Strategy Tester: whitephoenix

Strategy Tester Report

whitephoenix

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

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
1	2005.01.11 12:00	sell	1	0.10	104.170	105.170	100.670
2	2005.01.11 23:15	sell	2	0.10	103.340	104.340	99.840
3	2005.01.11 23:30	sell	3	0.10	103.330	104.330	99.830
4	2005.01.11 23:46	sell	4	0.10	103.330	104.330	99.830
5	2005.01.12 00:00	sell	5	0.10	103.350	104.350	99.850
6	2005.01.12 02:24	close	5	0.10	103.434	104.350	99.850	-8.12	9991.88
7	2005.01.12 02:24	close	4	0.10	103.434	104.330	99.830	-11.19	9980.69
8	2005.01.12 02:24	close	3	0.10	103.434	104.330	99.830	-11.19	9969.51
9	2005.01.12 02:24	close	2	0.10	103.434	104.340	99.840	-10.23	9959.28
10	2005.01.12 02:24	close	1	0.10	103.434	105.170	100.670	70.02	10029.30
11	2005.01.12 02:30	sell	6	0.10	103.420	104.420	99.920
12	2005.01.12 04:30	sell	7	0.10	103.380	104.380	99.880
13	2005.01.12 04:45	sell	8	0.10	103.430	104.430	99.930
14	2005.01.12 05:01	sell	9	0.10	103.480	104.480	99.980
15	2005.01.12 05:15	sell	10	0.10	103.460	104.460	99.960
16	2005.01.14 08:00	close	10	0.10	102.920	104.460	99.960	47.92	10077.23
17	2005.01.14 08:00	close	9	0.10	102.920	104.480	99.980	49.86	10127.09
18	2005.01.14 08:00	close	8	0.10	102.920	104.430	99.930	45.00	10172.09
19	2005.01.14 08:00	close	7	0.10	102.920	104.380	99.880	40.14	10212.24
20	2005.01.14 08:00	close	6	0.10	102.920	104.420	99.920	44.03	10256.27
21	2005.01.14 12:45	buy	11	0.10	102.660	101.660	106.160
22	2005.01.14 13:00	buy	12	0.10	102.560	101.560	106.060
23	2005.01.14 18:45	close	12	0.10	102.310	101.560	106.060	-24.44	10231.83
24	2005.01.14 18:45	close	11	0.10	102.310	101.660	106.160	-34.21	10197.62
25	2005.01.18 06:15	buy	13	0.10	102.420	101.420	105.920
26	2005.01.18 06:30	buy	14	0.10	102.360	101.360	105.860
27	2005.01.18 06:45	buy	15	0.10	102.360	101.360	105.860
28	2005.01.18 07:00	buy	16	0.10	102.350	101.350	105.850
29	2005.01.18 14:45	buy	17	0.10	102.740	101.740	106.240
30	2005.01.18 16:30	buy	18	0.10	102.480	101.480	105.980
31	2005.01.18 16:45	buy	19	0.10	102.470	101.470	105.970
32	2005.01.18 19:30	buy	20	0.10	102.420	101.420	105.920
33	2005.01.18 19:45	buy	21	0.10	102.350	101.350	105.850
34	2005.01.20 11:45	close	21	0.10	103.020	101.350	105.850	67.21	10264.83
35	2005.01.20 11:45	close	20	0.10	103.020	101.420	105.920	60.41	10325.25
36	2005.01.20 11:45	close	19	0.10	103.020	101.470	105.970	55.56	10380.81
37	2005.01.20 11:45	close	18	0.10	103.020	101.480	105.980	54.59	10435.40
38	2005.01.20 11:45	close	17	0.10	103.020	101.740	106.240	29.35	10464.76
39	2005.01.20 11:45	close	16	0.10	103.020	101.350	105.850	67.21	10531.97
40	2005.01.20 11:45	close	15	0.10	103.020	101.360	105.860	66.24	10598.21
41	2005.01.20 11:45	close	14	0.10	103.020	101.360	105.860	66.24	10664.46
42	2005.01.20 11:45	close	13	0.10	103.020	101.420	105.920	60.41	10724.87
43	2005.01.20 12:45	buy	22	0.10	102.750	101.750	106.250
44	2005.01.20 13:00	buy	23	0.10	102.740	101.740	106.240
45	2005.01.20 16:30	buy	24	0.10	102.760	101.760	106.260
46	2005.01.21 05:15	buy	25	0.10	103.460	102.460	106.960
47	2005.01.21 05:30	buy	26	0.10	103.440	102.440	106.940
48	2005.01.21 05:45	buy	27	0.10	103.420	102.420	106.920
49	2005.01.21 08:01	buy	28	0.10	103.420	102.420	106.920
50	2005.01.21 08:17	buy	29	0.10	103.360	102.360	106.860
51	2005.01.21 10:45	close	29	0.10	103.680	102.360	106.860	30.86	10755.73
52	2005.01.21 10:45	close	28	0.10	103.680	102.420	106.920	25.08	10780.81
53	2005.01.21 10:45	close	27	0.10	103.680	102.420	106.920	25.08	10805.89
54	2005.01.21 10:45	close	26	0.10	103.680	102.440	106.940	23.15	10829.04
55	2005.01.21 10:45	close	25	0.10	103.680	102.460	106.960	21.22	10850.26
56	2005.01.21 10:45	close	24	0.10	103.680	101.760	106.260	89.27	10939.53
57	2005.01.21 10:45	close	23	0.10	103.680	101.740	106.240	91.20	11030.74
58	2005.01.21 10:45	close	22	0.10	103.680	101.750	106.250	90.24	11120.98
59	2005.01.21 16:45	buy	30	0.10	103.730	102.730	107.230
60	2005.01.21 17:00	buy	31	0.10	103.680	102.680	107.180
61	2005.01.21 17:15	buy	32	0.10	103.600	102.600	107.100
62	2005.01.21 17:30	buy	33	0.10	103.550	102.550	107.050
63	2005.01.21 17:45	buy	34	0.10	103.500	102.500	107.000
64	2005.01.21 18:00	buy	35	0.10	103.380	102.380	106.880
65	2005.01.21 18:15	buy	36	0.10	103.300	102.300	106.800
66	2005.01.21 18:30	buy	37	0.10	103.200	102.200	106.700
67	2005.01.21 19:00	close	37	0.10	103.240	102.200	106.700	3.87	11124.85
68	2005.01.21 19:00	close	36	0.10	103.240	102.300	106.800	-5.81	11119.04
69	2005.01.21 19:00	close	35	0.10	103.240	102.380	106.880	-13.56	11105.48
70	2005.01.21 19:00	close	34	0.10	103.240	102.500	107.000	-25.18	11080.30
71	2005.01.21 19:00	close	33	0.10	103.240	102.550	107.050	-30.03	11050.27
72	2005.01.21 19:00	close	32	0.10	103.240	102.600	107.100	-34.87	11015.40
73	2005.01.21 19:00	close	31	0.10	103.240	102.680	107.180	-42.62	10972.78
74	2005.01.21 19:00	close	30	0.10	103.240	102.730	107.230	-47.46	10925.32
75	2005.01.25 05:00	sell	38	0.10	102.800	103.800	99.300
76	2005.01.25 07:15	sell	39	0.10	102.730	103.730	99.230
77	2005.01.25 12:00	close	39	0.10	103.160	103.730	99.230	-41.68	10883.64
78	2005.01.25 12:00	close	38	0.10	103.160	103.800	99.300	-34.90	10848.74
79	2005.01.25 13:00	buy	40	0.10	103.050	102.050	106.550
80	2005.01.26 00:15	buy	41	0.10	104.070	103.070	107.570
81	2005.01.26 00:30	buy	42	0.10	104.060	103.060	107.560
82	2005.01.26 00:44	close	42	0.10	103.992	103.060	107.560	-6.54	10842.20
83	2005.01.26 00:44	close	41	0.10	103.992	103.070	107.570	-7.50	10834.70
84	2005.01.26 00:44	close	40	0.10	103.992	102.050	106.550	91.12	10925.83
85	2005.01.26 00:45	buy	43	0.10	103.990	102.990	107.490
86	2005.01.26 02:00	buy	44	0.10	103.950	102.950	107.450
87	2005.01.26 05:30	buy	45	0.10	103.790	102.790	107.290
88	2005.01.26 06:15	buy	46	0.10	103.530	102.530	107.030
89	2005.01.26 06:45	close	46	0.10	103.550	102.530	107.030	1.93	10927.76
90	2005.01.26 06:45	close	45	0.10	103.550	102.790	107.290	-23.18	10904.58
91	2005.01.26 06:45	close	44	0.10	103.550	102.950	107.450	-38.63	10865.95
92	2005.01.26 06:45	close	43	0.10	103.550	102.990	107.490	-42.49	10823.46
93	2005.01.26 09:45	sell	47	0.10	103.610	104.610	100.110
94	2005.01.26 23:30	sell	48	0.10	103.020	104.020	99.520
95	2005.01.27 01:30	sell	49	0.10	103.100	104.100	99.600
96	2005.01.27 01:45	sell	50	0.10	103.120	104.120	99.620
97	2005.01.27 02:00	sell	51	0.10	103.120	104.120	99.620
98	2005.01.28 10:30	close	51	0.10	103.050	104.120	99.620	5.65	10829.11
99	2005.01.28 10:30	close	50	0.10	103.050	104.120	99.620	5.65	10834.76
100	2005.01.28 10:30	close	49	0.10	103.050	104.100	99.600	3.71	10838.48
101	2005.01.28 10:30	close	48	0.10	103.050	104.020	99.520	-7.46	10831.02
102	2005.01.28 10:30	close	47	0.10	103.050	104.610	100.110	49.79	10880.81
103	2005.01.28 10:30	buy	52	0.10	103.059	102.059	106.559
104	2005.01.28 14:15	buy	53	0.10	103.260	102.260	106.760
105	2005.01.28 17:00	buy	54	0.10	103.030	102.030	106.530
106	2005.01.28 21:15	buy	55	0.10	103.380	102.380	106.880
107	2005.01.28 22:18	buy	56	0.10	103.330	102.330	106.830
108	2005.02.01 02:00	buy	57	0.10	103.620	102.620	107.120
109	2005.02.01 02:15	buy	58	0.10	103.590	102.590	107.090
110	2005.02.01 03:15	buy	59	0.10	103.520	102.520	107.020
111	2005.02.01 12:00	buy	60	0.10	103.870	102.870	107.370
112	2005.02.02 08:30	close	60	0.10	103.770	102.870	107.370	-9.10	10871.72
113	2005.02.02 08:30	close	59	0.10	103.770	102.520	107.020	24.63	10896.35
114	2005.02.02 08:30	close	58	0.10	103.770	102.590	107.090	17.89	10914.24
115	2005.02.02 08:30	close	57	0.10	103.770	102.620	107.120	15.00	10929.25
116	2005.02.02 08:30	close	56	0.10	103.770	102.330	106.830	44.03	10973.28
117	2005.02.02 08:30	close	55	0.10	103.770	102.380	106.880	39.21	11012.49
118	2005.02.02 08:30	close	54	0.10	103.770	102.030	106.530	72.94	11085.43
119	2005.02.02 08:30	close	53	0.10	103.770	102.260	106.760	50.78	11136.21
120	2005.02.02 08:30	close	52	0.10	103.770	102.059	106.559	70.15	11206.36
121	2005.02.02 08:31	sell	61	0.10	103.760	104.760	100.260
122	2005.02.02 11:30	close	61	0.10	103.560	104.760	100.260	19.31	11225.67
123	2005.02.02 16:00	sell	62	0.10	103.470	104.470	99.970
124	2005.02.02 16:15	sell	63	0.10	103.580	104.580	100.080
125	2005.02.02 17:45	sell	64	0.10	103.630	104.630	100.130
126	2005.02.02 20:45	close	64	0.10	103.960	104.630	100.130	-31.74	11193.93
127	2005.02.02 20:45	close	63	0.10	103.960	104.580	100.080	-36.55	11157.38
128	2005.02.02 20:45	close	62	0.10	103.960	104.470	99.970	-47.13	11110.25
129	2005.02.02 22:30	buy	65	0.10	103.830	102.830	107.330
130	2005.02.02 22:45	buy	66	0.10	103.780	102.780	107.280
131	2005.02.03 00:00	buy	67	0.10	103.660	102.660	107.160
132	2005.02.03 00:16	buy	68	0.10	103.660	102.660	107.160
133	2005.02.03 00:30	buy	69	0.10	103.630	102.630	107.130
134	2005.02.03 04:30	close	69	0.10	104.000	102.630	107.130	35.58	11145.83
135	2005.02.03 04:30	close	68	0.10	104.000	102.660	107.160	32.69	11178.52
136	2005.02.03 04:30	close	67	0.10	104.000	102.660	107.160	32.69	11211.21
137	2005.02.03 04:30	close	66	0.10	104.000	102.780	107.280	22.78	11233.99
138	2005.02.03 04:30	close	65	0.10	104.000	102.830	107.330	17.98	11251.97
139	2005.02.03 12:30	buy	70	0.10	104.030	103.030	107.530
140	2005.02.03 13:30	buy	71	0.10	103.980	102.980	107.480
141	2005.02.03 13:45	buy	72	0.10	103.950	102.950	107.450
142	2005.02.03 14:00	buy	73	0.10	103.870	102.870	107.370
143	2005.02.03 16:00	close	73	0.10	104.380	102.870	107.370	48.86	11300.83
144	2005.02.03 16:00	close	72	0.10	104.380	102.950	107.450	41.20	11342.03
145	2005.02.03 16:00	close	71	0.10	104.380	102.980	107.480	38.32	11380.35
146	2005.02.03 16:00	close	70	0.10	104.380	103.030	107.530	33.53	11413.88
147	2005.02.03 23:45	buy	74	0.10	104.440	103.440	107.940
148	2005.02.04 00:00	buy	75	0.10	104.460	103.460	107.960
149	2005.02.04 05:30	buy	76	0.10	104.440	103.440	107.940
150	2005.02.04 15:00	close	76	0.10	103.920	103.440	107.940	-50.04	11363.84

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