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
Graph
前へ50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
73512012.04.18 19:20sell36770.011.026800.000000.00000
73522012.04.18 21:46close36770.011.025760.000000.0000091.321637360.48
73532012.04.19 02:40sell36780.011.026610.000000.00000
73542012.04.19 12:09close36780.011.025570.000000.0000091.321637451.80
73552012.04.19 12:50sell36790.011.025830.000000.00000
73562012.04.23 15:40buy36800.031.025220.000000.00000
73572012.04.23 16:32close36790.011.024740.000000.0000088.691637540.49
73582012.04.24 02:00sell36810.011.022030.000000.00000
73592012.04.24 03:10buy36820.051.021790.000000.00000
73602012.04.24 04:31close36810.011.018770.000000.00000286.251637826.74
73612012.04.24 05:45sell36830.011.018070.000000.00000
73622012.04.24 06:08close36830.011.017060.000000.0000088.691637915.43
73632012.04.24 07:10buy36840.081.016050.000000.00000
73642012.04.24 09:25sell36850.011.017100.000000.00000
73652012.04.25 21:03close36850.011.015870.000000.00000104.501638019.93
73662012.04.25 21:15sell36860.011.016310.000000.00000
73672012.04.26 19:25sell36870.021.020820.000000.00000
73682012.04.26 20:40close36840.081.022140.000000.000004177.151642197.08
73692012.04.26 20:40close36820.051.022140.000000.0000092.141642289.22
73702012.04.26 20:40close36800.031.022140.000000.00000-856.921641432.30
73712012.04.26 20:40close36760.021.022140.000000.00000-958.281640474.02
73722012.04.26 20:40close36740.011.022140.000000.00000-1298.771639175.25
73732012.04.27 02:00buy36880.011.022020.000000.00000
73742012.04.27 05:11sell36890.031.022830.000000.00000
73752012.04.27 12:32close36880.011.023220.000000.00000105.301639280.55
73762012.04.27 16:10buy36900.011.024750.000000.00000
73772012.04.27 19:25close36900.011.025890.000000.00000100.041639380.59
73782012.04.27 20:15sell36910.051.026440.000000.00000
73792012.04.30 02:15buy36920.011.025430.000000.00000
73802012.04.30 15:34close36920.011.026590.000000.00000101.801639482.39
73812012.04.30 20:35buy36930.011.028960.000000.00000
73822012.05.01 07:35close36910.051.021820.000000.000001993.271641475.66
73832012.05.01 07:35close36890.031.021820.000000.00000245.001641720.66
73842012.05.01 07:35close36870.021.021820.000000.00000-196.671641523.99
73852012.05.01 07:35close36860.011.021820.000000.00000-504.881641019.11
73862012.05.01 07:50buy36940.021.021750.000000.00000
73872012.05.01 11:05buy36950.031.018860.000000.00000
73882012.05.01 15:40sell36960.011.019310.000000.00000
73892012.05.01 17:29close36960.011.018160.000000.00000100.981641120.09
73902012.05.02 02:25sell36970.011.018520.000000.00000
73912012.05.02 17:02close36970.011.017370.000000.00000100.981641221.07
73922012.05.02 17:55sell36980.011.018400.000000.00000
73932012.05.02 20:14close36980.011.017380.000000.0000089.571641310.64
73942012.05.03 04:45buy36990.051.015070.000000.00000
73952012.05.03 08:05sell37000.011.015410.000000.00000
73962012.05.03 10:59close37000.011.014180.000000.00000108.001641418.64
73972012.05.03 15:25sell37010.011.012380.000000.00000
73982012.05.04 15:34close37010.011.011120.000000.00000107.131641525.77
73992012.05.04 18:00sell37020.011.013270.000000.00000
74002012.05.04 23:32close37020.011.012230.000000.0000091.321641617.09
74012012.05.07 02:50sell37030.011.009990.000000.00000
74022012.05.07 03:55close37030.011.008970.000000.0000089.561641706.65
74032012.05.07 04:45sell37040.011.010350.000000.00000
74042012.05.07 11:05sell37050.021.013190.000000.00000
74052012.05.07 14:46sell37060.031.015250.000000.00000
74062012.05.07 16:49close37060.031.012550.000000.00000711.251642417.90
74072012.05.07 16:49close37050.021.012550.000000.00000112.401642530.30
74082012.05.07 16:49close37040.011.012550.000000.00000-193.181642337.12
74092012.05.07 17:00buy37070.081.013010.000000.00000
74102012.05.07 17:55sell37080.011.013890.000000.00000
74112012.05.07 23:01close37080.011.012680.000000.00000106.241642443.36
74122012.05.08 02:55sell37090.011.013330.000000.00000
74132012.05.08 03:58close37090.011.012230.000000.0000096.591642539.95
74142012.05.08 04:50buy37100.141.010900.000000.00000
74152012.05.08 13:30sell37110.011.011160.000000.00000
74162012.05.08 15:22close37110.011.010160.000000.0000087.811642627.76
74172012.05.08 16:40sell37120.011.010910.000000.00000
74182012.05.08 17:14close37120.011.009880.000000.0000090.451642718.21
74192012.05.08 18:00sell37130.011.011310.000000.00000
74202012.05.08 22:29close37130.011.010290.000000.0000089.571642807.78
74212012.05.09 02:07buy37140.241.008860.000000.00000
74222012.05.09 02:35sell37150.011.009440.000000.00000
74232012.05.09 04:08close37150.011.008340.000000.0000096.591642904.37
74242012.05.09 06:50sell37160.011.007690.000000.00000
74252012.05.09 13:42sell37170.021.009820.000000.00000
74262012.05.09 17:10close37170.021.008230.000000.00000279.231643183.60
74272012.05.09 17:10close37160.011.008230.000000.00000-47.421643136.18
74282012.05.09 20:25sell37180.011.008350.000000.00000
74292012.05.09 22:04close37180.011.007290.000000.0000093.081643229.26
74302012.05.10 03:45sell37190.011.007090.000000.00000
74312012.05.10 05:34close37140.241.012380.000000.000007192.421650421.68
74322012.05.10 05:34close37100.141.012380.000000.000001646.301652067.98
74332012.05.10 05:34close37070.081.012380.000000.00000-565.131651502.85
74342012.05.10 05:34close36990.051.012380.000000.00000-1287.801650215.05
74352012.05.10 05:34close36950.031.012380.000000.00000-1807.311648407.74
74362012.05.10 05:34close36940.021.012380.000000.00000-1712.101646695.64
74372012.05.10 05:34close36930.011.012380.000000.00000-1491.831645203.81
74382012.05.10 11:30buy37200.011.011070.000000.00000
74392012.05.10 13:23close37200.011.012110.000000.0000091.261645295.07
74402012.05.10 13:40sell37210.021.011680.000000.00000
74412012.05.10 15:00buy37220.011.011110.000000.00000
74422012.05.10 15:24close37220.011.012250.000000.00000100.041645395.11
74432012.05.10 16:05buy37230.011.011550.000000.00000
74442012.05.10 17:08close37230.011.012670.000000.0000098.291645493.40
74452012.05.10 21:45buy37240.011.011400.000000.00000
74462012.05.11 00:19close37210.021.008780.000000.00000502.261645995.66
74472012.05.11 00:19close37190.011.008780.000000.00000-151.901645843.76
74482012.05.11 02:00sell37250.011.009060.000000.00000
74492012.05.11 09:08close37250.011.007810.000000.00000109.761645953.52
74502012.05.11 10:20buy37260.021.007130.000000.00000
74512012.05.11 11:20sell37270.011.007410.000000.00000
74522012.05.11 15:31close37270.011.004950.000000.00000216.011646169.53
74532012.05.11 16:40buy37280.031.001790.000000.00000
74542012.05.11 18:40sell37290.011.003080.000000.00000
74552012.05.11 23:55close37290.011.002040.000000.0000091.321646260.85
74562012.05.14 07:05sell37300.011.002000.000000.00000
74572012.05.14 12:45close37300.011.001000.000000.0000087.811646348.66
74582012.05.14 13:05sell37310.011.001340.000000.00000
74592012.05.14 17:09close37310.011.000170.000000.00000102.731646451.39
74602012.05.14 18:45sell37320.011.001200.000000.00000
74612012.05.14 20:19close37320.011.000150.000000.0000092.201646543.59
74622012.05.15 02:40sell37330.010.999320.000000.00000
74632012.05.15 21:15buy37340.050.999640.000000.00000
74642012.05.17 02:44close37340.051.003920.000000.000001816.541648360.13
74652012.05.17 02:44close37280.031.003920.000000.00000505.481648865.61
74662012.05.17 02:44close37260.021.003920.000000.00000-600.251648265.36
74672012.05.17 02:44close37240.011.003920.000000.00000-677.911647587.45
74682012.05.17 05:10buy37350.011.004840.000000.00000
74692012.05.17 07:36close37350.011.005980.000000.00000100.041647687.49
74702012.05.17 11:55buy37360.011.005790.000000.00000
74712012.05.17 16:26close37360.011.006860.000000.0000093.901647781.39
74722012.05.17 16:35sell37370.021.006800.000000.00000
74732012.05.17 18:35buy37380.011.008320.000000.00000
74742012.05.17 20:01close37380.011.009390.000000.0000093.901647875.29
74752012.05.17 20:40sell37390.031.010430.000000.00000
74762012.05.18 02:00buy37400.011.007690.000000.00000
74772012.05.18 03:56close37390.031.005330.000000.000001332.931649208.22
74782012.05.18 03:56close37370.021.005330.000000.00000251.141649459.36
74792012.05.18 03:56close37330.011.005330.000000.00000-545.281648914.08
74802012.05.18 06:15sell37410.011.005630.000000.00000
74812012.05.18 06:51close37410.011.004580.000000.0000092.201649006.28
74822012.05.18 08:40buy37420.021.002470.000000.00000
74832012.05.18 10:05sell37430.011.002780.000000.00000
74842012.05.18 18:34close37430.011.001660.000000.0000098.351649104.63
74852012.05.18 19:30sell37440.011.004010.000000.00000
74862012.05.18 21:00close37440.011.003010.000000.0000087.811649192.44
74872012.05.18 23:57close37420.021.005730.000000.00000572.161649764.60
74882012.05.18 23:57close37400.011.005730.000000.00000-172.001649592.60
74892012.05.21 02:05buy37450.011.003940.000000.00000
74902012.05.21 02:40sell37460.011.003670.000000.00000
74912012.05.21 03:06close37450.011.005030.000000.0000095.661649688.26
74922012.05.21 04:50buy37470.011.005120.000000.00000
74932012.05.21 09:42close37460.011.002660.000000.0000088.691649776.95
74942012.05.21 13:40sell37480.011.004620.000000.00000
74952012.05.21 14:54close37470.011.006130.000000.0000088.631649865.58
74962012.05.21 20:20buy37490.011.006810.000000.00000
74972012.05.21 22:56close37490.011.007810.000000.0000087.761649953.34
74982012.05.22 02:15buy37500.011.008350.000000.00000
74992012.05.22 09:10sell37510.021.007990.000000.00000
75002012.05.22 12:34close37510.021.005770.000000.00000389.871650343.21
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