Strategy Tester: Kirara_GJ_USDJPY_ver5.0
Strategy Tester Report
Kirara_GJ_USDJPY_ver5.0
AxioryAsia-02Live (Build 1170)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間30分足(M30) 2016.01.18 00:00 - 2019.01.15 23:30 (2016.01.16 - 2019.01.16)
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MAGIC=1; UseVariableLotSizeFlg=true; FixLotSize=0.1; RiskPercent=1; ExpirationDays=100; IsOrderNumControl=false; MaxOrderNum=5; WeekendExit=false; Hour01Trade=true; IsJapanTime=false;
テストバー数38250モデルティック数77992079モデリング品質90.00%
不整合チャートエラー0
初期証拠金100000.00スプレッド5
純益98225916.93総利益231424159.31総損失-133198242.38
プロフィットファクタ1.74期待利得58677.37
絶対ドローダウン1753.54最大ドローダウン6190299.04 (8.91%)相対ドローダウン8.91% (6190299.04)
総取引数1674売りポジション(勝率%)861 (68.99%)買いポジション(勝率%)813 (61.62%)
勝率(%)1095 (65.41%)負率 (%)579 (34.59%)
最大勝トレード1830890.14敗トレード-948987.42
平均勝トレード211346.26敗トレード-230048.78
最大連勝(金額)14 (374987.92)連敗(金額)10 (-5065521.14)
最大連勝(トレード数)5481525.76 (6)連敗(トレード数)-5065521.14 (10)
平均連勝3連敗1
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
12016.01.18 02:02buy stop10.20118.273118.223119.273
22016.01.18 09:48sell stop20.20116.511116.561115.511
32016.01.18 23:48sell stop30.20117.012117.062116.012
42016.01.19 00:48buy stop40.20117.432117.382118.432
52016.01.19 01:01buy40.20117.432117.382118.432
62016.01.19 01:06modify40.20117.432117.398118.432
72016.01.19 01:14s/l40.20117.398117.398118.432-681.2099318.80
82016.01.19 16:39sell stop50.19117.235117.285116.235
92016.01.20 03:19sell50.19117.235117.285116.235
102016.01.20 03:25s/l50.19117.285117.285116.235-951.1498367.66
112016.01.20 05:48sell30.20117.012117.062116.012
122016.01.20 05:48modify30.20117.012117.046116.012
132016.01.20 05:48modify30.20117.012117.036116.012
142016.01.20 05:49modify30.20117.012117.002116.012
152016.01.20 05:49modify30.20117.012116.992116.012
162016.01.20 05:49modify30.20117.012116.982116.012
172016.01.20 05:49modify30.20117.012116.972116.012
182016.01.20 05:49modify30.20117.012116.962116.012
192016.01.20 05:49modify30.20117.012116.952116.012
202016.01.20 05:50s/l30.20116.952116.952116.0121198.8099566.46
212016.01.20 09:18sell20.20116.511116.561115.511
222016.01.20 09:18modify20.20116.511116.545115.511
232016.01.20 09:18modify20.20116.511116.535115.511
242016.01.20 09:18modify20.20116.511116.501115.511
252016.01.20 09:18modify20.20116.511116.491115.511
262016.01.20 09:19modify20.20116.511116.481115.511
272016.01.20 09:19modify20.20116.511116.471115.511
282016.01.20 09:19modify20.20116.511116.461115.511
292016.01.20 09:19modify20.20116.511116.451115.511
302016.01.20 09:19modify20.20116.511116.441115.511
312016.01.20 09:20s/l20.20116.441116.441115.5111398.80100965.26
322016.01.20 21:49buy stop60.20118.108118.058119.108
332016.01.21 07:01sell stop70.20115.976116.026114.976
342016.01.21 15:30buy stop80.20117.468117.418118.468
352016.01.21 18:09buy80.20117.468117.418118.468
362016.01.21 18:13modify80.20117.468117.434118.468
372016.01.21 18:13modify80.20117.468117.444118.468
382016.01.21 18:13modify80.20117.468117.478118.468
392016.01.21 18:13modify80.20117.468117.488118.468
402016.01.21 18:13modify80.20117.468117.498118.468
412016.01.21 18:13modify80.20117.468117.508118.468
422016.01.21 18:13modify80.20117.468117.518118.468
432016.01.21 18:14modify80.20117.468117.528118.468
442016.01.21 18:14modify80.20117.468117.538118.468
452016.01.21 18:14modify80.20117.468117.548118.468
462016.01.21 18:14modify80.20117.468117.558118.468
472016.01.21 18:14modify80.20117.468117.568118.468
482016.01.21 18:14modify80.20117.468117.578118.468
492016.01.21 18:14modify80.20117.468117.588118.468
502016.01.21 18:14modify80.20117.468117.598118.468
512016.01.21 18:15s/l80.20117.598117.598118.4682598.80103564.06
522016.01.22 07:48buy60.20118.108118.058119.108
532016.01.22 07:49modify60.20118.108118.074119.108
542016.01.22 07:49modify60.20118.108118.084119.108
552016.01.22 07:49modify60.20118.108118.118119.108
562016.01.22 07:51s/l60.20118.118118.118119.108198.80103762.86
572016.01.22 10:49buy10.20118.273118.223119.273
582016.01.22 10:49modify10.20118.273118.239119.273
592016.01.22 10:52s/l10.20118.239118.239119.273-681.20103081.66
602016.01.22 15:48sell stop90.20116.472116.522115.472
612016.01.25 02:00sell stop100.20117.866117.916116.866
622016.01.25 15:07buy stop110.20118.872118.822119.872
632016.01.25 22:31sell stop120.20118.174118.224117.174
642016.01.26 02:13sell120.20118.174118.224117.174
652016.01.26 02:13modify120.20118.174118.208117.174
662016.01.26 02:14modify120.20118.174118.198117.174
672016.01.26 02:14modify120.20118.174118.164117.174
682016.01.26 02:14modify120.20118.174118.154117.174
692016.01.26 02:17s/l120.20118.154118.154117.174398.80103480.46
702016.01.26 08:19sell100.20117.866117.916116.866
712016.01.26 08:19modify100.20117.866117.900116.866
722016.01.26 08:19modify100.20117.866117.890116.866
732016.01.26 08:19modify100.20117.866117.856116.866
742016.01.26 08:19modify100.20117.866117.846116.866
752016.01.26 08:20s/l100.20117.846117.846116.866398.80103879.26
762016.01.26 11:48buy stop130.20118.651118.601119.651
772016.01.27 01:14sell stop140.20117.656117.706116.656
782016.01.27 08:14buy stop150.20118.615118.565119.615
792016.01.27 17:39buy150.20118.615118.565119.615
802016.01.27 17:43modify150.20118.615118.581119.615
812016.01.27 17:43modify150.20118.615118.591119.615
822016.01.27 17:43modify150.20118.615118.625119.615
832016.01.27 17:43buy130.20118.651118.601119.651
842016.01.27 17:43modify130.20118.651118.625119.651
852016.01.27 17:43modify150.20118.615118.641119.615
862016.01.27 17:43modify130.20118.651118.641119.651
872016.01.27 17:44modify130.20118.651118.657119.651
882016.01.27 17:44modify150.20118.615118.657119.615
892016.01.27 17:44s/l130.20118.657118.657119.651118.80103998.06
902016.01.27 17:44s/l150.20118.657118.657119.615838.80104836.86
912016.01.27 18:44buy110.20118.872118.822119.872
922016.01.27 18:44modify110.20118.872118.838119.872
932016.01.27 18:48modify110.20118.872118.848119.872
942016.01.27 18:48modify110.20118.872118.882119.872
952016.01.27 18:48modify110.20118.872118.892119.872
962016.01.27 18:49modify110.20118.872118.902119.872
972016.01.27 18:49modify110.20118.872118.912119.872
982016.01.27 18:49modify110.20118.872118.922119.872
992016.01.27 18:51s/l110.20118.922118.922119.872998.80105835.66
1002016.01.28 01:48sell stop160.21118.045118.095117.045
1012016.01.28 03:44buy stop170.21119.063119.013120.063
1022016.01.28 08:49sell stop180.21118.416118.466117.416
1032016.01.28 10:13buy stop190.21118.924118.874119.924
1042016.01.28 10:19buy190.21118.924118.874119.924
1052016.01.28 10:19modify190.21118.924118.890119.924
1062016.01.28 10:26s/l190.21118.890118.890119.924-715.26105120.40
1072016.01.28 17:48sell stop200.21118.546118.596117.546
1082016.01.29 01:33buy stop210.21118.984118.934119.984
1092016.01.29 03:13sell stop220.21118.564118.614117.564
1102016.01.29 03:49sell220.21118.564118.614117.564
1112016.01.29 03:49modify220.21118.564118.598117.564
1122016.01.29 03:49sell200.21118.546118.596117.546
1132016.01.29 03:49modify220.21118.564118.582117.564
1142016.01.29 03:49modify200.21118.546118.582117.546
1152016.01.29 03:49modify220.21118.564118.566117.564
1162016.01.29 03:49modify200.21118.546118.566117.546
1172016.01.29 03:49modify220.21118.564118.550117.564
1182016.01.29 03:49s/l220.21118.550118.550117.564292.74105413.14
1192016.01.29 03:49modify200.21118.546118.550117.546
1202016.01.29 03:51s/l200.21118.550118.550117.546-85.26105327.88
1212016.01.29 05:13buy210.21118.984118.934119.984
1222016.01.29 05:13modify210.21118.984118.950119.984
1232016.01.29 05:13modify210.21118.984118.960119.984
1242016.01.29 05:14modify210.21118.984118.994119.984
1252016.01.29 05:14modify210.21118.984119.004119.984
1262016.01.29 05:14modify210.21118.984119.014119.984
1272016.01.29 05:14modify210.21118.984119.024119.984
1282016.01.29 05:14modify210.21118.984119.034119.984
1292016.01.29 05:14modify210.21118.984119.044119.984
1302016.01.29 05:14buy170.21119.063119.013120.063
1312016.01.29 05:14modify170.21119.063119.044120.063
1322016.01.29 05:14modify210.21118.984119.060119.984
1332016.01.29 05:14modify170.21119.063119.060120.063
1342016.01.29 05:14modify170.21119.063119.076120.063
1352016.01.29 05:14modify210.21118.984119.076119.984
1362016.01.29 05:14modify170.21119.063119.092120.063
1372016.01.29 05:14modify210.21118.984119.092119.984
1382016.01.29 05:14modify170.21119.063119.108120.063
1392016.01.29 05:14modify210.21118.984119.108119.984
1402016.01.29 05:14modify170.21119.063119.124120.063
1412016.01.29 05:14modify210.21118.984119.124119.984
1422016.01.29 05:15s/l170.21119.124119.124120.0631279.74106607.62
1432016.01.29 05:15s/l210.21119.124119.124119.9842938.74109546.36
1442016.01.29 20:07sell stop230.21118.525118.575117.525
1452016.02.01 00:00buy stop240.21121.681121.631122.681
1462016.02.01 09:49sell stop250.21120.918120.968119.918
1472016.02.01 13:19buy stop260.21121.481121.431122.481
1482016.02.01 16:34sell stop270.21121.056121.106120.056
1492016.02.01 16:39sell270.21121.056121.106120.056
1502016.02.01 16:39modify270.21121.056121.090120.056
1ページ目次へ