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 |
301 | 2003.06.06 11:42 | buy stop | 50 | 0.10 | 117.926 | 117.876 | 118.926 | ||
302 | 2003.06.06 11:43 | buy | 50 | 0.10 | 117.926 | 117.876 | 118.926 | ||
303 | 2003.06.06 11:43 | modify | 50 | 0.10 | 117.926 | 117.892 | 118.926 | ||
304 | 2003.06.06 11:43 | modify | 50 | 0.10 | 117.926 | 117.908 | 118.926 | ||
305 | 2003.06.06 11:43 | modify | 50 | 0.10 | 117.926 | 117.936 | 118.926 | ||
306 | 2003.06.06 11:43 | modify | 50 | 0.10 | 117.926 | 117.952 | 118.926 | ||
307 | 2003.06.06 11:43 | s/l | 50 | 0.10 | 117.952 | 117.952 | 118.926 | 260.00 | 1005700.00 |
308 | 2003.06.06 18:45 | buy | 48 | 0.10 | 118.925 | 118.875 | 119.925 | ||
309 | 2003.06.06 18:45 | s/l | 48 | 0.10 | 118.875 | 118.875 | 119.925 | -500.00 | 1005200.00 |
310 | 2003.06.06 23:35 | sell stop | 51 | 0.10 | 117.593 | 117.643 | 116.593 | ||
311 | 2003.06.10 02:22 | buy stop | 52 | 0.10 | 118.905 | 118.855 | 119.905 | ||
312 | 2003.06.10 04:20 | sell stop | 53 | 0.10 | 117.785 | 117.835 | 116.785 | ||
313 | 2003.06.10 14:05 | sell stop | 54 | 0.10 | 117.941 | 117.991 | 116.941 | ||
314 | 2003.06.10 14:48 | sell | 54 | 0.10 | 117.941 | 117.991 | 116.941 | ||
315 | 2003.06.10 14:49 | s/l | 54 | 0.10 | 117.991 | 117.991 | 116.941 | -500.00 | 1004700.00 |
316 | 2003.06.10 17:35 | sell | 53 | 0.10 | 117.785 | 117.835 | 116.785 | ||
317 | 2003.06.10 17:35 | modify | 53 | 0.10 | 117.785 | 117.819 | 116.785 | ||
318 | 2003.06.10 17:36 | modify | 53 | 0.10 | 117.785 | 117.809 | 116.785 | ||
319 | 2003.06.10 17:36 | modify | 53 | 0.10 | 117.785 | 117.799 | 116.785 | ||
320 | 2003.06.10 17:36 | modify | 53 | 0.10 | 117.785 | 117.775 | 116.785 | ||
321 | 2003.06.10 17:36 | modify | 53 | 0.10 | 117.785 | 117.765 | 116.785 | ||
322 | 2003.06.10 17:36 | modify | 53 | 0.10 | 117.785 | 117.755 | 116.785 | ||
323 | 2003.06.10 17:36 | modify | 53 | 0.10 | 117.785 | 117.745 | 116.785 | ||
324 | 2003.06.10 17:36 | s/l | 53 | 0.10 | 117.745 | 117.745 | 116.785 | 400.00 | 1005100.00 |
325 | 2003.06.10 19:01 | sell | 51 | 0.10 | 117.593 | 117.643 | 116.593 | ||
326 | 2003.06.10 19:01 | s/l | 51 | 0.10 | 117.643 | 117.643 | 116.593 | -500.00 | 1004600.00 |
327 | 2003.06.11 06:00 | buy stop | 55 | 0.10 | 118.356 | 118.306 | 119.356 | ||
328 | 2003.06.11 12:19 | sell stop | 56 | 0.10 | 117.518 | 117.568 | 116.518 | ||
329 | 2003.06.11 14:43 | sell | 56 | 0.10 | 117.518 | 117.568 | 116.518 | ||
330 | 2003.06.11 14:43 | modify | 56 | 0.10 | 117.518 | 117.552 | 116.518 | ||
331 | 2003.06.11 14:43 | modify | 56 | 0.10 | 117.518 | 117.542 | 116.518 | ||
332 | 2003.06.11 14:44 | s/l | 56 | 0.10 | 117.542 | 117.542 | 116.518 | -240.00 | 1004360.00 |
333 | 2003.06.11 23:42 | buy stop | 57 | 0.10 | 118.097 | 118.047 | 119.097 | ||
334 | 2003.06.12 09:44 | sell stop | 58 | 0.10 | 117.480 | 117.530 | 116.480 | ||
335 | 2003.06.12 15:17 | sell | 58 | 0.10 | 117.480 | 117.530 | 116.480 | ||
336 | 2003.06.12 15:17 | modify | 58 | 0.10 | 117.480 | 117.514 | 116.480 | ||
337 | 2003.06.12 15:17 | modify | 58 | 0.10 | 117.480 | 117.504 | 116.480 | ||
338 | 2003.06.12 15:17 | s/l | 58 | 0.10 | 117.504 | 117.504 | 116.480 | -240.00 | 1004120.00 |
339 | 2003.06.12 16:14 | buy stop | 59 | 0.10 | 117.933 | 117.883 | 118.933 | ||
340 | 2003.06.12 17:18 | buy | 59 | 0.10 | 117.933 | 117.883 | 118.933 | ||
341 | 2003.06.12 17:19 | s/l | 59 | 0.10 | 117.883 | 117.883 | 118.933 | -500.00 | 1003620.00 |
342 | 2003.06.12 22:31 | sell stop | 60 | 0.10 | 117.446 | 117.496 | 116.446 | ||
343 | 2003.06.13 01:40 | buy stop | 61 | 0.10 | 117.920 | 117.870 | 118.920 | ||
344 | 2003.06.13 08:06 | sell stop | 62 | 0.10 | 117.460 | 117.510 | 116.460 | ||
345 | 2003.06.13 15:00 | buy stop | 63 | 0.10 | 117.755 | 117.705 | 118.755 | ||
346 | 2003.06.13 15:26 | buy | 63 | 0.10 | 117.755 | 117.705 | 118.755 | ||
347 | 2003.06.13 15:27 | modify | 63 | 0.10 | 117.755 | 117.721 | 118.755 | ||
348 | 2003.06.13 15:27 | modify | 63 | 0.10 | 117.755 | 117.737 | 118.755 | ||
349 | 2003.06.13 15:27 | modify | 63 | 0.10 | 117.755 | 117.753 | 118.755 | ||
350 | 2003.06.13 15:28 | s/l | 63 | 0.10 | 117.753 | 117.753 | 118.755 | -20.00 | 1003600.00 |
351 | 2003.06.13 18:38 | sell stop | 64 | 0.10 | 117.477 | 117.527 | 116.477 | ||
352 | 2003.06.13 18:38 | sell | 64 | 0.10 | 117.477 | 117.527 | 116.477 | ||
353 | 2003.06.13 18:38 | modify | 64 | 0.10 | 117.477 | 117.504 | 116.477 | ||
354 | 2003.06.13 18:39 | sell | 62 | 0.10 | 117.460 | 117.510 | 116.460 | ||
355 | 2003.06.13 18:39 | modify | 62 | 0.10 | 117.460 | 117.494 | 116.460 | ||
356 | 2003.06.13 18:39 | modify | 64 | 0.10 | 117.477 | 117.488 | 116.477 | ||
357 | 2003.06.13 18:39 | sell | 60 | 0.10 | 117.446 | 117.496 | 116.446 | ||
358 | 2003.06.13 18:39 | modify | 60 | 0.10 | 117.446 | 117.480 | 116.446 | ||
359 | 2003.06.13 18:39 | modify | 62 | 0.10 | 117.460 | 117.478 | 116.460 | ||
360 | 2003.06.13 18:39 | modify | 64 | 0.10 | 117.477 | 117.467 | 116.477 | ||
361 | 2003.06.13 18:40 | modify | 60 | 0.10 | 117.446 | 117.436 | 116.446 | ||
362 | 2003.06.13 18:40 | modify | 62 | 0.10 | 117.460 | 117.450 | 116.460 | ||
363 | 2003.06.13 18:40 | modify | 64 | 0.10 | 117.477 | 117.451 | 116.477 | ||
364 | 2003.06.13 18:40 | modify | 60 | 0.10 | 117.446 | 117.420 | 116.446 | ||
365 | 2003.06.13 18:40 | modify | 62 | 0.10 | 117.460 | 117.434 | 116.460 | ||
366 | 2003.06.13 18:40 | modify | 64 | 0.10 | 117.477 | 117.435 | 116.477 | ||
367 | 2003.06.13 18:40 | modify | 60 | 0.10 | 117.446 | 117.404 | 116.446 | ||
368 | 2003.06.13 18:40 | modify | 62 | 0.10 | 117.460 | 117.418 | 116.460 | ||
369 | 2003.06.13 18:40 | modify | 64 | 0.10 | 117.477 | 117.419 | 116.477 | ||
370 | 2003.06.13 18:40 | modify | 64 | 0.10 | 117.477 | 117.403 | 116.477 | ||
371 | 2003.06.13 18:40 | s/l | 60 | 0.10 | 117.404 | 117.404 | 116.446 | 420.00 | 1004020.00 |
372 | 2003.06.13 18:40 | s/l | 62 | 0.10 | 117.418 | 117.418 | 116.460 | 420.00 | 1004440.00 |
373 | 2003.06.13 18:40 | s/l | 64 | 0.10 | 117.403 | 117.403 | 116.477 | 740.00 | 1005180.00 |
374 | 2003.06.13 19:01 | sell | 49 | 0.10 | 117.328 | 117.378 | 116.328 | ||
375 | 2003.06.13 19:01 | modify | 49 | 0.10 | 117.328 | 117.362 | 116.328 | ||
376 | 2003.06.13 19:01 | modify | 49 | 0.10 | 117.328 | 117.352 | 116.328 | ||
377 | 2003.06.13 19:01 | modify | 49 | 0.10 | 117.328 | 117.342 | 116.328 | ||
378 | 2003.06.13 19:01 | modify | 49 | 0.10 | 117.328 | 117.332 | 116.328 | ||
379 | 2003.06.13 19:01 | modify | 49 | 0.10 | 117.328 | 117.318 | 116.328 | ||
380 | 2003.06.13 19:01 | s/l | 49 | 0.10 | 117.318 | 117.318 | 116.328 | 100.00 | 1005280.00 |
381 | 2003.06.16 07:00 | buy stop | 65 | 0.10 | 117.854 | 117.804 | 118.854 | ||
382 | 2003.06.17 04:03 | sell stop | 66 | 0.10 | 117.145 | 117.195 | 116.145 | ||
383 | 2003.06.17 11:04 | buy stop | 67 | 0.10 | 117.772 | 117.722 | 118.772 | ||
384 | 2003.06.17 11:42 | buy | 67 | 0.10 | 117.772 | 117.722 | 118.772 | ||
385 | 2003.06.17 11:42 | modify | 67 | 0.10 | 117.772 | 117.738 | 118.772 | ||
386 | 2003.06.17 11:43 | modify | 67 | 0.10 | 117.772 | 117.754 | 118.772 | ||
387 | 2003.06.17 11:43 | modify | 67 | 0.10 | 117.772 | 117.770 | 118.772 | ||
388 | 2003.06.17 11:43 | s/l | 67 | 0.10 | 117.770 | 117.770 | 118.772 | -20.00 | 1005260.00 |
389 | 2003.06.17 13:12 | buy | 65 | 0.10 | 117.854 | 117.804 | 118.854 | ||
390 | 2003.06.17 13:12 | modify | 65 | 0.10 | 117.854 | 117.820 | 118.854 | ||
391 | 2003.06.17 13:12 | modify | 65 | 0.10 | 117.854 | 117.836 | 118.854 | ||
392 | 2003.06.17 13:12 | modify | 65 | 0.10 | 117.854 | 117.864 | 118.854 | ||
393 | 2003.06.17 13:12 | buy | 61 | 0.10 | 117.920 | 117.870 | 118.920 | ||
394 | 2003.06.17 13:12 | modify | 61 | 0.10 | 117.920 | 117.886 | 118.920 | ||
395 | 2003.06.17 13:12 | modify | 65 | 0.10 | 117.854 | 117.880 | 118.854 | ||
396 | 2003.06.17 13:13 | modify | 61 | 0.10 | 117.920 | 117.930 | 118.920 | ||
397 | 2003.06.17 13:13 | modify | 65 | 0.10 | 117.854 | 117.896 | 118.854 | ||
398 | 2003.06.17 13:13 | modify | 61 | 0.10 | 117.920 | 117.946 | 118.920 | ||
399 | 2003.06.17 13:13 | modify | 65 | 0.10 | 117.854 | 117.912 | 118.854 | ||
400 | 2003.06.17 13:13 | s/l | 61 | 0.10 | 117.946 | 117.946 | 118.920 | 260.00 | 1005520.00 |
401 | 2003.06.17 13:13 | s/l | 65 | 0.10 | 117.912 | 117.912 | 118.854 | 580.00 | 1006100.00 |
402 | 2003.06.17 14:44 | buy | 57 | 0.10 | 118.097 | 118.047 | 119.097 | ||
403 | 2003.06.17 14:44 | modify | 57 | 0.10 | 118.097 | 118.063 | 119.097 | ||
404 | 2003.06.17 14:44 | modify | 57 | 0.10 | 118.097 | 118.079 | 119.097 | ||
405 | 2003.06.17 14:44 | modify | 57 | 0.10 | 118.097 | 118.107 | 119.097 | ||
406 | 2003.06.17 14:44 | s/l | 57 | 0.10 | 118.107 | 118.107 | 119.097 | 100.00 | 1006200.00 |
407 | 2003.06.17 16:40 | buy | 55 | 0.10 | 118.356 | 118.306 | 119.356 | ||
408 | 2003.06.17 16:41 | s/l | 55 | 0.10 | 118.306 | 118.306 | 119.356 | -500.00 | 1005700.00 |
409 | 2003.06.18 00:43 | sell stop | 68 | 0.10 | 117.414 | 117.464 | 116.414 | ||
410 | 2003.06.18 03:12 | buy stop | 69 | 0.10 | 118.378 | 118.328 | 119.378 | ||
411 | 2003.06.18 10:00 | buy stop | 70 | 0.10 | 118.238 | 118.188 | 119.238 | ||
412 | 2003.06.18 10:00 | buy | 70 | 0.10 | 118.238 | 118.188 | 119.238 | ||
413 | 2003.06.18 10:00 | modify | 70 | 0.10 | 118.238 | 118.204 | 119.238 | ||
414 | 2003.06.18 10:00 | modify | 70 | 0.10 | 118.238 | 118.220 | 119.238 | ||
415 | 2003.06.18 10:00 | modify | 70 | 0.10 | 118.238 | 118.236 | 119.238 | ||
416 | 2003.06.18 10:00 | modify | 70 | 0.10 | 118.238 | 118.252 | 119.238 | ||
417 | 2003.06.18 10:00 | s/l | 70 | 0.10 | 118.252 | 118.252 | 119.238 | 140.00 | 1005840.00 |
418 | 2003.06.18 10:18 | buy | 69 | 0.10 | 118.378 | 118.328 | 119.378 | ||
419 | 2003.06.18 10:18 | modify | 69 | 0.10 | 118.378 | 118.344 | 119.378 | ||
420 | 2003.06.18 10:18 | modify | 69 | 0.10 | 118.378 | 118.360 | 119.378 | ||
421 | 2003.06.18 10:18 | s/l | 69 | 0.10 | 118.360 | 118.360 | 119.378 | -180.00 | 1005660.00 |
422 | 2003.06.18 20:19 | sell stop | 71 | 0.10 | 117.953 | 118.003 | 116.953 | ||
423 | 2003.06.18 22:00 | sell | 71 | 0.10 | 117.953 | 118.003 | 116.953 | ||
424 | 2003.06.18 22:00 | modify | 71 | 0.10 | 117.953 | 117.987 | 116.953 | ||
425 | 2003.06.18 22:00 | modify | 71 | 0.10 | 117.953 | 117.977 | 116.953 | ||
426 | 2003.06.18 22:00 | modify | 71 | 0.10 | 117.953 | 117.967 | 116.953 | ||
427 | 2003.06.18 22:00 | modify | 71 | 0.10 | 117.953 | 117.943 | 116.953 | ||
428 | 2003.06.18 22:00 | modify | 71 | 0.10 | 117.953 | 117.933 | 116.953 | ||
429 | 2003.06.18 22:00 | modify | 71 | 0.10 | 117.953 | 117.923 | 116.953 | ||
430 | 2003.06.18 22:00 | s/l | 71 | 0.10 | 117.923 | 117.923 | 116.953 | 300.00 | 1005960.00 |
431 | 2003.06.19 03:43 | buy stop | 72 | 0.10 | 118.674 | 118.624 | 119.674 | ||
432 | 2003.06.19 06:42 | buy | 72 | 0.10 | 118.674 | 118.624 | 119.674 | ||
433 | 2003.06.19 06:42 | modify | 72 | 0.10 | 118.674 | 118.640 | 119.674 | ||
434 | 2003.06.19 06:42 | modify | 72 | 0.10 | 118.674 | 118.684 | 119.674 | ||
435 | 2003.06.19 06:42 | modify | 72 | 0.10 | 118.674 | 118.700 | 119.674 | ||
436 | 2003.06.19 06:43 | modify | 72 | 0.10 | 118.674 | 118.716 | 119.674 | ||
437 | 2003.06.19 06:43 | modify | 72 | 0.10 | 118.674 | 118.732 | 119.674 | ||
438 | 2003.06.19 06:43 | s/l | 72 | 0.10 | 118.732 | 118.732 | 119.674 | 580.00 | 1006540.00 |
439 | 2003.06.19 14:46 | buy | 52 | 0.10 | 118.905 | 118.855 | 119.905 | ||
440 | 2003.06.19 14:46 | modify | 52 | 0.10 | 118.905 | 118.871 | 119.905 | ||
441 | 2003.06.19 14:46 | modify | 52 | 0.10 | 118.905 | 118.887 | 119.905 | ||
442 | 2003.06.19 14:47 | modify | 52 | 0.10 | 118.905 | 118.903 | 119.905 | ||
443 | 2003.06.19 14:47 | s/l | 52 | 0.10 | 118.903 | 118.903 | 119.905 | -20.00 | 1006520.00 |
444 | 2003.06.19 20:00 | sell stop | 73 | 0.10 | 117.722 | 117.772 | 116.722 | ||
445 | 2003.06.20 02:45 | buy stop | 74 | 0.10 | 119.061 | 119.011 | 120.061 | ||
446 | 2003.06.20 05:01 | sell stop | 75 | 0.10 | 118.194 | 118.244 | 117.194 | ||
447 | 2003.06.20 05:01 | sell | 75 | 0.10 | 118.194 | 118.244 | 117.194 | ||
448 | 2003.06.20 05:01 | modify | 75 | 0.10 | 118.194 | 118.228 | 117.194 | ||
449 | 2003.06.20 05:01 | modify | 75 | 0.10 | 118.194 | 118.218 | 117.194 | ||
450 | 2003.06.20 05:04 | modify | 75 | 0.10 | 118.194 | 118.208 | 117.194 |