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 | |
| # | 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 | 2018.06.11 05:49 | close | 56 | 3.97 | 109.675 | 0.000 | 0.000 | -1298.99 | 38403.34 |
| 152 | 2018.06.11 19:34 | buy | 57 | 3.84 | 110.058 | 0.000 | 0.000 | ||
| 153 | 2018.06.12 02:24 | modify | 57 | 3.84 | 110.058 | 110.058 | 0.000 | ||
| 154 | 2018.06.13 04:15 | modify | 57 | 3.84 | 110.058 | 110.308 | 0.000 | ||
| 155 | 2018.06.13 21:32 | modify | 57 | 3.84 | 110.058 | 110.558 | 0.000 | ||
| 156 | 2018.06.13 21:55 | s/l | 57 | 3.84 | 110.558 | 110.558 | 0.000 | 1820.98 | 40224.32 |
| 157 | 2018.06.14 17:06 | buy | 58 | 4.02 | 110.383 | 0.000 | 0.000 | ||
| 158 | 2018.06.14 21:03 | modify | 58 | 4.02 | 110.383 | 110.383 | 0.000 | ||
| 159 | 2018.06.15 09:00 | modify | 58 | 4.02 | 110.383 | 110.633 | 0.000 | ||
| 160 | 2018.06.15 10:35 | s/l | 58 | 4.02 | 110.633 | 110.633 | 0.000 | 952.55 | 41176.87 |
| 161 | 2018.06.20 19:43 | buy | 59 | 4.11 | 110.240 | 0.000 | 0.000 | ||
| 162 | 2018.06.21 04:43 | modify | 59 | 4.11 | 110.240 | 110.240 | 0.000 | ||
| 163 | 2018.06.21 08:17 | modify | 59 | 4.11 | 110.240 | 110.490 | 0.000 | ||
| 164 | 2018.06.21 11:42 | s/l | 59 | 4.11 | 110.490 | 110.490 | 0.000 | 1065.35 | 42242.22 |
| 165 | 2018.06.21 17:20 | sell | 60 | 4.22 | 109.976 | 0.000 | 0.000 | ||
| 166 | 2018.06.22 09:52 | close | 60 | 4.22 | 109.925 | 0.000 | 0.000 | 123.23 | 42365.45 |
| 167 | 2018.06.22 11:01 | buy | 61 | 4.23 | 110.189 | 0.000 | 0.000 | ||
| 168 | 2018.06.25 00:00 | close | 61 | 4.23 | 109.826 | 0.000 | 0.000 | -1351.66 | 41013.79 |
| 169 | 2018.06.27 16:01 | buy | 62 | 4.10 | 110.306 | 0.000 | 0.000 | ||
| 170 | 2018.06.28 09:38 | close | 62 | 4.10 | 110.358 | 0.000 | 0.000 | 328.26 | 41342.05 |
| 171 | 2018.06.28 18:53 | buy | 63 | 4.13 | 110.408 | 0.000 | 0.000 | ||
| 172 | 2018.06.29 05:53 | modify | 63 | 4.13 | 110.408 | 110.408 | 0.000 | ||
| 173 | 2018.06.29 22:01 | modify | 63 | 4.13 | 110.408 | 110.658 | 0.000 | ||
| 174 | 2018.06.29 23:01 | s/l | 63 | 4.13 | 110.658 | 110.658 | 0.000 | 978.40 | 42320.45 |
| 175 | 2018.07.05 12:37 | buy | 64 | 4.23 | 110.689 | 0.000 | 0.000 | ||
| 176 | 2018.07.06 04:40 | close | 64 | 4.23 | 110.740 | 0.000 | 0.000 | 241.26 | 42561.71 |
| 177 | 2018.07.09 16:05 | buy | 65 | 4.25 | 110.535 | 0.000 | 0.000 | ||
| 178 | 2018.07.09 18:59 | modify | 65 | 4.25 | 110.535 | 110.535 | 0.000 | ||
| 179 | 2018.07.10 04:53 | modify | 65 | 4.25 | 110.535 | 110.785 | 0.000 | ||
| 180 | 2018.07.10 13:35 | modify | 65 | 4.25 | 110.535 | 111.035 | 0.000 | ||
| 181 | 2018.07.10 23:56 | s/l | 65 | 4.25 | 111.035 | 111.035 | 0.000 | 1960.50 | 44522.21 |
| 182 | 2018.07.11 17:56 | buy | 66 | 4.45 | 111.297 | 0.000 | 0.000 | ||
| 183 | 2018.07.11 18:21 | modify | 66 | 4.45 | 111.297 | 111.297 | 0.000 | ||
| 184 | 2018.07.11 19:42 | modify | 66 | 4.45 | 111.297 | 111.547 | 0.000 | ||
| 185 | 2018.07.11 21:04 | modify | 66 | 4.45 | 111.297 | 111.797 | 0.000 | ||
| 186 | 2018.07.12 04:39 | modify | 66 | 4.45 | 111.297 | 112.047 | 0.000 | ||
| 187 | 2018.07.12 13:41 | modify | 66 | 4.45 | 111.297 | 112.297 | 0.000 | ||
| 188 | 2018.07.13 21:11 | s/l | 66 | 4.45 | 112.297 | 112.297 | 0.000 | 4158.17 | 48680.38 |
| 189 | 2018.07.17 16:00 | buy | 67 | 4.86 | 112.660 | 0.000 | 0.000 | ||
| 190 | 2018.07.17 20:12 | modify | 67 | 4.86 | 112.660 | 112.660 | 0.000 | ||
| 191 | 2018.07.19 05:03 | s/l | 67 | 4.86 | 112.660 | 112.660 | 0.000 | 213.47 | 48893.85 |
| 192 | 2018.07.19 11:14 | buy | 68 | 4.88 | 113.011 | 0.000 | 0.000 | ||
| 193 | 2018.07.19 20:02 | close | 68 | 4.88 | 112.745 | 0.000 | 0.000 | -1151.34 | 47742.51 |
| 194 | 2018.07.24 16:56 | sell | 69 | 4.77 | 111.003 | 0.000 | 0.000 | ||
| 195 | 2018.07.25 20:02 | close | 69 | 4.77 | 110.951 | 0.000 | 0.000 | 141.54 | 47884.06 |
| 196 | 2018.07.27 16:38 | sell | 70 | 4.78 | 110.906 | 0.000 | 0.000 | ||
| 197 | 2018.07.31 06:01 | close | 70 | 4.78 | 111.158 | 0.000 | 0.000 | -1248.02 | 46636.03 |
| 198 | 2018.07.31 16:15 | buy | 71 | 4.66 | 111.819 | 0.000 | 0.000 | ||
| 199 | 2018.08.01 04:32 | close | 71 | 4.66 | 111.870 | 0.000 | 0.000 | 263.61 | 46899.64 |
| 200 | 2018.08.01 19:02 | sell | 72 | 4.68 | 111.662 | 0.000 | 0.000 | ||
| 201 | 2018.08.01 21:18 | modify | 72 | 4.68 | 111.662 | 111.662 | 0.000 | ||
| 202 | 2018.08.01 23:30 | s/l | 72 | 4.68 | 111.662 | 111.662 | 0.000 | 0.00 | 46899.64 |
| 203 | 2018.08.03 11:00 | buy | 73 | 4.68 | 111.831 | 0.000 | 0.000 | ||
| 204 | 2018.08.03 16:07 | close | 73 | 4.68 | 111.352 | 0.000 | 0.000 | -2013.18 | 44886.46 |
| 205 | 2018.08.03 16:07 | sell | 74 | 4.48 | 111.350 | 0.000 | 0.000 | ||
| 206 | 2018.08.05 23:00 | close | 74 | 4.48 | 111.276 | 0.000 | 0.000 | 297.93 | 45184.39 |
| 207 | 2018.08.07 12:32 | sell | 75 | 4.51 | 111.222 | 0.000 | 0.000 | ||
| 208 | 2018.08.08 09:38 | close | 75 | 4.51 | 111.171 | 0.000 | 0.000 | 129.36 | 45313.75 |
| 209 | 2018.08.10 18:17 | sell | 76 | 4.53 | 110.598 | 0.000 | 0.000 | ||
| 210 | 2018.08.10 22:19 | close | 76 | 4.53 | 110.946 | 0.000 | 0.000 | -1420.91 | 43892.84 |
| 211 | 2018.08.15 16:02 | sell | 77 | 4.38 | 110.851 | 0.000 | 0.000 | ||
| 212 | 2018.08.15 17:17 | modify | 77 | 4.38 | 110.851 | 110.851 | 0.000 | ||
| 213 | 2018.08.16 04:31 | s/l | 77 | 4.38 | 110.851 | 110.851 | 0.000 | -225.93 | 43666.91 |
| 214 | 2018.08.17 12:22 | sell | 78 | 4.36 | 110.670 | 0.000 | 0.000 | ||
| 215 | 2018.08.17 15:07 | modify | 78 | 4.36 | 110.670 | 110.670 | 0.000 | ||
| 216 | 2018.08.20 10:02 | s/l | 78 | 4.36 | 110.670 | 110.670 | 0.000 | -74.97 | 43591.94 |
| 217 | 2018.08.20 16:23 | sell | 79 | 4.35 | 110.402 | 0.000 | 0.000 | ||
| 218 | 2018.08.20 22:50 | modify | 79 | 4.35 | 110.402 | 110.402 | 0.000 | ||
| 219 | 2018.08.21 03:13 | modify | 79 | 4.35 | 110.402 | 110.152 | 0.000 | ||
| 220 | 2018.08.21 07:00 | s/l | 79 | 4.35 | 110.152 | 110.152 | 0.000 | 912.48 | 44504.42 |
| 221 | 2018.08.23 12:24 | buy | 80 | 4.45 | 110.920 | 0.000 | 0.000 | ||
| 222 | 2018.08.23 17:11 | modify | 80 | 4.45 | 110.920 | 110.920 | 0.000 | ||
| 223 | 2018.08.24 03:54 | modify | 80 | 4.45 | 110.920 | 111.170 | 0.000 | ||
| 224 | 2018.08.24 17:06 | s/l | 80 | 4.45 | 111.170 | 111.170 | 0.000 | 1049.59 | 45554.00 |
| 225 | 2018.08.29 16:01 | buy | 81 | 4.55 | 111.377 | 0.000 | 0.000 | ||
| 226 | 2018.08.29 17:57 | modify | 81 | 4.55 | 111.377 | 111.377 | 0.000 | ||
| 227 | 2018.08.30 15:47 | s/l | 81 | 4.55 | 111.377 | 111.377 | 0.000 | 149.89 | 45703.89 |
| 228 | 2018.08.31 11:29 | sell | 82 | 4.57 | 110.685 | 0.000 | 0.000 | ||
| 229 | 2018.08.31 22:50 | close | 82 | 4.57 | 111.119 | 0.000 | 0.000 | -1784.92 | 43918.97 |
| 230 | 2018.09.04 11:00 | buy | 83 | 4.39 | 111.460 | 0.000 | 0.000 | ||
| 231 | 2018.09.04 16:49 | close | 83 | 4.39 | 111.169 | 0.000 | 0.000 | -1149.14 | 42769.83 |
| 232 | 2018.09.05 16:20 | buy | 84 | 4.27 | 111.703 | 0.000 | 0.000 | ||
| 233 | 2018.09.05 19:14 | close | 84 | 4.27 | 111.443 | 0.000 | 0.000 | -996.20 | 41773.63 |
| 234 | 2018.09.06 17:45 | sell | 85 | 4.17 | 110.920 | 0.000 | 0.000 | ||
| 235 | 2018.09.06 23:04 | modify | 85 | 4.17 | 110.920 | 110.920 | 0.000 | ||
| 236 | 2018.09.07 03:07 | modify | 85 | 4.17 | 110.920 | 110.670 | 0.000 | ||
| 237 | 2018.09.07 09:07 | s/l | 85 | 4.17 | 110.670 | 110.670 | 0.000 | 870.29 | 42643.93 |
| 238 | 2018.09.07 16:50 | buy | 86 | 4.26 | 111.073 | 0.000 | 0.000 | ||
| 239 | 2018.09.10 20:00 | close | 86 | 4.26 | 111.124 | 0.000 | 0.000 | 242.29 | 42886.21 |
| 240 | 2018.09.11 17:10 | buy | 87 | 4.28 | 111.557 | 0.000 | 0.000 | ||
| 241 | 2018.09.12 17:07 | close | 87 | 4.28 | 111.225 | 0.000 | 0.000 | -1230.55 | 41655.66 |
| 242 | 2018.09.13 11:14 | buy | 88 | 4.16 | 111.499 | 0.000 | 0.000 | ||
| 243 | 2018.09.13 17:10 | modify | 88 | 4.16 | 111.499 | 111.499 | 0.000 | ||
| 244 | 2018.09.14 01:44 | modify | 88 | 4.16 | 111.499 | 111.749 | 0.000 | ||
| 245 | 2018.09.14 12:29 | s/l | 88 | 4.16 | 111.749 | 111.749 | 0.000 | 976.34 | 42632.00 |
| 246 | 2018.09.14 17:31 | buy | 89 | 4.26 | 112.067 | 0.000 | 0.000 | ||
| 247 | 2018.09.18 01:36 | close | 89 | 4.26 | 111.778 | 0.000 | 0.000 | -1007.86 | 41624.14 |
| 248 | 2018.09.18 17:00 | buy | 90 | 4.16 | 112.268 | 0.000 | 0.000 | ||
| 249 | 2018.09.19 05:00 | close | 90 | 4.16 | 112.319 | 0.000 | 0.000 | 234.57 | 41858.71 |
| 250 | 2018.09.19 11:30 | buy | 91 | 4.18 | 112.421 | 0.000 | 0.000 | ||
| 251 | 2018.09.19 19:41 | close | 91 | 4.18 | 112.151 | 0.000 | 0.000 | -1006.32 | 40852.39 |
| 252 | 2018.09.20 17:51 | buy | 92 | 4.08 | 112.333 | 0.000 | 0.000 | ||
| 253 | 2018.09.21 05:25 | modify | 92 | 4.08 | 112.333 | 112.333 | 0.000 | ||
| 254 | 2018.09.21 09:38 | modify | 92 | 4.08 | 112.333 | 112.583 | 0.000 | ||
| 255 | 2018.09.21 15:15 | s/l | 92 | 4.08 | 112.583 | 112.583 | 0.000 | 950.80 | 41803.20 |
| 256 | 2018.09.24 12:00 | buy | 93 | 4.18 | 112.678 | 0.000 | 0.000 | ||
| 257 | 2018.09.24 17:40 | close | 93 | 4.18 | 112.449 | 0.000 | 0.000 | -851.25 | 40951.95 |
| 258 | 2018.09.26 16:11 | buy | 94 | 4.09 | 113.024 | 0.000 | 0.000 | ||
| 259 | 2018.09.26 21:05 | close | 94 | 4.09 | 112.824 | 0.000 | 0.000 | -725.02 | 40226.93 |
| 260 | 2018.09.27 16:00 | buy | 95 | 4.02 | 113.011 | 0.000 | 0.000 | ||
| 261 | 2018.09.27 17:57 | modify | 95 | 4.02 | 113.011 | 113.011 | 0.000 | ||
| 262 | 2018.09.28 04:14 | modify | 95 | 4.02 | 113.011 | 113.261 | 0.000 | ||
| 263 | 2018.10.01 02:07 | modify | 95 | 4.02 | 113.011 | 113.511 | 0.000 | ||
| 264 | 2018.10.01 10:45 | modify | 95 | 4.02 | 113.011 | 113.761 | 0.000 | ||
| 265 | 2018.10.02 09:13 | s/l | 95 | 4.02 | 113.761 | 113.761 | 0.000 | 2782.74 | 43009.67 |
| 266 | 2018.10.03 11:00 | buy | 96 | 4.30 | 113.880 | 0.000 | 0.000 | ||
| 267 | 2018.10.03 18:23 | modify | 96 | 4.30 | 113.880 | 113.880 | 0.000 | ||
| 268 | 2018.10.03 20:15 | modify | 96 | 4.30 | 113.880 | 114.130 | 0.000 | ||
| 269 | 2018.10.04 14:53 | s/l | 96 | 4.30 | 114.130 | 114.130 | 0.000 | 1083.57 | 44093.24 |
| 270 | 2018.10.08 16:26 | sell | 97 | 4.40 | 113.161 | 0.000 | 0.000 | ||
| 271 | 2018.10.08 20:06 | modify | 97 | 4.40 | 113.161 | 113.161 | 0.000 | ||
| 272 | 2018.10.08 23:26 | s/l | 97 | 4.40 | 113.161 | 113.161 | 0.000 | 0.00 | 44093.24 |
| 273 | 2018.10.10 17:00 | sell | 98 | 4.40 | 112.898 | 0.000 | 0.000 | ||
| 274 | 2018.10.10 18:05 | modify | 98 | 4.40 | 112.898 | 112.898 | 0.000 | ||
| 275 | 2018.10.10 23:13 | modify | 98 | 4.40 | 112.898 | 112.648 | 0.000 | ||
| 276 | 2018.10.11 00:13 | modify | 98 | 4.40 | 112.898 | 112.398 | 0.000 | ||
| 277 | 2018.10.11 16:10 | s/l | 98 | 4.40 | 112.398 | 112.398 | 0.000 | 1730.35 | 45823.59 |
| 278 | 2018.10.12 18:47 | sell | 99 | 4.58 | 111.994 | 0.000 | 0.000 | ||
| 279 | 2018.10.15 04:06 | close | 99 | 4.58 | 111.943 | 0.000 | 0.000 | 129.91 | 45953.50 |
| 280 | 2018.10.15 11:39 | sell | 100 | 4.59 | 111.684 | 0.000 | 0.000 | ||
| 281 | 2018.10.16 04:56 | close | 100 | 4.59 | 112.030 | 0.000 | 0.000 | -1496.52 | 44456.98 |
| 282 | 2018.10.17 16:50 | sell | 101 | 4.44 | 112.144 | 0.000 | 0.000 | ||
| 283 | 2018.10.17 21:09 | close | 101 | 4.44 | 112.474 | 0.000 | 0.000 | -1302.70 | 43154.28 |
| 284 | 2018.10.18 18:04 | sell | 102 | 4.31 | 112.426 | 0.000 | 0.000 | ||
| 285 | 2018.10.18 18:29 | modify | 102 | 4.31 | 112.426 | 112.426 | 0.000 | ||
| 286 | 2018.10.19 04:45 | s/l | 102 | 4.31 | 112.426 | 112.426 | 0.000 | -74.11 | 43080.18 |
| 287 | 2018.10.23 11:02 | sell | 103 | 4.30 | 112.297 | 0.000 | 0.000 | ||
| 288 | 2018.10.23 16:59 | modify | 103 | 4.30 | 112.297 | 112.297 | 0.000 | ||
| 289 | 2018.10.23 20:09 | s/l | 103 | 4.30 | 112.297 | 112.297 | 0.000 | 0.00 | 43080.18 |
| 290 | 2018.10.26 11:01 | sell | 104 | 4.30 | 111.999 | 0.000 | 0.000 | ||
| 291 | 2018.10.26 16:59 | modify | 104 | 4.30 | 111.999 | 111.999 | 0.000 | ||
| 292 | 2018.10.26 17:55 | modify | 104 | 4.30 | 111.999 | 111.749 | 0.000 | ||
| 293 | 2018.10.26 19:05 | s/l | 104 | 4.30 | 111.749 | 111.749 | 0.000 | 961.98 | 44042.16 |
| 294 | 2018.10.29 16:17 | buy | 105 | 4.40 | 112.431 | 0.000 | 0.000 | ||
| 295 | 2018.10.30 04:18 | close | 105 | 4.40 | 112.483 | 0.000 | 0.000 | 251.73 | 44293.88 |
| 296 | 2018.10.30 11:02 | buy | 106 | 4.42 | 112.840 | 0.000 | 0.000 | ||
| 297 | 2018.10.30 23:02 | close | 106 | 4.42 | 112.957 | 0.000 | 0.000 | 457.82 | 44751.70 |
| 298 | 2018.10.31 16:57 | buy | 107 | 4.47 | 113.323 | 0.000 | 0.000 | ||
| 299 | 2018.10.31 18:57 | close | 107 | 4.47 | 112.849 | 0.000 | 0.000 | -1877.54 | 42874.16 |
| 300 | 2018.11.02 18:58 | buy | 108 | 4.28 | 113.094 | 0.000 | 0.000 | ||