288
1562008.10.21 06:42t/p780.101.32881.34331.328824.8511368.50
1572008.10.23 11:00sell790.101.28071.29271.2782
1582008.10.23 12:24t/p790.101.27821.29271.278225.0011393.50
1592008.11.03 00:00buy800.101.27741.26541.2799
1602008.11.03 01:27t/p800.101.27991.26541.279925.0011418.50
1612008.11.10 05:00buy810.101.28911.27711.2916
1622008.11.10 11:37t/p810.101.29161.27711.291625.0011443.50
1632008.11.11 06:00sell820.101.27301.28501.2705
1642008.11.11 12:27t/p820.101.27051.28501.270525.0011468.50
1652008.11.18 04:00sell830.101.26041.27241.2579
1662008.11.18 08:56t/p830.101.25791.27241.257925.0011493.50
1672008.11.28 02:00buy840.101.29111.27911.2936
1682008.11.28 06:58t/p840.101.29361.27911.293625.0011518.50
1692008.11.30 23:00sell850.101.26921.28121.2667
1702008.12.01 00:03t/p850.101.26671.28121.266724.8511543.35
1712008.12.02 19:00sell860.101.27101.28301.2685
1722008.12.02 19:18t/p860.101.26851.28301.268525.0011568.35
1732008.12.03 13:00sell870.101.26201.27401.2595
1742008.12.04 08:58t/p870.101.25951.27401.259524.5511592.90
1752008.12.04 08:58sell880.101.25931.27131.2568
1762008.12.04 09:02t/p880.101.25681.27131.256825.0011617.90
1772008.12.10 12:00buy890.101.29351.28151.2960
1782008.12.10 13:45t/p890.101.29601.28151.296025.0011642.90
1792008.12.12 03:00buy900.101.33391.32191.3364
1802008.12.12 03:05t/p900.101.33641.32191.336425.0011667.90
1812008.12.18 04:00buy910.101.44271.43071.4452
1822008.12.18 05:25t/p910.101.44521.43071.445225.0011692.90
1832008.12.23 21:00sell920.101.39521.40721.3927
1842008.12.23 21:58t/p920.101.39271.40721.392725.0011717.90
1852009.01.08 20:00buy930.101.37241.36041.3749
1862009.01.09 13:31t/p930.101.37491.36041.374925.0011742.90
1872009.01.16 19:00buy940.101.32581.31381.3283
1882009.01.16 19:39t/p940.101.32831.31381.328325.0011767.90
1892009.01.21 14:00sell950.101.29071.30271.2882
1902009.01.21 15:57t/p950.101.28821.30271.288225.0011792.90
1912009.01.28 12:00buy960.101.32691.31491.3294
1922009.01.28 12:36t/p960.101.32941.31491.329425.0011817.90
1932009.02.04 22:00sell970.101.28481.29681.2823
1942009.02.05 00:25t/p970.101.28231.29681.282324.5511842.45
1952009.02.09 10:00buy980.101.29241.28041.2949
1962009.02.09 11:04t/p980.101.29491.28041.294925.0011867.45
1972009.02.12 04:00sell990.101.28921.30121.2867
1982009.02.12 08:36t/p990.101.28671.30121.286725.0011892.45
1992009.02.19 06:00sell1000.101.25751.26951.2550
2002009.02.19 12:42s/l1000.101.26951.26951.2550-120.0011772.45
2012009.02.26 00:00sell1010.101.27161.28361.2691
2022009.02.26 06:37t/p1010.101.26911.28361.269125.0011797.45
2032009.02.26 06:37sell1020.101.26881.28081.2663
2042009.02.26 13:01s/l1020.101.28081.28081.2663-120.0011677.45
2052009.03.04 05:02sell1030.101.24841.26041.2459
2062009.03.04 16:30s/l1030.101.26041.26041.2459-120.0011557.45
2072009.03.10 12:00buy1040.101.27131.25931.2738
2082009.03.10 12:15t/p1040.101.27381.25931.273825.0011582.45
2092009.03.12 04:00buy1050.101.28311.27111.2856
2102009.03.12 04:53t/p1050.101.28561.27111.285625.0011607.45
2112009.03.12 10:00buy1060.101.27851.26651.2810
2122009.03.12 11:57t/p1060.101.28101.26651.281025.0011632.45
2132009.03.19 11:00buy1070.101.35101.33901.3535
2142009.03.19 11:41t/p1070.101.35351.33901.353525.0011657.45
2152009.04.14 10:00buy1080.101.330311.31831.3328
2162009.04.15 11:51s/l1080.101.31831.31831.3328-120.1011537.35