Strategy Tester: whitephoenix
Strategy Tester Report
whitephoenix
(Build 1090)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間15分足(M15) 2005.01.11 03:30 - 2017.06.22 23:45 (2005.01.01 - 2017.06.23)
モデル全ティック (利用可能な最小時間枠による最も正確な方法)
パラメーターMaxBuyPosition=9; MaxSellPosition=5; Lots=0.1; Slippage=4; MaxSpread=35; MM=false; Risk=2; Magic=59872465; BuyOrder_Limit_0=350; BuyOrder_Stop_0=-100; BuyOrder_Limit_1=350; BuyOrder_Stop_1=-100; SellOrder_Limit_0=350; SellOrder_Stop_0=-100; SellOrder_Limit_1=350; SellOrder_Stop_1=-100; BuyTrailClose_pips_0=100; BuyTrailClose_ClosePips_0=100; SellTrailClose_pips_0=100; SellTrailClose_ClosePips_0=100; timeif_start_0="17:00"; timeif_start_1="17:00"; Comments="WhitePhenix";
テストバー数303727モデルティック数151569597モデリング品質89.97%
不整合チャートエラー1
初期証拠金10000.00スプレッド10
純益86659.59総利益322932.77総損失-236273.18
プロフィットファクタ1.37期待利得6.20
絶対ドローダウン184.74最大ドローダウン3954.11 (5.30%)相対ドローダウン19.85% (3674.56)
総取引数13981売りポジション(勝率%)6261 (56.19%)買いポジション(勝率%)7720 (57.55%)
勝率(%)7961 (56.94%)負率 (%)6020 (43.06%)
最大勝トレード364.88敗トレード-131.92
平均勝トレード40.56敗トレード-39.25
最大連勝(金額)58 (2459.71)連敗(金額)28 (-1439.81)
最大連勝(トレード数)3463.21 (52)連敗(トレード数)-2008.22 (26)
平均連勝7連敗5
Graph
1ページ目次へ
#時間取引種別注文番号数量価格決済逆指値(S/L)決済指値(T/P)損益残高
12005.01.11 12:00sell10.10104.170105.170100.670
22005.01.11 23:15sell20.10103.340104.34099.840
32005.01.11 23:30sell30.10103.330104.33099.830
42005.01.11 23:46sell40.10103.330104.33099.830
52005.01.12 00:00sell50.10103.350104.35099.850
62005.01.12 02:24close50.10103.434104.35099.850-8.129991.88
72005.01.12 02:24close40.10103.434104.33099.830-11.199980.69
82005.01.12 02:24close30.10103.434104.33099.830-11.199969.51
92005.01.12 02:24close20.10103.434104.34099.840-10.239959.28
102005.01.12 02:24close10.10103.434105.170100.67070.0210029.30
112005.01.12 02:30sell60.10103.420104.42099.920
122005.01.12 04:30sell70.10103.380104.38099.880
132005.01.12 04:45sell80.10103.430104.43099.930
142005.01.12 05:01sell90.10103.480104.48099.980
152005.01.12 05:15sell100.10103.460104.46099.960
162005.01.14 08:00close100.10102.920104.46099.96047.9210077.23
172005.01.14 08:00close90.10102.920104.48099.98049.8610127.09
182005.01.14 08:00close80.10102.920104.43099.93045.0010172.09
192005.01.14 08:00close70.10102.920104.38099.88040.1410212.24
202005.01.14 08:00close60.10102.920104.42099.92044.0310256.27
212005.01.14 12:45buy110.10102.660101.660106.160
222005.01.14 13:00buy120.10102.560101.560106.060
232005.01.14 18:45close120.10102.310101.560106.060-24.4410231.83
242005.01.14 18:45close110.10102.310101.660106.160-34.2110197.62
252005.01.18 06:15buy130.10102.420101.420105.920
262005.01.18 06:30buy140.10102.360101.360105.860
272005.01.18 06:45buy150.10102.360101.360105.860
282005.01.18 07:00buy160.10102.350101.350105.850
292005.01.18 14:45buy170.10102.740101.740106.240
302005.01.18 16:30buy180.10102.480101.480105.980
312005.01.18 16:45buy190.10102.470101.470105.970
322005.01.18 19:30buy200.10102.420101.420105.920
332005.01.18 19:45buy210.10102.350101.350105.850
342005.01.20 11:45close210.10103.020101.350105.85067.2110264.83
352005.01.20 11:45close200.10103.020101.420105.92060.4110325.25
362005.01.20 11:45close190.10103.020101.470105.97055.5610380.81
372005.01.20 11:45close180.10103.020101.480105.98054.5910435.40
382005.01.20 11:45close170.10103.020101.740106.24029.3510464.76
392005.01.20 11:45close160.10103.020101.350105.85067.2110531.97
402005.01.20 11:45close150.10103.020101.360105.86066.2410598.21
412005.01.20 11:45close140.10103.020101.360105.86066.2410664.46
422005.01.20 11:45close130.10103.020101.420105.92060.4110724.87
432005.01.20 12:45buy220.10102.750101.750106.250
442005.01.20 13:00buy230.10102.740101.740106.240
452005.01.20 16:30buy240.10102.760101.760106.260
462005.01.21 05:15buy250.10103.460102.460106.960
472005.01.21 05:30buy260.10103.440102.440106.940
482005.01.21 05:45buy270.10103.420102.420106.920
492005.01.21 08:01buy280.10103.420102.420106.920
502005.01.21 08:17buy290.10103.360102.360106.860
512005.01.21 10:45close290.10103.680102.360106.86030.8610755.73
522005.01.21 10:45close280.10103.680102.420106.92025.0810780.81
532005.01.21 10:45close270.10103.680102.420106.92025.0810805.89
542005.01.21 10:45close260.10103.680102.440106.94023.1510829.04
552005.01.21 10:45close250.10103.680102.460106.96021.2210850.26
562005.01.21 10:45close240.10103.680101.760106.26089.2710939.53
572005.01.21 10:45close230.10103.680101.740106.24091.2011030.74
582005.01.21 10:45close220.10103.680101.750106.25090.2411120.98
592005.01.21 16:45buy300.10103.730102.730107.230
602005.01.21 17:00buy310.10103.680102.680107.180
612005.01.21 17:15buy320.10103.600102.600107.100
622005.01.21 17:30buy330.10103.550102.550107.050
632005.01.21 17:45buy340.10103.500102.500107.000
642005.01.21 18:00buy350.10103.380102.380106.880
652005.01.21 18:15buy360.10103.300102.300106.800
662005.01.21 18:30buy370.10103.200102.200106.700
672005.01.21 19:00close370.10103.240102.200106.7003.8711124.85
682005.01.21 19:00close360.10103.240102.300106.800-5.8111119.04
692005.01.21 19:00close350.10103.240102.380106.880-13.5611105.48
702005.01.21 19:00close340.10103.240102.500107.000-25.1811080.30
712005.01.21 19:00close330.10103.240102.550107.050-30.0311050.27
722005.01.21 19:00close320.10103.240102.600107.100-34.8711015.40
732005.01.21 19:00close310.10103.240102.680107.180-42.6210972.78
742005.01.21 19:00close300.10103.240102.730107.230-47.4610925.32
752005.01.25 05:00sell380.10102.800103.80099.300
762005.01.25 07:15sell390.10102.730103.73099.230
772005.01.25 12:00close390.10103.160103.73099.230-41.6810883.64
782005.01.25 12:00close380.10103.160103.80099.300-34.9010848.74
792005.01.25 13:00buy400.10103.050102.050106.550
802005.01.26 00:15buy410.10104.070103.070107.570
812005.01.26 00:30buy420.10104.060103.060107.560
822005.01.26 00:44close420.10103.992103.060107.560-6.5410842.20
832005.01.26 00:44close410.10103.992103.070107.570-7.5010834.70
842005.01.26 00:44close400.10103.992102.050106.55091.1210925.83
852005.01.26 00:45buy430.10103.990102.990107.490
862005.01.26 02:00buy440.10103.950102.950107.450
872005.01.26 05:30buy450.10103.790102.790107.290
882005.01.26 06:15buy460.10103.530102.530107.030
892005.01.26 06:45close460.10103.550102.530107.0301.9310927.76
902005.01.26 06:45close450.10103.550102.790107.290-23.1810904.58
912005.01.26 06:45close440.10103.550102.950107.450-38.6310865.95
922005.01.26 06:45close430.10103.550102.990107.490-42.4910823.46
932005.01.26 09:45sell470.10103.610104.610100.110
942005.01.26 23:30sell480.10103.020104.02099.520
952005.01.27 01:30sell490.10103.100104.10099.600
962005.01.27 01:45sell500.10103.120104.12099.620
972005.01.27 02:00sell510.10103.120104.12099.620
982005.01.28 10:30close510.10103.050104.12099.6205.6510829.11
992005.01.28 10:30close500.10103.050104.12099.6205.6510834.76
1002005.01.28 10:30close490.10103.050104.10099.6003.7110838.48
1012005.01.28 10:30close480.10103.050104.02099.520-7.4610831.02
1022005.01.28 10:30close470.10103.050104.610100.11049.7910880.81
1032005.01.28 10:30buy520.10103.059102.059106.559
1042005.01.28 14:15buy530.10103.260102.260106.760
1052005.01.28 17:00buy540.10103.030102.030106.530
1062005.01.28 21:15buy550.10103.380102.380106.880
1072005.01.28 22:18buy560.10103.330102.330106.830
1082005.02.01 02:00buy570.10103.620102.620107.120
1092005.02.01 02:15buy580.10103.590102.590107.090
1102005.02.01 03:15buy590.10103.520102.520107.020
1112005.02.01 12:00buy600.10103.870102.870107.370
1122005.02.02 08:30close600.10103.770102.870107.370-9.1010871.72
1132005.02.02 08:30close590.10103.770102.520107.02024.6310896.35
1142005.02.02 08:30close580.10103.770102.590107.09017.8910914.24
1152005.02.02 08:30close570.10103.770102.620107.12015.0010929.25
1162005.02.02 08:30close560.10103.770102.330106.83044.0310973.28
1172005.02.02 08:30close550.10103.770102.380106.88039.2111012.49
1182005.02.02 08:30close540.10103.770102.030106.53072.9411085.43
1192005.02.02 08:30close530.10103.770102.260106.76050.7811136.21
1202005.02.02 08:30close520.10103.770102.059106.55970.1511206.36
1212005.02.02 08:31sell610.10103.760104.760100.260
1222005.02.02 11:30close610.10103.560104.760100.26019.3111225.67
1232005.02.02 16:00sell620.10103.470104.47099.970
1242005.02.02 16:15sell630.10103.580104.580100.080
1252005.02.02 17:45sell640.10103.630104.630100.130
1262005.02.02 20:45close640.10103.960104.630100.130-31.7411193.93
1272005.02.02 20:45close630.10103.960104.580100.080-36.5511157.38
1282005.02.02 20:45close620.10103.960104.47099.970-47.1311110.25
1292005.02.02 22:30buy650.10103.830102.830107.330
1302005.02.02 22:45buy660.10103.780102.780107.280
1312005.02.03 00:00buy670.10103.660102.660107.160
1322005.02.03 00:16buy680.10103.660102.660107.160
1332005.02.03 00:30buy690.10103.630102.630107.130
1342005.02.03 04:30close690.10104.000102.630107.13035.5811145.83
1352005.02.03 04:30close680.10104.000102.660107.16032.6911178.52
1362005.02.03 04:30close670.10104.000102.660107.16032.6911211.21
1372005.02.03 04:30close660.10104.000102.780107.28022.7811233.99
1382005.02.03 04:30close650.10104.000102.830107.33017.9811251.97
1392005.02.03 12:30buy700.10104.030103.030107.530
1402005.02.03 13:30buy710.10103.980102.980107.480
1412005.02.03 13:45buy720.10103.950102.950107.450
1422005.02.03 14:00buy730.10103.870102.870107.370
1432005.02.03 16:00close730.10104.380102.870107.37048.8611300.83
1442005.02.03 16:00close720.10104.380102.950107.45041.2011342.03
1452005.02.03 16:00close710.10104.380102.980107.48038.3211380.35
1462005.02.03 16:00close700.10104.380103.030107.53033.5311413.88
1472005.02.03 23:45buy740.10104.440103.440107.940
1482005.02.04 00:00buy750.10104.460103.460107.960
1492005.02.04 05:30buy760.10104.440103.440107.940
1502005.02.04 15:00close760.10103.920103.440107.940-50.0411363.84
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