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
Graph
前へ4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
4512005.03.24 01:45buy2280.10105.920104.920109.420
4522005.03.24 03:45close2280.10106.120104.920109.42018.8511338.69
4532005.03.24 03:45close2270.10106.120104.930109.43017.9011356.59
4542005.03.24 03:45close2260.10106.120104.940109.44016.9611373.55
4552005.03.24 03:45close2250.10106.120104.960109.46015.0811388.63
4562005.03.24 03:45close2240.10106.120105.000109.50011.3111399.94
4572005.03.24 05:45buy2290.10106.160105.160109.660
4582005.03.24 09:45buy2300.10106.090105.090109.590
4592005.03.24 15:30buy2310.10106.290105.290109.790
4602005.03.24 16:45buy2320.10106.230105.230109.730
4612005.03.25 08:00buy2330.10106.350105.350109.850
4622005.03.25 08:15buy2340.10106.340105.340109.840
4632005.03.25 08:30buy2350.10106.340105.340109.840
4642005.03.25 15:15buy2360.10106.340105.340109.840
4652005.03.25 17:45buy2370.10106.340105.340109.840
4662005.03.30 23:00close2370.10107.550105.340109.840114.1411514.08
4672005.03.30 23:00close2360.10107.550105.340109.840114.1411628.22
4682005.03.30 23:00close2350.10107.550105.340109.840114.1411742.36
4692005.03.30 23:00close2340.10107.550105.340109.840114.1411856.50
4702005.03.30 23:00close2330.10107.550105.350109.850113.2111969.71
4712005.03.30 23:00close2320.10107.550105.230109.730124.9012094.61
4722005.03.30 23:00close2310.10107.550105.290109.790119.3212213.94
4732005.03.30 23:00close2300.10107.550105.090109.590137.9212351.86
4742005.03.30 23:00close2290.10107.550105.160109.660131.4112483.27
4752005.03.31 03:30buy2380.10107.250106.250110.750
4762005.04.01 00:15buy2390.10107.130106.130110.630
4772005.04.01 00:30buy2400.10107.120106.120110.620
4782005.04.01 02:30buy2410.10107.120106.120110.620
4792005.04.01 10:45buy2420.10107.250106.250110.750
4802005.04.01 12:00buy2430.10107.200106.200110.700
4812005.04.01 12:15buy2440.10107.110106.110110.610
4822005.04.01 18:30close2440.10107.620106.110110.61047.3912530.66
4832005.04.01 18:30close2430.10107.620106.200110.70039.0312569.69
4842005.04.01 18:30close2420.10107.620106.250110.75034.3812604.07
4852005.04.01 18:30close2410.10107.620106.120110.62046.4612650.53
4862005.04.01 18:30close2400.10107.620106.120110.62046.4612696.99
4872005.04.01 18:30close2390.10107.620106.130110.63045.5312742.52
4882005.04.01 18:30close2380.10107.620106.250110.75034.9212777.45
4892005.04.05 02:15buy2450.10108.220107.220111.720
4902005.04.05 12:45buy2460.10108.640107.640112.140
4912005.04.05 13:00buy2470.10108.630107.630112.130
4922005.04.05 13:15buy2480.10108.610107.610112.110
4932005.04.05 15:30buy2490.10108.550107.550112.050
4942005.04.05 15:45buy2500.10108.360107.360111.860
4952005.04.05 16:00buy2510.10108.310107.310111.810
4962005.04.07 01:15buy2520.10108.620107.620112.120
4972005.04.07 04:15buy2530.10108.580107.580112.080
4982005.04.08 08:15close2530.10108.700107.580112.08011.5812789.03
4992005.04.08 08:15close2520.10108.700107.620112.1207.9012796.94
5002005.04.08 08:15close2510.10108.700107.310111.81038.6012835.53
5012005.04.08 08:15close2500.10108.700107.360111.86034.0012869.53
5022005.04.08 08:15close2490.10108.700107.550112.05016.5212886.05
5032005.04.08 08:15close2480.10108.700107.610112.11011.0012897.04
5042005.04.08 08:15close2470.10108.700107.630112.1309.1612906.20
5052005.04.08 08:15close2460.10108.700107.640112.1408.2412914.44
5062005.04.08 08:15close2450.10108.700107.220111.72046.8812961.31
5072005.04.08 12:30buy2540.10108.580107.580112.080
5082005.04.08 12:45buy2550.10108.570107.570112.070
5092005.04.08 15:15close2550.10108.790107.570112.07020.2212981.53
5102005.04.08 15:15close2540.10108.790107.580112.08019.3013000.83
5112005.04.08 17:00buy2560.10108.750107.750112.250
5122005.04.08 17:15buy2570.10108.640107.640112.140
5132005.04.08 18:46buy2580.10108.441107.441111.941
5142005.04.11 11:45close2580.10107.900107.441111.941-49.6012951.24
5152005.04.11 11:45close2570.10107.900107.640112.140-68.0412883.20
5162005.04.11 11:45close2560.10107.900107.750112.250-78.2412804.96
5172005.04.11 22:45sell2590.10107.840108.840104.340
5182005.04.11 23:00sell2600.10107.830108.830104.330
5192005.04.11 23:15sell2610.10107.860108.860104.360
5202005.04.12 03:00close2610.10107.620108.860104.36021.1612826.13
5212005.04.12 03:00close2600.10107.620108.830104.33018.3712844.50
5222005.04.12 03:00close2590.10107.620108.840104.34019.3012863.80
5232005.04.12 06:30sell2620.10107.600108.600104.100
5242005.04.12 06:45sell2630.10107.600108.600104.100
5252005.04.12 07:00sell2640.10107.610108.610104.110
5262005.04.12 07:15sell2650.10107.620108.620104.120
5272005.04.12 09:00sell2660.10107.650108.650104.150
5282005.04.12 16:45close2660.10108.340108.650104.150-63.6912800.11
5292005.04.12 16:45close2650.10108.340108.620104.120-66.4612733.65
5302005.04.12 16:45close2640.10108.340108.610104.110-67.3812666.27
5312005.04.12 16:45close2630.10108.340108.600104.100-68.3012597.97
5322005.04.12 16:45close2620.10108.340108.600104.100-68.3012529.67
5332005.04.13 01:45sell2670.10107.770108.770104.270
5342005.04.13 02:00sell2680.10107.810108.810104.310
5352005.04.13 15:00sell2690.10107.340108.340103.840
5362005.04.13 21:45sell2700.10107.420108.420103.920
5372005.04.14 04:30sell2710.10107.410108.410103.910
5382005.04.14 16:48s/l2690.10108.340108.340103.840-95.7112433.96
5392005.04.14 17:15close2710.10108.310108.410103.910-83.0912350.87
5402005.04.14 17:15close2700.10108.310108.420103.920-85.5812265.29
5412005.04.14 17:15close2680.10108.310108.810104.310-49.5712215.72
5422005.04.14 17:15close2670.10108.310108.770104.270-53.2712162.45
5432005.04.15 03:15buy2720.10108.100107.100111.600
5442005.04.15 10:15buy2730.10108.270107.270111.770
5452005.04.15 10:30buy2740.10108.220107.220111.720
5462005.04.15 10:45buy2750.10108.210107.210111.710
5472005.04.15 18:30close2750.10107.600107.210111.710-56.6912105.76
5482005.04.15 18:30close2740.10107.600107.220111.720-57.6212048.14
5492005.04.15 18:30close2730.10107.600107.270111.770-62.2711985.87
5502005.04.15 18:30close2720.10107.600107.100111.600-46.4711939.40
5512005.04.15 19:15sell2760.10107.720108.720104.220
5522005.04.15 19:30sell2770.10107.760108.760104.260
5532005.04.18 22:15sell2780.10107.530108.530104.030
5542005.04.18 22:30sell2790.10107.570108.570104.070
5552005.04.19 01:00close2790.10107.370108.570104.07017.4911956.90
5562005.04.19 01:00close2780.10107.370108.530104.03013.7611970.66
5572005.04.19 01:00close2770.10107.370108.760104.26034.0512004.71
5582005.04.19 01:00close2760.10107.370108.720104.22030.3312035.03
5592005.04.19 11:45sell2800.10107.360108.360103.860
5602005.04.19 12:00sell2810.10107.360108.360103.860
5612005.04.19 17:15close2810.10107.180108.360103.86016.7912051.82
5622005.04.19 17:15close2800.10107.180108.360103.86016.7912068.61
5632005.04.20 01:00sell2820.10106.840107.840103.340
5642005.04.20 01:15sell2830.10106.860107.860103.360
5652005.04.20 02:01sell2840.10106.870107.870103.370
5662005.04.20 02:45sell2850.10106.930107.930103.430
5672005.04.20 06:15sell2860.10106.910107.910103.410
5682005.04.20 18:30close2860.10106.640107.910103.41025.3212093.93
5692005.04.20 18:30close2850.10106.640107.930103.43027.1912121.12
5702005.04.20 18:30close2840.10106.640107.870103.37021.5712142.69
5712005.04.20 18:30close2830.10106.640107.860103.36020.6312163.32
5722005.04.20 18:30close2820.10106.640107.840103.34018.7512182.07
5732005.04.20 18:30buy2870.10106.648105.648110.148
5742005.04.21 18:30buy2880.10106.930105.930110.430
5752005.04.21 18:45buy2890.10106.820105.820110.320
5762005.04.22 11:30close2890.10106.360105.820110.320-42.7112139.37
5772005.04.22 11:30close2880.10106.360105.930110.430-53.0512086.32
5782005.04.22 11:30close2870.10106.360105.648110.148-24.9112061.41
5792005.04.22 20:30sell2900.10106.020107.020102.520
5802005.04.25 01:32close2900.10105.610107.020102.52037.6812099.10
5812005.04.25 21:15sell2910.10105.710106.710102.210
5822005.04.25 21:30sell2920.10105.710106.710102.210
5832005.04.25 21:45sell2930.10105.710106.710102.210
5842005.04.26 00:45sell2940.10105.710106.710102.210
5852005.04.26 01:00sell2950.10105.770106.770102.270
5862005.04.27 21:30close2950.10105.800106.770102.270-3.9812095.12
5872005.04.27 21:30close2940.10105.800106.710102.210-9.6512085.47
5882005.04.27 21:30close2930.10105.800106.710102.210-10.7812074.69
5892005.04.27 21:30close2920.10105.800106.710102.210-10.7812063.91
5902005.04.27 21:30close2910.10105.800106.710102.210-10.7812053.12
5912005.04.28 00:45sell2960.10105.910106.910102.410
5922005.04.28 01:00sell2970.10105.920106.920102.420
5932005.04.28 02:15sell2980.10105.960106.960102.460
5942005.04.28 03:00sell2990.10106.070107.070102.570
5952005.04.28 03:15sell3000.10106.110107.110102.610
5962005.04.29 04:00close3000.10105.890107.110102.61019.6412072.77
5972005.04.29 04:00close2990.10105.890107.070102.57015.8612088.63
5982005.04.29 04:00close2980.10105.890106.960102.4605.4712094.10
5992005.04.29 04:00close2970.10105.890106.920102.4201.6912095.80
6002005.04.29 04:00close2960.10105.890106.910102.4100.7512096.55
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