Strategy Tester: PEACE

Strategy Tester Report

PEACE_v3.22

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

前へ13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
1801	2009.07.17 06:45	buy	902	0.02	0.89362	0.00000	0.00000
1802	2009.07.17 13:20	close	899	0.01	0.89287	0.00000	0.00000	85.18	1144237.67
1803	2009.07.17 15:15	sell	903	0.01	0.89381	0.00000	0.00000
1804	2009.07.17 21:00	close	902	0.02	0.89633	0.00000	0.00000	475.63	1144713.30
1805	2009.07.17 21:00	close	901	0.01	0.89633	0.00000	0.00000	-140.41	1144572.89
1806	2009.07.17 21:25	buy	904	0.01	0.89567	0.00000	0.00000
1807	2009.07.17 22:59	close	903	0.01	0.89269	0.00000	0.00000	98.35	1144671.24
1808	2009.07.20 02:35	sell	905	0.01	0.89609	0.00000	0.00000
1809	2009.07.20 03:16	close	905	0.01	0.89509	0.00000	0.00000	87.81	1144759.05
1810	2009.07.20 04:00	buy	906	0.02	0.89341	0.00000	0.00000
1811	2009.07.20 04:40	sell	907	0.01	0.89435	0.00000	0.00000
1812	2009.07.20 05:12	close	907	0.01	0.89325	0.00000	0.00000	96.58	1144855.63
1813	2009.07.20 07:00	sell	908	0.01	0.89295	0.00000	0.00000
1814	2009.07.20 08:46	close	906	0.02	0.89508	0.00000	0.00000	293.10	1145148.73
1815	2009.07.20 08:46	close	904	0.01	0.89508	0.00000	0.00000	-54.84	1145093.89
1816	2009.07.20 11:45	buy	909	0.01	0.89766	0.00000	0.00000
1817	2009.07.20 14:15	sell	910	0.02	0.89648	0.00000	0.00000
1818	2009.07.20 15:14	close	909	0.01	0.89876	0.00000	0.00000	96.53	1145190.42
1819	2009.07.21 02:00	buy	911	0.01	0.90076	0.00000	0.00000
1820	2009.07.21 06:00	sell	912	0.03	0.90032	0.00000	0.00000
1821	2009.07.21 10:15	close	911	0.01	0.90180	0.00000	0.00000	91.27	1145281.69
1822	2009.07.21 10:55	buy	913	0.01	0.90031	0.00000	0.00000
1823	2009.07.21 16:07	close	912	0.03	0.89608	0.00000	0.00000	1116.92	1146398.61
1824	2009.07.21 16:07	close	910	0.02	0.89608	0.00000	0.00000	63.22	1146461.83
1825	2009.07.21 16:07	close	908	0.01	0.89608	0.00000	0.00000	-278.35	1146183.48
1826	2009.07.21 16:40	sell	914	0.01	0.89698	0.00000	0.00000
1827	2009.07.21 21:57	close	913	0.01	0.90133	0.00000	0.00000	89.51	1146272.99
1828	2009.07.22 02:35	buy	915	0.01	0.90117	0.00000	0.00000
1829	2009.07.22 03:53	close	915	0.01	0.90218	0.00000	0.00000	88.64	1146361.63
1830	2009.07.22 04:35	buy	916	0.01	0.90159	0.00000	0.00000
1831	2009.07.22 10:45	sell	917	0.02	0.90185	0.00000	0.00000
1832	2009.07.22 11:56	close	917	0.02	0.89889	0.00000	0.00000	519.82	1146881.45
1833	2009.07.22 11:56	close	914	0.01	0.89889	0.00000	0.00000	-171.22	1146710.23
1834	2009.07.22 13:20	sell	918	0.01	0.90112	0.00000	0.00000
1835	2009.07.22 13:31	close	918	0.01	0.90012	0.00000	0.00000	87.80	1146798.03
1836	2009.07.22 13:45	sell	919	0.01	0.90059	0.00000	0.00000
1837	2009.07.22 14:08	close	919	0.01	0.89959	0.00000	0.00000	87.81	1146885.84
1838	2009.07.22 15:10	buy	920	0.02	0.89743	0.00000	0.00000
1839	2009.07.22 18:10	sell	921	0.01	0.89698	0.00000	0.00000
1840	2009.07.23 08:35	close	920	0.02	0.90002	0.00000	0.00000	436.14	1147321.98
1841	2009.07.23 08:35	close	916	0.01	0.90002	0.00000	0.00000	-146.98	1147175.00
1842	2009.07.23 08:55	buy	922	0.01	0.89952	0.00000	0.00000
1843	2009.07.23 09:39	close	922	0.01	0.90053	0.00000	0.00000	88.63	1147263.63
1844	2009.07.23 10:10	sell	923	0.02	0.90049	0.00000	0.00000
1845	2009.07.23 12:44	close	923	0.02	0.89806	0.00000	0.00000	426.75	1147690.38
1846	2009.07.23 12:44	close	921	0.01	0.89806	0.00000	0.00000	-105.36	1147585.02
1847	2009.07.23 15:25	buy	924	0.01	0.89817	0.00000	0.00000
1848	2009.07.23 19:15	buy	925	0.02	0.88806	0.00000	0.00000
1849	2009.07.24 02:00	sell	926	0.01	0.88716	0.00000	0.00000
1850	2009.07.24 07:45	sell	927	0.02	0.88955	0.00000	0.00000
1851	2009.07.24 09:23	close	927	0.02	0.88783	0.00000	0.00000	302.06	1147887.08
1852	2009.07.24 09:23	close	926	0.01	0.88783	0.00000	0.00000	-58.83	1147828.25
1853	2009.07.24 15:15	buy	928	0.03	0.88260	0.00000	0.00000
1854	2009.07.27 02:35	sell	929	0.01	0.88731	0.00000	0.00000
1855	2009.07.27 03:03	close	928	0.03	0.88907	0.00000	0.00000	1694.11	1149522.35
1856	2009.07.27 03:03	close	925	0.02	0.88907	0.00000	0.00000	164.99	1149687.34
1857	2009.07.27 03:03	close	924	0.01	0.88907	0.00000	0.00000	-804.71	1148882.63
1858	2009.07.27 04:10	buy	930	0.01	0.88807	0.00000	0.00000
1859	2009.07.27 05:54	close	930	0.01	0.88924	0.00000	0.00000	102.68	1148985.31
1860	2009.07.27 08:30	buy	931	0.01	0.88976	0.00000	0.00000
1861	2009.07.27 10:16	close	931	0.01	0.89079	0.00000	0.00000	90.39	1149075.70
1862	2009.07.27 11:10	buy	932	0.01	0.89073	0.00000	0.00000
1863	2009.07.27 12:16	close	932	0.01	0.89181	0.00000	0.00000	94.78	1149170.48
1864	2009.07.27 12:30	sell	933	0.02	0.89167	0.00000	0.00000
1865	2009.07.27 13:35	buy	934	0.01	0.88961	0.00000	0.00000
1866	2009.07.27 14:38	close	933	0.02	0.88893	0.00000	0.00000	481.19	1149651.67
1867	2009.07.27 14:38	close	929	0.01	0.88893	0.00000	0.00000	-142.25	1149509.42
1868	2009.07.27 17:30	sell	935	0.01	0.88912	0.00000	0.00000
1869	2009.07.28 01:49	close	935	0.01	0.88805	0.00000	0.00000	90.45	1149599.87
1870	2009.07.28 02:50	sell	936	0.01	0.88843	0.00000	0.00000
1871	2009.07.28 05:15	close	934	0.01	0.89067	0.00000	0.00000	89.95	1149689.82
1872	2009.07.28 06:30	sell	937	0.02	0.89266	0.00000	0.00000
1873	2009.07.28 11:55	buy	938	0.01	0.89666	0.00000	0.00000
1874	2009.07.28 13:11	close	938	0.01	0.89788	0.00000	0.00000	107.06	1149796.88
1875	2009.07.28 13:55	buy	939	0.01	0.89610	0.00000	0.00000
1876	2009.07.28 15:39	close	939	0.01	0.89713	0.00000	0.00000	90.38	1149887.26
1877	2009.07.28 17:15	buy	940	0.01	0.89713	0.00000	0.00000
1878	2009.07.29 08:24	close	937	0.02	0.88931	0.00000	0.00000	581.30	1150468.56
1879	2009.07.29 08:24	close	936	0.01	0.88931	0.00000	0.00000	-80.78	1150387.78
1880	2009.07.29 11:50	sell	941	0.01	0.89084	0.00000	0.00000
1881	2009.07.29 13:29	close	941	0.01	0.88958	0.00000	0.00000	110.64	1150498.42
1882	2009.07.29 16:35	sell	942	0.01	0.88940	0.00000	0.00000
1883	2009.07.29 18:00	close	942	0.01	0.88830	0.00000	0.00000	96.59	1150595.01
1884	2009.07.29 18:35	sell	943	0.01	0.88930	0.00000	0.00000
1885	2009.07.29 19:10	close	943	0.01	0.88830	0.00000	0.00000	87.80	1150682.81
1886	2009.07.29 21:40	sell	944	0.01	0.88902	0.00000	0.00000
1887	2009.07.30 05:25	buy	945	0.02	0.89052	0.00000	0.00000
1888	2009.07.30 12:11	close	945	0.02	0.89450	0.00000	0.00000	698.53	1151381.34
1889	2009.07.30 12:11	close	940	0.01	0.89450	0.00000	0.00000	-243.07	1151138.26
1890	2009.07.30 13:00	sell	946	0.02	0.89483	0.00000	0.00000
1891	2009.07.30 14:15	buy	947	0.01	0.89423	0.00000	0.00000
1892	2009.07.30 17:00	close	947	0.01	0.89543	0.00000	0.00000	105.31	1151243.57
1893	2009.07.30 18:00	buy	948	0.01	0.89443	0.00000	0.00000
1894	2009.07.30 19:27	close	948	0.01	0.89572	0.00000	0.00000	113.21	1151356.78
1895	2009.07.30 20:05	buy	949	0.01	0.89482	0.00000	0.00000
1896	2009.07.31 16:46	close	949	0.01	0.89598	0.00000	0.00000	98.72	1151455.50
1897	2009.07.31 19:00	buy	950	0.01	0.89819	0.00000	0.00000
1898	2009.07.31 20:11	close	950	0.01	0.89936	0.00000	0.00000	102.68	1151558.18
1899	2009.08.03 02:45	buy	951	0.01	0.90115	0.00000	0.00000
1900	2009.08.03 05:22	close	951	0.01	0.90216	0.00000	0.00000	88.63	1151646.81
1901	2009.08.03 05:40	sell	952	0.03	0.90214	0.00000	0.00000
1902	2009.08.03 07:15	buy	953	0.01	0.90226	0.00000	0.00000
1903	2009.08.04 11:08	close	952	0.03	0.89546	0.00000	0.00000	1749.14	1153395.95
1904	2009.08.04 11:08	close	946	0.02	0.89546	0.00000	0.00000	-131.69	1153264.26
1905	2009.08.04 11:08	close	944	0.01	0.89546	0.00000	0.00000	-586.54	1152677.72
1906	2009.08.04 13:00	sell	954	0.01	0.89606	0.00000	0.00000
1907	2009.08.04 19:41	close	953	0.01	0.90358	0.00000	0.00000	112.76	1152790.48
1908	2009.08.04 21:25	buy	955	0.01	0.90420	0.00000	0.00000
1909	2009.08.04 21:53	close	955	0.01	0.90536	0.00000	0.00000	101.80	1152892.28
1910	2009.08.05 02:00	buy	956	0.01	0.90369	0.00000	0.00000
1911	2009.08.05 03:12	close	956	0.01	0.90469	0.00000	0.00000	87.75	1152980.03
1912	2009.08.05 03:55	sell	957	0.02	0.90444	0.00000	0.00000
1913	2009.08.05 05:35	buy	958	0.01	0.90488	0.00000	0.00000
1914	2009.08.05 10:28	close	958	0.01	0.90593	0.00000	0.00000	92.15	1153072.18
1915	2009.08.05 11:05	sell	959	0.03	0.90686	0.00000	0.00000
1916	2009.08.05 13:15	buy	960	0.01	0.90687	0.00000	0.00000
1917	2009.08.05 15:42	close	959	0.03	0.90206	0.00000	0.00000	1264.44	1154336.62
1918	2009.08.05 15:42	close	957	0.02	0.90206	0.00000	0.00000	417.97	1154754.59
1919	2009.08.05 15:42	close	954	0.01	0.90206	0.00000	0.00000	-530.35	1154224.24
1920	2009.08.05 19:30	sell	961	0.01	0.89923	0.00000	0.00000
1921	2009.08.06 06:45	sell	962	0.02	0.90223	0.00000	0.00000
1922	2009.08.07 14:31	close	960	0.01	0.90927	0.00000	0.00000	198.33	1154422.56
1923	2009.08.07 14:31	buy	963	0.01	0.90957	0.00000	0.00000
1924	2009.08.07 17:03	close	963	0.01	0.91067	0.00000	0.00000	96.53	1154519.09
1925	2009.08.07 17:20	buy	964	0.01	0.90889	0.00000	0.00000
1926	2009.08.07 20:55	buy	965	0.02	0.90531	0.00000	0.00000
1927	2009.08.10 03:51	close	965	0.02	0.90760	0.00000	0.00000	395.78	1154914.87
1928	2009.08.10 03:51	close	964	0.01	0.90760	0.00000	0.00000	-116.27	1154798.60
1929	2009.08.10 05:30	buy	966	0.01	0.90803	0.00000	0.00000
1930	2009.08.10 09:27	close	966	0.01	0.90903	0.00000	0.00000	87.76	1154886.36
1931	2009.08.10 11:20	sell	967	0.03	0.90907	0.00000	0.00000
1932	2009.08.10 12:50	buy	968	0.01	0.90959	0.00000	0.00000
1933	2009.08.10 20:49	close	968	0.01	0.91062	0.00000	0.00000	90.39	1154976.75
1934	2009.08.11 02:55	buy	969	0.01	0.90941	0.00000	0.00000
1935	2009.08.11 03:32	close	969	0.01	0.91042	0.00000	0.00000	88.64	1155065.39
1936	2009.08.11 04:30	buy	970	0.01	0.90854	0.00000	0.00000
1937	2009.08.11 06:51	close	970	0.01	0.90960	0.00000	0.00000	93.02	1155158.41
1938	2009.08.11 09:40	sell	971	0.05	0.91304	0.00000	0.00000
1939	2009.08.11 13:30	buy	972	0.01	0.91487	0.00000	0.00000
1940	2009.08.11 17:50	buy	973	0.02	0.91202	0.00000	0.00000
1941	2009.08.11 21:31	close	973	0.02	0.91402	0.00000	0.00000	351.02	1155509.43
1942	2009.08.11 21:31	close	972	0.01	0.91402	0.00000	0.00000	-74.59	1155434.84
1943	2009.08.12 02:00	buy	974	0.01	0.91242	0.00000	0.00000
1944	2009.08.12 08:00	close	971	0.05	0.90746	0.00000	0.00000	2432.29	1157867.13
1945	2009.08.12 08:00	close	967	0.03	0.90746	0.00000	0.00000	403.06	1158270.19
1946	2009.08.12 08:00	close	962	0.02	0.90746	0.00000	0.00000	-946.56	1157323.63
1947	2009.08.12 08:00	close	961	0.01	0.90746	0.00000	0.00000	-747.23	1156576.40
1948	2009.08.12 10:15	sell	975	0.01	0.90673	0.00000	0.00000
1949	2009.08.12 16:16	close	975	0.01	0.90531	0.00000	0.00000	124.69	1156701.09
1950	2009.08.12 17:30	sell	976	0.01	0.90628	0.00000	0.00000

前へ13ページ目次へ