通貨ペア | AUDCAD (Australian Dollar vs Canadian Dollar) | ||||
期間 | 5分足(M5) 2009.01.02 10:00 - 2021.06.30 23:55 (2009.01.01 - 2021.07.01) | ||||
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 | MAGIC1=7101; MAGIC2=7102; COMMENT="21737:PEACE"; Slippage=1; Max_Spread=5; Position_Type=1; StartTime=2; EndTime=22; Out_of_time_Nanpin=false; Lots=0.01; MM=false; Base_Leverage=0.1; TP_pips=10; TP_yen=1000; SL_pips=0; SL_yen=0; TrailingStop=false; TrailingStopPoint=10; EMA_reverse=false; EMA_Type=0; EMA_period=0; Entry_Type=2; Auto_Adjustment=true; Adjustment_sensor=14; Nanpin_interbal_hour=3; NanpinCount=10; NanpinEntryPips=20; NanpinLotsMult=1.7; | ||||
テストバー数 | 929155 | モデルティック数 | 219160914 | モデリング品質 | 90.00% |
不整合チャートエラー | 0 | ||||
初期証拠金 | 1000000.00 | スプレッド | 30 | ||
純益 | 2006402.99 | 総利益 | 5038038.13 | 総損失 | -3031635.13 |
プロフィットファクタ | 1.66 | 期待利得 | 175.94 | ||
絶対ドローダウン | 41295.54 | 最大ドローダウン | 360618.90 (22.32%) | 相対ドローダウン | 22.32% (360618.90) |
総取引数 | 11404 | 売りポジション(勝率%) | 5792 (76.23%) | 買いポジション(勝率%) | 5612 (76.43%) |
勝率(%) | 8704 (76.32%) | 負率 (%) | 2700 (23.68%) | ||
最大 | 勝トレード | 96313.55 | 敗トレード | -20808.17 | |
平均 | 勝トレード | 578.82 | 敗トレード | -1122.83 | |
最大 | 連勝(金額) | 42 (23555.23) | 連敗(金額) | 9 (-90635.11) | |
最大 | 連勝(トレード数) | 102058.96 (20) | 連敗(トレード数) | -90635.11 (9) | |
平均 | 連勝 | 5 | 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 |
1 | 2009.01.02 10:15 | buy | 1 | 0.01 | 0.85110 | 0.00000 | 0.00000 | ||
2 | 2009.01.02 10:22 | close | 1 | 0.01 | 0.85220 | 0.00000 | 0.00000 | 96.53 | 1000096.53 |
3 | 2009.01.02 10:45 | buy | 2 | 0.01 | 0.84900 | 0.00000 | 0.00000 | ||
4 | 2009.01.02 12:10 | sell | 3 | 0.01 | 0.84820 | 0.00000 | 0.00000 | ||
5 | 2009.01.02 12:19 | close | 3 | 0.01 | 0.84700 | 0.00000 | 0.00000 | 105.37 | 1000201.90 |
6 | 2009.01.02 12:35 | sell | 4 | 0.01 | 0.84790 | 0.00000 | 0.00000 | ||
7 | 2009.01.02 13:13 | close | 2 | 0.01 | 0.85010 | 0.00000 | 0.00000 | 96.53 | 1000298.43 |
8 | 2009.01.02 18:25 | buy | 5 | 0.01 | 0.85370 | 0.00000 | 0.00000 | ||
9 | 2009.01.02 19:36 | close | 5 | 0.01 | 0.85480 | 0.00000 | 0.00000 | 96.53 | 1000394.96 |
10 | 2009.01.02 20:30 | buy | 6 | 0.01 | 0.85590 | 0.00000 | 0.00000 | ||
11 | 2009.01.02 20:37 | close | 6 | 0.01 | 0.85710 | 0.00000 | 0.00000 | 105.31 | 1000500.27 |
12 | 2009.01.05 02:40 | buy | 7 | 0.01 | 0.86200 | 0.00000 | 0.00000 | ||
13 | 2009.01.05 04:47 | close | 7 | 0.01 | 0.86330 | 0.00000 | 0.00000 | 114.08 | 1000614.35 |
14 | 2009.01.05 05:40 | sell | 8 | 0.02 | 0.86210 | 0.00000 | 0.00000 | ||
15 | 2009.01.05 08:15 | buy | 9 | 0.01 | 0.86090 | 0.00000 | 0.00000 | ||
16 | 2009.01.05 09:15 | close | 9 | 0.01 | 0.86210 | 0.00000 | 0.00000 | 105.31 | 1000719.66 |
17 | 2009.01.05 09:35 | buy | 10 | 0.01 | 0.86170 | 0.00000 | 0.00000 | ||
18 | 2009.01.05 09:39 | close | 10 | 0.01 | 0.86320 | 0.00000 | 0.00000 | 131.64 | 1000851.30 |
19 | 2009.01.05 11:00 | buy | 11 | 0.01 | 0.86420 | 0.00000 | 0.00000 | ||
20 | 2009.01.05 11:07 | close | 11 | 0.01 | 0.86560 | 0.00000 | 0.00000 | 122.86 | 1000974.16 |
21 | 2009.01.05 11:07 | buy | 12 | 0.01 | 0.86590 | 0.00000 | 0.00000 | ||
22 | 2009.01.05 16:51 | close | 8 | 0.02 | 0.85400 | 0.00000 | 0.00000 | 1422.49 | 1002396.65 |
23 | 2009.01.05 16:51 | close | 4 | 0.01 | 0.85400 | 0.00000 | 0.00000 | -539.14 | 1001857.51 |
24 | 2009.01.05 19:20 | sell | 13 | 0.01 | 0.85160 | 0.00000 | 0.00000 | ||
25 | 2009.01.05 19:38 | close | 13 | 0.01 | 0.85050 | 0.00000 | 0.00000 | 96.59 | 1001954.10 |
26 | 2009.01.05 20:15 | sell | 14 | 0.01 | 0.85240 | 0.00000 | 0.00000 | ||
27 | 2009.01.05 20:20 | close | 14 | 0.01 | 0.85140 | 0.00000 | 0.00000 | 87.81 | 1002041.91 |
28 | 2009.01.06 03:10 | sell | 15 | 0.01 | 0.84900 | 0.00000 | 0.00000 | ||
29 | 2009.01.06 08:30 | close | 15 | 0.01 | 0.84760 | 0.00000 | 0.00000 | 122.93 | 1002164.84 |
30 | 2009.01.06 10:20 | sell | 16 | 0.01 | 0.84650 | 0.00000 | 0.00000 | ||
31 | 2009.01.06 10:36 | close | 16 | 0.01 | 0.84500 | 0.00000 | 0.00000 | 131.71 | 1002296.55 |
32 | 2009.01.06 12:05 | sell | 17 | 0.01 | 0.84710 | 0.00000 | 0.00000 | ||
33 | 2009.01.06 12:14 | close | 17 | 0.01 | 0.84600 | 0.00000 | 0.00000 | 96.59 | 1002393.14 |
34 | 2009.01.06 14:55 | sell | 18 | 0.01 | 0.84630 | 0.00000 | 0.00000 | ||
35 | 2009.01.06 15:04 | close | 18 | 0.01 | 0.84530 | 0.00000 | 0.00000 | 87.81 | 1002480.95 |
36 | 2009.01.06 15:04 | sell | 19 | 0.01 | 0.84500 | 0.00000 | 0.00000 | ||
37 | 2009.01.06 15:25 | close | 19 | 0.01 | 0.84250 | 0.00000 | 0.00000 | 219.52 | 1002700.47 |
38 | 2009.01.06 17:25 | sell | 20 | 0.01 | 0.84660 | 0.00000 | 0.00000 | ||
39 | 2009.01.06 20:50 | sell | 21 | 0.02 | 0.85570 | 0.00000 | 0.00000 | ||
40 | 2009.01.07 08:08 | close | 21 | 0.02 | 0.85040 | 0.00000 | 0.00000 | 923.74 | 1003624.21 |
41 | 2009.01.07 08:08 | close | 20 | 0.01 | 0.85040 | 0.00000 | 0.00000 | -337.18 | 1003287.03 |
42 | 2009.01.07 08:15 | buy | 22 | 0.02 | 0.85150 | 0.00000 | 0.00000 | ||
43 | 2009.01.07 09:00 | sell | 23 | 0.01 | 0.85330 | 0.00000 | 0.00000 | ||
44 | 2009.01.07 09:16 | close | 23 | 0.01 | 0.85230 | 0.00000 | 0.00000 | 87.81 | 1003374.84 |
45 | 2009.01.07 10:15 | sell | 24 | 0.01 | 0.85330 | 0.00000 | 0.00000 | ||
46 | 2009.01.07 10:27 | close | 24 | 0.01 | 0.85230 | 0.00000 | 0.00000 | 87.81 | 1003462.65 |
47 | 2009.01.07 10:30 | sell | 25 | 0.01 | 0.85210 | 0.00000 | 0.00000 | ||
48 | 2009.01.07 11:33 | close | 25 | 0.01 | 0.85080 | 0.00000 | 0.00000 | 114.15 | 1003576.80 |
49 | 2009.01.07 12:20 | sell | 26 | 0.01 | 0.85300 | 0.00000 | 0.00000 | ||
50 | 2009.01.07 12:29 | close | 26 | 0.01 | 0.85190 | 0.00000 | 0.00000 | 96.58 | 1003673.38 |
51 | 2009.01.07 13:05 | sell | 27 | 0.01 | 0.85260 | 0.00000 | 0.00000 | ||
52 | 2009.01.07 13:12 | close | 27 | 0.01 | 0.85150 | 0.00000 | 0.00000 | 96.59 | 1003769.97 |
53 | 2009.01.07 13:12 | sell | 28 | 0.01 | 0.85120 | 0.00000 | 0.00000 | ||
54 | 2009.01.07 16:16 | close | 28 | 0.01 | 0.84970 | 0.00000 | 0.00000 | 131.71 | 1003901.68 |
55 | 2009.01.07 17:25 | sell | 29 | 0.01 | 0.85490 | 0.00000 | 0.00000 | ||
56 | 2009.01.07 17:29 | close | 29 | 0.01 | 0.85360 | 0.00000 | 0.00000 | 114.15 | 1004015.83 |
57 | 2009.01.07 17:35 | sell | 30 | 0.01 | 0.85460 | 0.00000 | 0.00000 | ||
58 | 2009.01.07 17:43 | close | 30 | 0.01 | 0.85350 | 0.00000 | 0.00000 | 96.59 | 1004112.42 |
59 | 2009.01.07 17:43 | sell | 31 | 0.01 | 0.85320 | 0.00000 | 0.00000 | ||
60 | 2009.01.07 18:09 | close | 31 | 0.01 | 0.85220 | 0.00000 | 0.00000 | 87.81 | 1004200.23 |
61 | 2009.01.07 18:40 | sell | 32 | 0.01 | 0.85390 | 0.00000 | 0.00000 | ||
62 | 2009.01.07 19:10 | close | 32 | 0.01 | 0.85270 | 0.00000 | 0.00000 | 105.37 | 1004305.60 |
63 | 2009.01.08 02:25 | sell | 33 | 0.01 | 0.84760 | 0.00000 | 0.00000 | ||
64 | 2009.01.08 03:24 | close | 33 | 0.01 | 0.84630 | 0.00000 | 0.00000 | 114.15 | 1004419.75 |
65 | 2009.01.08 06:15 | sell | 34 | 0.01 | 0.84420 | 0.00000 | 0.00000 | ||
66 | 2009.01.08 06:54 | close | 34 | 0.01 | 0.84270 | 0.00000 | 0.00000 | 131.71 | 1004551.46 |
67 | 2009.01.08 08:20 | sell | 35 | 0.01 | 0.84470 | 0.00000 | 0.00000 | ||
68 | 2009.01.08 08:36 | close | 35 | 0.01 | 0.84370 | 0.00000 | 0.00000 | 87.81 | 1004639.27 |
69 | 2009.01.08 08:36 | sell | 36 | 0.01 | 0.84340 | 0.00000 | 0.00000 | ||
70 | 2009.01.08 08:41 | close | 36 | 0.01 | 0.84220 | 0.00000 | 0.00000 | 105.37 | 1004744.64 |
71 | 2009.01.08 11:50 | sell | 37 | 0.01 | 0.84380 | 0.00000 | 0.00000 | ||
72 | 2009.01.08 14:21 | close | 37 | 0.01 | 0.84220 | 0.00000 | 0.00000 | 140.49 | 1004885.13 |
73 | 2009.01.08 14:55 | sell | 38 | 0.01 | 0.84650 | 0.00000 | 0.00000 | ||
74 | 2009.01.08 15:01 | close | 38 | 0.01 | 0.84510 | 0.00000 | 0.00000 | 122.93 | 1005008.06 |
75 | 2009.01.08 16:45 | sell | 39 | 0.01 | 0.84250 | 0.00000 | 0.00000 | ||
76 | 2009.01.08 17:00 | close | 39 | 0.01 | 0.84070 | 0.00000 | 0.00000 | 158.05 | 1005166.11 |
77 | 2009.01.08 18:50 | sell | 40 | 0.01 | 0.84190 | 0.00000 | 0.00000 | ||
78 | 2009.01.08 18:52 | close | 40 | 0.01 | 0.84090 | 0.00000 | 0.00000 | 87.81 | 1005253.92 |
79 | 2009.01.08 18:55 | sell | 41 | 0.01 | 0.84170 | 0.00000 | 0.00000 | ||
80 | 2009.01.08 19:08 | close | 41 | 0.01 | 0.84050 | 0.00000 | 0.00000 | 105.37 | 1005359.29 |
81 | 2009.01.08 21:10 | sell | 42 | 0.01 | 0.84020 | 0.00000 | 0.00000 | ||
82 | 2009.01.08 21:15 | close | 42 | 0.01 | 0.83910 | 0.00000 | 0.00000 | 96.59 | 1005455.88 |
83 | 2009.01.09 02:00 | sell | 43 | 0.01 | 0.83950 | 0.00000 | 0.00000 | ||
84 | 2009.01.09 02:08 | close | 43 | 0.01 | 0.83850 | 0.00000 | 0.00000 | 87.81 | 1005543.69 |
85 | 2009.01.09 02:08 | sell | 44 | 0.01 | 0.83820 | 0.00000 | 0.00000 | ||
86 | 2009.01.09 02:22 | close | 44 | 0.01 | 0.83710 | 0.00000 | 0.00000 | 96.59 | 1005640.28 |
87 | 2009.01.09 03:00 | sell | 45 | 0.01 | 0.83810 | 0.00000 | 0.00000 | ||
88 | 2009.01.09 04:34 | close | 45 | 0.01 | 0.83710 | 0.00000 | 0.00000 | 87.80 | 1005728.08 |
89 | 2009.01.09 05:25 | sell | 46 | 0.01 | 0.83910 | 0.00000 | 0.00000 | ||
90 | 2009.01.09 05:48 | close | 46 | 0.01 | 0.83810 | 0.00000 | 0.00000 | 87.81 | 1005815.89 |
91 | 2009.01.09 05:48 | sell | 47 | 0.01 | 0.83780 | 0.00000 | 0.00000 | ||
92 | 2009.01.09 10:18 | close | 47 | 0.01 | 0.83650 | 0.00000 | 0.00000 | 114.15 | 1005930.04 |
93 | 2009.01.09 11:00 | buy | 48 | 0.03 | 0.83360 | 0.00000 | 0.00000 | ||
94 | 2009.01.09 11:40 | sell | 49 | 0.01 | 0.83450 | 0.00000 | 0.00000 | ||
95 | 2009.01.12 00:00 | close | 49 | 0.01 | 0.83220 | 0.00000 | 0.00000 | 198.45 | 1006128.49 |
96 | 2009.01.12 04:45 | buy | 50 | 0.05 | 0.82510 | 0.00000 | 0.00000 | ||
97 | 2009.01.12 06:45 | sell | 51 | 0.01 | 0.82580 | 0.00000 | 0.00000 | ||
98 | 2009.01.12 09:54 | close | 51 | 0.01 | 0.82420 | 0.00000 | 0.00000 | 140.50 | 1006268.99 |
99 | 2009.01.12 09:54 | sell | 52 | 0.01 | 0.82390 | 0.00000 | 0.00000 | ||
100 | 2009.01.12 10:09 | close | 52 | 0.01 | 0.82290 | 0.00000 | 0.00000 | 87.81 | 1006356.80 |
101 | 2009.01.12 10:35 | sell | 53 | 0.01 | 0.82380 | 0.00000 | 0.00000 | ||
102 | 2009.01.12 10:49 | close | 53 | 0.01 | 0.82260 | 0.00000 | 0.00000 | 105.37 | 1006462.17 |
103 | 2009.01.12 12:15 | sell | 54 | 0.01 | 0.82200 | 0.00000 | 0.00000 | ||
104 | 2009.01.12 12:27 | close | 54 | 0.01 | 0.82100 | 0.00000 | 0.00000 | 87.81 | 1006549.98 |
105 | 2009.01.12 13:15 | sell | 55 | 0.01 | 0.82280 | 0.00000 | 0.00000 | ||
106 | 2009.01.12 14:24 | close | 55 | 0.01 | 0.82160 | 0.00000 | 0.00000 | 105.37 | 1006655.35 |
107 | 2009.01.12 16:05 | sell | 56 | 0.01 | 0.82340 | 0.00000 | 0.00000 | ||
108 | 2009.01.12 16:08 | close | 56 | 0.01 | 0.82220 | 0.00000 | 0.00000 | 105.37 | 1006760.72 |
109 | 2009.01.12 16:40 | sell | 57 | 0.01 | 0.82360 | 0.00000 | 0.00000 | ||
110 | 2009.01.12 17:59 | close | 57 | 0.01 | 0.82200 | 0.00000 | 0.00000 | 140.49 | 1006901.21 |
111 | 2009.01.12 18:25 | sell | 58 | 0.01 | 0.82490 | 0.00000 | 0.00000 | ||
112 | 2009.01.13 02:00 | close | 58 | 0.01 | 0.82250 | 0.00000 | 0.00000 | 207.23 | 1007108.44 |
113 | 2009.01.13 02:55 | sell | 59 | 0.01 | 0.82430 | 0.00000 | 0.00000 | ||
114 | 2009.01.13 05:08 | close | 59 | 0.01 | 0.82320 | 0.00000 | 0.00000 | 96.58 | 1007205.02 |
115 | 2009.01.13 05:35 | buy | 60 | 0.08 | 0.82270 | 0.00000 | 0.00000 | ||
116 | 2009.01.13 06:30 | sell | 61 | 0.01 | 0.82480 | 0.00000 | 0.00000 | ||
117 | 2009.01.13 06:47 | close | 61 | 0.01 | 0.82320 | 0.00000 | 0.00000 | 140.49 | 1007345.51 |
118 | 2009.01.13 10:55 | buy | 62 | 0.14 | 0.81770 | 0.00000 | 0.00000 | ||
119 | 2009.01.13 11:45 | sell | 63 | 0.01 | 0.82010 | 0.00000 | 0.00000 | ||
120 | 2009.01.13 12:18 | close | 63 | 0.01 | 0.81910 | 0.00000 | 0.00000 | 87.81 | 1007433.32 |
121 | 2009.01.13 12:30 | sell | 64 | 0.01 | 0.81880 | 0.00000 | 0.00000 | ||
122 | 2009.01.13 12:55 | close | 64 | 0.01 | 0.81780 | 0.00000 | 0.00000 | 87.81 | 1007521.13 |
123 | 2009.01.13 13:50 | sell | 65 | 0.01 | 0.82050 | 0.00000 | 0.00000 | ||
124 | 2009.01.13 13:59 | close | 65 | 0.01 | 0.81950 | 0.00000 | 0.00000 | 87.80 | 1007608.93 |
125 | 2009.01.13 13:59 | sell | 66 | 0.01 | 0.81920 | 0.00000 | 0.00000 | ||
126 | 2009.01.13 16:49 | close | 66 | 0.01 | 0.81810 | 0.00000 | 0.00000 | 96.59 | 1007705.52 |
127 | 2009.01.13 20:05 | buy | 67 | 0.24 | 0.81220 | 0.00000 | 0.00000 | ||
128 | 2009.01.14 02:05 | close | 67 | 0.24 | 0.82000 | 0.00000 | 0.00000 | 16354.03 | 1024059.55 |
129 | 2009.01.14 02:05 | close | 62 | 0.14 | 0.82000 | 0.00000 | 0.00000 | 2782.71 | 1026842.26 |
130 | 2009.01.14 02:05 | close | 60 | 0.08 | 0.82000 | 0.00000 | 0.00000 | -1920.08 | 1024922.18 |
131 | 2009.01.14 02:05 | close | 50 | 0.05 | 0.82000 | 0.00000 | 0.00000 | -2268.46 | 1022653.72 |
132 | 2009.01.14 02:05 | close | 48 | 0.03 | 0.82000 | 0.00000 | 0.00000 | -3608.04 | 1019045.68 |
133 | 2009.01.14 02:05 | close | 22 | 0.02 | 0.82000 | 0.00000 | 0.00000 | -5571.57 | 1013474.11 |
134 | 2009.01.14 02:05 | close | 12 | 0.01 | 0.82000 | 0.00000 | 0.00000 | -4055.59 | 1009418.52 |
135 | 2009.01.14 06:10 | sell | 68 | 0.01 | 0.82160 | 0.00000 | 0.00000 | ||
136 | 2009.01.14 08:15 | buy | 69 | 0.01 | 0.82260 | 0.00000 | 0.00000 | ||
137 | 2009.01.14 08:44 | close | 69 | 0.01 | 0.82370 | 0.00000 | 0.00000 | 96.53 | 1009515.05 |
138 | 2009.01.14 09:50 | buy | 70 | 0.01 | 0.82350 | 0.00000 | 0.00000 | ||
139 | 2009.01.14 10:15 | close | 70 | 0.01 | 0.82530 | 0.00000 | 0.00000 | 157.96 | 1009673.01 |
140 | 2009.01.14 11:00 | buy | 71 | 0.01 | 0.82190 | 0.00000 | 0.00000 | ||
141 | 2009.01.14 11:12 | close | 71 | 0.01 | 0.82300 | 0.00000 | 0.00000 | 96.54 | 1009769.55 |
142 | 2009.01.14 11:24 | close | 68 | 0.01 | 0.82040 | 0.00000 | 0.00000 | 105.37 | 1009874.92 |
143 | 2009.01.14 12:15 | buy | 72 | 0.01 | 0.82260 | 0.00000 | 0.00000 | ||
144 | 2009.01.14 15:35 | sell | 73 | 0.01 | 0.81890 | 0.00000 | 0.00000 | ||
145 | 2009.01.14 15:45 | close | 73 | 0.01 | 0.81770 | 0.00000 | 0.00000 | 105.37 | 1009980.29 |
146 | 2009.01.14 15:45 | sell | 74 | 0.01 | 0.81740 | 0.00000 | 0.00000 | ||
147 | 2009.01.14 17:35 | close | 72 | 0.01 | 0.82380 | 0.00000 | 0.00000 | 105.31 | 1010085.60 |
148 | 2009.01.14 19:20 | buy | 75 | 0.01 | 0.82160 | 0.00000 | 0.00000 | ||
149 | 2009.01.14 19:40 | close | 75 | 0.01 | 0.82260 | 0.00000 | 0.00000 | 87.75 | 1010173.35 |
150 | 2009.01.14 19:50 | buy | 76 | 0.01 | 0.82120 | 0.00000 | 0.00000 |