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63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
9301	2013.07.17 16:45	sell	4652	0.03	0.96233	0.00000	0.00000
9302	2013.07.17 18:50	buy	4653	0.01	0.96046	0.00000	0.00000
9303	2013.07.17 19:45	close	4653	0.01	0.96162	0.00000	0.00000	101.79	1820479.68
9304	2013.07.18 02:00	buy	4654	0.01	0.96061	0.00000	0.00000
9305	2013.07.18 10:20	buy	4655	0.02	0.95472	0.00000	0.00000
9306	2013.07.18 17:22	close	4652	0.03	0.95290	0.00000	0.00000	2452.50	1822932.18
9307	2013.07.18 17:22	close	4646	0.02	0.95290	0.00000	0.00000	-349.46	1822582.72
9308	2013.07.18 17:22	close	4645	0.01	0.95290	0.00000	0.00000	-1066.85	1821515.87
9309	2013.07.18 20:40	sell	4656	0.01	0.95119	0.00000	0.00000
9310	2013.07.19 04:00	buy	4657	0.03	0.95152	0.00000	0.00000
9311	2013.07.19 14:06	close	4657	0.03	0.95641	0.00000	0.00000	1287.37	1822803.24
9312	2013.07.19 14:06	close	4655	0.02	0.95641	0.00000	0.00000	290.47	1823093.71
9313	2013.07.19 14:06	close	4654	0.01	0.95641	0.00000	0.00000	-371.64	1822722.07
9314	2013.07.19 14:20	sell	4658	0.02	0.95636	0.00000	0.00000
9315	2013.07.19 16:45	buy	4659	0.01	0.95681	0.00000	0.00000
9316	2013.07.19 18:52	close	4658	0.02	0.95316	0.00000	0.00000	561.97	1823284.04
9317	2013.07.19 18:52	close	4656	0.01	0.95316	0.00000	0.00000	-176.49	1823107.55
9318	2013.07.22 02:00	sell	4660	0.01	0.95253	0.00000	0.00000
9319	2013.07.22 12:14	close	4660	0.01	0.95142	0.00000	0.00000	97.46	1823205.01
9320	2013.07.22 12:45	sell	4661	0.01	0.95226	0.00000	0.00000
9321	2013.07.22 16:58	close	4659	0.01	0.95790	0.00000	0.00000	92.58	1823297.59
9322	2013.07.22 19:55	buy	4662	0.01	0.95638	0.00000	0.00000
9323	2013.07.23 04:46	close	4662	0.01	0.95748	0.00000	0.00000	93.46	1823391.05
9324	2013.07.23 05:20	sell	4663	0.02	0.95793	0.00000	0.00000
9325	2013.07.23 06:00	buy	4664	0.01	0.95736	0.00000	0.00000
9326	2013.07.23 14:39	close	4663	0.02	0.95450	0.00000	0.00000	602.36	1823993.41
9327	2013.07.23 14:39	close	4661	0.01	0.95450	0.00000	0.00000	-200.20	1823793.21
9328	2013.07.23 14:50	buy	4665	0.02	0.95469	0.00000	0.00000
9329	2013.07.23 17:25	sell	4666	0.01	0.95232	0.00000	0.00000
9330	2013.07.24 03:24	close	4665	0.02	0.95654	0.00000	0.00000	318.56	1824111.77
9331	2013.07.24 03:24	close	4664	0.01	0.95654	0.00000	0.00000	-75.03	1824036.73
9332	2013.07.24 03:35	sell	4667	0.02	0.95615	0.00000	0.00000
9333	2013.07.24 04:20	buy	4668	0.01	0.95570	0.00000	0.00000
9334	2013.07.24 04:32	close	4668	0.01	0.95717	0.00000	0.00000	129.00	1824165.73
9335	2013.07.24 04:32	buy	4669	0.01	0.95747	0.00000	0.00000
9336	2013.07.24 04:38	close	4669	0.01	0.95896	0.00000	0.00000	130.75	1824296.48
9337	2013.07.24 04:38	buy	4670	0.01	0.95926	0.00000	0.00000
9338	2013.07.24 04:50	close	4667	0.02	0.95361	0.00000	0.00000	446.07	1824742.55
9339	2013.07.24 04:50	close	4666	0.01	0.95361	0.00000	0.00000	-116.79	1824625.76
9340	2013.07.24 05:15	sell	4671	0.01	0.95495	0.00000	0.00000
9341	2013.07.24 07:53	close	4671	0.01	0.95394	0.00000	0.00000	88.69	1824714.45
9342	2013.07.24 11:00	buy	4672	0.02	0.94951	0.00000	0.00000
9343	2013.07.24 17:35	sell	4673	0.01	0.94695	0.00000	0.00000
9344	2013.07.24 18:28	close	4673	0.01	0.94559	0.00000	0.00000	119.42	1824833.87
9345	2013.07.24 18:55	sell	4674	0.01	0.94638	0.00000	0.00000
9346	2013.07.24 19:15	close	4674	0.01	0.94536	0.00000	0.00000	89.57	1824923.44
9347	2013.07.25 02:30	buy	4675	0.03	0.94291	0.00000	0.00000
9348	2013.07.25 07:25	sell	4676	0.01	0.94301	0.00000	0.00000
9349	2013.07.25 22:51	close	4675	0.03	0.95032	0.00000	0.00000	1950.79	1826874.23
9350	2013.07.25 22:51	close	4672	0.02	0.95032	0.00000	0.00000	123.73	1826997.97
9351	2013.07.25 22:51	close	4670	0.01	0.95032	0.00000	0.00000	-793.74	1826204.22
9352	2013.07.26 04:45	buy	4677	0.01	0.95137	0.00000	0.00000
9353	2013.07.26 05:06	close	4677	0.01	0.95242	0.00000	0.00000	92.15	1826296.37
9354	2013.07.26 07:00	buy	4678	0.01	0.95222	0.00000	0.00000
9355	2013.07.26 10:57	close	4678	0.01	0.95335	0.00000	0.00000	99.16	1826395.53
9356	2013.07.26 11:20	sell	4679	0.02	0.95389	0.00000	0.00000
9357	2013.07.26 12:30	buy	4680	0.01	0.95305	0.00000	0.00000
9358	2013.07.29 09:45	buy	4681	0.02	0.95010	0.00000	0.00000
9359	2013.07.29 17:04	close	4679	0.02	0.94775	0.00000	0.00000	1071.27	1827466.80
9360	2013.07.29 17:04	close	4676	0.01	0.94775	0.00000	0.00000	-423.23	1827043.57
9361	2013.07.29 17:50	buy	4682	0.03	0.94619	0.00000	0.00000
9362	2013.07.29 20:25	sell	4683	0.01	0.94497	0.00000	0.00000
9363	2013.07.29 20:56	close	4683	0.01	0.94397	0.00000	0.00000	87.81	1827131.38
9364	2013.07.30 02:15	buy	4684	0.05	0.94273	0.00000	0.00000
9365	2013.07.30 03:45	sell	4685	0.01	0.94374	0.00000	0.00000
9366	2013.07.30 04:31	close	4685	0.01	0.94257	0.00000	0.00000	102.73	1827234.11
9367	2013.07.30 05:35	buy	4686	0.08	0.94039	0.00000	0.00000
9368	2013.07.30 09:30	sell	4687	0.01	0.93250	0.00000	0.00000
9369	2013.07.30 09:50	close	4687	0.01	0.93143	0.00000	0.00000	93.95	1827328.06
9370	2013.07.30 10:10	sell	4688	0.01	0.93253	0.00000	0.00000
9371	2013.07.30 11:31	close	4688	0.01	0.93133	0.00000	0.00000	105.37	1827433.43
9372	2013.07.30 13:55	sell	4689	0.01	0.93177	0.00000	0.00000
9373	2013.07.31 03:46	close	4689	0.01	0.93064	0.00000	0.00000	95.71	1827529.14
9374	2013.07.31 04:20	buy	4690	0.14	0.92972	0.00000	0.00000
9375	2013.07.31 06:05	sell	4691	0.01	0.93039	0.00000	0.00000
9376	2013.07.31 06:54	close	4691	0.01	0.92928	0.00000	0.00000	97.47	1827626.61
9377	2013.07.31 07:40	sell	4692	0.01	0.93022	0.00000	0.00000
9378	2013.07.31 14:46	close	4692	0.01	0.92909	0.00000	0.00000	99.23	1827725.84
9379	2013.07.31 15:50	buy	4693	0.24	0.92589	0.00000	0.00000
9380	2013.07.31 20:10	sell	4694	0.01	0.92248	0.00000	0.00000
9381	2013.07.31 21:00	close	4694	0.01	0.92119	0.00000	0.00000	113.27	1827839.11
9382	2013.07.31 21:35	sell	4695	0.01	0.92230	0.00000	0.00000
9383	2013.08.01 00:41	close	4695	0.01	0.92130	0.00000	0.00000	77.28	1827916.39
9384	2013.08.01 03:05	sell	4696	0.01	0.92083	0.00000	0.00000
9385	2013.08.01 03:54	close	4696	0.01	0.91968	0.00000	0.00000	100.98	1828017.37
9386	2013.08.01 04:45	sell	4697	0.01	0.92289	0.00000	0.00000
9387	2013.08.01 05:21	close	4697	0.01	0.92183	0.00000	0.00000	93.08	1828110.45
9388	2013.08.01 07:20	sell	4698	0.01	0.92245	0.00000	0.00000
9389	2013.08.01 15:20	sell	4699	0.02	0.92475	0.00000	0.00000
9390	2013.08.01 15:49	close	4699	0.02	0.92299	0.00000	0.00000	309.09	1828419.54
9391	2013.08.01 15:49	close	4698	0.01	0.92299	0.00000	0.00000	-47.42	1828372.12
9392	2013.08.01 16:15	buy	4700	0.41	0.92149	0.00000	0.00000
9393	2013.08.01 16:45	sell	4701	0.01	0.92239	0.00000	0.00000
9394	2013.08.01 17:00	close	4701	0.01	0.92112	0.00000	0.00000	111.52	1828483.64
9395	2013.08.01 19:15	sell	4702	0.01	0.92244	0.00000	0.00000
9396	2013.08.02 04:50	close	4702	0.01	0.92108	0.00000	0.00000	115.91	1828599.55
9397	2013.08.02 05:55	sell	4703	0.01	0.92174	0.00000	0.00000
9398	2013.08.02 17:55	sell	4704	0.02	0.92512	0.00000	0.00000
9399	2013.08.05 04:31	close	4704	0.02	0.92157	0.00000	0.00000	616.41	1829215.96
9400	2013.08.05 04:31	close	4703	0.01	0.92157	0.00000	0.00000	11.42	1829227.38
9401	2013.08.05 05:35	sell	4705	0.01	0.92181	0.00000	0.00000
9402	2013.08.05 09:05	sell	4706	0.02	0.92428	0.00000	0.00000
9403	2013.08.06 04:11	close	4706	0.02	0.92243	0.00000	0.00000	317.87	1829545.25
9404	2013.08.06 04:11	close	4705	0.01	0.92243	0.00000	0.00000	-57.95	1829487.30
9405	2013.08.06 04:45	sell	4707	0.01	0.92351	0.00000	0.00000
9406	2013.08.06 07:54	close	4700	0.41	0.92897	0.00000	0.00000	26534.95	1856022.25
9407	2013.08.06 07:54	close	4693	0.24	0.92897	0.00000	0.00000	6044.59	1862066.84
9408	2013.08.06 07:54	close	4690	0.14	0.92897	0.00000	0.00000	-1179.41	1860887.42
9409	2013.08.06 07:54	close	4686	0.08	0.92897	0.00000	0.00000	-8189.29	1852698.13
9410	2013.08.06 07:54	close	4684	0.05	0.92897	0.00000	0.00000	-6145.04	1846553.09
9411	2013.08.06 07:54	close	4682	0.03	0.92897	0.00000	0.00000	-4607.13	1841945.96
9412	2013.08.06 07:54	close	4681	0.02	0.92897	0.00000	0.00000	-3757.67	1838188.29
9413	2013.08.06 07:54	close	4680	0.01	0.92897	0.00000	0.00000	-2140.78	1836047.51
9414	2013.08.06 10:25	buy	4708	0.01	0.93044	0.00000	0.00000
9415	2013.08.06 11:06	close	4708	0.01	0.93146	0.00000	0.00000	89.51	1836137.02
9416	2013.08.06 11:40	buy	4709	0.01	0.93153	0.00000	0.00000
9417	2013.08.06 12:11	close	4709	0.01	0.93257	0.00000	0.00000	91.26	1836228.28
9418	2013.08.06 13:25	buy	4710	0.01	0.93202	0.00000	0.00000
9419	2013.08.06 20:09	close	4710	0.01	0.93321	0.00000	0.00000	104.42	1836332.70
9420	2013.08.06 20:40	buy	4711	0.01	0.93277	0.00000	0.00000
9421	2013.08.07 16:08	close	4711	0.01	0.93379	0.00000	0.00000	86.44	1836419.14
9422	2013.08.07 16:25	sell	4712	0.02	0.93386	0.00000	0.00000
9423	2013.08.07 20:10	buy	4713	0.01	0.93798	0.00000	0.00000
9424	2013.08.08 03:11	close	4713	0.01	0.93917	0.00000	0.00000	95.22	1836514.35
9425	2013.08.08 03:55	sell	4714	0.03	0.94037	0.00000	0.00000
9426	2013.08.08 04:35	buy	4715	0.01	0.93770	0.00000	0.00000
9427	2013.08.08 05:14	close	4715	0.01	0.93878	0.00000	0.00000	94.78	1836609.13
9428	2013.08.08 08:30	buy	4716	0.01	0.94454	0.00000	0.00000
9429	2013.08.08 08:39	close	4716	0.01	0.94613	0.00000	0.00000	139.53	1836748.66
9430	2013.08.08 08:39	buy	4717	0.01	0.94643	0.00000	0.00000
9431	2013.08.09 09:45	sell	4718	0.05	0.94330	0.00000	0.00000
9432	2013.08.09 15:33	close	4717	0.01	0.94759	0.00000	0.00000	98.73	1836847.39
9433	2013.08.09 15:33	buy	4719	0.01	0.94789	0.00000	0.00000
9434	2013.08.12 10:05	buy	4720	0.02	0.94519	0.00000	0.00000
9435	2013.08.14 12:10	buy	4721	0.03	0.94244	0.00000	0.00000
9436	2013.08.15 03:31	close	4721	0.03	0.94556	0.00000	0.00000	793.74	1837641.13
9437	2013.08.15 03:31	close	4720	0.02	0.94556	0.00000	0.00000	34.23	1837675.36
9438	2013.08.15 03:31	close	4719	0.01	0.94556	0.00000	0.00000	-222.90	1837452.46
9439	2013.08.15 03:43	sell	4722	0.08	0.94530	0.00000	0.00000
9440	2013.08.15 05:50	buy	4723	0.01	0.94616	0.00000	0.00000
9441	2013.08.15 16:10	buy	4724	0.02	0.94148	0.00000	0.00000
9442	2013.08.15 16:21	close	4722	0.08	0.94081	0.00000	0.00000	3154.06	1840606.52
9443	2013.08.15 16:21	close	4718	0.05	0.94081	0.00000	0.00000	987.91	1841594.43
9444	2013.08.15 16:21	close	4714	0.03	0.94081	0.00000	0.00000	-189.61	1841404.82
9445	2013.08.15 16:21	close	4712	0.02	0.94081	0.00000	0.00000	-1290.73	1840114.09
9446	2013.08.15 16:21	close	4707	0.01	0.94081	0.00000	0.00000	-1557.68	1838556.41
9447	2013.08.16 06:08	close	4724	0.02	0.94463	0.00000	0.00000	546.72	1839103.13
9448	2013.08.16 06:08	close	4723	0.01	0.94463	0.00000	0.00000	-137.33	1838965.80
9449	2013.08.16 10:15	sell	4725	0.01	0.94519	0.00000	0.00000
9450	2013.08.16 15:15	buy	4726	0.01	0.94734	0.00000	0.00000

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