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64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
9451	2013.08.16 15:34	close	4726	0.01	0.94920	0.00000	0.00000	163.23	1839129.03
9452	2013.08.16 15:34	buy	4727	0.01	0.94950	0.00000	0.00000
9453	2013.08.16 15:42	close	4727	0.01	0.95067	0.00000	0.00000	102.68	1839231.71
9454	2013.08.16 18:30	buy	4728	0.01	0.95109	0.00000	0.00000
9455	2013.08.19 05:24	close	4728	0.01	0.95216	0.00000	0.00000	90.83	1839322.54
9456	2013.08.19 05:40	sell	4729	0.02	0.95168	0.00000	0.00000
9457	2013.08.19 06:15	buy	4730	0.01	0.95117	0.00000	0.00000
9458	2013.08.19 09:00	close	4730	0.01	0.95224	0.00000	0.00000	93.90	1839416.44
9459	2013.08.19 09:35	buy	4731	0.01	0.95180	0.00000	0.00000
9460	2013.08.19 13:19	close	4729	0.02	0.94786	0.00000	0.00000	670.85	1840087.29
9461	2013.08.19 13:19	close	4725	0.01	0.94786	0.00000	0.00000	-237.96	1839849.33
9462	2013.08.19 15:05	buy	4732	0.02	0.94540	0.00000	0.00000
9463	2013.08.19 21:50	sell	4733	0.01	0.94336	0.00000	0.00000
9464	2013.08.19 23:34	close	4733	0.01	0.94227	0.00000	0.00000	95.71	1839945.04
9465	2013.08.20 03:30	sell	4734	0.01	0.94312	0.00000	0.00000
9466	2013.08.20 04:01	close	4734	0.01	0.94210	0.00000	0.00000	89.56	1840034.60
9467	2013.08.20 06:00	sell	4735	0.01	0.94209	0.00000	0.00000
9468	2013.08.20 06:28	close	4735	0.01	0.94093	0.00000	0.00000	101.86	1840136.46
9469	2013.08.20 08:55	sell	4736	0.01	0.93950	0.00000	0.00000
9470	2013.08.20 09:46	close	4736	0.01	0.93798	0.00000	0.00000	133.47	1840269.93
9471	2013.08.20 10:55	buy	4737	0.03	0.93630	0.00000	0.00000
9472	2013.08.20 16:28	close	4737	0.03	0.94399	0.00000	0.00000	2024.51	1842294.44
9473	2013.08.20 16:28	close	4732	0.02	0.94399	0.00000	0.00000	-253.61	1842040.82
9474	2013.08.20 16:28	close	4731	0.01	0.94399	0.00000	0.00000	-688.44	1841352.38
9475	2013.08.20 19:00	buy	4738	0.01	0.94349	0.00000	0.00000
9476	2013.08.20 20:20	sell	4739	0.01	0.94347	0.00000	0.00000
9477	2013.08.20 22:40	close	4738	0.01	0.94452	0.00000	0.00000	90.39	1841442.77
9478	2013.08.20 23:46	close	4739	0.01	0.94246	0.00000	0.00000	88.68	1841531.45
9479	2013.08.21 02:00	buy	4740	0.01	0.94222	0.00000	0.00000
9480	2013.08.21 05:40	sell	4741	0.01	0.94004	0.00000	0.00000
9481	2013.08.21 11:05	buy	4742	0.02	0.93985	0.00000	0.00000
9482	2013.08.21 13:30	close	4742	0.02	0.94155	0.00000	0.00000	298.37	1841829.82
9483	2013.08.21 13:30	close	4740	0.01	0.94155	0.00000	0.00000	-58.80	1841771.02
9484	2013.08.21 14:40	sell	4743	0.02	0.94305	0.00000	0.00000
9485	2013.08.21 15:45	buy	4744	0.01	0.94233	0.00000	0.00000
9486	2013.08.21 16:59	close	4743	0.02	0.94091	0.00000	0.00000	375.82	1842146.84
9487	2013.08.21 16:59	close	4741	0.01	0.94091	0.00000	0.00000	-76.40	1842070.44
9488	2013.08.21 18:05	sell	4745	0.01	0.94179	0.00000	0.00000
9489	2013.08.21 19:50	close	4744	0.01	0.94334	0.00000	0.00000	88.63	1842159.07
9490	2013.08.21 21:06	close	4745	0.01	0.94041	0.00000	0.00000	121.18	1842280.25
9491	2013.08.21 21:50	sell	4746	0.01	0.94469	0.00000	0.00000
9492	2013.08.21 22:03	close	4746	0.01	0.94316	0.00000	0.00000	134.35	1842414.60
9493	2013.08.22 02:20	sell	4747	0.01	0.94129	0.00000	0.00000
9494	2013.08.22 02:30	buy	4748	0.01	0.94081	0.00000	0.00000
9495	2013.08.22 03:00	close	4747	0.01	0.94027	0.00000	0.00000	89.56	1842504.16
9496	2013.08.22 04:35	sell	4749	0.01	0.93944	0.00000	0.00000
9497	2013.08.22 04:46	close	4748	0.01	0.94187	0.00000	0.00000	93.02	1842597.18
9498	2013.08.22 06:40	buy	4750	0.01	0.94244	0.00000	0.00000
9499	2013.08.22 07:20	close	4750	0.01	0.94346	0.00000	0.00000	89.51	1842686.69
9500	2013.08.22 07:40	buy	4751	0.01	0.94310	0.00000	0.00000
9501	2013.08.22 10:35	close	4751	0.01	0.94421	0.00000	0.00000	97.41	1842784.10
9502	2013.08.22 12:25	buy	4752	0.01	0.94294	0.00000	0.00000
9503	2013.08.22 14:27	close	4752	0.01	0.94417	0.00000	0.00000	107.94	1842892.04
9504	2013.08.22 21:30	buy	4753	0.01	0.94760	0.00000	0.00000
9505	2013.08.23 02:10	close	4753	0.01	0.94890	0.00000	0.00000	111.01	1843003.05
9506	2013.08.23 02:55	buy	4754	0.01	0.94827	0.00000	0.00000
9507	2013.08.23 04:34	close	4754	0.01	0.94946	0.00000	0.00000	104.43	1843107.48
9508	2013.08.23 06:50	buy	4755	0.01	0.95033	0.00000	0.00000
9509	2013.08.23 12:15	sell	4756	0.02	0.95023	0.00000	0.00000
9510	2013.08.26 15:51	close	4755	0.01	0.95246	0.00000	0.00000	183.85	1843291.33
9511	2013.08.26 16:40	buy	4757	0.01	0.95153	0.00000	0.00000
9512	2013.08.27 03:13	close	4756	0.02	0.94394	0.00000	0.00000	1090.58	1844381.91
9513	2013.08.27 03:13	close	4749	0.01	0.94394	0.00000	0.00000	-405.66	1843976.25
9514	2013.08.27 03:40	buy	4758	0.02	0.94467	0.00000	0.00000
9515	2013.08.27 04:40	sell	4759	0.01	0.94434	0.00000	0.00000
9516	2013.08.27 08:16	close	4759	0.01	0.94304	0.00000	0.00000	114.15	1844090.40
9517	2013.08.27 09:45	sell	4760	0.01	0.94297	0.00000	0.00000
9518	2013.08.27 12:04	close	4760	0.01	0.94188	0.00000	0.00000	95.71	1844186.11
9519	2013.08.27 12:45	sell	4761	0.01	0.94209	0.00000	0.00000
9520	2013.08.27 17:36	close	4761	0.01	0.94083	0.00000	0.00000	110.64	1844296.75
9521	2013.08.27 18:00	buy	4762	0.03	0.94195	0.00000	0.00000
9522	2013.08.27 18:20	sell	4763	0.01	0.94166	0.00000	0.00000
9523	2013.08.28 00:11	close	4763	0.01	0.94060	0.00000	0.00000	89.57	1844386.32
9524	2013.08.28 02:00	sell	4764	0.01	0.94042	0.00000	0.00000
9525	2013.08.28 02:40	close	4764	0.01	0.93927	0.00000	0.00000	100.98	1844487.30
9526	2013.08.28 03:00	buy	4765	0.05	0.93837	0.00000	0.00000
9527	2013.08.28 03:25	sell	4766	0.01	0.93891	0.00000	0.00000
9528	2013.08.28 06:09	close	4766	0.01	0.93777	0.00000	0.00000	100.10	1844587.40
9529	2013.08.28 06:51	buy	4767	0.08	0.93633	0.00000	0.00000
9530	2013.08.28 09:20	sell	4768	0.01	0.93665	0.00000	0.00000
9531	2013.08.28 09:43	close	4768	0.01	0.93489	0.00000	0.00000	154.54	1844741.94
9532	2013.08.28 10:50	sell	4769	0.01	0.93737	0.00000	0.00000
9533	2013.08.28 11:44	close	4769	0.01	0.93630	0.00000	0.00000	93.95	1844835.89
9534	2013.08.28 12:25	sell	4770	0.01	0.93799	0.00000	0.00000
9535	2013.08.28 13:08	close	4770	0.01	0.93693	0.00000	0.00000	93.08	1844928.97
9536	2013.08.28 14:00	sell	4771	0.01	0.93708	0.00000	0.00000
9537	2013.08.28 14:30	close	4771	0.01	0.93593	0.00000	0.00000	100.98	1845029.95
9538	2013.08.28 17:25	sell	4772	0.01	0.93594	0.00000	0.00000
9539	2013.08.29 04:20	close	4767	0.08	0.94015	0.00000	0.00000	2608.09	1847638.04
9540	2013.08.29 04:20	close	4765	0.05	0.94015	0.00000	0.00000	734.95	1848372.99
9541	2013.08.29 04:20	close	4762	0.03	0.94015	0.00000	0.00000	-510.74	1847862.26
9542	2013.08.29 04:20	close	4758	0.02	0.94015	0.00000	0.00000	-817.87	1847044.39
9543	2013.08.29 04:20	close	4757	0.01	0.94015	0.00000	0.00000	-1014.02	1846030.37
9544	2013.08.29 05:00	buy	4773	0.01	0.93932	0.00000	0.00000
9545	2013.08.29 05:33	close	4773	0.01	0.94040	0.00000	0.00000	94.77	1846125.14
9546	2013.08.29 06:00	buy	4774	0.01	0.94052	0.00000	0.00000
9547	2013.08.29 07:40	sell	4775	0.02	0.94017	0.00000	0.00000
9548	2013.08.29 15:31	close	4775	0.02	0.93715	0.00000	0.00000	530.36	1846655.50
9549	2013.08.29 15:31	close	4772	0.01	0.93715	0.00000	0.00000	-116.78	1846538.72
9550	2013.08.29 16:15	sell	4776	0.01	0.93841	0.00000	0.00000
9551	2013.08.30 04:32	close	4774	0.01	0.94162	0.00000	0.00000	93.46	1846632.18
9552	2013.08.30 05:20	buy	4777	0.01	0.94142	0.00000	0.00000
9553	2013.08.30 10:03	close	4777	0.01	0.94257	0.00000	0.00000	100.92	1846733.10
9554	2013.08.30 10:35	buy	4778	0.01	0.94193	0.00000	0.00000
9555	2013.08.30 19:19	close	4776	0.01	0.93735	0.00000	0.00000	89.57	1846822.67
9556	2013.08.30 21:25	sell	4779	0.01	0.93680	0.00000	0.00000
9557	2013.09.02 04:31	close	4778	0.01	0.94301	0.00000	0.00000	91.70	1846914.37
9558	2013.09.02 06:40	sell	4780	0.02	0.94333	0.00000	0.00000
9559	2013.09.02 12:55	buy	4781	0.01	0.94767	0.00000	0.00000
9560	2013.09.03 00:25	close	4781	0.01	0.94909	0.00000	0.00000	121.54	1847035.91
9561	2013.09.03 05:20	buy	4782	0.01	0.94783	0.00000	0.00000
9562	2013.09.03 07:31	close	4782	0.01	0.94927	0.00000	0.00000	126.37	1847162.28
9563	2013.09.03 09:30	buy	4783	0.01	0.95266	0.00000	0.00000
9564	2013.09.03 17:05	sell	4784	0.03	0.95060	0.00000	0.00000
9565	2013.09.03 17:13	close	4783	0.01	0.95382	0.00000	0.00000	101.79	1847264.07
9566	2013.09.03 19:55	buy	4785	0.01	0.95329	0.00000	0.00000
9567	2013.09.04 00:00	close	4785	0.01	0.95434	0.00000	0.00000	89.08	1847353.15
9568	2013.09.04 02:20	sell	4786	0.05	0.95431	0.00000	0.00000
9569	2013.09.04 02:50	buy	4787	0.01	0.95375	0.00000	0.00000
9570	2013.09.04 04:31	close	4787	0.01	0.95601	0.00000	0.00000	198.33	1847551.48
9571	2013.09.04 07:25	buy	4788	0.01	0.95870	0.00000	0.00000
9572	2013.09.04 09:27	close	4788	0.01	0.95992	0.00000	0.00000	107.06	1847658.54
9573	2013.09.04 13:05	buy	4789	0.01	0.95988	0.00000	0.00000
9574	2013.09.04 13:26	close	4789	0.01	0.96095	0.00000	0.00000	93.90	1847752.44
9575	2013.09.04 13:26	buy	4790	0.01	0.96125	0.00000	0.00000
9576	2013.09.04 15:34	close	4790	0.01	0.96244	0.00000	0.00000	104.43	1847856.87
9577	2013.09.04 19:25	buy	4791	0.01	0.96244	0.00000	0.00000
9578	2013.09.05 03:00	sell	4792	0.08	0.96218	0.00000	0.00000
9579	2013.09.05 11:30	buy	4793	0.02	0.95903	0.00000	0.00000
9580	2013.09.09 13:15	buy	4794	0.03	0.95610	0.00000	0.00000
9581	2013.09.10 05:22	close	4794	0.03	0.95962	0.00000	0.00000	917.48	1848774.34
9582	2013.09.10 05:22	close	4793	0.02	0.95962	0.00000	0.00000	85.12	1848859.46
9583	2013.09.10 05:22	close	4791	0.01	0.95962	0.00000	0.00000	-265.90	1848593.57
9584	2013.09.10 09:55	buy	4795	0.01	0.96066	0.00000	0.00000
9585	2013.09.10 16:14	close	4795	0.01	0.96167	0.00000	0.00000	88.63	1848682.20
9586	2013.09.10 19:50	buy	4796	0.01	0.96246	0.00000	0.00000
9587	2013.09.10 20:59	close	4796	0.01	0.96353	0.00000	0.00000	93.90	1848776.10
9588	2013.09.10 21:35	buy	4797	0.01	0.96304	0.00000	0.00000
9589	2013.09.10 23:28	close	4797	0.01	0.96405	0.00000	0.00000	88.63	1848864.73
9590	2013.09.11 02:00	buy	4798	0.01	0.96326	0.00000	0.00000
9591	2013.09.12 09:27	close	4792	0.08	0.95390	0.00000	0.00000	5619.84	1854484.57
9592	2013.09.12 09:27	close	4786	0.05	0.95390	0.00000	0.00000	4.50	1854489.07
9593	2013.09.12 09:27	close	4784	0.03	0.95390	0.00000	0.00000	-985.13	1853503.94
9594	2013.09.12 09:27	close	4780	0.02	0.95390	0.00000	0.00000	-1940.50	1851563.44
9595	2013.09.12 09:27	close	4779	0.01	0.95390	0.00000	0.00000	-1547.15	1850016.29
9596	2013.09.12 11:15	sell	4799	0.01	0.95462	0.00000	0.00000
9597	2013.09.12 12:31	close	4799	0.01	0.95349	0.00000	0.00000	99.22	1850115.51
9598	2013.09.12 13:15	sell	4800	0.01	0.95469	0.00000	0.00000
9599	2013.09.12 15:31	close	4800	0.01	0.95340	0.00000	0.00000	113.27	1850228.78
9600	2013.09.12 16:45	sell	4801	0.01	0.95547	0.00000	0.00000

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