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 |
451 | 2003.06.20 05:09 | s/l | 75 | 0.10 | 118.208 | 118.208 | 117.194 | -140.00 | 1006380.00 |
452 | 2003.06.20 13:37 | buy stop | 76 | 0.10 | 118.606 | 118.556 | 119.606 | ||
453 | 2003.06.20 14:16 | sell stop | 77 | 0.10 | 117.989 | 118.039 | 116.989 | ||
454 | 2003.06.23 04:38 | buy | 76 | 0.10 | 118.606 | 118.556 | 119.606 | ||
455 | 2003.06.23 04:39 | s/l | 76 | 0.10 | 118.556 | 118.556 | 119.606 | -500.00 | 1005880.00 |
456 | 2003.06.23 05:11 | sell stop | 78 | 0.10 | 118.070 | 118.120 | 117.070 | ||
457 | 2003.06.23 11:33 | sell | 78 | 0.10 | 118.070 | 118.120 | 117.070 | ||
458 | 2003.06.23 11:34 | modify | 78 | 0.10 | 118.070 | 118.104 | 117.070 | ||
459 | 2003.06.23 11:34 | modify | 78 | 0.10 | 118.070 | 118.094 | 117.070 | ||
460 | 2003.06.23 11:34 | modify | 78 | 0.10 | 118.070 | 118.060 | 117.070 | ||
461 | 2003.06.23 11:34 | modify | 78 | 0.10 | 118.070 | 118.050 | 117.070 | ||
462 | 2003.06.23 11:34 | sell | 77 | 0.10 | 117.989 | 118.039 | 116.989 | ||
463 | 2003.06.23 11:34 | modify | 78 | 0.10 | 118.070 | 118.034 | 117.070 | ||
464 | 2003.06.23 11:34 | modify | 77 | 0.10 | 117.989 | 118.023 | 116.989 | ||
465 | 2003.06.23 11:34 | modify | 78 | 0.10 | 118.070 | 118.018 | 117.070 | ||
466 | 2003.06.23 11:34 | modify | 77 | 0.10 | 117.989 | 118.007 | 116.989 | ||
467 | 2003.06.23 11:34 | modify | 78 | 0.10 | 118.070 | 118.002 | 117.070 | ||
468 | 2003.06.23 11:35 | modify | 77 | 0.10 | 117.989 | 117.991 | 116.989 | ||
469 | 2003.06.23 11:35 | modify | 78 | 0.10 | 118.070 | 117.986 | 117.070 | ||
470 | 2003.06.23 11:35 | s/l | 77 | 0.10 | 117.991 | 117.991 | 116.989 | -20.00 | 1005860.00 |
471 | 2003.06.23 11:35 | s/l | 78 | 0.10 | 117.986 | 117.986 | 117.070 | 840.00 | 1006700.00 |
472 | 2003.06.23 17:18 | buy stop | 79 | 0.10 | 118.598 | 118.548 | 119.598 | ||
473 | 2003.06.23 18:39 | sell stop | 80 | 0.10 | 117.817 | 117.867 | 116.817 | ||
474 | 2003.06.23 18:40 | sell | 80 | 0.10 | 117.817 | 117.867 | 116.817 | ||
475 | 2003.06.23 18:40 | modify | 80 | 0.10 | 117.817 | 117.851 | 116.817 | ||
476 | 2003.06.23 18:40 | s/l | 80 | 0.10 | 117.851 | 117.851 | 116.817 | -340.00 | 1006360.00 |
477 | 2003.06.23 19:00 | sell | 73 | 0.10 | 117.722 | 117.772 | 116.722 | ||
478 | 2003.06.23 19:00 | modify | 73 | 0.10 | 117.722 | 117.756 | 116.722 | ||
479 | 2003.06.23 19:01 | modify | 73 | 0.10 | 117.722 | 117.712 | 116.722 | ||
480 | 2003.06.23 19:01 | modify | 73 | 0.10 | 117.722 | 117.702 | 116.722 | ||
481 | 2003.06.23 19:01 | modify | 73 | 0.10 | 117.722 | 117.692 | 116.722 | ||
482 | 2003.06.23 19:01 | modify | 73 | 0.10 | 117.722 | 117.682 | 116.722 | ||
483 | 2003.06.23 19:01 | modify | 73 | 0.10 | 117.722 | 117.672 | 116.722 | ||
484 | 2003.06.23 19:01 | modify | 73 | 0.10 | 117.722 | 117.662 | 116.722 | ||
485 | 2003.06.23 19:01 | modify | 73 | 0.10 | 117.722 | 117.652 | 116.722 | ||
486 | 2003.06.23 19:01 | modify | 73 | 0.10 | 117.722 | 117.642 | 116.722 | ||
487 | 2003.06.23 19:01 | s/l | 73 | 0.10 | 117.642 | 117.642 | 116.722 | 800.00 | 1007160.00 |
488 | 2003.06.24 01:20 | buy stop | 81 | 0.10 | 118.207 | 118.157 | 119.207 | ||
489 | 2003.06.24 12:12 | sell stop | 82 | 0.10 | 117.453 | 117.503 | 116.453 | ||
490 | 2003.06.24 16:20 | buy stop | 83 | 0.10 | 117.938 | 117.888 | 118.938 | ||
491 | 2003.06.24 17:02 | buy | 83 | 0.10 | 117.938 | 117.888 | 118.938 | ||
492 | 2003.06.24 17:02 | modify | 83 | 0.10 | 117.938 | 117.904 | 118.938 | ||
493 | 2003.06.24 17:02 | modify | 83 | 0.10 | 117.938 | 117.920 | 118.938 | ||
494 | 2003.06.24 17:02 | modify | 83 | 0.10 | 117.938 | 117.936 | 118.938 | ||
495 | 2003.06.24 17:04 | s/l | 83 | 0.10 | 117.936 | 117.936 | 118.938 | -20.00 | 1007140.00 |
496 | 2003.06.25 05:00 | sell stop | 84 | 0.10 | 117.574 | 117.624 | 116.574 | ||
497 | 2003.06.25 08:03 | sell | 84 | 0.10 | 117.574 | 117.624 | 116.574 | ||
498 | 2003.06.25 08:04 | modify | 84 | 0.10 | 117.574 | 117.608 | 116.574 | ||
499 | 2003.06.25 08:04 | modify | 84 | 0.10 | 117.574 | 117.598 | 116.574 | ||
500 | 2003.06.25 08:05 | modify | 84 | 0.10 | 117.574 | 117.588 | 116.574 | ||
501 | 2003.06.25 08:05 | modify | 84 | 0.10 | 117.574 | 117.578 | 116.574 | ||
502 | 2003.06.25 08:05 | modify | 84 | 0.10 | 117.574 | 117.564 | 116.574 | ||
503 | 2003.06.25 08:06 | modify | 84 | 0.10 | 117.574 | 117.554 | 116.574 | ||
504 | 2003.06.25 08:06 | s/l | 84 | 0.10 | 117.554 | 117.554 | 116.574 | 200.00 | 1007340.00 |
505 | 2003.06.25 09:46 | sell | 82 | 0.10 | 117.453 | 117.503 | 116.453 | ||
506 | 2003.06.25 09:46 | modify | 82 | 0.10 | 117.453 | 117.487 | 116.453 | ||
507 | 2003.06.25 09:46 | s/l | 82 | 0.10 | 117.487 | 117.487 | 116.453 | -340.00 | 1007000.00 |
508 | 2003.06.25 11:41 | sell | 68 | 0.10 | 117.414 | 117.464 | 116.414 | ||
509 | 2003.06.25 11:42 | s/l | 68 | 0.10 | 117.464 | 117.464 | 116.414 | -500.00 | 1006500.00 |
510 | 2003.06.25 12:20 | buy stop | 85 | 0.10 | 118.049 | 117.999 | 119.049 | ||
511 | 2003.06.25 22:00 | buy stop | 86 | 0.10 | 117.783 | 117.733 | 118.783 | ||
512 | 2003.06.25 22:00 | buy | 86 | 0.10 | 117.783 | 117.733 | 118.783 | ||
513 | 2003.06.25 22:00 | modify | 86 | 0.10 | 117.783 | 117.749 | 118.783 | ||
514 | 2003.06.25 22:00 | modify | 86 | 0.10 | 117.783 | 117.765 | 118.783 | ||
515 | 2003.06.25 22:00 | modify | 86 | 0.10 | 117.783 | 117.781 | 118.783 | ||
516 | 2003.06.25 22:00 | modify | 86 | 0.10 | 117.783 | 117.797 | 118.783 | ||
517 | 2003.06.25 22:00 | modify | 86 | 0.10 | 117.783 | 117.813 | 118.783 | ||
518 | 2003.06.25 22:00 | s/l | 86 | 0.10 | 117.813 | 117.813 | 118.783 | 300.00 | 1006800.00 |
519 | 2003.06.25 22:26 | buy | 85 | 0.10 | 118.049 | 117.999 | 119.049 | ||
520 | 2003.06.25 22:26 | modify | 85 | 0.10 | 118.049 | 118.015 | 119.049 | ||
521 | 2003.06.25 22:26 | modify | 85 | 0.10 | 118.049 | 118.059 | 119.049 | ||
522 | 2003.06.25 22:26 | modify | 85 | 0.10 | 118.049 | 118.075 | 119.049 | ||
523 | 2003.06.25 22:26 | modify | 85 | 0.10 | 118.049 | 118.091 | 119.049 | ||
524 | 2003.06.25 22:26 | modify | 85 | 0.10 | 118.049 | 118.107 | 119.049 | ||
525 | 2003.06.25 22:27 | s/l | 85 | 0.10 | 118.107 | 118.107 | 119.049 | 580.00 | 1007380.00 |
526 | 2003.06.26 04:00 | buy | 81 | 0.10 | 118.207 | 118.157 | 119.207 | ||
527 | 2003.06.26 04:00 | modify | 81 | 0.10 | 118.207 | 118.173 | 119.207 | ||
528 | 2003.06.26 04:01 | modify | 81 | 0.10 | 118.207 | 118.189 | 119.207 | ||
529 | 2003.06.26 04:01 | modify | 81 | 0.10 | 118.207 | 118.205 | 119.207 | ||
530 | 2003.06.26 04:01 | s/l | 81 | 0.10 | 118.205 | 118.205 | 119.207 | -20.00 | 1007360.00 |
531 | 2003.06.26 12:38 | buy | 79 | 0.10 | 118.598 | 118.548 | 119.598 | ||
532 | 2003.06.26 12:39 | modify | 79 | 0.10 | 118.598 | 118.564 | 119.598 | ||
533 | 2003.06.26 12:39 | modify | 79 | 0.10 | 118.598 | 118.580 | 119.598 | ||
534 | 2003.06.26 12:39 | modify | 79 | 0.10 | 118.598 | 118.608 | 119.598 | ||
535 | 2003.06.26 12:39 | modify | 79 | 0.10 | 118.598 | 118.624 | 119.598 | ||
536 | 2003.06.26 12:39 | modify | 79 | 0.10 | 118.598 | 118.640 | 119.598 | ||
537 | 2003.06.26 12:39 | modify | 79 | 0.10 | 118.598 | 118.656 | 119.598 | ||
538 | 2003.06.26 12:40 | modify | 79 | 0.10 | 118.598 | 118.672 | 119.598 | ||
539 | 2003.06.26 12:40 | modify | 79 | 0.10 | 118.598 | 118.688 | 119.598 | ||
540 | 2003.06.26 12:40 | modify | 79 | 0.10 | 118.598 | 118.704 | 119.598 | ||
541 | 2003.06.26 12:40 | modify | 79 | 0.10 | 118.598 | 118.720 | 119.598 | ||
542 | 2003.06.26 12:40 | modify | 79 | 0.10 | 118.598 | 118.736 | 119.598 | ||
543 | 2003.06.26 12:41 | modify | 79 | 0.10 | 118.598 | 118.752 | 119.598 | ||
544 | 2003.06.26 12:41 | modify | 79 | 0.10 | 118.598 | 118.768 | 119.598 | ||
545 | 2003.06.26 12:41 | s/l | 79 | 0.10 | 118.768 | 118.768 | 119.598 | 1700.00 | 1009060.00 |
546 | 2003.06.26 18:00 | buy | 74 | 0.10 | 119.061 | 119.011 | 120.061 | ||
547 | 2003.06.26 18:01 | modify | 74 | 0.10 | 119.061 | 119.027 | 120.061 | ||
548 | 2003.06.26 18:01 | modify | 74 | 0.10 | 119.061 | 119.043 | 120.061 | ||
549 | 2003.06.26 18:01 | modify | 74 | 0.10 | 119.061 | 119.071 | 120.061 | ||
550 | 2003.06.26 18:01 | modify | 74 | 0.10 | 119.061 | 119.087 | 120.061 | ||
551 | 2003.06.26 18:01 | modify | 74 | 0.10 | 119.061 | 119.103 | 120.061 | ||
552 | 2003.06.26 18:01 | modify | 74 | 0.10 | 119.061 | 119.119 | 120.061 | ||
553 | 2003.06.26 18:01 | modify | 74 | 0.10 | 119.061 | 119.135 | 120.061 | ||
554 | 2003.06.26 18:01 | s/l | 74 | 0.10 | 119.135 | 119.135 | 120.061 | 740.00 | 1009800.00 |
555 | 2003.06.26 18:20 | buy | 46 | 0.10 | 119.355 | 119.305 | 120.355 | ||
556 | 2003.06.26 18:20 | modify | 46 | 0.10 | 119.355 | 119.321 | 120.355 | ||
557 | 2003.06.26 18:21 | modify | 46 | 0.10 | 119.355 | 119.337 | 120.355 | ||
558 | 2003.06.26 18:21 | modify | 46 | 0.10 | 119.355 | 119.353 | 120.355 | ||
559 | 2003.06.26 18:21 | s/l | 46 | 0.10 | 119.353 | 119.353 | 120.355 | -20.00 | 1009780.00 |
560 | 2003.06.27 04:03 | sell stop | 87 | 0.10 | 117.306 | 117.356 | 116.306 | ||
561 | 2003.06.27 10:11 | buy | 42 | 0.10 | 119.624 | 119.574 | 120.624 | ||
562 | 2003.06.27 10:12 | modify | 42 | 0.10 | 119.624 | 119.590 | 120.624 | ||
563 | 2003.06.27 10:12 | modify | 42 | 0.10 | 119.624 | 119.606 | 120.624 | ||
564 | 2003.06.27 10:12 | modify | 42 | 0.10 | 119.624 | 119.622 | 120.624 | ||
565 | 2003.06.27 10:12 | s/l | 42 | 0.10 | 119.622 | 119.622 | 120.624 | -20.00 | 1009760.00 |
566 | 2003.06.27 18:02 | sell stop | 88 | 0.10 | 119.140 | 119.190 | 118.140 | ||
567 | 2003.06.30 03:02 | buy stop | 89 | 0.10 | 120.037 | 119.987 | 121.037 | ||
568 | 2003.06.30 09:40 | sell stop | 90 | 0.10 | 119.261 | 119.311 | 118.261 | ||
569 | 2003.06.30 13:03 | buy | 89 | 0.10 | 120.037 | 119.987 | 121.037 | ||
570 | 2003.06.30 13:08 | s/l | 89 | 0.10 | 119.987 | 119.987 | 121.037 | -500.00 | 1009260.00 |
571 | 2003.06.30 18:43 | sell stop | 91 | 0.10 | 119.569 | 119.619 | 118.569 | ||
572 | 2003.07.01 03:04 | sell | 91 | 0.10 | 119.569 | 119.619 | 118.569 | ||
573 | 2003.07.01 03:11 | modify | 91 | 0.10 | 119.569 | 119.603 | 118.569 | ||
574 | 2003.07.01 03:13 | s/l | 91 | 0.10 | 119.603 | 119.603 | 118.569 | -340.00 | 1008920.00 |
575 | 2003.07.01 04:37 | sell | 90 | 0.10 | 119.261 | 119.311 | 118.261 | ||
576 | 2003.07.01 04:37 | modify | 90 | 0.10 | 119.261 | 119.295 | 118.261 | ||
577 | 2003.07.01 04:37 | modify | 90 | 0.10 | 119.261 | 119.285 | 118.261 | ||
578 | 2003.07.01 04:37 | modify | 90 | 0.10 | 119.261 | 119.251 | 118.261 | ||
579 | 2003.07.01 04:37 | modify | 90 | 0.10 | 119.261 | 119.241 | 118.261 | ||
580 | 2003.07.01 04:38 | modify | 90 | 0.10 | 119.261 | 119.231 | 118.261 | ||
581 | 2003.07.01 04:38 | s/l | 90 | 0.10 | 119.231 | 119.231 | 118.261 | 300.00 | 1009220.00 |
582 | 2003.07.01 09:01 | buy stop | 92 | 0.10 | 120.242 | 120.192 | 121.242 | ||
583 | 2003.07.01 15:01 | sell stop | 93 | 0.10 | 119.196 | 119.246 | 118.196 | ||
584 | 2003.07.01 18:36 | sell | 93 | 0.10 | 119.196 | 119.246 | 118.196 | ||
585 | 2003.07.01 18:36 | modify | 93 | 0.10 | 119.196 | 119.231 | 118.196 | ||
586 | 2003.07.01 18:38 | s/l | 93 | 0.10 | 119.231 | 119.231 | 118.196 | -350.00 | 1008870.00 |
587 | 2003.07.01 18:43 | sell | 88 | 0.10 | 119.140 | 119.190 | 118.140 | ||
588 | 2003.07.01 18:43 | modify | 88 | 0.10 | 119.140 | 119.174 | 118.140 | ||
589 | 2003.07.01 18:43 | modify | 88 | 0.10 | 119.140 | 119.164 | 118.140 | ||
590 | 2003.07.01 18:43 | modify | 88 | 0.10 | 119.140 | 119.130 | 118.140 | ||
591 | 2003.07.01 18:43 | modify | 88 | 0.10 | 119.140 | 119.120 | 118.140 | ||
592 | 2003.07.01 18:43 | modify | 88 | 0.10 | 119.140 | 119.110 | 118.140 | ||
593 | 2003.07.01 18:44 | modify | 88 | 0.10 | 119.140 | 119.100 | 118.140 | ||
594 | 2003.07.01 18:44 | modify | 88 | 0.10 | 119.140 | 119.090 | 118.140 | ||
595 | 2003.07.01 18:44 | modify | 88 | 0.10 | 119.140 | 119.080 | 118.140 | ||
596 | 2003.07.01 18:44 | s/l | 88 | 0.10 | 119.080 | 119.080 | 118.140 | 600.00 | 1009470.00 |
597 | 2003.07.02 17:38 | buy stop | 94 | 0.10 | 119.947 | 119.897 | 120.947 | ||
598 | 2003.07.03 06:02 | buy stop | 95 | 0.10 | 119.334 | 119.284 | 120.334 | ||
599 | 2003.07.03 10:36 | sell stop | 96 | 0.10 | 117.831 | 117.881 | 116.831 | ||
600 | 2003.07.03 15:39 | buy stop | 97 | 0.10 | 118.627 | 118.577 | 119.627 |