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 |
| 451 | 2019.04.26 17:20 | sell | 163 | 4.53 | 111.438 | 0.000 | 0.000 | ||
| 452 | 2019.04.29 15:54 | close | 163 | 4.53 | 111.829 | 0.000 | 0.000 | -1661.76 | 43664.25 |
| 453 | 2019.04.29 16:00 | buy | 164 | 4.36 | 111.839 | 0.000 | 0.000 | ||
| 454 | 2019.04.30 07:43 | close | 164 | 4.36 | 111.512 | 0.000 | 0.000 | -1230.66 | 42433.58 |
| 455 | 2019.05.01 12:53 | sell | 165 | 4.24 | 111.288 | 0.000 | 0.000 | ||
| 456 | 2019.05.01 21:40 | close | 165 | 4.24 | 111.542 | 0.000 | 0.000 | -965.52 | 41468.06 |
| 457 | 2019.05.03 16:02 | sell | 166 | 4.14 | 111.395 | 0.000 | 0.000 | ||
| 458 | 2019.05.03 21:12 | modify | 166 | 4.14 | 111.395 | 111.395 | 0.000 | ||
| 459 | 2019.05.06 00:00 | modify | 166 | 4.14 | 111.395 | 110.895 | 0.000 | ||
| 460 | 2019.05.06 03:41 | modify | 166 | 4.14 | 111.395 | 110.645 | 0.000 | ||
| 461 | 2019.05.06 06:50 | s/l | 166 | 4.14 | 110.645 | 110.645 | 0.000 | 2735.09 | 44203.15 |
| 462 | 2019.05.07 11:51 | sell | 167 | 4.42 | 110.576 | 0.000 | 0.000 | ||
| 463 | 2019.05.07 19:01 | modify | 167 | 4.42 | 110.576 | 110.576 | 0.000 | ||
| 464 | 2019.05.08 05:00 | modify | 167 | 4.42 | 110.576 | 110.326 | 0.000 | ||
| 465 | 2019.05.09 10:00 | modify | 167 | 4.42 | 110.576 | 110.076 | 0.000 | ||
| 466 | 2019.05.09 16:56 | modify | 167 | 4.42 | 110.576 | 109.826 | 0.000 | ||
| 467 | 2019.05.09 19:39 | s/l | 167 | 4.42 | 109.826 | 109.826 | 0.000 | 2714.39 | 46917.54 |
| 468 | 2019.05.10 17:01 | sell | 168 | 4.69 | 109.611 | 0.000 | 0.000 | ||
| 469 | 2019.05.13 15:15 | modify | 168 | 4.69 | 109.611 | 109.611 | 0.000 | ||
| 470 | 2019.05.13 15:41 | modify | 168 | 4.69 | 109.611 | 109.361 | 0.000 | ||
| 471 | 2019.05.13 21:25 | s/l | 168 | 4.69 | 109.361 | 109.361 | 0.000 | 991.49 | 47909.03 |
| 472 | 2019.05.15 11:44 | sell | 169 | 4.79 | 109.471 | 0.000 | 0.000 | ||
| 473 | 2019.05.15 15:30 | modify | 169 | 4.79 | 109.471 | 109.471 | 0.000 | ||
| 474 | 2019.05.15 17:13 | s/l | 169 | 4.79 | 109.471 | 109.471 | 0.000 | 0.00 | 47909.03 |
| 475 | 2019.05.21 16:57 | buy | 170 | 4.79 | 110.587 | 0.000 | 0.000 | ||
| 476 | 2019.05.23 03:51 | close | 170 | 4.79 | 110.162 | 0.000 | 0.000 | -1637.56 | 46271.47 |
| 477 | 2019.05.23 11:40 | sell | 171 | 4.62 | 110.116 | 0.000 | 0.000 | ||
| 478 | 2019.05.23 16:50 | modify | 171 | 4.62 | 110.116 | 110.116 | 0.000 | ||
| 479 | 2019.05.23 18:36 | modify | 171 | 4.62 | 110.116 | 109.866 | 0.000 | ||
| 480 | 2019.05.24 17:56 | modify | 171 | 4.62 | 110.116 | 109.616 | 0.000 | ||
| 481 | 2019.05.28 03:31 | s/l | 171 | 4.62 | 109.616 | 109.616 | 0.000 | 1869.05 | 48140.52 |
| 482 | 2019.05.28 11:03 | sell | 172 | 4.81 | 109.331 | 0.000 | 0.000 | ||
| 483 | 2019.05.29 03:12 | close | 172 | 4.81 | 109.280 | 0.000 | 0.000 | 141.78 | 48282.29 |
| 484 | 2019.05.30 16:46 | buy | 173 | 4.82 | 109.817 | 0.000 | 0.000 | ||
| 485 | 2019.05.30 20:47 | close | 173 | 4.82 | 109.580 | 0.000 | 0.000 | -1042.47 | 47239.82 |
| 486 | 2019.05.31 12:35 | sell | 174 | 4.72 | 108.745 | 0.000 | 0.000 | ||
| 487 | 2019.05.31 20:26 | modify | 174 | 4.72 | 108.745 | 108.745 | 0.000 | ||
| 488 | 2019.06.03 01:05 | modify | 174 | 4.72 | 108.745 | 108.495 | 0.000 | ||
| 489 | 2019.06.03 22:04 | modify | 174 | 4.72 | 108.745 | 108.245 | 0.000 | ||
| 490 | 2019.06.04 15:17 | s/l | 174 | 4.72 | 108.245 | 108.245 | 0.000 | 2017.93 | 49257.75 |
| 491 | 2019.06.12 11:13 | sell | 175 | 4.92 | 108.268 | 0.000 | 0.000 | ||
| 492 | 2019.06.13 00:01 | close | 175 | 4.92 | 108.506 | 0.000 | 0.000 | -1332.95 | 47924.80 |
| 493 | 2019.06.18 11:02 | sell | 176 | 4.79 | 108.203 | 0.000 | 0.000 | ||
| 494 | 2019.06.18 16:40 | close | 176 | 4.79 | 108.394 | 0.000 | 0.000 | -844.04 | 47080.76 |
| 495 | 2019.06.18 16:46 | buy | 177 | 4.70 | 108.584 | 0.000 | 0.000 | ||
| 496 | 2019.06.18 18:16 | close | 177 | 4.70 | 108.394 | 0.000 | 0.000 | -823.85 | 46256.91 |
| 497 | 2019.06.20 19:09 | sell | 178 | 4.62 | 107.453 | 0.000 | 0.000 | ||
| 498 | 2019.06.21 04:50 | modify | 178 | 4.62 | 107.453 | 107.453 | 0.000 | ||
| 499 | 2019.06.21 10:30 | s/l | 178 | 4.62 | 107.453 | 107.453 | 0.000 | -79.44 | 46177.47 |
| 500 | 2019.07.02 19:24 | sell | 179 | 4.61 | 107.883 | 0.000 | 0.000 | ||
| 501 | 2019.07.03 03:57 | modify | 179 | 4.61 | 107.883 | 107.883 | 0.000 | ||
| 502 | 2019.07.03 20:45 | s/l | 179 | 4.61 | 107.883 | 107.883 | 0.000 | -79.26 | 46098.21 |
| 503 | 2019.07.05 11:00 | buy | 180 | 4.60 | 108.056 | 0.000 | 0.000 | ||
| 504 | 2019.07.05 15:30 | modify | 180 | 4.60 | 108.056 | 108.056 | 0.000 | ||
| 505 | 2019.07.05 16:50 | modify | 180 | 4.60 | 108.056 | 108.306 | 0.000 | ||
| 506 | 2019.07.08 07:43 | s/l | 180 | 4.60 | 108.306 | 108.306 | 0.000 | 1112.32 | 47210.53 |
| 507 | 2019.07.08 16:18 | buy | 181 | 4.72 | 108.606 | 0.000 | 0.000 | ||
| 508 | 2019.07.09 03:39 | modify | 181 | 4.72 | 108.606 | 108.606 | 0.000 | ||
| 509 | 2019.07.10 15:44 | s/l | 181 | 4.72 | 108.606 | 108.606 | 0.000 | 103.66 | 47314.19 |
| 510 | 2019.07.11 19:25 | buy | 182 | 4.73 | 108.406 | 0.000 | 0.000 | ||
| 511 | 2019.07.12 17:58 | close | 182 | 4.73 | 108.023 | 0.000 | 0.000 | -1625.10 | 45689.09 |
| 512 | 2019.07.12 18:17 | sell | 183 | 4.56 | 107.945 | 0.000 | 0.000 | ||
| 513 | 2019.07.14 23:00 | close | 183 | 4.56 | 107.892 | 0.000 | 0.000 | 224.00 | 45913.09 |
| 514 | 2019.07.16 16:11 | buy | 184 | 4.59 | 108.242 | 0.000 | 0.000 | ||
| 515 | 2019.07.17 23:58 | close | 184 | 4.59 | 107.940 | 0.000 | 0.000 | -1233.81 | 44679.28 |
| 516 | 2019.07.23 11:42 | buy | 185 | 4.46 | 108.182 | 0.000 | 0.000 | ||
| 517 | 2019.07.24 02:35 | close | 185 | 4.46 | 108.233 | 0.000 | 0.000 | 259.14 | 44938.42 |
| 518 | 2019.07.24 17:05 | sell | 186 | 4.49 | 107.977 | 0.000 | 0.000 | ||
| 519 | 2019.07.25 00:02 | close | 186 | 4.49 | 108.188 | 0.000 | 0.000 | -1107.29 | 43831.13 |
| 520 | 2019.07.25 16:03 | buy | 187 | 4.38 | 108.240 | 0.000 | 0.000 | ||
| 521 | 2019.07.25 17:57 | modify | 187 | 4.38 | 108.240 | 108.240 | 0.000 | ||
| 522 | 2019.07.25 21:59 | modify | 187 | 4.38 | 108.240 | 108.490 | 0.000 | ||
| 523 | 2019.07.29 03:37 | s/l | 187 | 4.38 | 108.490 | 108.490 | 0.000 | 1105.50 | 44936.63 |
| 524 | 2019.07.29 17:29 | buy | 188 | 4.49 | 108.685 | 0.000 | 0.000 | ||
| 525 | 2019.07.30 03:08 | modify | 188 | 4.49 | 108.685 | 108.685 | 0.000 | ||
| 526 | 2019.07.30 05:55 | s/l | 188 | 4.49 | 108.685 | 108.685 | 0.000 | 49.30 | 44985.93 |
| 527 | 2019.07.31 16:35 | buy | 189 | 4.49 | 108.643 | 0.000 | 0.000 | ||
| 528 | 2019.07.31 21:49 | modify | 189 | 4.49 | 108.643 | 108.643 | 0.000 | ||
| 529 | 2019.08.01 03:23 | modify | 189 | 4.49 | 108.643 | 108.893 | 0.000 | ||
| 530 | 2019.08.01 14:29 | s/l | 189 | 4.49 | 108.893 | 108.893 | 0.000 | 1178.74 | 46164.68 |
| 531 | 2019.08.01 19:46 | sell | 190 | 4.61 | 108.102 | 0.000 | 0.000 | ||
| 532 | 2019.08.01 20:32 | modify | 190 | 4.61 | 108.102 | 108.102 | 0.000 | ||
| 533 | 2019.08.01 20:41 | modify | 190 | 4.61 | 108.102 | 107.852 | 0.000 | ||
| 534 | 2019.08.01 20:57 | modify | 190 | 4.61 | 108.102 | 107.602 | 0.000 | ||
| 535 | 2019.08.02 03:52 | modify | 190 | 4.61 | 108.102 | 107.352 | 0.000 | ||
| 536 | 2019.08.02 10:24 | modify | 190 | 4.61 | 108.102 | 107.102 | 0.000 | ||
| 537 | 2019.08.02 16:00 | s/l | 190 | 4.61 | 107.102 | 107.102 | 0.000 | 4224.97 | 50389.64 |
| 538 | 2019.08.02 17:15 | sell | 191 | 5.03 | 106.596 | 0.000 | 0.000 | ||
| 539 | 2019.08.05 00:02 | close | 191 | 5.03 | 106.526 | 0.000 | 0.000 | 244.04 | 50633.69 |
| 540 | 2019.08.07 16:26 | sell | 192 | 5.06 | 105.693 | 0.000 | 0.000 | ||
| 541 | 2019.08.09 18:29 | modify | 192 | 5.06 | 105.693 | 105.693 | 0.000 | ||
| 542 | 2019.08.12 01:03 | s/l | 192 | 5.06 | 105.693 | 105.693 | 0.000 | -435.01 | 50198.68 |
| 543 | 2019.08.12 11:23 | sell | 193 | 5.01 | 105.256 | 0.000 | 0.000 | ||
| 544 | 2019.08.13 00:30 | close | 193 | 5.01 | 105.205 | 0.000 | 0.000 | 156.73 | 50355.41 |
| 545 | 2019.08.13 12:52 | sell | 194 | 5.03 | 105.115 | 0.000 | 0.000 | ||
| 546 | 2019.08.13 16:37 | close | 194 | 5.03 | 105.451 | 0.000 | 0.000 | -1602.72 | 48752.69 |
| 547 | 2019.08.14 18:00 | sell | 195 | 4.87 | 105.766 | 0.000 | 0.000 | ||
| 548 | 2019.08.15 09:38 | close | 195 | 4.87 | 106.429 | 0.000 | 0.000 | -3284.97 | 45467.71 |
| 549 | 2019.08.19 11:12 | buy | 196 | 4.54 | 106.552 | 0.000 | 0.000 | ||
| 550 | 2019.08.19 23:13 | close | 196 | 4.54 | 106.603 | 0.000 | 0.000 | 217.20 | 45684.91 |
| 551 | 2019.08.20 16:10 | sell | 197 | 4.56 | 106.221 | 0.000 | 0.000 | ||
| 552 | 2019.08.21 05:12 | close | 197 | 4.56 | 106.483 | 0.000 | 0.000 | -1200.38 | 44484.53 |
| 553 | 2019.08.21 18:58 | buy | 198 | 4.44 | 106.589 | 0.000 | 0.000 | ||
| 554 | 2019.08.22 09:10 | close | 198 | 4.44 | 106.336 | 0.000 | 0.000 | -910.12 | 43574.41 |
| 555 | 2019.08.23 12:10 | buy | 199 | 4.35 | 106.662 | 0.000 | 0.000 | ||
| 556 | 2019.08.23 17:11 | close | 199 | 4.35 | 106.336 | 0.000 | 0.000 | -1333.60 | 42240.81 |
| 557 | 2019.08.23 17:47 | sell | 200 | 4.22 | 106.139 | 0.000 | 0.000 | ||
| 558 | 2019.08.23 18:00 | modify | 200 | 4.22 | 106.139 | 106.139 | 0.000 | ||
| 559 | 2019.08.23 18:08 | modify | 200 | 4.22 | 106.139 | 105.889 | 0.000 | ||
| 560 | 2019.08.23 18:55 | modify | 200 | 4.22 | 106.139 | 105.639 | 0.000 | ||
| 561 | 2019.08.26 00:01 | modify | 200 | 4.22 | 106.139 | 105.389 | 0.000 | ||
| 562 | 2019.08.26 00:54 | modify | 200 | 4.22 | 106.139 | 105.139 | 0.000 | ||
| 563 | 2019.08.26 01:24 | modify | 200 | 4.22 | 106.139 | 104.889 | 0.000 | ||
| 564 | 2019.08.26 02:00 | s/l | 200 | 4.22 | 104.889 | 104.889 | 0.000 | 4956.51 | 47197.32 |
| 565 | 2019.08.29 11:36 | buy | 201 | 4.71 | 106.221 | 0.000 | 0.000 | ||
| 566 | 2019.08.29 18:24 | modify | 201 | 4.71 | 106.221 | 106.221 | 0.000 | ||
| 567 | 2019.08.30 15:10 | s/l | 201 | 4.71 | 106.221 | 106.221 | 0.000 | 51.72 | 47249.04 |
| 568 | 2019.09.02 16:09 | buy | 202 | 4.72 | 106.391 | 0.000 | 0.000 | ||
| 569 | 2019.09.02 19:36 | close | 202 | 4.72 | 106.054 | 0.000 | 0.000 | -1499.84 | 45749.20 |
| 570 | 2019.09.03 17:01 | sell | 203 | 4.57 | 105.914 | 0.000 | 0.000 | ||
| 571 | 2019.09.04 09:11 | close | 203 | 4.57 | 106.196 | 0.000 | 0.000 | -1292.13 | 44457.07 |
| 572 | 2019.09.04 11:00 | buy | 204 | 4.44 | 106.247 | 0.000 | 0.000 | ||
| 573 | 2019.09.04 23:00 | close | 204 | 4.44 | 106.348 | 0.000 | 0.000 | 421.67 | 44878.74 |
| 574 | 2019.09.05 16:38 | buy | 205 | 4.48 | 106.923 | 0.000 | 0.000 | ||
| 575 | 2019.09.05 17:18 | modify | 205 | 4.48 | 106.923 | 106.923 | 0.000 | ||
| 576 | 2019.09.05 18:30 | s/l | 205 | 4.48 | 106.923 | 106.923 | 0.000 | 0.00 | 44878.74 |
| 577 | 2019.09.09 12:35 | buy | 206 | 4.48 | 107.014 | 0.000 | 0.000 | ||
| 578 | 2019.09.10 00:35 | close | 206 | 4.48 | 107.232 | 0.000 | 0.000 | 959.96 | 45838.71 |
| 579 | 2019.09.16 18:27 | buy | 207 | 4.58 | 108.037 | 0.000 | 0.000 | ||
| 580 | 2019.09.17 04:40 | modify | 207 | 4.58 | 108.037 | 108.037 | 0.000 | ||
| 581 | 2019.09.19 04:55 | s/l | 207 | 4.58 | 108.037 | 108.037 | 0.000 | 251.46 | 46090.17 |
| 582 | 2019.09.23 11:38 | sell | 208 | 4.60 | 107.441 | 0.000 | 0.000 | ||
| 583 | 2019.09.24 12:24 | close | 208 | 4.60 | 107.748 | 0.000 | 0.000 | -1389.74 | 44700.43 |
| 584 | 2019.09.24 12:24 | buy | 209 | 4.47 | 107.749 | 0.000 | 0.000 | ||
| 585 | 2019.09.24 17:11 | close | 209 | 4.47 | 107.441 | 0.000 | 0.000 | -1281.41 | 43419.02 |
| 586 | 2019.09.24 17:16 | sell | 210 | 4.34 | 107.410 | 0.000 | 0.000 | ||
| 587 | 2019.09.24 19:35 | modify | 210 | 4.34 | 107.410 | 107.410 | 0.000 | ||
| 588 | 2019.09.24 21:13 | s/l | 210 | 4.34 | 107.410 | 107.410 | 0.000 | 0.00 | 43419.02 |
| 589 | 2019.09.25 17:30 | buy | 211 | 4.34 | 107.684 | 0.000 | 0.000 | ||
| 590 | 2019.09.26 20:00 | close | 211 | 4.34 | 107.803 | 0.000 | 0.000 | 622.05 | 44041.07 |
| 591 | 2019.09.27 12:47 | buy | 212 | 4.40 | 107.949 | 0.000 | 0.000 | ||
| 592 | 2019.09.30 00:16 | close | 212 | 4.40 | 108.001 | 0.000 | 0.000 | 260.17 | 44301.24 |
| 593 | 2019.09.30 16:33 | buy | 213 | 4.43 | 108.086 | 0.000 | 0.000 | ||
| 594 | 2019.10.01 04:37 | close | 213 | 4.43 | 108.137 | 0.000 | 0.000 | 257.58 | 44558.81 |
| 595 | 2019.10.01 11:22 | buy | 214 | 4.45 | 108.422 | 0.000 | 0.000 | ||
| 596 | 2019.10.01 17:00 | close | 214 | 4.45 | 108.152 | 0.000 | 0.000 | -1110.94 | 43447.87 |
| 597 | 2019.10.01 17:39 | sell | 215 | 4.34 | 107.838 | 0.000 | 0.000 | ||
| 598 | 2019.10.02 05:39 | close | 215 | 4.34 | 107.758 | 0.000 | 0.000 | 247.58 | 43695.45 |
| 599 | 2019.10.02 16:00 | sell | 216 | 4.36 | 107.411 | 0.000 | 0.000 | ||
| 600 | 2019.10.02 19:53 | modify | 216 | 4.36 | 107.411 | 107.411 | 0.000 | ||