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

前へ3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
301	2005.02.28 21:00	sell	152	0.10	104.450	105.450	100.950
302	2005.02.28 21:15	sell	153	0.10	104.510	105.510	101.010
303	2005.03.01 13:30	close	153	0.10	104.290	105.510	101.010	19.96	11333.70
304	2005.03.01 13:30	close	152	0.10	104.290	105.450	100.950	14.20	11347.90
305	2005.03.01 13:30	close	151	0.10	104.290	105.440	100.940	13.24	11361.15
306	2005.03.01 13:30	close	150	0.10	104.290	105.390	100.890	8.45	11369.60
307	2005.03.01 17:15	sell	154	0.10	104.410	105.410	100.910
308	2005.03.01 19:00	sell	155	0.10	104.340	105.340	100.840
309	2005.03.01 19:15	sell	156	0.10	104.460	105.460	100.960
310	2005.03.01 23:45	sell	157	0.10	104.390	105.390	100.890
311	2005.03.02 02:30	sell	158	0.10	104.390	105.390	100.890
312	2005.03.03 21:22	s/l	155	0.10	105.340	105.340	100.840	-99.48	11270.12
313	2005.03.04 04:17	s/l	157	0.10	105.390	105.390	100.890	-100.56	11169.56
314	2005.03.04 04:17	s/l	158	0.10	105.390	105.390	100.890	-99.43	11070.14
315	2005.03.04 04:18	s/l	154	0.10	105.410	105.410	100.910	-100.55	10969.58
316	2005.03.04 07:46	s/l	156	0.10	105.460	105.460	100.960	-100.50	10869.08
317	2005.03.04 11:30	buy	159	0.10	105.410	104.410	108.910
318	2005.03.04 13:00	buy	160	0.10	105.320	104.320	108.820
319	2005.03.04 13:15	buy	161	0.10	105.340	104.340	108.840
320	2005.03.04 13:30	buy	162	0.10	105.310	104.310	108.810
321	2005.03.04 13:45	buy	163	0.10	105.300	104.300	108.800
322	2005.03.04 14:00	buy	164	0.10	105.300	104.300	108.800
323	2005.03.04 17:00	buy	165	0.10	105.250	104.250	108.750
324	2005.03.04 18:30	close	165	0.10	104.650	104.250	108.750	-57.33	10811.75
325	2005.03.04 18:30	close	164	0.10	104.650	104.300	108.800	-62.11	10749.64
326	2005.03.04 18:30	close	163	0.10	104.650	104.300	108.800	-62.11	10687.53
327	2005.03.04 18:30	close	162	0.10	104.650	104.310	108.810	-63.07	10624.46
328	2005.03.04 18:30	close	161	0.10	104.650	104.340	108.840	-65.93	10558.53
329	2005.03.04 18:30	close	160	0.10	104.650	104.320	108.820	-64.02	10494.51
330	2005.03.04 18:30	close	159	0.10	104.650	104.410	108.910	-72.62	10421.89
331	2005.03.04 22:15	sell	166	0.10	104.580	105.580	101.080
332	2005.03.04 22:30	sell	167	0.10	104.610	105.610	101.110
333	2005.03.04 22:45	sell	168	0.10	104.630	105.630	101.130
334	2005.03.08 07:15	sell	169	0.10	105.000	106.000	101.500
335	2005.03.08 07:30	sell	170	0.10	105.030	106.030	101.530
336	2005.03.08 11:30	close	170	0.10	104.870	106.030	101.530	15.26	10437.15
337	2005.03.08 11:30	close	169	0.10	104.870	106.000	101.500	12.40	10449.55
338	2005.03.08 11:30	close	168	0.10	104.870	105.630	101.130	-25.16	10424.39
339	2005.03.08 11:30	close	167	0.10	104.870	105.610	101.110	-27.06	10397.32
340	2005.03.08 11:30	close	166	0.10	104.870	105.580	101.080	-29.92	10367.40
341	2005.03.08 12:45	sell	171	0.10	104.990	105.990	101.490
342	2005.03.08 13:00	sell	172	0.10	105.010	106.010	101.510
343	2005.03.08 13:15	sell	173	0.10	105.050	106.050	101.550
344	2005.03.08 13:30	sell	174	0.10	105.050	106.050	101.550
345	2005.03.08 20:30	sell	175	0.10	104.660	105.660	101.160
346	2005.03.09 08:00	close	175	0.10	104.570	105.660	101.160	7.47	10374.87
347	2005.03.09 08:00	close	174	0.10	104.570	106.050	101.550	44.76	10419.64
348	2005.03.09 08:00	close	173	0.10	104.570	106.050	101.550	44.76	10464.40
349	2005.03.09 08:00	close	172	0.10	104.570	106.010	101.510	40.94	10505.34
350	2005.03.09 08:00	close	171	0.10	104.570	105.990	101.490	39.02	10544.37
351	2005.03.09 09:15	sell	176	0.10	104.670	105.670	101.170
352	2005.03.09 15:45	sell	177	0.10	104.050	105.050	100.550
353	2005.03.09 16:00	sell	178	0.10	104.170	105.170	100.670
354	2005.03.09 16:15	sell	179	0.10	104.260	105.260	100.760
355	2005.03.09 23:30	sell	180	0.10	103.920	104.920	100.420
356	2005.03.14 05:30	close	180	0.10	104.480	104.920	100.420	-59.28	10485.08
357	2005.03.14 05:30	close	179	0.10	104.480	105.260	100.760	-26.74	10458.34
358	2005.03.14 05:30	close	178	0.10	104.480	105.170	100.670	-35.35	10422.99
359	2005.03.14 05:30	close	177	0.10	104.480	105.050	100.550	-46.84	10376.14
360	2005.03.14 05:30	close	176	0.10	104.480	105.670	101.170	12.51	10388.65
361	2005.03.14 22:45	buy	181	0.10	105.010	104.010	108.510
362	2005.03.14 23:00	buy	182	0.10	104.950	103.950	108.450
363	2005.03.15 00:15	buy	183	0.10	104.860	103.860	108.360
364	2005.03.15 03:30	buy	184	0.10	104.820	103.820	108.320
365	2005.03.15 03:45	buy	185	0.10	104.810	103.810	108.310
366	2005.03.15 04:30	buy	186	0.10	104.730	103.730	108.230
367	2005.03.15 04:45	buy	187	0.10	104.670	103.670	108.170
368	2005.03.15 09:00	close	187	0.10	104.830	103.670	108.170	15.26	10403.91
369	2005.03.15 09:00	close	186	0.10	104.830	103.730	108.230	9.54	10413.45
370	2005.03.15 09:00	close	185	0.10	104.830	103.810	108.310	1.91	10415.36
371	2005.03.15 09:00	close	184	0.10	104.830	103.820	108.320	0.95	10416.31
372	2005.03.15 09:00	close	183	0.10	104.830	103.860	108.360	-2.86	10413.45
373	2005.03.15 09:00	close	182	0.10	104.830	103.950	108.450	-10.91	10402.54
374	2005.03.15 09:00	close	181	0.10	104.830	104.010	108.510	-16.63	10385.92
375	2005.03.15 09:00	sell	188	0.10	104.822	105.822	101.322
376	2005.03.15 09:16	sell	189	0.10	104.840	105.840	101.340
377	2005.03.15 09:30	sell	190	0.10	104.850	105.850	101.350
378	2005.03.15 10:15	sell	191	0.10	104.900	105.900	101.400
379	2005.03.15 14:00	close	191	0.10	104.510	105.900	101.400	37.32	10423.24
380	2005.03.15 14:00	close	190	0.10	104.510	105.850	101.350	32.53	10455.77
381	2005.03.15 14:00	close	189	0.10	104.510	105.840	101.340	31.58	10487.35
382	2005.03.15 14:00	close	188	0.10	104.510	105.822	101.322	29.85	10517.20
383	2005.03.15 19:45	sell	192	0.10	104.550	105.550	101.050
384	2005.03.15 23:45	sell	193	0.10	104.520	105.520	101.020
385	2005.03.16 07:30	close	193	0.10	104.440	105.520	101.020	6.52	10523.72
386	2005.03.16 07:30	close	192	0.10	104.440	105.550	101.050	9.39	10533.11
387	2005.03.16 18:15	sell	194	0.10	104.280	105.280	100.780
388	2005.03.16 20:15	sell	195	0.10	104.180	105.180	100.680
389	2005.03.16 20:30	sell	196	0.10	104.240	105.240	100.740
390	2005.03.16 20:45	sell	197	0.10	104.240	105.240	100.740
391	2005.03.17 02:15	sell	198	0.10	104.210	105.210	100.710
392	2005.03.17 09:30	close	198	0.10	104.170	105.210	100.710	3.84	10536.95
393	2005.03.17 09:30	close	197	0.10	104.170	105.240	100.740	3.31	10540.26
394	2005.03.17 09:30	close	196	0.10	104.170	105.240	100.740	3.31	10543.57
395	2005.03.17 09:30	close	195	0.10	104.170	105.180	100.680	-2.45	10541.12
396	2005.03.17 09:30	close	194	0.10	104.170	105.280	100.780	7.15	10548.27
397	2005.03.17 09:30	buy	199	0.10	104.168	103.168	107.668
398	2005.03.17 11:05	buy	200	0.10	104.253	103.253	107.753
399	2005.03.17 15:45	buy	201	0.10	104.310	103.310	107.810
400	2005.03.17 18:45	buy	202	0.10	104.550	103.550	108.050
401	2005.03.17 19:00	buy	203	0.10	104.510	103.510	108.010
402	2005.03.17 23:00	buy	204	0.10	104.590	103.590	108.090
403	2005.03.17 23:15	buy	205	0.10	104.530	103.530	108.030
404	2005.03.18 05:15	buy	206	0.10	104.630	103.630	108.130
405	2005.03.18 05:30	buy	207	0.10	104.620	103.620	108.120
406	2005.03.18 07:30	close	207	0.10	104.730	103.620	108.120	10.50	10558.77
407	2005.03.18 07:30	close	206	0.10	104.730	103.630	108.130	9.55	10568.32
408	2005.03.18 07:30	close	205	0.10	104.730	103.530	108.030	19.64	10587.97
409	2005.03.18 07:30	close	204	0.10	104.730	103.590	108.090	13.91	10601.88
410	2005.03.18 07:30	close	203	0.10	104.730	103.510	108.010	21.55	10623.43
411	2005.03.18 07:30	close	202	0.10	104.730	103.550	108.050	17.73	10641.17
412	2005.03.18 07:30	close	201	0.10	104.730	103.310	107.810	40.64	10681.81
413	2005.03.18 07:30	close	200	0.10	104.730	103.253	107.753	46.09	10727.90
414	2005.03.18 07:30	close	199	0.10	104.730	103.168	107.668	54.20	10782.11
415	2005.03.18 11:30	buy	208	0.10	104.680	103.680	108.180
416	2005.03.18 17:15	buy	209	0.10	104.860	103.860	108.360
417	2005.03.18 19:30	buy	210	0.10	104.770	103.770	108.270
418	2005.03.18 19:45	buy	211	0.10	104.740	103.740	108.240
419	2005.03.18 20:00	buy	212	0.10	104.740	103.740	108.240
420	2005.03.18 20:15	buy	213	0.10	104.710	103.710	108.210
421	2005.03.18 20:30	buy	214	0.10	104.710	103.710	108.210
422	2005.03.21 05:15	close	214	0.10	104.960	103.710	108.210	24.36	10806.47
423	2005.03.21 05:15	close	213	0.10	104.960	103.710	108.210	24.36	10830.83
424	2005.03.21 05:15	close	212	0.10	104.960	103.740	108.240	21.50	10852.34
425	2005.03.21 05:15	close	211	0.10	104.960	103.740	108.240	21.50	10873.84
426	2005.03.21 05:15	close	210	0.10	104.960	103.770	108.270	18.64	10892.48
427	2005.03.21 05:15	close	209	0.10	104.960	103.860	108.360	10.07	10902.56
428	2005.03.21 05:15	close	208	0.10	104.960	103.680	108.180	27.22	10929.78
429	2005.03.21 18:30	buy	215	0.10	105.190	104.190	108.690
430	2005.03.21 18:45	buy	216	0.10	105.100	104.100	108.600
431	2005.03.21 19:00	buy	217	0.10	105.040	104.040	108.540
432	2005.03.21 19:15	buy	218	0.10	105.050	104.050	108.550
433	2005.03.21 22:00	buy	219	0.10	105.060	104.060	108.560
434	2005.03.21 23:30	buy	220	0.10	105.059	104.059	108.559
435	2005.03.22 04:45	buy	221	0.10	105.160	104.160	108.660
436	2005.03.22 05:00	buy	222	0.10	105.150	104.150	108.650
437	2005.03.22 05:15	buy	223	0.10	105.110	104.110	108.610
438	2005.03.23 12:15	close	223	0.10	105.550	104.110	108.610	42.23	10972.01
439	2005.03.23 12:15	close	222	0.10	105.550	104.150	108.650	38.44	11010.46
440	2005.03.23 12:15	close	221	0.10	105.550	104.160	108.660	37.49	11047.95
441	2005.03.23 12:15	close	220	0.10	105.550	104.059	108.559	47.61	11095.56
442	2005.03.23 12:15	close	219	0.10	105.550	104.060	108.560	47.51	11143.06
443	2005.03.23 12:15	close	218	0.10	105.550	104.050	108.550	48.46	11191.52
444	2005.03.23 12:15	close	217	0.10	105.550	104.040	108.540	49.41	11240.93
445	2005.03.23 12:15	close	216	0.10	105.550	104.100	108.600	43.72	11284.64
446	2005.03.23 12:15	close	215	0.10	105.550	104.190	108.690	35.20	11319.84
447	2005.03.24 00:45	buy	224	0.10	106.000	105.000	109.500
448	2005.03.24 01:00	buy	225	0.10	105.960	104.960	109.460
449	2005.03.24 01:15	buy	226	0.10	105.940	104.940	109.440
450	2005.03.24 01:30	buy	227	0.10	105.930	104.930	109.430

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