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 | |
| # | 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 |
| 151 | 2005.02.04 15:00 | close | 75 | 0.10 | 103.920 | 103.460 | 107.960 | -51.96 | 11311.88 |
| 152 | 2005.02.04 15:00 | close | 74 | 0.10 | 103.920 | 103.440 | 107.940 | -49.50 | 11262.38 |
| 153 | 2005.02.04 19:15 | sell | 77 | 0.10 | 103.710 | 104.710 | 100.210 | ||
| 154 | 2005.02.04 19:30 | sell | 78 | 0.10 | 103.750 | 104.750 | 100.250 | ||
| 155 | 2005.02.04 20:45 | sell | 79 | 0.10 | 103.830 | 104.830 | 100.330 | ||
| 156 | 2005.02.04 21:00 | sell | 80 | 0.10 | 103.840 | 104.840 | 100.340 | ||
| 157 | 2005.02.04 21:15 | sell | 81 | 0.10 | 103.950 | 104.950 | 100.450 | ||
| 158 | 2005.02.07 03:30 | close | 81 | 0.10 | 104.250 | 104.950 | 100.450 | -29.92 | 11232.46 |
| 159 | 2005.02.07 03:30 | close | 80 | 0.10 | 104.250 | 104.840 | 100.340 | -40.47 | 11192.00 |
| 160 | 2005.02.07 03:30 | close | 79 | 0.10 | 104.250 | 104.830 | 100.330 | -41.43 | 11150.57 |
| 161 | 2005.02.07 03:30 | close | 78 | 0.10 | 104.250 | 104.750 | 100.250 | -49.10 | 11101.47 |
| 162 | 2005.02.07 03:30 | close | 77 | 0.10 | 104.250 | 104.710 | 100.210 | -52.94 | 11048.54 |
| 163 | 2005.02.08 15:30 | buy | 82 | 0.10 | 105.710 | 104.710 | 109.210 | ||
| 164 | 2005.02.08 19:30 | buy | 83 | 0.10 | 105.680 | 104.680 | 109.180 | ||
| 165 | 2005.02.08 19:45 | buy | 84 | 0.10 | 105.630 | 104.630 | 109.130 | ||
| 166 | 2005.02.08 20:30 | buy | 85 | 0.10 | 105.550 | 104.550 | 109.050 | ||
| 167 | 2005.02.09 03:30 | buy | 86 | 0.10 | 105.690 | 104.690 | 109.190 | ||
| 168 | 2005.02.09 03:45 | buy | 87 | 0.10 | 105.690 | 104.690 | 109.190 | ||
| 169 | 2005.02.09 04:00 | buy | 88 | 0.10 | 105.650 | 104.650 | 109.150 | ||
| 170 | 2005.02.09 08:30 | buy | 89 | 0.10 | 105.580 | 104.580 | 109.080 | ||
| 171 | 2005.02.09 17:15 | close | 89 | 0.10 | 105.830 | 104.580 | 109.080 | 23.62 | 11072.16 |
| 172 | 2005.02.09 17:15 | close | 88 | 0.10 | 105.830 | 104.650 | 109.150 | 17.01 | 11089.17 |
| 173 | 2005.02.09 17:15 | close | 87 | 0.10 | 105.830 | 104.690 | 109.190 | 13.23 | 11102.40 |
| 174 | 2005.02.09 17:15 | close | 86 | 0.10 | 105.830 | 104.690 | 109.190 | 13.23 | 11115.63 |
| 175 | 2005.02.09 17:15 | close | 85 | 0.10 | 105.830 | 104.550 | 109.050 | 27.00 | 11142.63 |
| 176 | 2005.02.09 17:15 | close | 84 | 0.10 | 105.830 | 104.630 | 109.130 | 19.44 | 11162.07 |
| 177 | 2005.02.09 17:15 | close | 83 | 0.10 | 105.830 | 104.680 | 109.180 | 14.71 | 11176.79 |
| 178 | 2005.02.09 17:15 | close | 82 | 0.10 | 105.830 | 104.710 | 109.210 | 11.88 | 11188.67 |
| 179 | 2005.02.09 18:45 | buy | 90 | 0.10 | 105.760 | 104.760 | 109.260 | ||
| 180 | 2005.02.09 19:00 | buy | 91 | 0.10 | 105.730 | 104.730 | 109.230 | ||
| 181 | 2005.02.09 22:01 | buy | 92 | 0.10 | 105.660 | 104.660 | 109.160 | ||
| 182 | 2005.02.10 00:00 | buy | 93 | 0.10 | 105.650 | 104.650 | 109.150 | ||
| 183 | 2005.02.10 00:15 | buy | 94 | 0.10 | 105.630 | 104.630 | 109.130 | ||
| 184 | 2005.02.10 00:30 | buy | 95 | 0.10 | 105.530 | 104.530 | 109.030 | ||
| 185 | 2005.02.10 13:15 | close | 95 | 0.10 | 105.860 | 104.530 | 109.030 | 31.17 | 11219.84 |
| 186 | 2005.02.10 13:15 | close | 94 | 0.10 | 105.860 | 104.630 | 109.130 | 21.73 | 11241.57 |
| 187 | 2005.02.10 13:15 | close | 93 | 0.10 | 105.860 | 104.650 | 109.150 | 19.84 | 11261.41 |
| 188 | 2005.02.10 13:15 | close | 92 | 0.10 | 105.860 | 104.660 | 109.160 | 20.52 | 11281.93 |
| 189 | 2005.02.10 13:15 | close | 91 | 0.10 | 105.860 | 104.730 | 109.230 | 13.91 | 11295.84 |
| 190 | 2005.02.10 13:15 | close | 90 | 0.10 | 105.860 | 104.760 | 109.260 | 11.08 | 11306.92 |
| 191 | 2005.02.10 18:00 | buy | 96 | 0.10 | 105.810 | 104.810 | 109.310 | ||
| 192 | 2005.02.10 18:30 | buy | 97 | 0.10 | 105.660 | 104.660 | 109.160 | ||
| 193 | 2005.02.10 18:45 | buy | 98 | 0.10 | 105.630 | 104.630 | 109.130 | ||
| 194 | 2005.02.10 19:00 | buy | 99 | 0.10 | 105.560 | 104.560 | 109.060 | ||
| 195 | 2005.02.10 19:15 | buy | 100 | 0.10 | 105.490 | 104.490 | 108.990 | ||
| 196 | 2005.02.10 19:30 | close | 100 | 0.10 | 105.480 | 104.490 | 108.990 | -0.95 | 11305.97 |
| 197 | 2005.02.10 19:30 | close | 99 | 0.10 | 105.480 | 104.560 | 109.060 | -7.58 | 11298.39 |
| 198 | 2005.02.10 19:30 | close | 98 | 0.10 | 105.480 | 104.630 | 109.130 | -14.22 | 11284.17 |
| 199 | 2005.02.10 19:30 | close | 97 | 0.10 | 105.480 | 104.660 | 109.160 | -17.06 | 11267.11 |
| 200 | 2005.02.10 19:30 | close | 96 | 0.10 | 105.480 | 104.810 | 109.310 | -31.29 | 11235.82 |
| 201 | 2005.02.10 21:45 | sell | 101 | 0.10 | 105.680 | 106.680 | 102.180 | ||
| 202 | 2005.02.10 22:45 | sell | 102 | 0.10 | 105.750 | 106.750 | 102.250 | ||
| 203 | 2005.02.10 23:00 | sell | 103 | 0.10 | 105.780 | 106.780 | 102.280 | ||
| 204 | 2005.02.10 23:15 | sell | 104 | 0.10 | 105.810 | 106.810 | 102.310 | ||
| 205 | 2005.02.11 10:45 | close | 104 | 0.10 | 105.670 | 106.810 | 102.310 | 12.11 | 11247.93 |
| 206 | 2005.02.11 10:45 | close | 103 | 0.10 | 105.670 | 106.780 | 102.280 | 9.27 | 11257.21 |
| 207 | 2005.02.11 10:45 | close | 102 | 0.10 | 105.670 | 106.750 | 102.250 | 6.43 | 11263.64 |
| 208 | 2005.02.11 10:45 | close | 101 | 0.10 | 105.670 | 106.680 | 102.180 | -0.19 | 11263.45 |
| 209 | 2005.02.11 13:30 | sell | 105 | 0.10 | 105.680 | 106.680 | 102.180 | ||
| 210 | 2005.02.11 13:45 | sell | 106 | 0.10 | 105.720 | 106.720 | 102.220 | ||
| 211 | 2005.02.14 17:45 | sell | 107 | 0.10 | 105.040 | 106.040 | 101.540 | ||
| 212 | 2005.02.14 20:45 | sell | 108 | 0.10 | 105.030 | 106.030 | 101.530 | ||
| 213 | 2005.02.15 01:30 | close | 108 | 0.10 | 105.020 | 106.030 | 101.530 | -0.19 | 11263.27 |
| 214 | 2005.02.15 01:30 | close | 107 | 0.10 | 105.020 | 106.040 | 101.540 | 0.76 | 11264.03 |
| 215 | 2005.02.15 01:30 | close | 106 | 0.10 | 105.020 | 106.720 | 102.220 | 64.38 | 11328.41 |
| 216 | 2005.02.15 01:30 | close | 105 | 0.10 | 105.020 | 106.680 | 102.180 | 60.58 | 11388.98 |
| 217 | 2005.02.15 01:30 | buy | 109 | 0.10 | 105.029 | 104.029 | 108.529 | ||
| 218 | 2005.02.15 01:45 | buy | 110 | 0.10 | 104.990 | 103.990 | 108.490 | ||
| 219 | 2005.02.15 08:30 | buy | 111 | 0.10 | 105.190 | 104.190 | 108.690 | ||
| 220 | 2005.02.15 08:45 | buy | 112 | 0.10 | 105.110 | 104.110 | 108.610 | ||
| 221 | 2005.02.15 09:45 | buy | 113 | 0.10 | 105.000 | 104.000 | 108.500 | ||
| 222 | 2005.02.15 10:00 | buy | 114 | 0.10 | 104.940 | 103.940 | 108.440 | ||
| 223 | 2005.02.15 20:15 | close | 114 | 0.10 | 104.490 | 103.940 | 108.440 | -43.07 | 11345.91 |
| 224 | 2005.02.15 20:15 | close | 113 | 0.10 | 104.490 | 104.000 | 108.500 | -48.81 | 11297.10 |
| 225 | 2005.02.15 20:15 | close | 112 | 0.10 | 104.490 | 104.110 | 108.610 | -59.34 | 11237.76 |
| 226 | 2005.02.15 20:15 | close | 111 | 0.10 | 104.490 | 104.190 | 108.690 | -66.99 | 11170.77 |
| 227 | 2005.02.15 20:15 | close | 110 | 0.10 | 104.490 | 103.990 | 108.490 | -47.85 | 11122.92 |
| 228 | 2005.02.15 20:15 | close | 109 | 0.10 | 104.490 | 104.029 | 108.529 | -51.58 | 11071.34 |
| 229 | 2005.02.15 23:00 | sell | 115 | 0.10 | 104.400 | 105.400 | 100.900 | ||
| 230 | 2005.02.16 02:15 | sell | 116 | 0.10 | 104.470 | 105.470 | 100.970 | ||
| 231 | 2005.02.16 03:15 | sell | 117 | 0.10 | 104.650 | 105.650 | 101.150 | ||
| 232 | 2005.02.16 05:45 | sell | 118 | 0.10 | 104.690 | 105.690 | 101.190 | ||
| 233 | 2005.02.16 06:00 | sell | 119 | 0.10 | 104.730 | 105.730 | 101.230 | ||
| 234 | 2005.02.16 09:30 | close | 119 | 0.10 | 105.070 | 105.730 | 101.230 | -32.36 | 11038.98 |
| 235 | 2005.02.16 09:30 | close | 118 | 0.10 | 105.070 | 105.690 | 101.190 | -36.17 | 11002.81 |
| 236 | 2005.02.16 09:30 | close | 117 | 0.10 | 105.070 | 105.650 | 101.150 | -39.97 | 10962.84 |
| 237 | 2005.02.16 09:30 | close | 116 | 0.10 | 105.070 | 105.470 | 100.970 | -57.10 | 10905.74 |
| 238 | 2005.02.16 09:30 | close | 115 | 0.10 | 105.070 | 105.400 | 100.900 | -64.91 | 10840.84 |
| 239 | 2005.02.16 21:15 | buy | 120 | 0.10 | 105.220 | 104.220 | 108.720 | ||
| 240 | 2005.02.17 04:45 | buy | 121 | 0.10 | 105.350 | 104.350 | 108.850 | ||
| 241 | 2005.02.17 05:00 | buy | 122 | 0.10 | 105.330 | 104.330 | 108.830 | ||
| 242 | 2005.02.17 05:15 | buy | 123 | 0.10 | 105.350 | 104.350 | 108.850 | ||
| 243 | 2005.02.17 06:00 | buy | 124 | 0.10 | 105.300 | 104.300 | 108.800 | ||
| 244 | 2005.02.17 07:00 | buy | 125 | 0.10 | 105.250 | 104.250 | 108.750 | ||
| 245 | 2005.02.17 07:15 | buy | 126 | 0.10 | 105.240 | 104.240 | 108.740 | ||
| 246 | 2005.02.17 07:31 | buy | 127 | 0.10 | 105.210 | 104.210 | 108.710 | ||
| 247 | 2005.02.17 18:30 | buy | 128 | 0.10 | 105.570 | 104.570 | 109.070 | ||
| 248 | 2005.02.18 09:15 | close | 128 | 0.10 | 105.520 | 104.570 | 109.070 | -4.20 | 10836.64 |
| 249 | 2005.02.18 09:15 | close | 127 | 0.10 | 105.520 | 104.210 | 108.710 | 29.92 | 10866.56 |
| 250 | 2005.02.18 09:15 | close | 126 | 0.10 | 105.520 | 104.240 | 108.740 | 27.08 | 10893.65 |
| 251 | 2005.02.18 09:15 | close | 125 | 0.10 | 105.520 | 104.250 | 108.750 | 26.13 | 10919.78 |
| 252 | 2005.02.18 09:15 | close | 124 | 0.10 | 105.520 | 104.300 | 108.800 | 21.39 | 10941.17 |
| 253 | 2005.02.18 09:15 | close | 123 | 0.10 | 105.520 | 104.350 | 108.850 | 16.65 | 10957.83 |
| 254 | 2005.02.18 09:15 | close | 122 | 0.10 | 105.520 | 104.330 | 108.830 | 18.55 | 10976.38 |
| 255 | 2005.02.18 09:15 | close | 121 | 0.10 | 105.520 | 104.350 | 108.850 | 16.65 | 10993.03 |
| 256 | 2005.02.18 09:15 | close | 120 | 0.10 | 105.520 | 104.220 | 108.720 | 30.60 | 11023.64 |
| 257 | 2005.02.18 14:00 | sell | 129 | 0.10 | 105.450 | 106.450 | 101.950 | ||
| 258 | 2005.02.18 14:30 | sell | 130 | 0.10 | 105.560 | 106.560 | 102.060 | ||
| 259 | 2005.02.21 17:45 | sell | 131 | 0.10 | 105.540 | 106.540 | 102.040 | ||
| 260 | 2005.02.21 21:18 | sell | 132 | 0.10 | 105.490 | 106.490 | 101.990 | ||
| 261 | 2005.02.21 23:00 | sell | 133 | 0.10 | 105.510 | 106.510 | 102.010 | ||
| 262 | 2005.02.23 04:45 | close | 133 | 0.10 | 104.610 | 106.510 | 102.010 | 83.76 | 11107.39 |
| 263 | 2005.02.23 04:45 | close | 132 | 0.10 | 104.610 | 106.490 | 101.990 | 81.85 | 11189.24 |
| 264 | 2005.02.23 04:45 | close | 131 | 0.10 | 104.610 | 106.540 | 102.040 | 86.63 | 11275.87 |
| 265 | 2005.02.23 04:45 | close | 130 | 0.10 | 104.610 | 106.560 | 102.060 | 87.40 | 11363.27 |
| 266 | 2005.02.23 04:45 | close | 129 | 0.10 | 104.610 | 106.450 | 101.950 | 76.89 | 11440.16 |
| 267 | 2005.02.23 15:00 | buy | 134 | 0.10 | 104.700 | 103.700 | 108.200 | ||
| 268 | 2005.02.23 18:45 | close | 134 | 0.10 | 105.040 | 103.700 | 108.200 | 32.37 | 11472.53 |
| 269 | 2005.02.23 20:31 | buy | 135 | 0.10 | 104.870 | 103.870 | 108.370 | ||
| 270 | 2005.02.23 22:15 | buy | 136 | 0.10 | 104.800 | 103.800 | 108.300 | ||
| 271 | 2005.02.23 22:30 | buy | 137 | 0.10 | 104.730 | 103.730 | 108.230 | ||
| 272 | 2005.02.24 00:45 | buy | 138 | 0.10 | 104.790 | 103.790 | 108.290 | ||
| 273 | 2005.02.24 04:00 | buy | 139 | 0.10 | 104.880 | 103.880 | 108.380 | ||
| 274 | 2005.02.24 04:15 | buy | 140 | 0.10 | 104.860 | 103.860 | 108.360 | ||
| 275 | 2005.02.24 04:30 | buy | 141 | 0.10 | 104.810 | 103.810 | 108.310 | ||
| 276 | 2005.02.24 04:45 | buy | 142 | 0.10 | 104.830 | 103.830 | 108.330 | ||
| 277 | 2005.02.24 12:45 | close | 142 | 0.10 | 105.040 | 103.830 | 108.330 | 19.99 | 11492.52 |
| 278 | 2005.02.24 12:45 | close | 141 | 0.10 | 105.040 | 103.810 | 108.310 | 21.90 | 11514.42 |
| 279 | 2005.02.24 12:45 | close | 140 | 0.10 | 105.040 | 103.860 | 108.360 | 17.14 | 11531.56 |
| 280 | 2005.02.24 12:45 | close | 139 | 0.10 | 105.040 | 103.880 | 108.380 | 15.23 | 11546.79 |
| 281 | 2005.02.24 12:45 | close | 138 | 0.10 | 105.040 | 103.790 | 108.290 | 23.80 | 11570.59 |
| 282 | 2005.02.24 12:45 | close | 137 | 0.10 | 105.040 | 103.730 | 108.230 | 31.14 | 11601.73 |
| 283 | 2005.02.24 12:45 | close | 136 | 0.10 | 105.040 | 103.800 | 108.300 | 24.48 | 11626.21 |
| 284 | 2005.02.24 12:45 | close | 135 | 0.10 | 105.040 | 103.870 | 108.370 | 17.81 | 11644.02 |
| 285 | 2005.02.24 15:00 | buy | 143 | 0.10 | 104.770 | 103.770 | 108.270 | ||
| 286 | 2005.02.24 20:46 | buy | 144 | 0.10 | 105.330 | 104.330 | 108.830 | ||
| 287 | 2005.02.25 00:15 | buy | 145 | 0.10 | 105.350 | 104.350 | 108.850 | ||
| 288 | 2005.02.25 00:30 | buy | 146 | 0.10 | 105.370 | 104.370 | 108.870 | ||
| 289 | 2005.02.25 08:46 | buy | 147 | 0.10 | 105.290 | 104.290 | 108.790 | ||
| 290 | 2005.02.25 11:15 | buy | 148 | 0.10 | 105.210 | 104.210 | 108.710 | ||
| 291 | 2005.02.25 16:45 | buy | 149 | 0.10 | 105.230 | 104.230 | 108.730 | ||
| 292 | 2005.02.28 04:00 | close | 149 | 0.10 | 104.720 | 104.230 | 108.730 | -48.16 | 11595.86 |
| 293 | 2005.02.28 04:00 | close | 148 | 0.10 | 104.720 | 104.210 | 108.710 | -46.25 | 11549.61 |
| 294 | 2005.02.28 04:00 | close | 147 | 0.10 | 104.720 | 104.290 | 108.790 | -53.89 | 11495.73 |
| 295 | 2005.02.28 04:00 | close | 146 | 0.10 | 104.720 | 104.370 | 108.870 | -61.53 | 11434.20 |
| 296 | 2005.02.28 04:00 | close | 145 | 0.10 | 104.720 | 104.350 | 108.850 | -59.62 | 11374.58 |
| 297 | 2005.02.28 04:00 | close | 144 | 0.10 | 104.720 | 104.330 | 108.830 | -57.16 | 11317.42 |
| 298 | 2005.02.28 04:00 | close | 143 | 0.10 | 104.720 | 103.770 | 108.270 | -3.68 | 11313.74 |
| 299 | 2005.02.28 20:30 | sell | 150 | 0.10 | 104.390 | 105.390 | 100.890 | ||
| 300 | 2005.02.28 20:45 | sell | 151 | 0.10 | 104.440 | 105.440 | 100.940 | ||