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 |
151 | 2003.05.27 04:01 | modify | 30 | 0.10 | 116.722 | 116.756 | 115.722 | ||
152 | 2003.05.27 04:02 | modify | 30 | 0.10 | 116.722 | 116.746 | 115.722 | ||
153 | 2003.05.27 04:05 | s/l | 30 | 0.10 | 116.746 | 116.746 | 115.722 | -240.00 | 1001180.00 |
154 | 2003.05.27 04:15 | sell | 28 | 0.10 | 116.646 | 116.696 | 115.646 | ||
155 | 2003.05.27 04:15 | modify | 28 | 0.10 | 116.646 | 116.680 | 115.646 | ||
156 | 2003.05.27 04:15 | modify | 28 | 0.10 | 116.646 | 116.670 | 115.646 | ||
157 | 2003.05.27 04:15 | modify | 28 | 0.10 | 116.646 | 116.636 | 115.646 | ||
158 | 2003.05.27 04:16 | modify | 28 | 0.10 | 116.646 | 116.626 | 115.646 | ||
159 | 2003.05.27 04:16 | modify | 28 | 0.10 | 116.646 | 116.616 | 115.646 | ||
160 | 2003.05.27 04:16 | s/l | 28 | 0.10 | 116.616 | 116.616 | 115.646 | 300.00 | 1001480.00 |
161 | 2003.05.27 09:00 | buy stop | 31 | 0.10 | 116.971 | 116.921 | 117.971 | ||
162 | 2003.05.27 09:01 | buy | 31 | 0.10 | 116.971 | 116.921 | 117.971 | ||
163 | 2003.05.27 09:01 | modify | 31 | 0.10 | 116.971 | 116.937 | 117.971 | ||
164 | 2003.05.27 09:01 | modify | 31 | 0.10 | 116.971 | 116.953 | 117.971 | ||
165 | 2003.05.27 09:02 | s/l | 31 | 0.10 | 116.953 | 116.953 | 117.971 | -180.00 | 1001300.00 |
166 | 2003.05.27 15:42 | sell stop | 32 | 0.10 | 116.565 | 116.615 | 115.565 | ||
167 | 2003.05.27 16:20 | sell | 32 | 0.10 | 116.565 | 116.615 | 115.565 | ||
168 | 2003.05.27 16:21 | s/l | 32 | 0.10 | 116.615 | 116.615 | 115.565 | -500.00 | 1000800.00 |
169 | 2003.05.27 17:00 | sell | 22 | 0.10 | 116.481 | 116.531 | 115.481 | ||
170 | 2003.05.27 17:00 | modify | 22 | 0.10 | 116.481 | 116.515 | 115.481 | ||
171 | 2003.05.27 17:00 | modify | 22 | 0.10 | 116.481 | 116.505 | 115.481 | ||
172 | 2003.05.27 17:01 | modify | 22 | 0.10 | 116.481 | 116.495 | 115.481 | ||
173 | 2003.05.27 17:01 | modify | 22 | 0.10 | 116.481 | 116.471 | 115.481 | ||
174 | 2003.05.27 17:01 | modify | 22 | 0.10 | 116.481 | 116.461 | 115.481 | ||
175 | 2003.05.27 17:02 | modify | 22 | 0.10 | 116.481 | 116.451 | 115.481 | ||
176 | 2003.05.27 17:02 | modify | 22 | 0.10 | 116.481 | 116.441 | 115.481 | ||
177 | 2003.05.27 17:02 | modify | 22 | 0.10 | 116.481 | 116.431 | 115.481 | ||
178 | 2003.05.27 17:02 | modify | 22 | 0.10 | 116.481 | 116.421 | 115.481 | ||
179 | 2003.05.27 17:02 | modify | 22 | 0.10 | 116.481 | 116.411 | 115.481 | ||
180 | 2003.05.27 17:03 | modify | 22 | 0.10 | 116.481 | 116.401 | 115.481 | ||
181 | 2003.05.27 17:04 | s/l | 22 | 0.10 | 116.401 | 116.401 | 115.481 | 800.00 | 1001600.00 |
182 | 2003.05.27 18:19 | buy stop | 33 | 0.10 | 117.131 | 117.081 | 118.131 | ||
183 | 2003.05.27 19:16 | buy | 33 | 0.10 | 117.131 | 117.081 | 118.131 | ||
184 | 2003.05.27 19:16 | modify | 33 | 0.10 | 117.131 | 117.097 | 118.131 | ||
185 | 2003.05.27 19:16 | modify | 33 | 0.10 | 117.131 | 117.113 | 118.131 | ||
186 | 2003.05.27 19:16 | modify | 33 | 0.10 | 117.131 | 117.129 | 118.131 | ||
187 | 2003.05.27 19:16 | s/l | 33 | 0.10 | 117.129 | 117.129 | 118.131 | -20.00 | 1001580.00 |
188 | 2003.05.28 05:00 | sell stop | 34 | 0.10 | 116.172 | 116.222 | 115.172 | ||
189 | 2003.05.28 11:00 | buy stop | 35 | 0.10 | 117.318 | 117.268 | 118.318 | ||
190 | 2003.05.28 11:00 | buy | 35 | 0.10 | 117.318 | 117.268 | 118.318 | ||
191 | 2003.05.28 11:00 | modify | 35 | 0.10 | 117.318 | 117.284 | 118.318 | ||
192 | 2003.05.28 11:00 | modify | 35 | 0.10 | 117.318 | 117.300 | 118.318 | ||
193 | 2003.05.28 11:00 | modify | 35 | 0.10 | 117.318 | 117.316 | 118.318 | ||
194 | 2003.05.28 11:00 | modify | 35 | 0.10 | 117.318 | 117.332 | 118.318 | ||
195 | 2003.05.28 11:00 | buy | 29 | 0.10 | 117.360 | 117.310 | 118.360 | ||
196 | 2003.05.28 11:00 | modify | 29 | 0.10 | 117.360 | 117.332 | 118.360 | ||
197 | 2003.05.28 11:01 | modify | 35 | 0.10 | 117.318 | 117.348 | 118.318 | ||
198 | 2003.05.28 11:01 | modify | 29 | 0.10 | 117.360 | 117.348 | 118.360 | ||
199 | 2003.05.28 11:03 | s/l | 29 | 0.10 | 117.348 | 117.348 | 118.360 | -120.00 | 1001460.00 |
200 | 2003.05.28 11:03 | s/l | 35 | 0.10 | 117.348 | 117.348 | 118.318 | 300.00 | 1001760.00 |
201 | 2003.05.28 11:05 | buy | 25 | 0.10 | 117.406 | 117.356 | 118.406 | ||
202 | 2003.05.28 11:06 | modify | 25 | 0.10 | 117.406 | 117.372 | 118.406 | ||
203 | 2003.05.28 11:06 | modify | 25 | 0.10 | 117.406 | 117.388 | 118.406 | ||
204 | 2003.05.28 11:06 | modify | 25 | 0.10 | 117.406 | 117.404 | 118.406 | ||
205 | 2003.05.28 11:07 | s/l | 25 | 0.10 | 117.404 | 117.404 | 118.406 | -20.00 | 1001740.00 |
206 | 2003.05.28 12:13 | buy | 23 | 0.10 | 117.745 | 117.695 | 118.745 | ||
207 | 2003.05.28 12:14 | s/l | 23 | 0.10 | 117.695 | 117.695 | 118.745 | -500.00 | 1001240.00 |
208 | 2003.05.28 14:01 | buy | 3 | 0.10 | 117.823 | 117.773 | 118.823 | ||
209 | 2003.05.28 14:01 | modify | 3 | 0.10 | 117.823 | 117.789 | 118.823 | ||
210 | 2003.05.28 14:01 | modify | 3 | 0.10 | 117.823 | 117.805 | 118.823 | ||
211 | 2003.05.28 14:01 | modify | 3 | 0.10 | 117.823 | 117.821 | 118.823 | ||
212 | 2003.05.28 14:02 | modify | 3 | 0.10 | 117.823 | 117.833 | 118.823 | ||
213 | 2003.05.28 14:02 | modify | 3 | 0.10 | 117.823 | 117.849 | 118.823 | ||
214 | 2003.05.28 14:03 | modify | 3 | 0.10 | 117.823 | 117.865 | 118.823 | ||
215 | 2003.05.28 14:03 | modify | 3 | 0.10 | 117.823 | 117.881 | 118.823 | ||
216 | 2003.05.28 14:03 | modify | 3 | 0.10 | 117.823 | 117.897 | 118.823 | ||
217 | 2003.05.28 14:04 | modify | 3 | 0.10 | 117.823 | 117.913 | 118.823 | ||
218 | 2003.05.28 14:04 | modify | 3 | 0.10 | 117.823 | 117.929 | 118.823 | ||
219 | 2003.05.28 14:04 | modify | 3 | 0.10 | 117.823 | 117.945 | 118.823 | ||
220 | 2003.05.28 14:04 | modify | 3 | 0.10 | 117.823 | 117.961 | 118.823 | ||
221 | 2003.05.28 14:05 | modify | 3 | 0.10 | 117.823 | 117.977 | 118.823 | ||
222 | 2003.05.28 14:05 | modify | 3 | 0.10 | 117.823 | 117.993 | 118.823 | ||
223 | 2003.05.28 14:07 | modify | 3 | 0.10 | 117.823 | 118.009 | 118.823 | ||
224 | 2003.05.28 14:07 | s/l | 3 | 0.10 | 118.009 | 118.009 | 118.823 | 1860.00 | 1003100.00 |
225 | 2003.05.28 19:13 | buy | 1 | 0.10 | 118.744 | 118.694 | 119.744 | ||
226 | 2003.05.28 19:13 | modify | 1 | 0.10 | 118.744 | 118.710 | 119.744 | ||
227 | 2003.05.28 19:13 | modify | 1 | 0.10 | 118.744 | 118.726 | 119.744 | ||
228 | 2003.05.28 19:13 | s/l | 1 | 0.10 | 118.726 | 118.726 | 119.744 | -180.00 | 1002920.00 |
229 | 2003.05.29 01:16 | sell stop | 36 | 0.10 | 116.925 | 116.975 | 115.925 | ||
230 | 2003.05.29 05:18 | buy stop | 37 | 0.10 | 118.883 | 118.833 | 119.883 | ||
231 | 2003.05.29 05:18 | buy | 37 | 0.10 | 118.883 | 118.833 | 119.883 | ||
232 | 2003.05.29 05:18 | modify | 37 | 0.10 | 118.883 | 118.849 | 119.883 | ||
233 | 2003.05.29 05:18 | modify | 37 | 0.10 | 118.883 | 118.865 | 119.883 | ||
234 | 2003.05.29 05:18 | modify | 37 | 0.10 | 118.883 | 118.893 | 119.883 | ||
235 | 2003.05.29 05:19 | modify | 37 | 0.10 | 118.883 | 118.909 | 119.883 | ||
236 | 2003.05.29 05:19 | s/l | 37 | 0.10 | 118.909 | 118.909 | 119.883 | 260.00 | 1003180.00 |
237 | 2003.05.29 15:03 | sell stop | 38 | 0.10 | 118.419 | 118.469 | 117.419 | ||
238 | 2003.05.29 18:05 | sell | 38 | 0.10 | 118.419 | 118.469 | 117.419 | ||
239 | 2003.05.29 18:06 | modify | 38 | 0.10 | 118.419 | 118.453 | 117.419 | ||
240 | 2003.05.29 18:07 | modify | 38 | 0.10 | 118.419 | 118.443 | 117.419 | ||
241 | 2003.05.29 18:10 | s/l | 38 | 0.10 | 118.443 | 118.443 | 117.419 | -240.00 | 1002940.00 |
242 | 2003.05.30 04:42 | buy stop | 39 | 0.10 | 119.118 | 119.068 | 120.118 | ||
243 | 2003.05.30 10:13 | sell stop | 40 | 0.10 | 117.895 | 117.945 | 116.895 | ||
244 | 2003.05.30 17:01 | buy | 39 | 0.10 | 119.118 | 119.068 | 120.118 | ||
245 | 2003.05.30 17:01 | modify | 39 | 0.10 | 119.118 | 119.084 | 120.118 | ||
246 | 2003.05.30 17:02 | modify | 39 | 0.10 | 119.118 | 119.100 | 120.118 | ||
247 | 2003.05.30 17:02 | s/l | 39 | 0.10 | 119.100 | 119.100 | 120.118 | -180.00 | 1002760.00 |
248 | 2003.06.02 04:00 | sell stop | 41 | 0.10 | 117.907 | 117.957 | 116.907 | ||
249 | 2003.06.03 01:18 | buy stop | 42 | 0.10 | 119.624 | 119.574 | 120.624 | ||
250 | 2003.06.03 04:40 | sell stop | 43 | 0.10 | 118.305 | 118.355 | 117.305 | ||
251 | 2003.06.03 05:23 | sell | 43 | 0.10 | 118.305 | 118.355 | 117.305 | ||
252 | 2003.06.03 05:23 | modify | 43 | 0.10 | 118.305 | 118.339 | 117.305 | ||
253 | 2003.06.03 05:23 | modify | 43 | 0.10 | 118.305 | 118.329 | 117.305 | ||
254 | 2003.06.03 05:24 | s/l | 43 | 0.10 | 118.329 | 118.329 | 117.305 | -240.00 | 1002520.00 |
255 | 2003.06.03 10:40 | buy stop | 44 | 0.10 | 118.720 | 118.670 | 119.720 | ||
256 | 2003.06.03 12:17 | buy | 44 | 0.10 | 118.720 | 118.670 | 119.720 | ||
257 | 2003.06.03 12:17 | modify | 44 | 0.10 | 118.720 | 118.686 | 119.720 | ||
258 | 2003.06.03 12:18 | modify | 44 | 0.10 | 118.720 | 118.702 | 119.720 | ||
259 | 2003.06.03 12:18 | s/l | 44 | 0.10 | 118.702 | 118.702 | 119.720 | -180.00 | 1002340.00 |
260 | 2003.06.04 06:19 | sell stop | 45 | 0.10 | 118.265 | 118.315 | 117.265 | ||
261 | 2003.06.04 18:17 | buy stop | 46 | 0.10 | 119.355 | 119.305 | 120.355 | ||
262 | 2003.06.05 04:44 | sell stop | 47 | 0.10 | 118.339 | 118.389 | 117.339 | ||
263 | 2003.06.05 06:43 | sell | 47 | 0.10 | 118.339 | 118.389 | 117.339 | ||
264 | 2003.06.05 06:43 | modify | 47 | 0.10 | 118.339 | 118.373 | 117.339 | ||
265 | 2003.06.05 06:43 | modify | 47 | 0.10 | 118.339 | 118.363 | 117.339 | ||
266 | 2003.06.05 06:44 | modify | 47 | 0.10 | 118.339 | 118.329 | 117.339 | ||
267 | 2003.06.05 06:44 | modify | 47 | 0.10 | 118.339 | 118.319 | 117.339 | ||
268 | 2003.06.05 06:44 | s/l | 47 | 0.10 | 118.319 | 118.319 | 117.339 | 200.00 | 1002540.00 |
269 | 2003.06.05 11:08 | sell | 45 | 0.10 | 118.265 | 118.315 | 117.265 | ||
270 | 2003.06.05 11:12 | s/l | 45 | 0.10 | 118.315 | 118.315 | 117.265 | -500.00 | 1002040.00 |
271 | 2003.06.05 17:00 | sell | 40 | 0.10 | 117.895 | 117.945 | 116.895 | ||
272 | 2003.06.05 17:00 | sell | 41 | 0.10 | 117.907 | 117.957 | 116.907 | ||
273 | 2003.06.05 17:00 | modify | 40 | 0.10 | 117.895 | 117.929 | 116.895 | ||
274 | 2003.06.05 17:00 | modify | 41 | 0.10 | 117.907 | 117.941 | 116.907 | ||
275 | 2003.06.05 17:00 | modify | 40 | 0.10 | 117.895 | 117.885 | 116.895 | ||
276 | 2003.06.05 17:00 | modify | 41 | 0.10 | 117.907 | 117.897 | 116.907 | ||
277 | 2003.06.05 17:01 | modify | 40 | 0.10 | 117.895 | 117.869 | 116.895 | ||
278 | 2003.06.05 17:01 | modify | 41 | 0.10 | 117.907 | 117.881 | 116.907 | ||
279 | 2003.06.05 17:01 | modify | 40 | 0.10 | 117.895 | 117.853 | 116.895 | ||
280 | 2003.06.05 17:01 | modify | 41 | 0.10 | 117.907 | 117.865 | 116.907 | ||
281 | 2003.06.05 17:01 | modify | 40 | 0.10 | 117.895 | 117.837 | 116.895 | ||
282 | 2003.06.05 17:01 | modify | 41 | 0.10 | 117.907 | 117.849 | 116.907 | ||
283 | 2003.06.05 17:02 | modify | 40 | 0.10 | 117.895 | 117.821 | 116.895 | ||
284 | 2003.06.05 17:02 | modify | 41 | 0.10 | 117.907 | 117.833 | 116.907 | ||
285 | 2003.06.05 17:02 | modify | 40 | 0.10 | 117.895 | 117.805 | 116.895 | ||
286 | 2003.06.05 17:02 | modify | 41 | 0.10 | 117.907 | 117.817 | 116.907 | ||
287 | 2003.06.05 17:02 | modify | 40 | 0.10 | 117.895 | 117.789 | 116.895 | ||
288 | 2003.06.05 17:02 | modify | 41 | 0.10 | 117.907 | 117.801 | 116.907 | ||
289 | 2003.06.05 17:02 | modify | 40 | 0.10 | 117.895 | 117.773 | 116.895 | ||
290 | 2003.06.05 17:02 | modify | 41 | 0.10 | 117.907 | 117.785 | 116.907 | ||
291 | 2003.06.05 17:02 | modify | 40 | 0.10 | 117.895 | 117.757 | 116.895 | ||
292 | 2003.06.05 17:02 | modify | 41 | 0.10 | 117.907 | 117.769 | 116.907 | ||
293 | 2003.06.05 17:02 | modify | 40 | 0.10 | 117.895 | 117.741 | 116.895 | ||
294 | 2003.06.05 17:02 | modify | 41 | 0.10 | 117.907 | 117.753 | 116.907 | ||
295 | 2003.06.05 17:02 | modify | 41 | 0.10 | 117.907 | 117.737 | 116.907 | ||
296 | 2003.06.05 17:03 | modify | 40 | 0.10 | 117.895 | 117.725 | 116.895 | ||
297 | 2003.06.05 17:03 | s/l | 40 | 0.10 | 117.725 | 117.725 | 116.895 | 1700.00 | 1003740.00 |
298 | 2003.06.05 17:03 | s/l | 41 | 0.10 | 117.737 | 117.737 | 116.907 | 1700.00 | 1005440.00 |
299 | 2003.06.05 23:36 | buy stop | 48 | 0.10 | 118.925 | 118.875 | 119.925 | ||
300 | 2003.06.06 09:40 | sell stop | 49 | 0.10 | 117.328 | 117.378 | 116.328 |