Strategy Tester Report
nekoneko2
| 通貨ペア | USDJPY (United States Dollar vs. Japanese Yen) | ||||
| 期間 | 1時間足(H1) 2018.01.02 07:00 - 2024.04.06 00:00 (2018.01.01 - 2024.04.11) | ||||
| 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 | TradeType=0; Lots=1; Stealth=true; TakeProfit=1200; StopLoss=1200; Slippage=10; Spreads=30; Stopper=false; TargetNumber=0; AllPosition=false; StopLots=0; TrendFollow=true; PendingOrder=0; EntryOffset=50; ServerTime=true; OpeningTime=11; ClosingTime=20; ExceptHours="13,14,15"; Filtering=0; RangePeriod=24; RangeSize=1500; TimeUnit=1; TrailPoint=250; GoBack=true; TrailTime=0; TrailStart=1; SleepTime=0; FromOpen=true; CutTime=720; CutPoint=50; FinalTime=0; TurnOverTime=0; TurnOverPoint=-600; Terms=18; HighLowRatio=1; RangePoint=0; Margin=0; BarSize=0; HighPrice=0; LowPrice=0; LimitPeriod=0; LimitRatio=1.3; HighLimitPrice=0; LowLimitPrice=0; Series=3; ATRStop=true; ATRRatio=0.9; Trend=true; BandsDeviations=0.1; Compound=true; Leverage=10; MaxLot=50; Notify=1; MagicNumber=100001; Comments="NEKONEKO 2"; | ||||
| テストバー数 | 40622 | モデルティック数 | 156876129 | モデリング品質 | 89.99% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 50000.00 | スプレッド | 15 | ||
| 純益 | 424611.09 | 総利益 | 1335229.46 | 総損失 | -910618.37 |
| プロフィットファクタ | 1.47 | 期待利得 | 472.84 | ||
| 絶対ドローダウン | 25148.91 | 最大ドローダウン | 69294.61 (13.83%) | 相対ドローダウン | 58.45% (34963.65) |
| 総取引数 | 898 | 売りポジション(勝率%） | 361 (57.89%) | 買いポジション(勝率%） | 537 (72.07%) |
| 勝率(%) | 596 (66.37%) | 負率 (%) | 302 (33.63%) | ||
| 最大 | 勝トレード | 60303.82 | 敗トレード | -40186.79 | |
| 平均 | 勝トレード | 2240.32 | 敗トレード | -3015.29 | |
| 最大 | 連勝(金額) | 29 (33085.48) | 連敗(金額) | 8 (-9741.12) | |
| 最大 | 連勝(トレード数) | 74860.51 (3) | 連敗(トレード数) | -56504.18 (3) | |
| 平均 | 連勝 | 3 | 連敗 | 2 | |
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 |
| 1 | 2018.01.02 11:00 | sell | 1 | 5.00 | 112.364 | 0.000 | 0.000 | ||
| 2 | 2018.01.02 15:39 | modify | 1 | 5.00 | 112.364 | 112.364 | 0.000 | ||
| 3 | 2018.01.03 00:10 | s/l | 1 | 5.00 | 112.364 | 112.364 | 0.000 | -85.97 | 49914.03 |
| 4 | 2018.01.05 11:33 | buy | 2 | 4.99 | 113.228 | 0.000 | 0.000 | ||
| 5 | 2018.01.08 09:32 | close | 2 | 4.99 | 113.278 | 0.000 | 0.000 | 275.05 | 50189.08 |
| 6 | 2018.01.09 17:38 | sell | 3 | 5.01 | 112.485 | 0.000 | 0.000 | ||
| 7 | 2018.01.10 03:58 | modify | 3 | 5.01 | 112.485 | 112.485 | 0.000 | ||
| 8 | 2018.01.10 09:11 | modify | 3 | 5.01 | 112.485 | 112.235 | 0.000 | ||
| 9 | 2018.01.10 11:05 | modify | 3 | 5.01 | 112.485 | 111.985 | 0.000 | ||
| 10 | 2018.01.10 12:40 | modify | 3 | 5.01 | 112.485 | 111.735 | 0.000 | ||
| 11 | 2018.01.11 05:38 | s/l | 3 | 5.01 | 111.735 | 111.735 | 0.000 | 3018.30 | 53207.38 |
| 12 | 2018.01.12 11:36 | sell | 4 | 5.32 | 111.032 | 0.000 | 0.000 | ||
| 13 | 2018.01.15 01:30 | close | 4 | 5.32 | 110.980 | 0.000 | 0.000 | 157.80 | 53365.18 |
| 14 | 2018.01.15 11:16 | sell | 5 | 5.33 | 110.565 | 0.000 | 0.000 | ||
| 15 | 2018.01.15 23:16 | close | 5 | 5.33 | 110.514 | 0.000 | 0.000 | 245.97 | 53611.15 |
| 16 | 2018.01.18 16:08 | sell | 6 | 5.36 | 111.081 | 0.000 | 0.000 | ||
| 17 | 2018.01.18 17:24 | modify | 6 | 5.36 | 111.081 | 111.081 | 0.000 | ||
| 18 | 2018.01.18 20:19 | s/l | 6 | 5.36 | 111.081 | 111.081 | 0.000 | 0.00 | 53611.15 |
| 19 | 2018.01.23 16:57 | sell | 7 | 5.36 | 110.325 | 0.000 | 0.000 | ||
| 20 | 2018.01.24 01:54 | modify | 7 | 5.36 | 110.325 | 110.325 | 0.000 | ||
| 21 | 2018.01.24 06:10 | modify | 7 | 5.36 | 110.325 | 110.075 | 0.000 | ||
| 22 | 2018.01.24 09:08 | s/l | 7 | 5.36 | 110.075 | 110.075 | 0.000 | 1125.19 | 54736.34 |
| 23 | 2018.01.24 11:02 | sell | 8 | 5.47 | 109.633 | 0.000 | 0.000 | ||
| 24 | 2018.01.24 15:06 | modify | 8 | 5.47 | 109.633 | 109.633 | 0.000 | ||
| 25 | 2018.01.24 18:15 | modify | 8 | 5.47 | 109.633 | 109.383 | 0.000 | ||
| 26 | 2018.01.25 02:34 | s/l | 8 | 5.47 | 109.383 | 109.383 | 0.000 | 968.04 | 55704.37 |
| 27 | 2018.01.25 16:01 | sell | 9 | 5.57 | 108.723 | 0.000 | 0.000 | ||
| 28 | 2018.01.25 21:23 | close | 9 | 5.57 | 109.315 | 0.000 | 0.000 | -3016.46 | 52687.91 |
| 29 | 2018.01.26 16:26 | sell | 10 | 5.26 | 108.898 | 0.000 | 0.000 | ||
| 30 | 2018.01.26 17:00 | modify | 10 | 5.26 | 108.898 | 108.898 | 0.000 | ||
| 31 | 2018.01.26 18:27 | modify | 10 | 5.26 | 108.898 | 108.648 | 0.000 | ||
| 32 | 2018.01.26 21:22 | s/l | 10 | 5.26 | 108.648 | 108.648 | 0.000 | 1210.27 | 53898.18 |
| 33 | 2018.01.30 11:10 | sell | 11 | 5.38 | 108.598 | 0.000 | 0.000 | ||
| 34 | 2018.01.31 17:57 | close | 11 | 5.38 | 109.134 | 0.000 | 0.000 | -2734.83 | 51163.35 |
| 35 | 2018.02.02 16:05 | buy | 12 | 5.11 | 110.370 | 0.000 | 0.000 | ||
| 36 | 2018.02.05 02:34 | close | 12 | 5.11 | 109.882 | 0.000 | 0.000 | -2213.31 | 48950.04 |
| 37 | 2018.02.08 18:13 | sell | 13 | 4.89 | 109.107 | 0.000 | 0.000 | ||
| 38 | 2018.02.08 19:13 | modify | 13 | 4.89 | 109.107 | 109.107 | 0.000 | ||
| 39 | 2018.02.08 19:55 | modify | 13 | 4.89 | 109.107 | 108.857 | 0.000 | ||
| 40 | 2018.02.08 20:15 | s/l | 13 | 4.89 | 108.857 | 108.857 | 0.000 | 1123.02 | 50073.06 |
| 41 | 2018.02.09 18:56 | sell | 14 | 5.00 | 108.485 | 0.000 | 0.000 | ||
| 42 | 2018.02.09 19:43 | modify | 14 | 5.00 | 108.485 | 108.485 | 0.000 | ||
| 43 | 2018.02.09 21:03 | s/l | 14 | 5.00 | 108.485 | 108.485 | 0.000 | 0.00 | 50073.06 |
| 44 | 2018.02.12 17:08 | sell | 15 | 5.00 | 108.500 | 0.000 | 0.000 | ||
| 45 | 2018.02.13 06:30 | close | 15 | 5.00 | 108.448 | 0.000 | 0.000 | 153.78 | 50226.84 |
| 46 | 2018.02.13 12:36 | sell | 16 | 5.02 | 107.519 | 0.000 | 0.000 | ||
| 47 | 2018.02.14 04:21 | close | 16 | 5.02 | 107.469 | 0.000 | 0.000 | 147.25 | 50374.09 |
| 48 | 2018.02.14 17:40 | sell | 17 | 5.03 | 106.829 | 0.000 | 0.000 | ||
| 49 | 2018.02.15 01:42 | modify | 17 | 5.03 | 106.829 | 106.829 | 0.000 | ||
| 50 | 2018.02.15 03:12 | s/l | 17 | 5.03 | 106.829 | 106.829 | 0.000 | -259.46 | 50114.63 |
| 51 | 2018.02.22 16:07 | sell | 18 | 5.01 | 106.852 | 0.000 | 0.000 | ||
| 52 | 2018.02.22 22:05 | modify | 18 | 5.01 | 106.852 | 106.852 | 0.000 | ||
| 53 | 2018.02.23 02:00 | s/l | 18 | 5.01 | 106.852 | 106.852 | 0.000 | -86.14 | 50028.49 |
| 54 | 2018.02.23 17:18 | sell | 19 | 5.00 | 106.643 | 0.000 | 0.000 | ||
| 55 | 2018.02.26 00:00 | close | 19 | 5.00 | 107.157 | 0.000 | 0.000 | -2484.32 | 47544.17 |
| 56 | 2018.02.27 17:45 | buy | 20 | 4.75 | 107.535 | 0.000 | 0.000 | ||
| 57 | 2018.02.28 03:39 | close | 20 | 4.75 | 107.134 | 0.000 | 0.000 | -1725.75 | 45818.42 |
| 58 | 2018.02.28 17:40 | sell | 21 | 4.58 | 106.919 | 0.000 | 0.000 | ||
| 59 | 2018.02.28 18:10 | modify | 21 | 4.58 | 106.919 | 106.919 | 0.000 | ||
| 60 | 2018.03.01 15:49 | s/l | 21 | 4.58 | 106.919 | 106.919 | 0.000 | -236.25 | 45582.17 |
| 61 | 2018.03.02 11:00 | sell | 22 | 4.55 | 105.623 | 0.000 | 0.000 | ||
| 62 | 2018.03.02 13:09 | modify | 22 | 4.55 | 105.623 | 105.623 | 0.000 | ||
| 63 | 2018.03.02 18:30 | s/l | 22 | 4.55 | 105.623 | 105.623 | 0.000 | 0.00 | 45582.17 |
| 64 | 2018.03.13 11:00 | buy | 23 | 4.55 | 106.981 | 0.000 | 0.000 | ||
| 65 | 2018.03.13 14:02 | modify | 23 | 4.55 | 106.981 | 106.981 | 0.000 | ||
| 66 | 2018.03.13 15:41 | s/l | 23 | 4.55 | 106.981 | 106.981 | 0.000 | 0.00 | 45582.17 |
| 67 | 2018.03.14 18:16 | sell | 24 | 4.55 | 106.304 | 0.000 | 0.000 | ||
| 68 | 2018.03.15 03:37 | modify | 24 | 4.55 | 106.304 | 106.304 | 0.000 | ||
| 69 | 2018.03.15 08:18 | modify | 24 | 4.55 | 106.304 | 106.054 | 0.000 | ||
| 70 | 2018.03.15 09:52 | s/l | 24 | 4.55 | 106.054 | 106.054 | 0.000 | 837.87 | 46420.04 |
| 71 | 2018.03.22 12:30 | sell | 25 | 4.64 | 105.567 | 0.000 | 0.000 | ||
| 72 | 2018.03.22 15:40 | modify | 25 | 4.64 | 105.567 | 105.567 | 0.000 | ||
| 73 | 2018.03.22 17:13 | s/l | 25 | 4.64 | 105.567 | 105.567 | 0.000 | 0.00 | 46420.04 |
| 74 | 2018.03.28 19:00 | buy | 26 | 4.64 | 106.333 | 0.000 | 0.000 | ||
| 75 | 2018.03.28 20:21 | modify | 26 | 4.64 | 106.333 | 106.333 | 0.000 | ||
| 76 | 2018.03.28 20:48 | modify | 26 | 4.64 | 106.333 | 106.583 | 0.000 | ||
| 77 | 2018.03.29 05:10 | s/l | 26 | 4.64 | 106.583 | 106.583 | 0.000 | 1241.21 | 47661.25 |
| 78 | 2018.04.02 16:00 | buy | 27 | 4.76 | 106.427 | 0.000 | 0.000 | ||
| 79 | 2018.04.02 18:39 | close | 27 | 4.76 | 105.927 | 0.000 | 0.000 | -2246.83 | 45414.42 |
| 80 | 2018.04.03 16:00 | buy | 28 | 4.54 | 106.302 | 0.000 | 0.000 | ||
| 81 | 2018.04.03 16:30 | modify | 28 | 4.54 | 106.302 | 106.302 | 0.000 | ||
| 82 | 2018.04.04 10:45 | s/l | 28 | 4.54 | 106.302 | 106.302 | 0.000 | 49.85 | 45464.27 |
| 83 | 2018.04.05 11:53 | buy | 29 | 4.54 | 107.142 | 0.000 | 0.000 | ||
| 84 | 2018.04.05 17:45 | modify | 29 | 4.54 | 107.142 | 107.142 | 0.000 | ||
| 85 | 2018.04.06 02:00 | s/l | 29 | 4.54 | 107.142 | 107.142 | 0.000 | 49.85 | 45514.13 |
| 86 | 2018.04.09 11:29 | buy | 30 | 4.55 | 107.145 | 0.000 | 0.000 | ||
| 87 | 2018.04.09 22:14 | close | 30 | 4.55 | 106.727 | 0.000 | 0.000 | -1782.02 | 43732.11 |
| 88 | 2018.04.10 18:22 | buy | 31 | 4.37 | 107.236 | 0.000 | 0.000 | ||
| 89 | 2018.04.11 13:57 | close | 31 | 4.37 | 106.864 | 0.000 | 0.000 | -1473.23 | 42258.87 |
| 90 | 2018.04.12 16:00 | buy | 32 | 4.22 | 107.240 | 0.000 | 0.000 | ||
| 91 | 2018.04.13 04:00 | close | 32 | 4.22 | 107.323 | 0.000 | 0.000 | 372.70 | 42631.57 |
| 92 | 2018.04.13 11:20 | buy | 33 | 4.26 | 107.664 | 0.000 | 0.000 | ||
| 93 | 2018.04.16 04:40 | close | 33 | 4.26 | 107.322 | 0.000 | 0.000 | -1310.74 | 41320.83 |
| 94 | 2018.04.17 17:00 | buy | 34 | 4.13 | 107.158 | 0.000 | 0.000 | ||
| 95 | 2018.04.18 05:00 | close | 34 | 4.13 | 107.285 | 0.000 | 0.000 | 534.24 | 41855.07 |
| 96 | 2018.04.20 16:13 | buy | 35 | 4.18 | 107.722 | 0.000 | 0.000 | ||
| 97 | 2018.04.23 00:06 | close | 35 | 4.18 | 107.772 | 0.000 | 0.000 | 239.83 | 42094.90 |
| 98 | 2018.04.23 11:03 | buy | 36 | 4.20 | 107.930 | 0.000 | 0.000 | ||
| 99 | 2018.04.23 12:44 | modify | 36 | 4.20 | 107.930 | 107.930 | 0.000 | ||
| 100 | 2018.04.23 17:05 | modify | 36 | 4.20 | 107.930 | 108.180 | 0.000 | ||
| 101 | 2018.04.23 19:51 | modify | 36 | 4.20 | 107.930 | 108.430 | 0.000 | ||
| 102 | 2018.04.24 15:32 | modify | 36 | 4.20 | 107.930 | 108.680 | 0.000 | ||
| 103 | 2018.04.24 18:02 | modify | 36 | 4.20 | 107.930 | 108.930 | 0.000 | ||
| 104 | 2018.04.24 19:16 | s/l | 36 | 4.20 | 108.930 | 108.930 | 0.000 | 3901.81 | 45996.72 |
| 105 | 2018.04.25 11:00 | buy | 37 | 4.59 | 109.255 | 0.000 | 0.000 | ||
| 106 | 2018.04.25 23:00 | close | 37 | 4.59 | 109.353 | 0.000 | 0.000 | 411.35 | 46408.07 |
| 107 | 2018.04.30 11:00 | buy | 38 | 4.64 | 109.253 | 0.000 | 0.000 | ||
| 108 | 2018.04.30 23:00 | close | 38 | 4.64 | 109.307 | 0.000 | 0.000 | 229.23 | 46637.30 |
| 109 | 2018.05.01 11:00 | buy | 39 | 4.66 | 109.478 | 0.000 | 0.000 | ||
| 110 | 2018.05.01 17:00 | modify | 39 | 4.66 | 109.478 | 109.478 | 0.000 | ||
| 111 | 2018.05.02 17:39 | modify | 39 | 4.66 | 109.478 | 109.728 | 0.000 | ||
| 112 | 2018.05.02 21:02 | s/l | 39 | 4.66 | 109.728 | 109.728 | 0.000 | 1112.89 | 47750.19 |
| 113 | 2018.05.04 16:57 | buy | 40 | 4.77 | 109.225 | 0.000 | 0.000 | ||
| 114 | 2018.05.07 04:07 | close | 40 | 4.77 | 108.861 | 0.000 | 0.000 | -1542.57 | 46207.62 |
| 115 | 2018.05.07 12:02 | buy | 41 | 4.62 | 109.319 | 0.000 | 0.000 | ||
| 116 | 2018.05.08 02:53 | close | 41 | 4.62 | 108.918 | 0.000 | 0.000 | -1650.20 | 44557.42 |
| 117 | 2018.05.08 16:00 | buy | 42 | 4.45 | 109.127 | 0.000 | 0.000 | ||
| 118 | 2018.05.09 04:00 | modify | 42 | 4.45 | 109.127 | 109.127 | 0.000 | ||
| 119 | 2018.05.09 04:30 | modify | 42 | 4.45 | 109.127 | 109.377 | 0.000 | ||
| 120 | 2018.05.10 03:22 | modify | 42 | 4.45 | 109.127 | 109.627 | 0.000 | ||
| 121 | 2018.05.10 04:44 | s/l | 42 | 4.45 | 109.627 | 109.627 | 0.000 | 2225.09 | 46782.51 |
| 122 | 2018.05.14 11:01 | buy | 43 | 4.67 | 109.549 | 0.000 | 0.000 | ||
| 123 | 2018.05.14 23:01 | close | 43 | 4.67 | 109.634 | 0.000 | 0.000 | 362.07 | 47144.58 |
| 124 | 2018.05.15 16:18 | buy | 44 | 4.71 | 110.290 | 0.000 | 0.000 | ||
| 125 | 2018.05.16 04:30 | close | 44 | 4.71 | 110.341 | 0.000 | 0.000 | 269.42 | 47414.00 |
| 126 | 2018.05.17 11:08 | buy | 45 | 4.74 | 110.623 | 0.000 | 0.000 | ||
| 127 | 2018.05.17 23:08 | close | 45 | 4.74 | 110.758 | 0.000 | 0.000 | 577.75 | 47991.75 |
| 128 | 2018.05.18 11:33 | buy | 46 | 4.79 | 110.994 | 0.000 | 0.000 | ||
| 129 | 2018.05.21 03:44 | close | 46 | 4.79 | 111.045 | 0.000 | 0.000 | 272.59 | 48264.34 |
| 130 | 2018.05.21 11:01 | buy | 47 | 4.82 | 111.384 | 0.000 | 0.000 | ||
| 131 | 2018.05.21 17:43 | close | 47 | 4.82 | 111.092 | 0.000 | 0.000 | -1266.91 | 46997.43 |
| 132 | 2018.05.23 12:06 | sell | 48 | 4.69 | 109.760 | 0.000 | 0.000 | ||
| 133 | 2018.05.23 16:17 | close | 48 | 4.69 | 110.032 | 0.000 | 0.000 | -1159.37 | 45838.06 |
| 134 | 2018.05.24 16:44 | sell | 49 | 4.58 | 109.319 | 0.000 | 0.000 | ||
| 135 | 2018.05.24 17:28 | modify | 49 | 4.58 | 109.319 | 109.319 | 0.000 | ||
| 136 | 2018.05.24 19:01 | s/l | 49 | 4.58 | 109.319 | 109.319 | 0.000 | 0.00 | 45838.06 |
| 137 | 2018.05.25 16:12 | sell | 50 | 4.58 | 109.121 | 0.000 | 0.000 | ||
| 138 | 2018.05.28 00:00 | close | 50 | 4.58 | 109.756 | 0.000 | 0.000 | -2728.54 | 43109.52 |
| 139 | 2018.05.29 11:10 | sell | 51 | 4.31 | 108.698 | 0.000 | 0.000 | ||
| 140 | 2018.05.29 11:36 | modify | 51 | 4.31 | 108.698 | 108.698 | 0.000 | ||
| 141 | 2018.05.29 12:08 | s/l | 51 | 4.31 | 108.698 | 108.698 | 0.000 | 0.00 | 43109.52 |
| 142 | 2018.05.31 16:49 | sell | 52 | 4.31 | 108.524 | 0.000 | 0.000 | ||
| 143 | 2018.06.01 04:17 | close | 52 | 4.31 | 109.118 | 0.000 | 0.000 | -2420.32 | 40689.20 |
| 144 | 2018.06.05 16:00 | sell | 53 | 4.06 | 109.640 | 0.000 | 0.000 | ||
| 145 | 2018.06.06 09:34 | close | 53 | 4.06 | 110.004 | 0.000 | 0.000 | -1413.25 | 39275.96 |
| 146 | 2018.06.06 12:27 | buy | 54 | 3.92 | 110.134 | 0.000 | 0.000 | ||
| 147 | 2018.06.07 03:15 | close | 54 | 3.92 | 110.185 | 0.000 | 0.000 | 310.58 | 39586.53 |
| 148 | 2018.06.07 19:46 | sell | 55 | 3.95 | 109.706 | 0.000 | 0.000 | ||
| 149 | 2018.06.08 07:56 | close | 55 | 3.95 | 109.655 | 0.000 | 0.000 | 115.79 | 39702.33 |
| 150 | 2018.06.08 11:18 | sell | 56 | 3.97 | 109.335 | 0.000 | 0.000 | ||
1ページ目次へ