Strategy Tester Report
SGM4-GBPUSD15M
121Securities-Demo (Build 225)

通貨ペアGBPUSD (Great Britain Pound vs US Dollar)
期間15分足(M15) 2008.01.01 00:00 - 2009.08.20 23:45 (2008.01.01 - 2009.08.21)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターMagicNo=20090822; Lots=0.1; Leverage=30; Slippage=3; StopLoss=100; TakeProfit=20; ServerJisa=0; OpenPositionStartTime=7; OpenPositionEndTime=9; ClosePositionTime=16; SpreadFilter=true; MaxSpread=4; MondayTrade=false; Digits5=false;
Bars in test41271Ticks modelled11529505Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit246537.00Gross profit352169.00Gross loss-105632.00
Profit factor3.33Expected payoff2370.55
Absolute drawdown390.00Maximal drawdown51000.00 (24.78%)Relative drawdown26.58% (13320.00)
Total trades104Short positions (won %)39 (94.87%)Long positions (won %)65 (86.15%)
Profit trades (% of total)93 (89.42%)Loss trades (% of total)11 (10.58%)
Largestprofit trade6000.00loss trade-30000.00
Averageprofit trade3786.76loss trade-9602.91
Maximumconsecutive wins (profit in money)37 (114801.00)consecutive losses (loss in money)2 (-27000.00)
Maximalconsecutive profit (count of wins)114801.00 (37)consecutive loss (count of losses)-30000.00 (1)
Averageconsecutive wins8consecutive 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
12008.01.08 08:14buy13.001.96791.95791.9699
22008.01.08 10:06t/p13.001.96991.95791.9699600.0010600.00
32008.01.15 08:00buy23.201.95301.94301.9550
42008.01.15 10:12t/p23.201.95501.94301.9550640.0011240.00
52008.01.16 07:07buy33.401.96121.95121.9632
62008.01.16 11:29close33.401.96191.95121.9632238.0011478.00
72008.01.22 08:15buy43.401.94051.93051.9425
82008.01.22 10:43t/p43.401.94251.93051.9425680.0012158.00
92008.01.23 07:16sell53.601.96321.97321.9612
102008.01.23 08:28t/p53.601.96121.97321.9612720.0012878.00
112008.01.23 08:51buy63.901.95911.94911.9611
122008.01.23 09:06t/p63.901.96111.94911.9611780.0013658.00
132008.01.31 08:52buy74.101.98301.97301.9850
142008.01.31 09:13t/p74.101.98501.97301.9850820.0014478.00
152008.02.06 07:21sell84.301.96501.97501.9630
162008.02.06 07:35t/p84.301.96301.97501.9630860.0015338.00
172008.02.08 07:42sell94.601.94351.95351.9415
182008.02.08 09:24t/p94.601.94151.95351.9415920.0016258.00
192008.02.29 07:36buy104.901.98741.97741.9894
202008.02.29 08:46t/p104.901.98941.97741.9894980.0017238.00
212008.03.07 07:45sell115.202.01072.02072.0087
222008.03.07 16:00close115.202.01492.02072.0087-2184.0015054.00
232008.03.11 07:00buy124.502.00581.99582.0078
242008.03.11 07:49t/p124.502.00781.99582.0078900.0015954.00
252008.03.20 08:22sell134.801.98711.99711.9851
262008.03.20 08:34t/p134.801.98511.99711.9851960.0016914.00
272008.03.25 07:00sell145.101.98771.99771.9857
282008.03.25 07:32t/p145.101.98571.99771.98571020.0017934.00
292008.03.26 07:14sell155.402.00622.01622.0042
302008.03.26 07:51t/p155.402.00422.01622.00421080.0019014.00
312008.04.01 08:07buy165.701.98201.97201.9840
322008.04.01 09:01t/p165.701.98401.97201.98401140.0020154.00
332008.04.09 07:52buy176.001.96651.95651.9685
342008.04.09 15:22t/p176.001.96851.95651.96851200.0021354.00
352008.04.15 08:08buy186.401.97381.96381.9758
362008.04.15 16:00close186.401.97061.96381.9758-2048.0019306.00
372008.05.02 07:01sell195.801.97621.98621.9742
382008.05.02 12:47close195.801.97531.98621.9742522.0019828.00
392008.05.13 08:30buy205.901.95351.94351.9555
402008.05.13 09:26t/p205.901.95551.94351.95551180.0021008.00
412008.07.16 07:12sell216.302.00652.01652.0045
422008.07.16 07:45t/p216.302.00452.01652.00451260.0022268.00
432008.08.12 07:07buy226.701.90831.89831.9103
442008.08.12 08:03t/p226.701.91031.89831.91031340.0023608.00
452008.08.14 07:56buy237.101.86851.85851.8705
462008.08.14 15:28close237.101.86861.85851.870571.0023679.00
472008.08.15 08:15buy247.101.86571.85571.8677
482008.08.15 08:34t/p247.101.86771.85571.86771420.0025099.00
492008.08.19 07:00buy257.501.86181.85181.8638
502008.08.19 08:22t/p257.501.86381.85181.86381500.0026599.00
512008.08.28 08:50sell268.001.83691.84691.8349
522008.08.28 09:12t/p268.001.83491.84691.83491600.0028199.00
532008.09.02 07:30buy278.501.78621.77621.7882
542008.09.02 07:30t/p278.501.78821.77621.78821700.0029899.00
552008.09.02 07:30buy289.001.78841.77841.7904
562008.09.02 07:50t/p289.001.79041.77841.79041800.0031699.00
572008.09.02 07:50buy299.501.79061.78061.7926
582008.09.02 08:07t/p299.501.79261.78061.79261900.0033599.00
592008.09.02 08:23buy3010.101.78991.77991.7919
602008.09.02 08:57t/p3010.101.79191.77991.79192020.0035619.00
612008.09.05 07:10buy3110.701.76001.75001.7620
622008.09.05 08:11t/p3110.701.76201.75001.76202140.0037759.00
632008.09.11 07:04buy3211.301.74931.73931.7513
642008.09.11 07:46t/p3211.301.75131.73931.75132260.0040019.00
652008.09.26 08:53sell3312.001.84171.85171.8397
662008.09.26 14:07close3312.001.84051.85171.83971440.0041459.00
672008.10.01 08:08sell3412.401.78421.79421.7822
682008.10.01 09:08t/p3412.401.78221.79421.78222480.0043939.00
692008.10.08 08:14buy3513.201.74331.73331.7453
702008.10.08 08:24t/p3513.201.74531.73331.74532640.0046579.00
712008.10.08 08:28buy3614.001.74331.73331.7453
722008.10.08 08:53t/p3614.001.74531.73331.74532800.0049379.00
732008.10.09 08:19buy3714.801.72551.71551.7275
742008.10.09 11:22close3714.801.72711.71551.72752368.0051747.00
752008.10.16 07:00buy3815.501.71451.70451.7165
762008.10.16 07:03t/p3815.501.71651.70451.71653100.0054847.00
772008.10.16 07:10buy3916.501.71611.70611.7181
782008.10.16 07:49t/p3916.501.71811.70611.71813300.0058147.00
792008.10.22 08:50buy4017.401.65541.64541.6574
802008.10.22 09:22t/p4017.401.65741.64541.65743480.0061627.00
812008.10.23 08:04buy4118.501.61841.60841.6204
822008.10.23 08:41t/p4118.501.62041.60841.62043700.0065327.00
832008.11.04 07:13buy4219.601.57861.56861.5806
842008.11.04 07:18t/p4219.601.58061.56861.58063920.0069247.00
852008.11.04 07:39buy4320.801.57861.56861.5806
862008.11.04 09:13t/p4320.801.58061.56861.58064160.0073407.00
872008.11.06 08:43buy4422.001.58461.57461.5866
882008.11.06 09:43t/p4422.001.58661.57461.58664400.0077807.00
892008.11.07 07:38buy4523.301.55841.54841.5604
902008.11.07 11:23t/p4523.301.56041.54841.56044660.0082467.00
912008.11.11 08:27sell4624.701.56591.57591.5639
922008.11.11 08:40t/p4624.701.56391.57591.56394940.0087407.00
932008.11.13 07:49buy4726.201.48661.47661.4886
942008.11.13 08:24t/p4726.201.48861.47661.48865240.0092647.00
952008.11.18 07:00buy4827.801.49901.48901.5010
962008.11.18 08:20t/p4827.801.50101.48901.50105560.0098207.00
972008.11.21 07:00buy4929.501.47201.46201.4740
982008.11.21 07:15t/p4929.501.47401.46201.47405900.00104107.00
992008.12.04 07:07sell5030.001.47981.48981.4778
1002008.12.04 07:45t/p5030.001.47781.48981.47786000.00110107.00
1012008.12.18 07:00sell5130.001.55361.56361.5516
1022008.12.18 07:33t/p5130.001.55161.56361.55166000.00116107.00
1032008.12.30 07:00buy5230.001.43951.42951.4415
1042008.12.30 07:08t/p5230.001.44151.42951.44156000.00122107.00
1052008.12.30 07:08buy5330.001.44201.43201.4440
1062008.12.30 08:19t/p5330.001.44401.43201.44406000.00128107.00
1072008.12.31 08:06sell5430.001.44431.45431.4423
1082008.12.31 11:40t/p5430.001.44231.45431.44236000.00134107.00
1092009.01.08 08:55buy5530.001.50761.49761.5096
1102009.01.08 13:58close5530.001.50761.49761.50960.00134107.00
1112009.01.13 07:02buy5630.001.48091.47091.4829
1122009.01.13 16:00close5630.001.47331.47091.4829-22800.00111307.00
1132009.01.15 07:03sell5730.001.46121.47121.4592
1142009.01.15 07:59t/p5730.001.45921.47121.45926000.00117307.00
1152009.01.15 08:42sell5830.001.46111.47111.4591
1162009.01.15 08:49t/p5830.001.45911.47111.45916000.00123307.00
1172009.01.15 08:52sell5930.001.46141.47141.4594
1182009.01.15 09:15t/p5930.001.45941.47141.45946000.00129307.00
1192009.01.20 07:00buy6030.001.44221.43221.4442
1202009.01.20 08:50t/p6030.001.44421.43221.44426000.00135307.00
1212009.01.21 07:04buy6130.001.38611.37611.3881
1222009.01.21 07:17t/p6130.001.38811.37611.38816000.00141307.00
1232009.01.27 07:13sell6230.001.40081.41081.3988
1242009.01.27 08:04t/p6230.001.39881.41081.39886000.00147307.00
1252009.01.28 08:16sell6330.001.41901.42901.4170
1262009.01.28 08:22t/p6330.001.41701.42901.41706000.00153307.00
1272009.01.28 08:39sell6430.001.41871.42871.4167
1282009.01.28 09:47t/p6430.001.41671.42871.41676000.00159307.00
1292009.01.30 08:21buy6530.001.42621.41621.4282
1302009.01.30 08:26t/p6530.001.42821.41621.42826000.00165307.00
1312009.01.30 08:40buy6630.001.42631.41631.4283
1322009.01.30 09:07t/p6630.001.42831.41631.42836000.00171307.00
1332009.02.03 08:14buy6730.001.42231.41231.4243
1342009.02.03 10:18t/p6730.001.42431.41231.42436000.00177307.00
1352009.02.10 07:22buy6830.001.48851.47851.4905
1362009.02.10 08:24t/p6830.001.49051.47851.49056000.00183307.00
1372009.02.10 08:45buy6930.001.48731.47731.4893
1382009.02.10 10:08s/l6930.001.47731.47731.4893-30000.00153307.00
1392009.02.12 07:01sell7030.001.44001.45001.4380
1402009.02.12 07:32t/p7030.001.43801.45001.43806000.00159307.00
1412009.02.13 07:14sell7130.001.42871.43871.4267
1422009.02.13 08:11t/p7130.001.42671.43871.42676000.00165307.00
1432009.02.17 07:00sell7230.001.42961.43961.4276
1442009.02.17 07:14t/p7230.001.42761.43961.42766000.00171307.00
1452009.02.17 07:17sell7330.001.42861.43861.4266
1462009.02.17 09:24t/p7330.001.42661.43861.42666000.00177307.00
1472009.02.20 07:17buy7430.001.42701.41701.4290
1482009.02.20 07:49t/p7430.001.42901.41701.42906000.00183307.00
1492009.02.20 08:52buy7530.001.42681.41681.4288
1502009.02.20 16:00close7530.001.42251.41681.4288-12900.00170407.00
1512009.02.24 08:58buy7630.001.44651.43651.4485
1522009.02.24 09:59t/p7630.001.44851.43651.44856000.00176407.00
1532009.02.27 08:39buy7730.001.42891.41891.4309
1542009.02.27 13:57close7730.001.42971.41891.43092400.00178807.00
1552009.03.04 08:15buy7830.001.40271.39271.4047
1562009.03.04 16:00close7830.001.40181.39271.4047-2700.00176107.00
1572009.03.11 08:58sell7930.001.37901.38901.3770
1582009.03.11 10:06t/p7930.001.37701.38901.37706000.00182107.00
1592009.03.18 07:38sell8030.001.40561.41561.4036
1602009.03.18 09:53t/p8030.001.40361.41561.40366000.00188107.00
1612009.03.20 08:18buy8130.001.44831.43831.4503
1622009.03.20 09:00t/p8130.001.45031.43831.45036000.00194107.00
1632009.03.26 08:30sell8230.001.45691.46691.4549
1642009.03.26 08:56t/p8230.001.45491.46691.45496000.00200107.00
1652009.04.02 07:00sell8330.001.44681.45681.4448
1662009.04.02 16:00close8330.001.45471.45681.4448-23700.00176407.00
1672009.04.07 08:28buy8430.001.47111.46111.4731
1682009.04.07 13:45close8430.001.47001.46111.4731-3300.00173107.00
1692009.04.10 08:17buy8530.001.46461.45461.4666
1702009.04.10 13:08close8530.001.46611.45461.46664500.00177607.00
1712009.05.05 07:04sell8630.001.50371.51371.5017
1722009.05.05 09:42t/p8630.001.50171.51371.50176000.00183607.00
1732009.05.06 08:30buy8730.001.50471.49471.5067
1742009.05.06 14:51close8730.001.50341.49471.5067-3900.00179707.00
1752009.05.13 08:30sell8830.001.529611.53961.5276
1762009.05.13 15:26close8830.001.52851.53961.52763330.00183037.00
1772009.05.22 08:51sell8930.001.58771.59771.5857
1782009.05.22 11:25t/p8930.001.58571.59771.58576000.00189037.00
1792009.05.27 08:30sell9030.001.59681.60681.5948
1802009.05.27 14:55close9030.001.59491.60681.59485700.00194737.00
1812009.06.05 07:25buy9130.001.61221.60221.6142
1822009.06.05 09:24t/p9130.001.61421.60221.61426000.00200737.00
1832009.06.09 08:22sell9230.001.60761.61761.6056
1842009.06.09 09:56t/p9230.001.60561.61761.60566000.00206737.00
1852009.06.16 08:52buy9330.001.62781.61781.6298
1862009.06.16 13:51close9330.001.62731.61781.6298-1500.00205237.00
1872009.06.17 08:11buy9430.001.63841.62841.6404
1882009.06.17 12:42close9430.001.63961.62841.64043600.00208837.00
1892009.06.23 08:45buy9530.001.63091.62091.6329
1902009.06.23 09:09t/p9530.001.63291.62091.63296000.00214837.00
1912009.06.30 08:30sell9630.001.65871.66871.6567
1922009.06.30 08:58t/p9630.001.65671.66871.65676000.00220837.00
1932009.07.03 07:00buy9730.001.63391.62391.6359
1942009.07.03 07:02t/p9730.001.63591.62391.63596000.00226837.00
1952009.07.03 07:12buy9830.001.63531.62531.6373
1962009.07.03 09:41t/p9830.001.63731.62531.63736000.00232837.00
1972009.07.08 08:36buy9930.001.61071.60071.6127
1982009.07.08 13:52close9930.001.61051.60071.6127-600.00232237.00
1992009.07.14 07:42sell10030.001.62581.63581.6238
2002009.07.14 10:34t/p10030.001.62381.63581.62386000.00238237.00
2012009.07.17 07:40buy10130.001.64111.63111.6431
2022009.07.17 12:31close10130.001.64121.63111.6431300.00238537.00
2032009.07.29 08:35buy10230.001.64071.63071.6427
2042009.07.29 09:29t/p10230.001.64271.63071.64276000.00244537.00
2052009.08.05 08:15sell10330.001.69501.70501.6930
2062009.08.05 09:40t/p10330.001.69301.70501.69306000.00250537.00
2072009.08.19 08:48sell10430.001.65811.66811.6561
2082009.08.19 09:28t/p10430.001.65611.66811.65616000.00256537.00