Strategy Tester Report
Angel_Heart_Lono イカベーシック設定
Dukascopy-DEMO-1 (Build 1170)

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period15 Minutes (M15) 2019.01.02 00:00 - 2019.08.01 23:45 (2019.01.01 - 2019.08.02)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test14636Ticks modelled8970986Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit-66.52Gross profit726.68Gross loss-793.20
Profit factor0.92Expected payoff-0.80
Absolute drawdown78.52Maximal drawdown643.77 (6.09%)Relative drawdown6.09% (643.77)
Total trades83Short positions (won %)44 (70.45%)Long positions (won %)39 (56.41%)
Profit trades (% of total)53 (63.86%)Loss trades (% of total)30 (36.14%)
Largestprofit trade44.29loss trade-78.09
Averageprofit trade13.71loss trade-26.44
Maximumconsecutive wins (profit in money)20 (357.89)consecutive losses (loss in money)9 (-268.18)
Maximalconsecutive profit (count of wins)357.89 (20)consecutive loss (count of losses)-268.18 (9)
Averageconsecutive wins7consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.01.02 01:00sell10.10109.6760.0000.000
22019.01.02 01:00modify10.10109.676110.6760.000
32019.01.02 01:17sell20.10109.7180.0000.000
42019.01.02 01:17modify20.10109.718110.7180.000
52019.01.02 04:13close20.10109.521110.7180.00017.9910017.99
62019.01.02 04:13close10.10109.521110.6760.00014.1510032.14
72019.01.02 14:15sell30.10109.2280.0000.000
82019.01.02 14:15modify30.10109.228110.2280.000
92019.01.02 15:06close30.10109.028110.2280.00018.3410050.48
102019.01.02 17:00sell40.10109.3370.0000.000
112019.01.02 17:00modify40.10109.337110.3370.000
122019.01.02 22:00close40.10109.135110.3370.00018.5110068.99
132019.01.03 09:23sell50.10107.3850.0000.000
142019.01.03 09:23modify50.10107.385108.3850.000
152019.01.03 10:00sell60.10107.5520.0000.000
162019.01.03 10:00modify60.10107.552108.5520.000
172019.01.03 11:00sell70.10107.6440.0000.000
182019.01.03 11:00modify70.10107.644108.6440.000
192019.01.03 17:00close50.10107.358108.3850.0002.5110071.50
202019.01.03 17:00close60.10107.358108.5520.00018.0710089.57
212019.01.03 17:00close70.10107.358108.6440.00026.6410116.21
222019.01.03 22:07buy80.10107.5030.0000.000
232019.01.03 22:07modify80.10107.503106.5030.000
242019.01.03 22:15buy90.10107.4230.0000.000
252019.01.03 22:15modify90.10107.423106.4230.000
262019.01.03 22:32close80.10107.638106.5030.00012.5410128.75
272019.01.03 22:32close90.10107.638106.4230.00019.9710148.72
282019.01.04 08:45buy100.10108.1510.0000.000
292019.01.04 08:45modify100.10108.151107.1510.000
302019.01.04 09:28buy110.10108.0290.0000.000
312019.01.04 09:28modify110.10108.029107.0290.000
322019.01.04 09:45buy120.10107.9080.0000.000
332019.01.04 09:45modify120.10107.908106.9080.000
342019.01.04 15:30close110.10108.388107.0290.00033.1210181.84
352019.01.04 15:30close100.10108.388107.1510.00021.8710203.71
362019.01.04 15:30close120.10108.388106.9080.00044.2910248.00
372019.01.07 01:05buy130.10108.3960.0000.000
382019.01.07 01:05modify130.10108.396107.3960.000
392019.01.07 01:28close130.10108.598107.3960.00018.6010266.60
402019.01.10 01:15sell140.10108.1550.0000.000
412019.01.10 01:15modify140.10108.155109.1550.000
422019.01.10 03:00close140.10107.954109.1550.00018.6210285.22
432019.01.15 11:14buy150.10108.5680.0000.000
442019.01.15 11:14modify150.10108.568107.5680.000
452019.01.15 13:24buy160.10108.4960.0000.000
462019.01.15 13:24modify160.10108.496107.4960.000
472019.01.15 18:42close150.10108.702107.5680.00012.3310297.55
482019.01.15 18:42close160.10108.702107.4960.00018.9510316.50
492019.01.23 10:03buy170.10109.5960.0000.000
502019.01.23 10:03modify170.10109.596108.5960.000
512019.01.23 12:30close170.10109.701108.5960.0009.5710326.07
522019.01.31 03:30sell180.10108.9150.0000.000
532019.01.31 03:30modify180.10108.915109.9150.000
542019.01.31 07:43close180.10108.715109.9150.00018.4010344.47
552019.02.04 00:42buy190.10109.4920.0000.000
562019.02.04 00:42modify190.10109.492108.4920.000
572019.02.04 01:30buy200.10109.4710.0000.000
582019.02.04 01:30modify200.10109.471108.4710.000
592019.02.04 03:30close190.10109.555108.4920.0005.7510350.22
602019.02.04 03:30close200.10109.555108.4710.0007.6710357.89
612019.02.25 22:15buy210.10111.0780.0000.000
622019.02.25 22:15modify210.10111.078110.0780.000
632019.02.26 11:30close210.10110.869110.0780.000-18.2510339.64
642019.02.28 00:45buy220.10110.9710.0000.000
652019.02.28 00:45modify220.10110.971109.9710.000
662019.02.28 00:47buy230.10110.9430.0000.000
672019.02.28 00:47modify230.10110.943109.9430.000
682019.02.28 15:56close230.10111.132109.9430.00017.0110356.65
692019.02.28 15:56close220.10111.132109.9710.00014.4910371.14
702019.02.28 22:15buy240.10111.4080.0000.000
712019.02.28 22:15modify240.10111.408110.4080.000
722019.03.01 03:25close240.10111.608110.4080.00018.5210389.67
732019.03.08 12:15sell250.10111.1140.0000.000
742019.03.08 12:15modify250.10111.114112.1140.000
752019.03.08 12:30sell260.10111.1370.0000.000
762019.03.08 12:30modify260.10111.137112.1370.000
772019.03.08 12:32sell270.10111.1530.0000.000
782019.03.08 12:32modify270.10111.153112.1530.000
792019.03.08 15:30close270.10110.957112.1530.00017.6610407.33
802019.03.08 15:30close260.10110.957112.1370.00016.2210423.55
812019.03.08 15:30close250.10110.957112.1140.00014.1510437.70
822019.03.21 04:30sell280.10110.6970.0000.000
832019.03.21 04:30modify280.10110.697111.6970.000
842019.03.21 06:09close280.10110.497111.6970.00018.1010455.80
852019.03.22 00:04buy290.10110.8220.0000.000
862019.03.22 00:04modify290.10110.822109.8220.000
872019.03.22 01:30close290.10110.825109.8220.0000.2710456.07
882019.03.22 21:30sell300.10110.1490.0000.000
892019.03.22 21:30modify300.10110.149111.1490.000
902019.03.22 22:15sell310.10110.0660.0000.000
912019.03.22 22:15modify310.10110.066111.0660.000
922019.03.22 22:36close300.10109.930111.1490.00019.9210475.99
932019.03.22 22:36close310.10109.930111.0660.00012.3710488.36
942019.03.26 21:04buy320.10110.4470.0000.000
952019.03.26 21:04modify320.10110.447109.4470.000
962019.03.26 23:30close320.10110.566109.4470.00010.7610499.12
972019.03.28 19:45buy330.10110.6680.0000.000
982019.03.28 19:45modify330.10110.668109.6680.000
992019.03.29 03:52close330.10110.870109.6680.00018.8210517.94
1002019.04.01 22:15buy340.10111.3430.0000.000
1012019.04.01 22:15modify340.10111.343110.3430.000
1022019.04.02 00:06buy350.10111.3400.0000.000
1032019.04.02 00:06modify350.10111.340110.3400.000
1042019.04.02 11:00close350.10111.370110.3400.0002.6910520.63
1052019.04.02 11:00close340.10111.370110.3430.0003.0210523.66
1062019.04.12 02:12buy360.10111.6040.0000.000
1072019.04.12 02:12modify360.10111.604110.6040.000
1082019.04.12 02:30buy370.10111.6050.0000.000
1092019.04.12 02:30modify370.10111.605110.6050.000
1102019.04.12 03:45close360.10111.688110.6040.0007.5210531.18
1112019.04.12 03:45close370.10111.688110.6050.0007.4310538.61
1122019.04.25 00:45buy380.10112.1050.0000.000
1132019.04.25 00:45modify380.10112.105111.1050.000
1142019.04.25 01:00buy390.10112.0740.0000.000
1152019.04.25 01:00modify390.10112.074111.0740.000
1162019.04.25 04:31buy400.10112.0360.0000.000
1172019.04.25 04:31modify400.10112.036111.0360.000
1182019.04.25 17:00close400.10111.580111.0360.000-40.8710497.74
1192019.04.25 17:00close390.10111.580111.0740.000-44.2710453.47
1202019.04.25 23:00close380.10111.658111.1050.000-40.0310413.44
1212019.05.06 07:00sell410.10110.5780.0000.000
1222019.05.06 07:00modify410.10110.578111.5780.000
1232019.05.06 07:30sell420.10110.5910.0000.000
1242019.05.06 07:30modify420.10110.591111.5910.000
1252019.05.06 07:55sell430.10110.7400.0000.000
1262019.05.06 07:55modify430.10110.740111.7400.000
1272019.05.06 19:45close430.10110.806111.7400.000-5.9610407.48
1282019.05.06 19:45close410.10110.806111.5780.000-20.5810386.90
1292019.05.06 19:45close420.10110.806111.5910.000-19.4010367.50
1302019.05.13 20:38sell440.10109.2220.0000.000
1312019.05.13 20:38modify440.10109.222110.2220.000
1322019.05.13 21:00sell450.10109.2690.0000.000
1332019.05.13 21:00modify450.10109.269110.2690.000
1342019.05.13 21:30sell460.10109.3510.0000.000
1352019.05.13 21:30modify460.10109.351110.3510.000
1362019.05.14 15:00close460.10109.626110.3510.000-25.9710341.52
1372019.05.14 15:00close450.10109.626110.2690.000-33.4510308.07
1382019.05.14 15:00close440.10109.625110.2220.000-37.6410270.43
1392019.05.16 21:00buy470.10109.8200.0000.000
1402019.05.16 21:00modify470.10109.820108.8200.000
1412019.05.17 01:15close470.10109.848108.8200.0003.1510273.59
1422019.05.21 19:30buy480.10110.6530.0000.000
1432019.05.21 19:30modify480.10110.653109.6530.000
1442019.05.21 22:41buy490.10110.5810.0000.000
1452019.05.21 22:41modify490.10110.581109.5810.000
1462019.05.21 22:45buy500.10110.5600.0000.000
1472019.05.21 22:45modify500.10110.560109.5600.000
1482019.05.22 22:45close490.10110.348109.5810.000-20.5210253.07
1492019.05.22 22:45close500.10110.348109.5600.000-18.6110234.46
1502019.05.22 22:45close480.10110.348109.6530.000-27.0410207.43
1512019.05.23 23:45sell510.10109.5900.0000.000
1522019.05.23 23:45modify510.10109.590110.5900.000
1532019.05.24 00:46sell520.10109.6160.0000.000
1542019.05.24 00:46modify520.10109.616110.6160.000
1552019.05.24 03:31sell530.10109.6630.0000.000
1562019.05.24 03:31modify530.10109.663110.6630.000
1572019.05.24 15:45close530.10109.540110.6630.00011.2310218.66
1582019.05.24 15:45close520.10109.540110.6160.0006.9410225.60
1592019.05.24 15:45close510.10109.540110.5900.0003.6810229.28
1602019.05.31 14:30sell540.10108.8380.0000.000
1612019.05.31 14:30modify540.10108.838109.8380.000
1622019.05.31 15:32sell550.10108.8490.0000.000
1632019.05.31 15:32modify550.10108.849109.8490.000
1642019.05.31 17:28close550.10108.661109.8490.00017.3010246.58
1652019.05.31 17:28close540.10108.661109.8380.00016.2910262.87
1662019.06.07 20:15sell560.10108.0930.0000.000
1672019.06.07 20:15modify560.10108.093109.0930.000
1682019.06.07 20:28sell570.10108.1870.0000.000
1692019.06.07 20:28modify570.10108.187109.1870.000
1702019.06.07 21:15sell580.10108.1830.0000.000
1712019.06.07 21:15modify580.10108.183109.1830.000
1722019.06.07 22:50close570.10108.154109.1870.0003.0510265.92
1732019.06.07 22:50close580.10108.154109.1830.0002.6810268.60
1742019.06.07 22:50close560.10108.154109.0930.000-5.6410262.96
1752019.06.20 02:47sell590.10108.1340.0000.000
1762019.06.20 02:47modify590.10108.134109.1340.000
1772019.06.20 03:14close590.10107.933109.1340.00018.6210281.58
1782019.06.20 09:00sell600.10107.6260.0000.000
1792019.06.20 09:00modify600.10107.626108.6260.000
1802019.06.20 10:18sell610.10107.7120.0000.000
1812019.06.20 10:18modify610.10107.712108.7120.000
1822019.06.20 11:45sell620.10107.8260.0000.000
1832019.06.20 11:45modify620.10107.826108.8260.000
1842019.06.20 15:30close610.10107.545108.7120.00015.5310297.11
1852019.06.20 15:30close620.10107.545108.8260.00026.1310323.24
1862019.06.20 15:30close600.10107.545108.6260.0007.5310330.77
1872019.06.25 11:35sell630.10107.1150.0000.000
1882019.06.25 11:35modify630.10107.115108.1150.000
1892019.06.25 14:15close630.10107.063108.1150.0004.8610335.63
1902019.06.27 10:29buy640.10107.9700.0000.000
1912019.06.27 10:29modify640.10107.970106.9700.000
1922019.06.27 13:15buy650.10107.8390.0000.000
1932019.06.27 13:15modify650.10107.839106.8390.000
1942019.06.27 23:30close640.10107.788106.9700.000-16.8810318.75
1952019.06.27 23:30close650.10107.788106.8390.000-4.7310314.02
1962019.07.02 23:45sell660.10107.8990.0000.000
1972019.07.02 23:45modify660.10107.899108.8990.000
1982019.07.03 02:04close660.10107.845108.8990.0004.1310318.14
1992019.07.03 08:30sell670.10107.6530.0000.000
2002019.07.03 08:30modify670.10107.653108.6530.000
2012019.07.03 08:33sell680.10107.6520.0000.000
2022019.07.03 08:33modify680.10107.652108.6520.000
2032019.07.03 15:45close680.10107.734108.6520.000-7.6110310.53
2042019.07.04 00:30close670.10107.829108.6530.000-18.9710291.57
2052019.07.05 21:48buy690.10108.6080.0000.000
2062019.07.05 21:48modify690.10108.608107.6080.000
2072019.07.05 22:50close690.10108.503107.6080.000-9.6810281.89
2082019.07.08 00:04buy700.10108.4510.0000.000
2092019.07.08 00:04modify700.10108.451107.4510.000
2102019.07.08 00:04buy710.10108.4510.0000.000
2112019.07.08 00:04modify710.10108.451107.4510.000
2122019.07.08 12:30close700.10108.448107.4510.000-0.2810281.61
2132019.07.08 12:30close710.10108.448107.4510.000-0.2810281.33
2142019.07.10 21:45sell720.10108.4390.0000.000
2152019.07.10 21:45modify720.10108.439109.4390.000
2162019.07.10 23:29sell730.10108.4750.0000.000
2172019.07.10 23:29modify730.10108.475109.4750.000
2182019.07.11 03:05close730.10108.281109.4750.00015.2710296.60
2192019.07.11 03:05close720.10108.281109.4390.00011.9410308.55
2202019.07.11 09:00sell740.10107.9990.0000.000
2212019.07.11 09:00modify740.10107.999108.9990.000
2222019.07.11 10:10sell750.10108.0380.0000.000
2232019.07.11 10:10modify750.10108.038109.0380.000
2242019.07.11 10:45sell760.10108.1210.0000.000
2252019.07.11 10:45modify760.10108.121109.1210.000
2262019.07.12 03:15close750.10108.557109.0380.000-48.6910259.86
2272019.07.12 03:15close760.10108.557109.1210.000-41.0410218.82
2282019.07.12 05:00close740.10108.392108.9990.000-37.1410181.67
2292019.07.18 10:24sell770.10107.7600.0000.000
2302019.07.18 10:24modify770.10107.760108.7600.000
2312019.07.18 19:00close770.10107.744108.7600.0001.4910183.16
2322019.07.19 02:30sell780.10107.3990.0000.000
2332019.07.19 02:30modify780.10107.399108.3990.000
2342019.07.19 14:30close780.10107.646108.3990.000-22.9510160.21
2352019.07.25 23:30buy790.10108.6550.0000.000
2362019.07.25 23:30modify790.10108.655107.6550.000
2372019.07.26 00:30buy800.10108.6340.0000.000
2382019.07.26 00:30modify800.10108.634107.6340.000
2392019.07.26 12:45close800.10108.632107.6340.000-0.1810160.03
2402019.07.26 12:45close790.10108.632107.6550.000-1.5210158.52
2412019.08.01 08:30buy810.10109.1810.0000.000
2422019.08.01 08:30modify810.10109.181108.1810.000
2432019.08.01 10:27buy820.10109.1260.0000.000
2442019.08.01 10:27modify820.10109.126108.1260.000
2452019.08.01 10:45buy830.10109.1360.0000.000
2462019.08.01 10:45modify830.10109.136108.1360.000
2472019.08.01 17:15close820.10108.335108.1260.000-73.0110085.51
2482019.08.01 17:15close830.10108.335108.1360.000-73.9410011.57
2492019.08.01 17:15close810.10108.335108.1810.000-78.099933.48