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19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
2701	2009.12.30 16:30	buy	1353	0.01	0.93995	0.00000	0.00000
2702	2009.12.30 17:28	close	1353	0.01	0.94132	0.00000	0.00000	120.23	1216733.21
2703	2009.12.30 19:30	buy	1354	0.01	0.94194	0.00000	0.00000
2704	2009.12.30 20:25	close	1354	0.01	0.94298	0.00000	0.00000	91.27	1216824.48
2705	2009.12.30 21:40	buy	1355	0.01	0.94204	0.00000	0.00000
2706	2009.12.30 22:28	close	1355	0.01	0.94312	0.00000	0.00000	94.78	1216919.26
2707	2009.12.31 03:35	buy	1356	0.01	0.94307	0.00000	0.00000
2708	2009.12.31 06:39	close	1356	0.01	0.94411	0.00000	0.00000	91.26	1217010.52
2709	2009.12.31 07:05	sell	1357	0.08	0.94457	0.00000	0.00000
2710	2009.12.31 11:20	buy	1358	0.01	0.94268	0.00000	0.00000
2711	2009.12.31 11:50	close	1358	0.01	0.94374	0.00000	0.00000	93.02	1217103.54
2712	2009.12.31 12:25	buy	1359	0.01	0.94294	0.00000	0.00000
2713	2009.12.31 13:13	close	1359	0.01	0.94409	0.00000	0.00000	100.92	1217204.46
2714	2009.12.31 14:25	buy	1360	0.01	0.94395	0.00000	0.00000
2715	2010.01.04 04:20	buy	1361	0.02	0.93680	0.00000	0.00000
2716	2010.01.04 04:22	close	1357	0.08	0.93654	0.00000	0.00000	5584.63	1222789.09
2717	2010.01.04 04:22	close	1350	0.05	0.93654	0.00000	0.00000	-425.81	1222363.28
2718	2010.01.04 04:22	close	1348	0.03	0.93654	0.00000	0.00000	-1372.39	1220990.89
2719	2010.01.04 04:22	close	1347	0.02	0.93654	0.00000	0.00000	-1650.76	1219340.13
2720	2010.01.04 04:22	close	1346	0.01	0.93654	0.00000	0.00000	-1077.38	1218262.75
2721	2010.01.04 08:17	close	1361	0.02	0.94109	0.00000	0.00000	752.94	1219015.69
2722	2010.01.04 08:17	close	1360	0.01	0.94109	0.00000	0.00000	-257.12	1218758.57
2723	2010.01.04 11:00	sell	1362	0.01	0.94151	0.00000	0.00000
2724	2010.01.04 11:25	buy	1363	0.01	0.94117	0.00000	0.00000
2725	2010.01.04 12:07	close	1362	0.01	0.94029	0.00000	0.00000	107.13	1218865.70
2726	2010.01.04 13:35	sell	1364	0.01	0.94179	0.00000	0.00000
2727	2010.01.04 14:02	close	1363	0.01	0.94236	0.00000	0.00000	104.43	1218970.13
2728	2010.01.04 18:15	buy	1365	0.01	0.94759	0.00000	0.00000
2729	2010.01.04 19:08	close	1365	0.01	0.94864	0.00000	0.00000	92.14	1219062.27
2730	2010.01.04 19:40	sell	1366	0.02	0.94920	0.00000	0.00000
2731	2010.01.05 02:00	buy	1367	0.01	0.95109	0.00000	0.00000
2732	2010.01.05 13:30	buy	1368	0.02	0.94763	0.00000	0.00000
2733	2010.01.06 14:01	close	1368	0.02	0.94989	0.00000	0.00000	390.51	1219452.78
2734	2010.01.06 14:01	close	1367	0.01	0.94989	0.00000	0.00000	-108.37	1219344.41
2735	2010.01.06 16:55	buy	1369	0.01	0.94829	0.00000	0.00000
2736	2010.01.06 17:07	close	1369	0.01	0.94940	0.00000	0.00000	97.41	1219441.82
2737	2010.01.06 17:07	buy	1370	0.01	0.94970	0.00000	0.00000
2738	2010.01.06 20:58	close	1370	0.01	0.95074	0.00000	0.00000	91.27	1219533.09
2739	2010.01.07 04:10	buy	1371	0.01	0.95350	0.00000	0.00000
2740	2010.01.07 12:15	buy	1372	0.02	0.94705	0.00000	0.00000
2741	2010.01.07 16:37	close	1372	0.02	0.95081	0.00000	0.00000	659.91	1220193.00
2742	2010.01.07 16:37	close	1371	0.01	0.95081	0.00000	0.00000	-236.06	1219956.94
2743	2010.01.07 17:40	buy	1373	0.01	0.94921	0.00000	0.00000
2744	2010.01.07 19:00	close	1373	0.01	0.95026	0.00000	0.00000	92.15	1220049.09
2745	2010.01.07 20:05	buy	1374	0.01	0.94992	0.00000	0.00000
2746	2010.01.08 06:59	close	1366	0.02	0.94497	0.00000	0.00000	700.74	1220749.83
2747	2010.01.08 06:59	close	1364	0.01	0.94497	0.00000	0.00000	-300.29	1220449.54
2748	2010.01.08 07:40	sell	1375	0.01	0.94596	0.00000	0.00000
2749	2010.01.08 12:31	close	1375	0.01	0.94492	0.00000	0.00000	91.32	1220540.86
2750	2010.01.08 14:40	sell	1376	0.01	0.95046	0.00000	0.00000
2751	2010.01.08 14:55	close	1374	0.01	0.95177	0.00000	0.00000	159.28	1220700.14
2752	2010.01.08 18:45	buy	1377	0.01	0.95146	0.00000	0.00000
2753	2010.01.08 19:17	close	1377	0.01	0.95253	0.00000	0.00000	93.90	1220794.04
2754	2010.01.11 02:00	buy	1378	0.01	0.95488	0.00000	0.00000
2755	2010.01.11 02:30	close	1378	0.01	0.95623	0.00000	0.00000	118.47	1220912.51
2756	2010.01.11 03:00	buy	1379	0.01	0.95537	0.00000	0.00000
2757	2010.01.11 08:40	sell	1380	0.02	0.95499	0.00000	0.00000
2758	2010.01.11 09:07	close	1379	0.01	0.95647	0.00000	0.00000	96.53	1221009.04
2759	2010.01.11 12:20	buy	1381	0.01	0.95660	0.00000	0.00000
2760	2010.01.11 14:38	close	1381	0.01	0.95767	0.00000	0.00000	93.90	1221102.94
2761	2010.01.11 18:00	buy	1382	0.01	0.95902	0.00000	0.00000
2762	2010.01.11 19:00	close	1382	0.01	0.96016	0.00000	0.00000	100.04	1221202.98
2763	2010.01.12 02:00	buy	1383	0.01	0.95902	0.00000	0.00000
2764	2010.01.12 06:10	sell	1384	0.03	0.95950	0.00000	0.00000
2765	2010.01.12 06:54	close	1383	0.01	0.96005	0.00000	0.00000	90.39	1221293.37
2766	2010.01.12 08:25	buy	1385	0.01	0.95911	0.00000	0.00000
2767	2010.01.12 12:08	close	1384	0.03	0.95438	0.00000	0.00000	1348.73	1222642.10
2768	2010.01.12 12:08	close	1380	0.02	0.95438	0.00000	0.00000	100.10	1222742.20
2769	2010.01.12 12:08	close	1376	0.01	0.95438	0.00000	0.00000	-351.23	1222390.97
2770	2010.01.12 12:20	buy	1386	0.02	0.95615	0.00000	0.00000
2771	2010.01.12 13:55	sell	1387	0.01	0.95598	0.00000	0.00000
2772	2010.01.12 14:15	close	1387	0.01	0.95490	0.00000	0.00000	94.83	1222485.80
2773	2010.01.12 14:35	sell	1388	0.01	0.95707	0.00000	0.00000
2774	2010.01.12 14:46	close	1386	0.02	0.95868	0.00000	0.00000	444.04	1222929.84
2775	2010.01.12 14:46	close	1385	0.01	0.95868	0.00000	0.00000	-37.74	1222892.10
2776	2010.01.12 18:00	buy	1389	0.01	0.95871	0.00000	0.00000
2777	2010.01.12 19:07	close	1388	0.01	0.95572	0.00000	0.00000	118.54	1223010.64
2778	2010.01.13 02:40	sell	1390	0.01	0.95742	0.00000	0.00000
2779	2010.01.13 09:14	close	1389	0.01	0.95979	0.00000	0.00000	91.70	1223102.34
2780	2010.01.13 10:15	buy	1391	0.01	0.95886	0.00000	0.00000
2781	2010.01.13 12:01	close	1390	0.01	0.95637	0.00000	0.00000	92.20	1223194.54
2782	2010.01.13 14:10	sell	1392	0.01	0.95717	0.00000	0.00000
2783	2010.01.13 15:10	close	1392	0.01	0.95615	0.00000	0.00000	89.56	1223284.10
2784	2010.01.13 18:00	buy	1393	0.02	0.95188	0.00000	0.00000
2785	2010.01.13 20:55	sell	1394	0.01	0.95165	0.00000	0.00000
2786	2010.01.14 01:30	close	1394	0.01	0.95009	0.00000	0.00000	126.45	1223410.55
2787	2010.01.14 01:33	close	1393	0.02	0.95616	0.00000	0.00000	732.75	1224143.30
2788	2010.01.14 01:33	close	1391	0.01	0.95616	0.00000	0.00000	-246.15	1223897.14
2789	2010.01.14 02:10	sell	1395	0.01	0.95664	0.00000	0.00000
2790	2010.01.14 05:30	buy	1396	0.01	0.95751	0.00000	0.00000
2791	2010.01.14 08:00	close	1396	0.01	0.95853	0.00000	0.00000	89.51	1223986.65
2792	2010.01.14 10:30	buy	1397	0.01	0.95877	0.00000	0.00000
2793	2010.01.14 16:50	close	1395	0.01	0.95541	0.00000	0.00000	108.01	1224094.66
2794	2010.01.14 19:05	sell	1398	0.01	0.95523	0.00000	0.00000
2795	2010.01.14 20:09	close	1398	0.01	0.95360	0.00000	0.00000	143.13	1224237.79
2796	2010.01.14 21:10	buy	1399	0.02	0.95283	0.00000	0.00000
2797	2010.01.15 06:30	sell	1400	0.01	0.95115	0.00000	0.00000
2798	2010.01.15 09:03	close	1400	0.01	0.94951	0.00000	0.00000	144.01	1224381.80
2799	2010.01.15 10:00	sell	1401	0.01	0.95102	0.00000	0.00000
2800	2010.01.15 11:24	close	1401	0.01	0.94997	0.00000	0.00000	92.19	1224473.99
2801	2010.01.15 15:25	sell	1402	0.01	0.95001	0.00000	0.00000
2802	2010.01.15 16:09	close	1402	0.01	0.94882	0.00000	0.00000	104.49	1224578.48
2803	2010.01.15 16:40	sell	1403	0.01	0.95020	0.00000	0.00000
2804	2010.01.15 16:57	close	1403	0.01	0.94901	0.00000	0.00000	104.49	1224682.97
2805	2010.01.15 17:25	sell	1404	0.01	0.94995	0.00000	0.00000
2806	2010.01.15 18:10	close	1404	0.01	0.94895	0.00000	0.00000	87.81	1224770.78
2807	2010.01.15 19:30	sell	1405	0.01	0.94985	0.00000	0.00000
2808	2010.01.18 00:00	close	1405	0.01	0.94788	0.00000	0.00000	169.47	1224940.25
2809	2010.01.18 02:50	buy	1406	0.03	0.94672	0.00000	0.00000
2810	2010.01.18 04:45	sell	1407	0.01	0.94624	0.00000	0.00000
2811	2010.01.19 16:40	sell	1408	0.02	0.95174	0.00000	0.00000
2812	2010.01.19 16:45	close	1406	0.03	0.95290	0.00000	0.00000	1617.77	1226558.02
2813	2010.01.19 16:45	close	1399	0.02	0.95290	0.00000	0.00000	-6.14	1226551.88
2814	2010.01.19 16:45	close	1397	0.01	0.95290	0.00000	0.00000	-524.33	1226027.55
2815	2010.01.19 20:20	buy	1409	0.01	0.95293	0.00000	0.00000
2816	2010.01.20 03:02	close	1408	0.02	0.94845	0.00000	0.00000	570.75	1226598.30
2817	2010.01.20 03:02	close	1407	0.01	0.94845	0.00000	0.00000	-201.08	1226397.22
2818	2010.01.20 10:35	sell	1410	0.01	0.94844	0.00000	0.00000
2819	2010.01.20 10:59	close	1410	0.01	0.94742	0.00000	0.00000	89.56	1226486.78
2820	2010.01.20 11:55	sell	1411	0.01	0.94818	0.00000	0.00000
2821	2010.01.20 13:48	close	1409	0.01	0.95412	0.00000	0.00000	101.36	1226588.14
2822	2010.01.20 15:00	sell	1412	0.02	0.95522	0.00000	0.00000
2823	2010.01.20 17:35	buy	1413	0.01	0.95301	0.00000	0.00000
2824	2010.01.20 19:17	close	1412	0.02	0.95117	0.00000	0.00000	711.25	1227299.39
2825	2010.01.20 19:17	close	1411	0.01	0.95117	0.00000	0.00000	-262.55	1227036.84
2826	2010.01.21 02:50	sell	1414	0.01	0.95352	0.00000	0.00000
2827	2010.01.21 05:07	close	1413	0.01	0.95412	0.00000	0.00000	88.20	1227125.03
2828	2010.01.21 08:35	buy	1415	0.01	0.95508	0.00000	0.00000
2829	2010.01.21 09:35	close	1415	0.01	0.95616	0.00000	0.00000	94.77	1227219.80
2830	2010.01.21 11:55	buy	1416	0.01	0.95309	0.00000	0.00000
2831	2010.01.21 12:02	close	1416	0.01	0.95415	0.00000	0.00000	93.02	1227312.82
2832	2010.01.21 16:45	buy	1417	0.01	0.95274	0.00000	0.00000
2833	2010.01.21 16:48	close	1414	0.01	0.95234	0.00000	0.00000	103.61	1227416.43
2834	2010.01.21 18:40	sell	1418	0.01	0.95003	0.00000	0.00000
2835	2010.01.21 18:51	close	1418	0.01	0.94815	0.00000	0.00000	165.07	1227581.50
2836	2010.01.22 02:00	sell	1419	0.01	0.94772	0.00000	0.00000
2837	2010.01.22 02:09	close	1419	0.01	0.94641	0.00000	0.00000	115.03	1227696.53
2838	2010.01.22 02:45	sell	1420	0.01	0.94730	0.00000	0.00000
2839	2010.01.22 09:05	sell	1421	0.02	0.95127	0.00000	0.00000
2840	2010.01.22 12:48	close	1421	0.02	0.94861	0.00000	0.00000	467.14	1228163.67
2841	2010.01.22 12:48	close	1420	0.01	0.94861	0.00000	0.00000	-115.03	1228048.64
2842	2010.01.22 13:20	sell	1422	0.01	0.95038	0.00000	0.00000
2843	2010.01.22 14:35	close	1417	0.01	0.95450	0.00000	0.00000	151.38	1228200.02
2844	2010.01.22 17:00	buy	1423	0.01	0.95352	0.00000	0.00000
2845	2010.01.22 17:04	close	1423	0.01	0.95460	0.00000	0.00000	94.77	1228294.79
2846	2010.01.22 17:05	buy	1424	0.01	0.95482	0.00000	0.00000
2847	2010.01.22 17:23	close	1424	0.01	0.95587	0.00000	0.00000	92.14	1228386.93
2848	2010.01.22 20:55	buy	1425	0.01	0.95469	0.00000	0.00000
2849	2010.01.25 03:06	close	1425	0.01	0.95589	0.00000	0.00000	102.24	1228489.17
2850	2010.01.25 04:55	buy	1426	0.01	0.95624	0.00000	0.00000

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