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 |
| 301 | 2018.11.04 23:00 | close | 108 | 4.28 | 113.192 | 0.000 | 0.000 | 370.56 | 43244.72 |
| 302 | 2018.11.06 19:43 | buy | 109 | 4.32 | 113.437 | 0.000 | 0.000 | ||
| 303 | 2018.11.07 02:40 | close | 109 | 4.32 | 113.180 | 0.000 | 0.000 | -933.51 | 42311.21 |
| 304 | 2018.11.08 11:07 | buy | 110 | 4.23 | 113.726 | 0.000 | 0.000 | ||
| 305 | 2018.11.08 21:14 | modify | 110 | 4.23 | 113.726 | 113.726 | 0.000 | ||
| 306 | 2018.11.09 17:19 | s/l | 110 | 4.23 | 113.726 | 113.726 | 0.000 | 46.45 | 42357.66 |
| 307 | 2018.11.13 11:02 | buy | 111 | 4.23 | 114.130 | 0.000 | 0.000 | ||
| 308 | 2018.11.13 17:23 | close | 111 | 4.23 | 113.840 | 0.000 | 0.000 | -1077.57 | 41280.09 |
| 309 | 2018.11.14 16:00 | buy | 112 | 4.12 | 114.001 | 0.000 | 0.000 | ||
| 310 | 2018.11.14 18:24 | close | 112 | 4.12 | 113.718 | 0.000 | 0.000 | -1025.31 | 40254.78 |
| 311 | 2018.11.16 16:07 | sell | 113 | 4.02 | 112.818 | 0.000 | 0.000 | ||
| 312 | 2018.11.19 00:02 | close | 113 | 4.02 | 112.764 | 0.000 | 0.000 | 123.39 | 40378.17 |
| 313 | 2018.11.19 17:04 | sell | 114 | 4.03 | 112.597 | 0.000 | 0.000 | ||
| 314 | 2018.11.20 05:28 | close | 114 | 4.03 | 112.546 | 0.000 | 0.000 | 113.33 | 40491.50 |
| 315 | 2018.11.22 11:20 | sell | 115 | 4.04 | 112.883 | 0.000 | 0.000 | ||
| 316 | 2018.11.23 07:52 | close | 115 | 4.04 | 112.832 | 0.000 | 0.000 | 113.15 | 40604.64 |
| 317 | 2018.11.23 11:23 | sell | 116 | 4.06 | 112.815 | 0.000 | 0.000 | ||
| 318 | 2018.11.26 03:16 | close | 116 | 4.06 | 113.026 | 0.000 | 0.000 | -827.74 | 39776.91 |
| 319 | 2018.11.26 16:07 | buy | 117 | 3.97 | 113.344 | 0.000 | 0.000 | ||
| 320 | 2018.11.26 18:14 | modify | 117 | 3.97 | 113.344 | 113.344 | 0.000 | ||
| 321 | 2018.11.28 07:18 | modify | 117 | 3.97 | 113.344 | 113.594 | 0.000 | ||
| 322 | 2018.11.28 19:08 | s/l | 117 | 3.97 | 113.594 | 113.594 | 0.000 | 960.92 | 40737.83 |
| 323 | 2018.11.30 12:14 | buy | 118 | 4.07 | 113.545 | 0.000 | 0.000 | ||
| 324 | 2018.12.03 00:00 | close | 118 | 4.07 | 113.616 | 0.000 | 0.000 | 299.03 | 41036.86 |
| 325 | 2018.12.04 11:04 | sell | 119 | 4.10 | 112.884 | 0.000 | 0.000 | ||
| 326 | 2018.12.04 20:28 | modify | 119 | 4.10 | 112.884 | 112.884 | 0.000 | ||
| 327 | 2018.12.04 21:53 | s/l | 119 | 4.10 | 112.884 | 112.884 | 0.000 | 0.00 | 41036.86 |
| 328 | 2018.12.05 17:21 | buy | 120 | 4.10 | 113.219 | 0.000 | 0.000 | ||
| 329 | 2018.12.06 03:05 | close | 120 | 4.10 | 112.837 | 0.000 | 0.000 | -1252.95 | 39783.90 |
| 330 | 2018.12.06 16:08 | sell | 121 | 3.97 | 112.571 | 0.000 | 0.000 | ||
| 331 | 2018.12.06 16:58 | modify | 121 | 3.97 | 112.571 | 112.571 | 0.000 | ||
| 332 | 2018.12.06 19:33 | s/l | 121 | 3.97 | 112.571 | 112.571 | 0.000 | 0.00 | 39783.90 |
| 333 | 2018.12.07 18:14 | sell | 122 | 3.97 | 112.611 | 0.000 | 0.000 | ||
| 334 | 2018.12.10 01:05 | close | 122 | 3.97 | 112.560 | 0.000 | 0.000 | 111.62 | 39895.52 |
| 335 | 2018.12.10 19:53 | buy | 123 | 3.98 | 113.178 | 0.000 | 0.000 | ||
| 336 | 2018.12.11 18:19 | modify | 123 | 3.98 | 113.178 | 113.178 | 0.000 | ||
| 337 | 2018.12.12 17:51 | s/l | 123 | 3.98 | 113.178 | 113.178 | 0.000 | 87.41 | 39982.93 |
| 338 | 2018.12.13 11:28 | buy | 124 | 3.99 | 113.493 | 0.000 | 0.000 | ||
| 339 | 2018.12.13 23:28 | close | 124 | 3.99 | 113.584 | 0.000 | 0.000 | 319.67 | 40302.60 |
| 340 | 2018.12.14 16:00 | buy | 125 | 4.03 | 113.656 | 0.000 | 0.000 | ||
| 341 | 2018.12.14 21:49 | close | 125 | 4.03 | 113.211 | 0.000 | 0.000 | -1584.08 | 38718.52 |
| 342 | 2018.12.17 16:05 | sell | 126 | 3.87 | 113.094 | 0.000 | 0.000 | ||
| 343 | 2018.12.17 19:33 | modify | 126 | 3.87 | 113.094 | 113.094 | 0.000 | ||
| 344 | 2018.12.18 05:09 | modify | 126 | 3.87 | 113.094 | 112.844 | 0.000 | ||
| 345 | 2018.12.18 11:27 | modify | 126 | 3.87 | 113.094 | 112.594 | 0.000 | ||
| 346 | 2018.12.18 16:47 | s/l | 126 | 3.87 | 112.594 | 112.594 | 0.000 | 1652.02 | 40370.54 |
| 347 | 2018.12.19 16:40 | sell | 127 | 4.03 | 112.179 | 0.000 | 0.000 | ||
| 348 | 2018.12.19 21:33 | close | 127 | 4.03 | 112.536 | 0.000 | 0.000 | -1278.44 | 39092.10 |
| 349 | 2018.12.20 11:08 | sell | 128 | 3.90 | 111.789 | 0.000 | 0.000 | ||
| 350 | 2018.12.20 16:48 | modify | 128 | 3.90 | 111.789 | 111.789 | 0.000 | ||
| 351 | 2018.12.20 19:14 | modify | 128 | 3.90 | 111.789 | 111.539 | 0.000 | ||
| 352 | 2018.12.20 19:37 | modify | 128 | 3.90 | 111.789 | 111.289 | 0.000 | ||
| 353 | 2018.12.20 23:06 | s/l | 128 | 3.90 | 111.289 | 111.289 | 0.000 | 1752.19 | 40844.29 |
| 354 | 2018.12.21 16:37 | sell | 129 | 4.08 | 111.036 | 0.000 | 0.000 | ||
| 355 | 2018.12.24 00:00 | close | 129 | 4.08 | 110.925 | 0.000 | 0.000 | 338.13 | 41182.42 |
| 356 | 2018.12.24 16:01 | sell | 130 | 4.11 | 110.583 | 0.000 | 0.000 | ||
| 357 | 2018.12.24 16:50 | modify | 130 | 4.11 | 110.583 | 110.583 | 0.000 | ||
| 358 | 2018.12.24 17:25 | s/l | 130 | 4.11 | 110.583 | 110.583 | 0.000 | 0.00 | 41182.42 |
| 359 | 2018.12.26 18:05 | sell | 131 | 4.11 | 110.269 | 0.000 | 0.000 | ||
| 360 | 2018.12.26 19:07 | close | 131 | 4.11 | 110.533 | 0.000 | 0.000 | -981.64 | 40200.78 |
| 361 | 2018.12.27 16:59 | sell | 132 | 4.02 | 110.669 | 0.000 | 0.000 | ||
| 362 | 2018.12.27 22:44 | close | 132 | 4.02 | 111.044 | 0.000 | 0.000 | -1357.57 | 38843.21 |
| 363 | 2018.12.28 11:47 | sell | 133 | 3.88 | 110.338 | 0.000 | 0.000 | ||
| 364 | 2018.12.31 00:00 | close | 133 | 3.88 | 110.260 | 0.000 | 0.000 | 207.77 | 39050.98 |
| 365 | 2018.12.31 12:38 | sell | 134 | 3.90 | 110.020 | 0.000 | 0.000 | ||
| 366 | 2018.12.31 17:53 | modify | 134 | 3.90 | 110.020 | 110.020 | 0.000 | ||
| 367 | 2019.01.02 08:01 | modify | 134 | 3.90 | 110.020 | 109.520 | 0.000 | ||
| 368 | 2019.01.02 10:36 | modify | 134 | 3.90 | 110.020 | 109.270 | 0.000 | ||
| 369 | 2019.01.02 11:16 | modify | 134 | 3.90 | 110.020 | 109.020 | 0.000 | ||
| 370 | 2019.01.02 12:51 | s/l | 134 | 3.90 | 109.020 | 109.020 | 0.000 | 3443.22 | 42494.19 |
| 371 | 2019.01.08 18:31 | sell | 135 | 4.24 | 108.501 | 0.000 | 0.000 | ||
| 372 | 2019.01.09 04:38 | close | 135 | 4.24 | 108.942 | 0.000 | 0.000 | -1789.26 | 40704.93 |
| 373 | 2019.01.09 16:12 | sell | 136 | 4.07 | 108.610 | 0.000 | 0.000 | ||
| 374 | 2019.01.09 17:04 | modify | 136 | 4.07 | 108.610 | 108.610 | 0.000 | ||
| 375 | 2019.01.09 17:43 | modify | 136 | 4.07 | 108.610 | 108.360 | 0.000 | ||
| 376 | 2019.01.09 18:52 | s/l | 136 | 4.07 | 108.360 | 108.360 | 0.000 | 939.00 | 41643.93 |
| 377 | 2019.01.18 11:00 | buy | 137 | 4.16 | 109.487 | 0.000 | 0.000 | ||
| 378 | 2019.01.18 18:22 | modify | 137 | 4.16 | 109.487 | 109.487 | 0.000 | ||
| 379 | 2019.01.21 03:13 | s/l | 137 | 4.16 | 109.487 | 109.487 | 0.000 | 45.68 | 41689.61 |
| 380 | 2019.01.23 16:07 | buy | 138 | 4.16 | 109.857 | 0.000 | 0.000 | ||
| 381 | 2019.01.23 18:18 | close | 138 | 4.16 | 109.555 | 0.000 | 0.000 | -1146.75 | 40542.86 |
| 382 | 2019.01.24 12:00 | buy | 139 | 4.05 | 109.752 | 0.000 | 0.000 | ||
| 383 | 2019.01.24 16:29 | close | 139 | 4.05 | 109.480 | 0.000 | 0.000 | -1006.21 | 39536.65 |
| 384 | 2019.01.29 11:06 | buy | 140 | 3.95 | 109.389 | 0.000 | 0.000 | ||
| 385 | 2019.01.30 16:01 | modify | 140 | 3.95 | 109.389 | 109.389 | 0.000 | ||
| 386 | 2019.01.30 21:00 | s/l | 140 | 3.95 | 109.389 | 109.389 | 0.000 | 43.37 | 39580.03 |
| 387 | 2019.01.31 11:30 | sell | 141 | 3.95 | 108.622 | 0.000 | 0.000 | ||
| 388 | 2019.01.31 22:59 | close | 141 | 3.95 | 108.941 | 0.000 | 0.000 | -1156.64 | 38423.39 |
| 389 | 2019.02.01 17:03 | buy | 142 | 3.84 | 109.295 | 0.000 | 0.000 | ||
| 390 | 2019.02.01 18:55 | modify | 142 | 3.84 | 109.295 | 109.295 | 0.000 | ||
| 391 | 2019.02.04 08:36 | modify | 142 | 3.84 | 109.295 | 109.545 | 0.000 | ||
| 392 | 2019.02.04 16:06 | modify | 142 | 3.84 | 109.295 | 109.795 | 0.000 | ||
| 393 | 2019.02.05 07:57 | s/l | 142 | 3.84 | 109.795 | 109.795 | 0.000 | 1833.06 | 40256.45 |
| 394 | 2019.02.08 11:10 | buy | 143 | 4.02 | 109.867 | 0.000 | 0.000 | ||
| 395 | 2019.02.11 05:05 | close | 143 | 4.02 | 109.918 | 0.000 | 0.000 | 230.66 | 40487.12 |
| 396 | 2019.02.11 11:00 | buy | 144 | 4.04 | 110.091 | 0.000 | 0.000 | ||
| 397 | 2019.02.11 15:40 | modify | 144 | 4.04 | 110.091 | 110.091 | 0.000 | ||
| 398 | 2019.02.12 05:48 | modify | 144 | 4.04 | 110.091 | 110.341 | 0.000 | ||
| 399 | 2019.02.12 16:31 | s/l | 144 | 4.04 | 110.341 | 110.341 | 0.000 | 959.70 | 41446.82 |
| 400 | 2019.02.13 16:00 | buy | 145 | 4.14 | 110.858 | 0.000 | 0.000 | ||
| 401 | 2019.02.14 04:00 | close | 145 | 4.14 | 110.969 | 0.000 | 0.000 | 550.50 | 41997.32 |
| 402 | 2019.02.18 11:05 | buy | 146 | 4.19 | 110.603 | 0.000 | 0.000 | ||
| 403 | 2019.02.19 06:28 | close | 146 | 4.19 | 110.654 | 0.000 | 0.000 | 239.13 | 42236.45 |
| 404 | 2019.02.19 11:00 | buy | 147 | 4.22 | 110.802 | 0.000 | 0.000 | ||
| 405 | 2019.02.19 16:11 | close | 147 | 4.22 | 110.572 | 0.000 | 0.000 | -877.80 | 41358.65 |
| 406 | 2019.02.22 11:18 | buy | 148 | 4.13 | 110.826 | 0.000 | 0.000 | ||
| 407 | 2019.02.22 19:52 | close | 148 | 4.13 | 110.592 | 0.000 | 0.000 | -873.86 | 40484.79 |
| 408 | 2019.02.25 16:58 | buy | 149 | 4.04 | 110.851 | 0.000 | 0.000 | ||
| 409 | 2019.02.25 19:05 | modify | 149 | 4.04 | 110.851 | 110.851 | 0.000 | ||
| 410 | 2019.02.26 04:01 | s/l | 149 | 4.04 | 110.851 | 110.851 | 0.000 | 44.36 | 40529.16 |
| 411 | 2019.02.27 16:01 | buy | 150 | 4.05 | 110.718 | 0.000 | 0.000 | ||
| 412 | 2019.02.27 18:36 | modify | 150 | 4.05 | 110.718 | 110.718 | 0.000 | ||
| 413 | 2019.02.28 08:35 | s/l | 150 | 4.05 | 110.718 | 110.718 | 0.000 | 133.42 | 40662.58 |
| 414 | 2019.02.28 16:31 | buy | 151 | 4.06 | 111.123 | 0.000 | 0.000 | ||
| 415 | 2019.02.28 17:24 | modify | 151 | 4.06 | 111.123 | 111.123 | 0.000 | ||
| 416 | 2019.03.01 03:26 | modify | 151 | 4.06 | 111.123 | 111.373 | 0.000 | ||
| 417 | 2019.03.01 10:13 | modify | 151 | 4.06 | 111.123 | 111.623 | 0.000 | ||
| 418 | 2019.03.05 17:32 | modify | 151 | 4.06 | 111.123 | 111.873 | 0.000 | ||
| 419 | 2019.03.05 17:58 | s/l | 151 | 4.06 | 111.873 | 111.873 | 0.000 | 2855.59 | 43518.16 |
| 420 | 2019.03.12 12:04 | buy | 152 | 4.35 | 111.445 | 0.000 | 0.000 | ||
| 421 | 2019.03.12 14:23 | close | 152 | 4.35 | 111.142 | 0.000 | 0.000 | -1185.92 | 42332.24 |
| 422 | 2019.03.12 16:12 | sell | 153 | 4.23 | 111.111 | 0.000 | 0.000 | ||
| 423 | 2019.03.13 14:57 | close | 153 | 4.23 | 111.409 | 0.000 | 0.000 | -1204.18 | 41128.06 |
| 424 | 2019.03.14 11:04 | buy | 154 | 4.11 | 111.624 | 0.000 | 0.000 | ||
| 425 | 2019.03.14 23:04 | close | 154 | 4.11 | 111.676 | 0.000 | 0.000 | 191.38 | 41319.44 |
| 426 | 2019.03.18 18:58 | sell | 155 | 4.13 | 111.400 | 0.000 | 0.000 | ||
| 427 | 2019.03.19 06:58 | close | 155 | 4.13 | 111.207 | 0.000 | 0.000 | 645.75 | 41965.19 |
| 428 | 2019.03.21 11:01 | sell | 156 | 4.19 | 110.342 | 0.000 | 0.000 | ||
| 429 | 2019.03.21 16:58 | close | 156 | 4.19 | 110.668 | 0.000 | 0.000 | -1234.27 | 40730.92 |
| 430 | 2019.03.22 11:35 | sell | 157 | 4.07 | 110.641 | 0.000 | 0.000 | ||
| 431 | 2019.03.22 14:12 | modify | 157 | 4.07 | 110.641 | 110.641 | 0.000 | ||
| 432 | 2019.03.22 16:46 | modify | 157 | 4.07 | 110.641 | 110.391 | 0.000 | ||
| 433 | 2019.03.22 18:43 | modify | 157 | 4.07 | 110.641 | 110.141 | 0.000 | ||
| 434 | 2019.03.22 21:11 | s/l | 157 | 4.07 | 110.141 | 110.141 | 0.000 | 1847.63 | 42578.55 |
| 435 | 2019.04.01 17:19 | buy | 158 | 4.25 | 111.175 | 0.000 | 0.000 | ||
| 436 | 2019.04.01 19:50 | modify | 158 | 4.25 | 111.175 | 111.175 | 0.000 | ||
| 437 | 2019.04.05 03:03 | modify | 158 | 4.25 | 111.175 | 111.425 | 0.000 | ||
| 438 | 2019.04.08 03:54 | s/l | 158 | 4.25 | 111.425 | 111.425 | 0.000 | 1280.24 | 43858.80 |
| 439 | 2019.04.11 11:38 | buy | 159 | 4.38 | 111.158 | 0.000 | 0.000 | ||
| 440 | 2019.04.11 17:05 | modify | 159 | 4.38 | 111.158 | 111.158 | 0.000 | ||
| 441 | 2019.04.11 21:41 | modify | 159 | 4.38 | 111.158 | 111.408 | 0.000 | ||
| 442 | 2019.04.12 11:04 | modify | 159 | 4.38 | 111.158 | 111.658 | 0.000 | ||
| 443 | 2019.04.23 04:11 | s/l | 159 | 4.38 | 111.658 | 111.658 | 0.000 | 2442.32 | 46301.12 |
| 444 | 2019.04.23 16:00 | buy | 160 | 4.63 | 111.982 | 0.000 | 0.000 | ||
| 445 | 2019.04.23 17:59 | close | 160 | 4.63 | 111.881 | 0.000 | 0.000 | -417.97 | 45883.15 |
| 446 | 2019.04.24 17:24 | sell | 161 | 4.58 | 111.735 | 0.000 | 0.000 | ||
| 447 | 2019.04.24 19:26 | close | 161 | 4.58 | 111.852 | 0.000 | 0.000 | -479.08 | 45404.07 |
| 448 | 2019.04.25 16:34 | sell | 162 | 4.54 | 111.732 | 0.000 | 0.000 | ||
| 449 | 2019.04.25 17:30 | modify | 162 | 4.54 | 111.732 | 111.732 | 0.000 | ||
| 450 | 2019.04.26 03:54 | s/l | 162 | 4.54 | 111.732 | 111.732 | 0.000 | -78.06 | 45326.00 |