Strategy Tester Report
Kirara_ver6.5_ParaOpen

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
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
12003.05.07 06:02buy stop10.10118.744118.694119.744
22003.05.07 10:37sell stop20.10117.292117.342116.292
32003.05.07 13:01sell20.10117.292117.342116.292
42003.05.07 13:01modify20.10117.292117.326116.292
52003.05.07 13:03s/l20.10117.326117.326116.292-340.00999660.00
62003.05.08 02:44buy stop30.10117.823117.773118.823
72003.05.08 10:04sell stop40.10116.054116.104115.054
82003.05.08 15:18sell40.10116.054116.104115.054
92003.05.08 15:18modify40.10116.054116.088115.054
102003.05.08 15:18modify40.10116.054116.078115.054
112003.05.08 15:18s/l40.10116.078116.078115.054-240.00999420.00
122003.05.08 18:01buy stop50.10116.725116.675117.725
132003.05.08 20:00buy50.10116.725116.675117.725
142003.05.08 20:00modify50.10116.725116.691117.725
152003.05.08 20:00modify50.10116.725116.707117.725
162003.05.08 20:00modify50.10116.725116.723117.725
172003.05.08 20:00modify50.10116.725116.739117.725
182003.05.08 20:00s/l50.10116.739116.739117.725140.00999560.00
192003.05.09 18:12sell stop60.10115.942115.992114.942
202003.05.12 17:40buy stop70.10117.605117.555118.605
212003.05.13 08:03sell stop80.10116.306116.356115.306
222003.05.14 01:21buy stop90.10117.521117.471118.521
232003.05.14 11:47sell stop100.10116.340116.390115.340
242003.05.14 14:37buy stop110.10116.830116.780117.830
252003.05.14 17:01sell100.10116.340116.390115.340
262003.05.14 17:01modify100.10116.340116.374115.340
272003.05.14 17:02modify100.10116.340116.364115.340
282003.05.14 17:02sell80.10116.306116.356115.306
292003.05.14 17:02modify100.10116.340116.348115.340
302003.05.14 17:02modify80.10116.306116.348115.306
312003.05.14 17:02modify100.10116.340116.332115.340
322003.05.14 17:02modify80.10116.306116.332115.306
332003.05.14 17:03modify100.10116.340116.316115.340
342003.05.14 17:03modify80.10116.306116.316115.306
352003.05.14 17:03s/l80.10116.316116.316115.306-100.00999460.00
362003.05.14 17:03s/l100.10116.316116.316115.340240.00999700.00
372003.05.14 20:00sell60.10115.942115.992114.942
382003.05.14 20:00modify60.10115.942115.976114.942
392003.05.14 20:00modify60.10115.942115.966114.942
402003.05.14 20:00modify60.10115.942115.956114.942
412003.05.14 20:00modify60.10115.942115.946114.942
422003.05.14 20:00modify60.10115.942115.932114.942
432003.05.14 20:00modify60.10115.942115.922114.942
442003.05.14 20:00modify60.10115.942115.912114.942
452003.05.14 20:00modify60.10115.942115.902114.942
462003.05.14 20:01modify60.10115.942115.892114.942
472003.05.14 20:01modify60.10115.942115.882114.942
482003.05.14 20:03s/l60.10115.882115.882114.942600.001000300.00
492003.05.15 00:36buy stop120.10116.802116.752117.802
502003.05.15 08:03sell stop130.10115.559115.609114.559
512003.05.15 13:21sell130.10115.559115.609114.559
522003.05.15 13:21modify130.10115.559115.593114.559
532003.05.15 13:21modify130.10115.559115.583114.559
542003.05.15 13:22s/l130.10115.583115.583114.559-240.001000060.00
552003.05.15 16:44buy stop140.10116.410116.360117.410
562003.05.15 22:01buy140.10116.410116.360117.410
572003.05.15 22:01s/l140.10116.360116.360117.410-500.00999560.00
582003.05.16 05:01sell stop150.10115.284115.334114.284
592003.05.16 13:37buy stop160.10116.589116.539117.589
602003.05.16 15:00sell stop170.10116.178116.228115.178
612003.05.16 15:09sell170.10116.178116.228115.178
622003.05.16 15:10modify170.10116.178116.212115.178
632003.05.16 15:10modify170.10116.178116.202115.178
642003.05.16 15:10modify170.10116.178116.192115.178
652003.05.16 15:11modify170.10116.178116.168115.178
662003.05.16 15:11modify170.10116.178116.158115.178
672003.05.16 15:11modify170.10116.178116.148115.178
682003.05.16 15:11modify170.10116.178116.138115.178
692003.05.16 15:11modify170.10116.178116.128115.178
702003.05.16 15:11modify170.10116.178116.118115.178
712003.05.16 15:12modify170.10116.178116.108115.178
722003.05.16 15:12modify170.10116.178116.098115.178
732003.05.16 15:12modify170.10116.178116.088115.178
742003.05.16 15:12modify170.10116.178116.078115.178
752003.05.16 15:12modify170.10116.178116.068115.178
762003.05.16 15:13s/l170.10116.068116.068115.1781100.001000660.00
772003.05.19 06:06sell150.10115.284115.334114.284
782003.05.19 06:06modify150.10115.284115.318114.284
792003.05.19 06:19s/l150.10115.318115.318114.284-340.001000320.00
802003.05.19 14:46buy stop180.10116.467116.417117.467
812003.05.19 15:13buy180.10116.467116.417117.467
822003.05.19 15:13modify180.10116.467116.433117.467
832003.05.19 15:13s/l180.10116.433116.433117.467-340.00999980.00
842003.05.19 16:03buy160.10116.589116.539117.589
852003.05.19 16:03modify160.10116.589116.555117.589
862003.05.19 16:03modify160.10116.589116.571117.589
872003.05.19 16:03modify160.10116.589116.587117.589
882003.05.19 16:05s/l160.10116.587116.587117.589-20.00999960.00
892003.05.19 21:00buy120.10116.802116.752117.802
902003.05.19 21:00modify120.10116.802116.768117.802
912003.05.19 21:01modify120.10116.802116.784117.802
922003.05.19 21:01modify120.10116.802116.800117.802
932003.05.19 21:01buy110.10116.830116.780117.830
942003.05.19 21:01modify110.10116.830116.800117.830
952003.05.19 21:01modify120.10116.802116.816117.802
962003.05.19 21:01modify110.10116.830116.816117.830
972003.05.19 21:01modify120.10116.802116.832117.802
982003.05.19 21:01modify110.10116.830116.832117.830
992003.05.19 21:01modify110.10116.830116.848117.830
1002003.05.19 21:01modify120.10116.802116.848117.802
1012003.05.19 21:01s/l110.10116.848116.848117.830180.001000140.00
1022003.05.19 21:01s/l120.10116.848116.848117.802460.001000600.00
1032003.05.20 04:02sell stop190.10115.032115.082114.032
1042003.05.20 10:17buy stop200.10117.438117.388118.438
1052003.05.21 15:00buy stop210.10117.375117.325118.375
1062003.05.21 16:19buy210.10117.375117.325118.375
1072003.05.21 16:19modify210.10117.375117.341118.375
1082003.05.21 16:19modify210.10117.375117.385118.375
1092003.05.21 16:19buy200.10117.438117.388118.438
1102003.05.21 16:19modify200.10117.438117.404118.438
1112003.05.21 16:19modify210.10117.375117.401118.375
1122003.05.21 16:19modify200.10117.438117.448118.438
1132003.05.21 16:19modify210.10117.375117.417118.375
1142003.05.21 16:19buy90.10117.521117.471118.521
1152003.05.21 16:19modify200.10117.438117.464118.438
1162003.05.21 16:19modify210.10117.375117.433118.375
1172003.05.21 16:19modify200.10117.438117.480118.438
1182003.05.21 16:19modify210.10117.375117.449118.375
1192003.05.21 16:19modify210.10117.375117.465118.375
1202003.05.21 16:19s/l90.10117.471117.471118.521-500.001000100.00
1212003.05.21 16:19s/l200.10117.480117.480118.438420.001000520.00
1222003.05.21 16:19s/l210.10117.465117.465118.375900.001001420.00
1232003.05.22 01:06buy70.10117.605117.555118.605
1242003.05.22 01:08modify70.10117.605117.571118.605
1252003.05.22 01:08modify70.10117.605117.587118.605
1262003.05.22 01:09s/l70.10117.587117.587118.605-180.001001240.00
1272003.05.22 12:01sell stop220.10116.481116.531115.481
1282003.05.23 03:02buy stop230.10117.745117.695118.745
1292003.05.23 09:45sell stop240.10116.880116.930115.880
1302003.05.23 12:45sell240.10116.880116.930115.880
1312003.05.23 12:45modify240.10116.880116.914115.880
1322003.05.23 12:45modify240.10116.880116.870115.880
1332003.05.23 12:46s/l240.10116.870116.870115.880100.001001340.00
1342003.05.23 21:43buy stop250.10117.406117.356118.406
1352003.05.26 08:18sell stop260.10116.722116.772115.722
1362003.05.26 09:01sell260.10116.722116.772115.722
1372003.05.26 09:08s/l260.10116.772116.772115.722-500.001000840.00
1382003.05.26 11:19buy stop270.10117.019116.969118.019
1392003.05.26 13:00buy270.10117.019116.969118.019
1402003.05.26 13:00modify270.10117.019116.985118.019
1412003.05.26 13:00modify270.10117.019117.001118.019
1422003.05.26 13:01modify270.10117.019117.029118.019
1432003.05.26 13:01modify270.10117.019117.045118.019
1442003.05.26 13:01modify270.10117.019117.061118.019
1452003.05.26 13:01modify270.10117.019117.077118.019
1462003.05.26 13:02s/l270.10117.077117.077118.019580.001001420.00
1472003.05.26 19:05sell stop280.10116.646116.696115.646
1482003.05.27 01:22buy stop290.10117.360117.310118.360
1492003.05.27 04:01sell stop300.10116.722116.772115.722
1502003.05.27 04:01sell300.10116.722116.772115.722
1ページ目次へ