通貨ペア | USDJPY (USD/JPY) | ||||
期間 | 30分足(M30) 2003.05.07 02:00 - 2020.03.27 23:30 (2003.05.04 - 2020.03.30) | ||||
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=false; FixLotSize=0.1; RiskPercent=1; MaxLots=30; ExpirationDays=100; IsOrderNumControl=false; MaxOrderNum=5; WeekendExit=false; WeekendExitHour=23; WeekendExitMinute=50; Hour01Trade=true; IsJapanTime=false; comment="kirarara"; mg0="====Entry Setting===="; BuyFlg=true; SellFlg=true; BuyExtDepth=12; BuyExtDeviation=5; BuyExtBacksteps=3; SellExtDepth=12; SellExtDeviation=5; SellExtBacksteps=3; Line_Before_Buy_Entry=0.7; Line_Before_Sell_Entry=0.2; mg1="====TP/SL Setting===="; BuyTakeProfit=100; SellTakeProfit=100; BuyStopLoss=5; SellStopLoss=5; mg20="====SL Henkou Type===="; ModifyFlg=true; SLModifyType=false; mg2="====SL Tatene Henkou Setting===="; Buy_X=3; Buy_Y=1; Sell_X=3; Sell_Y=1; mg3="====SL Trailing Setting===="; BuyOrderModifyLevel_first=1.1; BuyOrderModifyPips_first=1.6; BuyOrderModifyLevel_second=1.5; BuyOrderModifyPips_second=1; BuyOrderModifyLevel_third=1; BuyOrderModifyPips_third=1; SellOrderModifyLevel_first=1.1; SellOrderModifyPips_first=1.6; SellOrderModifyLevel_second=1.5; SellOrderModifyPips_second=1; SellOrderModifyLevel_third=1; SellOrderModifyPips_third=1; | ||||
テストバー数 | 210382 | モデルティック数 | 207839591 | モデリング品質 | 99.90% |
不整合チャートエラー | 0 | ||||
初期証拠金 | 1000000.00 | スプレッド | 変動 | ||
純益 | 661970.00 | 総利益 | 2062530.00 | 総損失 | -1400560.00 |
プロフィットファクタ | 1.47 | 期待利得 | 67.43 | ||
絶対ドローダウン | 50460.00 | 最大ドローダウン | 68700.00 (6.75%) | 相対ドローダウン | 6.75% (68700.00) |
総取引数 | 9817 | 売りポジション(勝率%) | 4924 (53.45%) | 買いポジション(勝率%) | 4893 (49.13%) |
勝率(%) | 5036 (51.30%) | 負率 (%) | 4781 (48.70%) | ||
最大 | 勝トレード | 10000.00 | 敗トレード | -1530.00 | |
平均 | 勝トレード | 409.56 | 敗トレード | -292.94 | |
最大 | 連勝(金額) | 17 (5140.00) | 連敗(金額) | 17 (-6000.00) | |
最大 | 連勝(トレード数) | 18520.00 (3) | 連敗(トレード数) | -6000.00 (17) | |
平均 | 連勝 | 2 | 連敗 | 2 |
# | 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 | 2003.05.07 06:02 | buy stop | 1 | 0.10 | 118.744 | 118.694 | 119.744 | ||
2 | 2003.05.07 10:37 | sell stop | 2 | 0.10 | 117.292 | 117.342 | 116.292 | ||
3 | 2003.05.07 13:01 | sell | 2 | 0.10 | 117.292 | 117.342 | 116.292 | ||
4 | 2003.05.07 13:01 | modify | 2 | 0.10 | 117.292 | 117.326 | 116.292 | ||
5 | 2003.05.07 13:03 | s/l | 2 | 0.10 | 117.326 | 117.326 | 116.292 | -340.00 | 999660.00 |
6 | 2003.05.08 02:44 | buy stop | 3 | 0.10 | 117.823 | 117.773 | 118.823 | ||
7 | 2003.05.08 10:04 | sell stop | 4 | 0.10 | 116.054 | 116.104 | 115.054 | ||
8 | 2003.05.08 15:18 | sell | 4 | 0.10 | 116.054 | 116.104 | 115.054 | ||
9 | 2003.05.08 15:18 | modify | 4 | 0.10 | 116.054 | 116.088 | 115.054 | ||
10 | 2003.05.08 15:18 | modify | 4 | 0.10 | 116.054 | 116.078 | 115.054 | ||
11 | 2003.05.08 15:18 | s/l | 4 | 0.10 | 116.078 | 116.078 | 115.054 | -240.00 | 999420.00 |
12 | 2003.05.08 18:01 | buy stop | 5 | 0.10 | 116.725 | 116.675 | 117.725 | ||
13 | 2003.05.08 20:00 | buy | 5 | 0.10 | 116.725 | 116.675 | 117.725 | ||
14 | 2003.05.08 20:00 | modify | 5 | 0.10 | 116.725 | 116.691 | 117.725 | ||
15 | 2003.05.08 20:00 | modify | 5 | 0.10 | 116.725 | 116.707 | 117.725 | ||
16 | 2003.05.08 20:00 | modify | 5 | 0.10 | 116.725 | 116.723 | 117.725 | ||
17 | 2003.05.08 20:00 | modify | 5 | 0.10 | 116.725 | 116.739 | 117.725 | ||
18 | 2003.05.08 20:00 | s/l | 5 | 0.10 | 116.739 | 116.739 | 117.725 | 140.00 | 999560.00 |
19 | 2003.05.09 18:12 | sell stop | 6 | 0.10 | 115.942 | 115.992 | 114.942 | ||
20 | 2003.05.12 17:40 | buy stop | 7 | 0.10 | 117.605 | 117.555 | 118.605 | ||
21 | 2003.05.13 08:03 | sell stop | 8 | 0.10 | 116.306 | 116.356 | 115.306 | ||
22 | 2003.05.14 01:21 | buy stop | 9 | 0.10 | 117.521 | 117.471 | 118.521 | ||
23 | 2003.05.14 11:47 | sell stop | 10 | 0.10 | 116.340 | 116.390 | 115.340 | ||
24 | 2003.05.14 14:37 | buy stop | 11 | 0.10 | 116.830 | 116.780 | 117.830 | ||
25 | 2003.05.14 17:01 | sell | 10 | 0.10 | 116.340 | 116.390 | 115.340 | ||
26 | 2003.05.14 17:01 | modify | 10 | 0.10 | 116.340 | 116.374 | 115.340 | ||
27 | 2003.05.14 17:02 | modify | 10 | 0.10 | 116.340 | 116.364 | 115.340 | ||
28 | 2003.05.14 17:02 | sell | 8 | 0.10 | 116.306 | 116.356 | 115.306 | ||
29 | 2003.05.14 17:02 | modify | 10 | 0.10 | 116.340 | 116.348 | 115.340 | ||
30 | 2003.05.14 17:02 | modify | 8 | 0.10 | 116.306 | 116.348 | 115.306 | ||
31 | 2003.05.14 17:02 | modify | 10 | 0.10 | 116.340 | 116.332 | 115.340 | ||
32 | 2003.05.14 17:02 | modify | 8 | 0.10 | 116.306 | 116.332 | 115.306 | ||
33 | 2003.05.14 17:03 | modify | 10 | 0.10 | 116.340 | 116.316 | 115.340 | ||
34 | 2003.05.14 17:03 | modify | 8 | 0.10 | 116.306 | 116.316 | 115.306 | ||
35 | 2003.05.14 17:03 | s/l | 8 | 0.10 | 116.316 | 116.316 | 115.306 | -100.00 | 999460.00 |
36 | 2003.05.14 17:03 | s/l | 10 | 0.10 | 116.316 | 116.316 | 115.340 | 240.00 | 999700.00 |
37 | 2003.05.14 20:00 | sell | 6 | 0.10 | 115.942 | 115.992 | 114.942 | ||
38 | 2003.05.14 20:00 | modify | 6 | 0.10 | 115.942 | 115.976 | 114.942 | ||
39 | 2003.05.14 20:00 | modify | 6 | 0.10 | 115.942 | 115.966 | 114.942 | ||
40 | 2003.05.14 20:00 | modify | 6 | 0.10 | 115.942 | 115.956 | 114.942 | ||
41 | 2003.05.14 20:00 | modify | 6 | 0.10 | 115.942 | 115.946 | 114.942 | ||
42 | 2003.05.14 20:00 | modify | 6 | 0.10 | 115.942 | 115.932 | 114.942 | ||
43 | 2003.05.14 20:00 | modify | 6 | 0.10 | 115.942 | 115.922 | 114.942 | ||
44 | 2003.05.14 20:00 | modify | 6 | 0.10 | 115.942 | 115.912 | 114.942 | ||
45 | 2003.05.14 20:00 | modify | 6 | 0.10 | 115.942 | 115.902 | 114.942 | ||
46 | 2003.05.14 20:01 | modify | 6 | 0.10 | 115.942 | 115.892 | 114.942 | ||
47 | 2003.05.14 20:01 | modify | 6 | 0.10 | 115.942 | 115.882 | 114.942 | ||
48 | 2003.05.14 20:03 | s/l | 6 | 0.10 | 115.882 | 115.882 | 114.942 | 600.00 | 1000300.00 |
49 | 2003.05.15 00:36 | buy stop | 12 | 0.10 | 116.802 | 116.752 | 117.802 | ||
50 | 2003.05.15 08:03 | sell stop | 13 | 0.10 | 115.559 | 115.609 | 114.559 | ||
51 | 2003.05.15 13:21 | sell | 13 | 0.10 | 115.559 | 115.609 | 114.559 | ||
52 | 2003.05.15 13:21 | modify | 13 | 0.10 | 115.559 | 115.593 | 114.559 | ||
53 | 2003.05.15 13:21 | modify | 13 | 0.10 | 115.559 | 115.583 | 114.559 | ||
54 | 2003.05.15 13:22 | s/l | 13 | 0.10 | 115.583 | 115.583 | 114.559 | -240.00 | 1000060.00 |
55 | 2003.05.15 16:44 | buy stop | 14 | 0.10 | 116.410 | 116.360 | 117.410 | ||
56 | 2003.05.15 22:01 | buy | 14 | 0.10 | 116.410 | 116.360 | 117.410 | ||
57 | 2003.05.15 22:01 | s/l | 14 | 0.10 | 116.360 | 116.360 | 117.410 | -500.00 | 999560.00 |
58 | 2003.05.16 05:01 | sell stop | 15 | 0.10 | 115.284 | 115.334 | 114.284 | ||
59 | 2003.05.16 13:37 | buy stop | 16 | 0.10 | 116.589 | 116.539 | 117.589 | ||
60 | 2003.05.16 15:00 | sell stop | 17 | 0.10 | 116.178 | 116.228 | 115.178 | ||
61 | 2003.05.16 15:09 | sell | 17 | 0.10 | 116.178 | 116.228 | 115.178 | ||
62 | 2003.05.16 15:10 | modify | 17 | 0.10 | 116.178 | 116.212 | 115.178 | ||
63 | 2003.05.16 15:10 | modify | 17 | 0.10 | 116.178 | 116.202 | 115.178 | ||
64 | 2003.05.16 15:10 | modify | 17 | 0.10 | 116.178 | 116.192 | 115.178 | ||
65 | 2003.05.16 15:11 | modify | 17 | 0.10 | 116.178 | 116.168 | 115.178 | ||
66 | 2003.05.16 15:11 | modify | 17 | 0.10 | 116.178 | 116.158 | 115.178 | ||
67 | 2003.05.16 15:11 | modify | 17 | 0.10 | 116.178 | 116.148 | 115.178 | ||
68 | 2003.05.16 15:11 | modify | 17 | 0.10 | 116.178 | 116.138 | 115.178 | ||
69 | 2003.05.16 15:11 | modify | 17 | 0.10 | 116.178 | 116.128 | 115.178 | ||
70 | 2003.05.16 15:11 | modify | 17 | 0.10 | 116.178 | 116.118 | 115.178 | ||
71 | 2003.05.16 15:12 | modify | 17 | 0.10 | 116.178 | 116.108 | 115.178 | ||
72 | 2003.05.16 15:12 | modify | 17 | 0.10 | 116.178 | 116.098 | 115.178 | ||
73 | 2003.05.16 15:12 | modify | 17 | 0.10 | 116.178 | 116.088 | 115.178 | ||
74 | 2003.05.16 15:12 | modify | 17 | 0.10 | 116.178 | 116.078 | 115.178 | ||
75 | 2003.05.16 15:12 | modify | 17 | 0.10 | 116.178 | 116.068 | 115.178 | ||
76 | 2003.05.16 15:13 | s/l | 17 | 0.10 | 116.068 | 116.068 | 115.178 | 1100.00 | 1000660.00 |
77 | 2003.05.19 06:06 | sell | 15 | 0.10 | 115.284 | 115.334 | 114.284 | ||
78 | 2003.05.19 06:06 | modify | 15 | 0.10 | 115.284 | 115.318 | 114.284 | ||
79 | 2003.05.19 06:19 | s/l | 15 | 0.10 | 115.318 | 115.318 | 114.284 | -340.00 | 1000320.00 |
80 | 2003.05.19 14:46 | buy stop | 18 | 0.10 | 116.467 | 116.417 | 117.467 | ||
81 | 2003.05.19 15:13 | buy | 18 | 0.10 | 116.467 | 116.417 | 117.467 | ||
82 | 2003.05.19 15:13 | modify | 18 | 0.10 | 116.467 | 116.433 | 117.467 | ||
83 | 2003.05.19 15:13 | s/l | 18 | 0.10 | 116.433 | 116.433 | 117.467 | -340.00 | 999980.00 |
84 | 2003.05.19 16:03 | buy | 16 | 0.10 | 116.589 | 116.539 | 117.589 | ||
85 | 2003.05.19 16:03 | modify | 16 | 0.10 | 116.589 | 116.555 | 117.589 | ||
86 | 2003.05.19 16:03 | modify | 16 | 0.10 | 116.589 | 116.571 | 117.589 | ||
87 | 2003.05.19 16:03 | modify | 16 | 0.10 | 116.589 | 116.587 | 117.589 | ||
88 | 2003.05.19 16:05 | s/l | 16 | 0.10 | 116.587 | 116.587 | 117.589 | -20.00 | 999960.00 |
89 | 2003.05.19 21:00 | buy | 12 | 0.10 | 116.802 | 116.752 | 117.802 | ||
90 | 2003.05.19 21:00 | modify | 12 | 0.10 | 116.802 | 116.768 | 117.802 | ||
91 | 2003.05.19 21:01 | modify | 12 | 0.10 | 116.802 | 116.784 | 117.802 | ||
92 | 2003.05.19 21:01 | modify | 12 | 0.10 | 116.802 | 116.800 | 117.802 | ||
93 | 2003.05.19 21:01 | buy | 11 | 0.10 | 116.830 | 116.780 | 117.830 | ||
94 | 2003.05.19 21:01 | modify | 11 | 0.10 | 116.830 | 116.800 | 117.830 | ||
95 | 2003.05.19 21:01 | modify | 12 | 0.10 | 116.802 | 116.816 | 117.802 | ||
96 | 2003.05.19 21:01 | modify | 11 | 0.10 | 116.830 | 116.816 | 117.830 | ||
97 | 2003.05.19 21:01 | modify | 12 | 0.10 | 116.802 | 116.832 | 117.802 | ||
98 | 2003.05.19 21:01 | modify | 11 | 0.10 | 116.830 | 116.832 | 117.830 | ||
99 | 2003.05.19 21:01 | modify | 11 | 0.10 | 116.830 | 116.848 | 117.830 | ||
100 | 2003.05.19 21:01 | modify | 12 | 0.10 | 116.802 | 116.848 | 117.802 | ||
101 | 2003.05.19 21:01 | s/l | 11 | 0.10 | 116.848 | 116.848 | 117.830 | 180.00 | 1000140.00 |
102 | 2003.05.19 21:01 | s/l | 12 | 0.10 | 116.848 | 116.848 | 117.802 | 460.00 | 1000600.00 |
103 | 2003.05.20 04:02 | sell stop | 19 | 0.10 | 115.032 | 115.082 | 114.032 | ||
104 | 2003.05.20 10:17 | buy stop | 20 | 0.10 | 117.438 | 117.388 | 118.438 | ||
105 | 2003.05.21 15:00 | buy stop | 21 | 0.10 | 117.375 | 117.325 | 118.375 | ||
106 | 2003.05.21 16:19 | buy | 21 | 0.10 | 117.375 | 117.325 | 118.375 | ||
107 | 2003.05.21 16:19 | modify | 21 | 0.10 | 117.375 | 117.341 | 118.375 | ||
108 | 2003.05.21 16:19 | modify | 21 | 0.10 | 117.375 | 117.385 | 118.375 | ||
109 | 2003.05.21 16:19 | buy | 20 | 0.10 | 117.438 | 117.388 | 118.438 | ||
110 | 2003.05.21 16:19 | modify | 20 | 0.10 | 117.438 | 117.404 | 118.438 | ||
111 | 2003.05.21 16:19 | modify | 21 | 0.10 | 117.375 | 117.401 | 118.375 | ||
112 | 2003.05.21 16:19 | modify | 20 | 0.10 | 117.438 | 117.448 | 118.438 | ||
113 | 2003.05.21 16:19 | modify | 21 | 0.10 | 117.375 | 117.417 | 118.375 | ||
114 | 2003.05.21 16:19 | buy | 9 | 0.10 | 117.521 | 117.471 | 118.521 | ||
115 | 2003.05.21 16:19 | modify | 20 | 0.10 | 117.438 | 117.464 | 118.438 | ||
116 | 2003.05.21 16:19 | modify | 21 | 0.10 | 117.375 | 117.433 | 118.375 | ||
117 | 2003.05.21 16:19 | modify | 20 | 0.10 | 117.438 | 117.480 | 118.438 | ||
118 | 2003.05.21 16:19 | modify | 21 | 0.10 | 117.375 | 117.449 | 118.375 | ||
119 | 2003.05.21 16:19 | modify | 21 | 0.10 | 117.375 | 117.465 | 118.375 | ||
120 | 2003.05.21 16:19 | s/l | 9 | 0.10 | 117.471 | 117.471 | 118.521 | -500.00 | 1000100.00 |
121 | 2003.05.21 16:19 | s/l | 20 | 0.10 | 117.480 | 117.480 | 118.438 | 420.00 | 1000520.00 |
122 | 2003.05.21 16:19 | s/l | 21 | 0.10 | 117.465 | 117.465 | 118.375 | 900.00 | 1001420.00 |
123 | 2003.05.22 01:06 | buy | 7 | 0.10 | 117.605 | 117.555 | 118.605 | ||
124 | 2003.05.22 01:08 | modify | 7 | 0.10 | 117.605 | 117.571 | 118.605 | ||
125 | 2003.05.22 01:08 | modify | 7 | 0.10 | 117.605 | 117.587 | 118.605 | ||
126 | 2003.05.22 01:09 | s/l | 7 | 0.10 | 117.587 | 117.587 | 118.605 | -180.00 | 1001240.00 |
127 | 2003.05.22 12:01 | sell stop | 22 | 0.10 | 116.481 | 116.531 | 115.481 | ||
128 | 2003.05.23 03:02 | buy stop | 23 | 0.10 | 117.745 | 117.695 | 118.745 | ||
129 | 2003.05.23 09:45 | sell stop | 24 | 0.10 | 116.880 | 116.930 | 115.880 | ||
130 | 2003.05.23 12:45 | sell | 24 | 0.10 | 116.880 | 116.930 | 115.880 | ||
131 | 2003.05.23 12:45 | modify | 24 | 0.10 | 116.880 | 116.914 | 115.880 | ||
132 | 2003.05.23 12:45 | modify | 24 | 0.10 | 116.880 | 116.870 | 115.880 | ||
133 | 2003.05.23 12:46 | s/l | 24 | 0.10 | 116.870 | 116.870 | 115.880 | 100.00 | 1001340.00 |
134 | 2003.05.23 21:43 | buy stop | 25 | 0.10 | 117.406 | 117.356 | 118.406 | ||
135 | 2003.05.26 08:18 | sell stop | 26 | 0.10 | 116.722 | 116.772 | 115.722 | ||
136 | 2003.05.26 09:01 | sell | 26 | 0.10 | 116.722 | 116.772 | 115.722 | ||
137 | 2003.05.26 09:08 | s/l | 26 | 0.10 | 116.772 | 116.772 | 115.722 | -500.00 | 1000840.00 |
138 | 2003.05.26 11:19 | buy stop | 27 | 0.10 | 117.019 | 116.969 | 118.019 | ||
139 | 2003.05.26 13:00 | buy | 27 | 0.10 | 117.019 | 116.969 | 118.019 | ||
140 | 2003.05.26 13:00 | modify | 27 | 0.10 | 117.019 | 116.985 | 118.019 | ||
141 | 2003.05.26 13:00 | modify | 27 | 0.10 | 117.019 | 117.001 | 118.019 | ||
142 | 2003.05.26 13:01 | modify | 27 | 0.10 | 117.019 | 117.029 | 118.019 | ||
143 | 2003.05.26 13:01 | modify | 27 | 0.10 | 117.019 | 117.045 | 118.019 | ||
144 | 2003.05.26 13:01 | modify | 27 | 0.10 | 117.019 | 117.061 | 118.019 | ||
145 | 2003.05.26 13:01 | modify | 27 | 0.10 | 117.019 | 117.077 | 118.019 | ||
146 | 2003.05.26 13:02 | s/l | 27 | 0.10 | 117.077 | 117.077 | 118.019 | 580.00 | 1001420.00 |
147 | 2003.05.26 19:05 | sell stop | 28 | 0.10 | 116.646 | 116.696 | 115.646 | ||
148 | 2003.05.27 01:22 | buy stop | 29 | 0.10 | 117.360 | 117.310 | 118.360 | ||
149 | 2003.05.27 04:01 | sell stop | 30 | 0.10 | 116.722 | 116.772 | 115.722 | ||
150 | 2003.05.27 04:01 | sell | 30 | 0.10 | 116.722 | 116.772 | 115.722 |