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65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
9601	2013.09.13 06:05	buy	4802	0.02	0.95474	0.00000	0.00000
9602	2013.09.13 06:16	close	4801	0.01	0.95441	0.00000	0.00000	89.57	1850318.35
9603	2013.09.13 07:20	sell	4803	0.01	0.95463	0.00000	0.00000
9604	2013.09.16 00:00	close	4802	0.02	0.96249	0.00000	0.00000	1354.06	1851672.40
9605	2013.09.16 00:00	close	4798	0.01	0.96249	0.00000	0.00000	-82.93	1851589.48
9606	2013.09.16 02:00	buy	4804	0.01	0.96232	0.00000	0.00000
9607	2013.09.16 10:55	sell	4805	0.02	0.96225	0.00000	0.00000
9608	2013.09.16 11:19	close	4804	0.01	0.96346	0.00000	0.00000	100.04	1851689.52
9609	2013.09.16 14:35	sell	4806	0.03	0.96611	0.00000	0.00000
9610	2013.09.16 16:05	buy	4807	0.01	0.96613	0.00000	0.00000
9611	2013.09.16 19:55	buy	4808	0.02	0.96236	0.00000	0.00000
9612	2013.09.16 21:56	close	4806	0.03	0.96094	0.00000	0.00000	1361.90	1853051.42
9613	2013.09.16 21:56	close	4805	0.02	0.96094	0.00000	0.00000	230.06	1853281.48
9614	2013.09.16 21:56	close	4803	0.01	0.96094	0.00000	0.00000	-557.58	1852723.90
9615	2013.09.17 02:45	sell	4809	0.01	0.96154	0.00000	0.00000
9616	2013.09.17 03:55	close	4809	0.01	0.96053	0.00000	0.00000	88.68	1852812.58
9617	2013.09.17 04:25	sell	4810	0.01	0.96122	0.00000	0.00000
9618	2013.09.17 04:53	close	4810	0.01	0.96008	0.00000	0.00000	100.11	1852912.69
9619	2013.09.17 05:25	sell	4811	0.01	0.96035	0.00000	0.00000
9620	2013.09.17 16:39	close	4808	0.02	0.96476	0.00000	0.00000	415.09	1853327.78
9621	2013.09.17 16:39	close	4807	0.01	0.96476	0.00000	0.00000	-123.30	1853204.47
9622	2013.09.17 17:15	buy	4812	0.01	0.96353	0.00000	0.00000
9623	2013.09.18 19:36	close	4812	0.01	0.96455	0.00000	0.00000	86.44	1853290.91
9624	2013.09.18 20:20	sell	4813	0.02	0.96532	0.00000	0.00000
9625	2013.09.18 21:15	buy	4814	0.01	0.96799	0.00000	0.00000
9626	2013.09.18 21:23	close	4814	0.01	0.96909	0.00000	0.00000	96.53	1853387.44
9627	2013.09.18 21:23	buy	4815	0.01	0.96939	0.00000	0.00000
9628	2013.09.18 21:59	close	4815	0.01	0.97055	0.00000	0.00000	101.80	1853489.24
9629	2013.09.19 02:05	buy	4816	0.01	0.97121	0.00000	0.00000
9630	2013.09.19 19:05	buy	4817	0.02	0.96732	0.00000	0.00000
9631	2013.09.20 03:35	close	4817	0.02	0.96978	0.00000	0.00000	425.62	1853914.86
9632	2013.09.20 03:35	close	4816	0.01	0.96978	0.00000	0.00000	-128.56	1853786.30
9633	2013.09.20 07:40	buy	4818	0.01	0.97113	0.00000	0.00000
9634	2013.09.20 21:30	buy	4819	0.02	0.96814	0.00000	0.00000
9635	2013.09.23 04:46	close	4819	0.02	0.97031	0.00000	0.00000	374.72	1854161.02
9636	2013.09.23 04:46	close	4818	0.01	0.97031	0.00000	0.00000	-75.03	1854085.99
9637	2013.09.23 06:15	buy	4820	0.01	0.96996	0.00000	0.00000
9638	2013.09.23 13:59	close	4820	0.01	0.97128	0.00000	0.00000	115.84	1854201.83
9639	2013.09.23 16:10	buy	4821	0.01	0.97050	0.00000	0.00000
9640	2013.09.23 17:18	close	4821	0.01	0.97160	0.00000	0.00000	96.53	1854298.36
9641	2013.09.23 17:40	sell	4822	0.03	0.97144	0.00000	0.00000
9642	2013.09.23 19:40	buy	4823	0.01	0.97201	0.00000	0.00000
9643	2013.09.24 03:50	buy	4824	0.02	0.96740	0.00000	0.00000
9644	2013.09.24 11:49	close	4822	0.03	0.96545	0.00000	0.00000	1567.38	1855865.74
9645	2013.09.24 11:49	close	4813	0.02	0.96545	0.00000	0.00000	-64.95	1855800.79
9646	2013.09.24 11:49	close	4811	0.01	0.96545	0.00000	0.00000	-472.39	1855328.40
9647	2013.09.24 14:15	sell	4825	0.01	0.96640	0.00000	0.00000
9648	2013.09.24 17:13	close	4825	0.01	0.96520	0.00000	0.00000	105.37	1855433.77
9649	2013.09.24 18:05	sell	4826	0.01	0.96745	0.00000	0.00000
9650	2013.09.25 02:17	close	4826	0.01	0.96634	0.00000	0.00000	93.96	1855527.73
9651	2013.09.25 03:00	sell	4827	0.01	0.96681	0.00000	0.00000
9652	2013.09.25 06:36	close	4827	0.01	0.96573	0.00000	0.00000	94.83	1855622.56
9653	2013.09.25 09:00	sell	4828	0.01	0.96615	0.00000	0.00000
9654	2013.09.25 09:42	close	4828	0.01	0.96511	0.00000	0.00000	91.32	1855713.88
9655	2013.09.25 12:10	sell	4829	0.01	0.96430	0.00000	0.00000
9656	2013.09.25 17:21	close	4829	0.01	0.96306	0.00000	0.00000	108.88	1855822.76
9657	2013.09.25 18:20	sell	4830	0.01	0.96527	0.00000	0.00000
9658	2013.09.26 09:15	sell	4831	0.02	0.96750	0.00000	0.00000
9659	2013.09.26 16:30	close	4831	0.02	0.96576	0.00000	0.00000	305.57	1856128.33
9660	2013.09.26 16:30	close	4830	0.01	0.96576	0.00000	0.00000	-53.55	1856074.78
9661	2013.09.26 19:50	buy	4832	0.03	0.96525	0.00000	0.00000
9662	2013.09.27 02:05	sell	4833	0.01	0.96542	0.00000	0.00000
9663	2013.09.27 04:49	close	4833	0.01	0.96436	0.00000	0.00000	93.08	1856167.86
9664	2013.09.27 08:20	sell	4834	0.01	0.96402	0.00000	0.00000
9665	2013.09.27 11:54	close	4834	0.01	0.96293	0.00000	0.00000	95.71	1856263.57
9666	2013.09.27 16:05	sell	4835	0.01	0.96083	0.00000	0.00000
9667	2013.09.27 17:37	close	4835	0.01	0.95979	0.00000	0.00000	91.32	1856354.89
9668	2013.09.27 18:30	buy	4836	0.05	0.96003	0.00000	0.00000
9669	2013.09.27 18:40	sell	4837	0.01	0.96069	0.00000	0.00000
9670	2013.09.27 23:03	close	4837	0.01	0.95965	0.00000	0.00000	91.32	1856446.21
9671	2013.09.30 04:35	sell	4838	0.01	0.95893	0.00000	0.00000
9672	2013.09.30 04:46	close	4838	0.01	0.95736	0.00000	0.00000	137.86	1856584.07
9673	2013.09.30 04:46	sell	4839	0.01	0.95706	0.00000	0.00000
9674	2013.09.30 11:40	sell	4840	0.02	0.96032	0.00000	0.00000
9675	2013.10.01 07:32	close	4836	0.05	0.96556	0.00000	0.00000	2395.72	1858979.78
9676	2013.10.01 07:32	close	4832	0.03	0.96556	0.00000	0.00000	53.97	1859033.75
9677	2013.10.01 07:32	close	4824	0.02	0.96556	0.00000	0.00000	-365.93	1858667.82
9678	2013.10.01 07:32	close	4823	0.01	0.96556	0.00000	0.00000	-590.59	1858077.23
9679	2013.10.01 08:10	sell	4841	0.03	0.96740	0.00000	0.00000
9680	2013.10.01 14:00	buy	4842	0.01	0.97061	0.00000	0.00000
9681	2013.10.02 03:34	close	4842	0.01	0.97195	0.00000	0.00000	114.52	1858191.75
9682	2013.10.02 04:55	buy	4843	0.01	0.96927	0.00000	0.00000
9683	2013.10.02 23:26	close	4843	0.01	0.97033	0.00000	0.00000	93.02	1858284.77
9684	2013.10.03 02:00	buy	4844	0.01	0.96951	0.00000	0.00000
9685	2013.10.03 12:35	sell	4845	0.05	0.96993	0.00000	0.00000
9686	2013.10.03 15:03	close	4844	0.01	0.97052	0.00000	0.00000	88.63	1858373.40
9687	2013.10.03 17:35	buy	4846	0.01	0.96920	0.00000	0.00000
9688	2013.10.03 20:37	close	4846	0.01	0.97031	0.00000	0.00000	97.40	1858470.80
9689	2013.10.03 21:15	buy	4847	0.01	0.97010	0.00000	0.00000
9690	2013.10.04 02:03	close	4847	0.01	0.97147	0.00000	0.00000	117.15	1858587.95
9691	2013.10.04 07:55	buy	4848	0.01	0.97415	0.00000	0.00000
9692	2013.10.04 09:16	close	4848	0.01	0.97528	0.00000	0.00000	99.17	1858687.12
9693	2013.10.04 10:50	buy	4849	0.01	0.97450	0.00000	0.00000
9694	2013.10.04 12:25	close	4849	0.01	0.97551	0.00000	0.00000	88.63	1858775.75
9695	2013.10.04 14:05	buy	4850	0.01	0.97474	0.00000	0.00000
9696	2013.10.07 03:55	sell	4851	0.08	0.97221	0.00000	0.00000
9697	2013.10.07 05:00	buy	4852	0.02	0.97135	0.00000	0.00000
9698	2013.10.08 03:31	close	4852	0.02	0.97415	0.00000	0.00000	485.29	1859261.04
9699	2013.10.08 03:31	close	4850	0.01	0.97415	0.00000	0.00000	-57.92	1859203.12
9700	2013.10.08 04:20	buy	4853	0.01	0.97258	0.00000	0.00000
9701	2013.10.08 07:08	close	4853	0.01	0.97365	0.00000	0.00000	93.90	1859297.02
9702	2013.10.08 11:25	buy	4854	0.01	0.97519	0.00000	0.00000
9703	2013.10.08 13:09	close	4854	0.01	0.97650	0.00000	0.00000	114.96	1859411.98
9704	2013.10.08 16:20	buy	4855	0.01	0.97742	0.00000	0.00000
9705	2013.10.08 19:31	buy	4856	0.02	0.97531	0.00000	0.00000
9706	2013.10.08 21:15	sell	4857	0.14	0.97657	0.00000	0.00000
9707	2013.10.08 21:16	close	4856	0.02	0.97714	0.00000	0.00000	321.18	1859733.16
9708	2013.10.08 21:16	close	4855	0.01	0.97714	0.00000	0.00000	-24.57	1859708.59
9709	2013.10.09 02:40	buy	4858	0.01	0.97812	0.00000	0.00000
9710	2013.10.09 03:09	close	4858	0.01	0.97915	0.00000	0.00000	90.39	1859798.98
9711	2013.10.09 03:45	buy	4859	0.01	0.97785	0.00000	0.00000
9712	2013.10.09 08:16	close	4859	0.01	0.97885	0.00000	0.00000	87.75	1859886.73
9713	2013.10.09 10:10	buy	4860	0.01	0.97930	0.00000	0.00000
9714	2013.10.09 12:22	close	4860	0.01	0.98031	0.00000	0.00000	88.63	1859975.36
9715	2013.10.09 15:05	buy	4861	0.01	0.98102	0.00000	0.00000
9716	2013.10.09 16:58	close	4861	0.01	0.98218	0.00000	0.00000	101.80	1860077.16
9717	2013.10.09 18:40	buy	4862	0.01	0.98068	0.00000	0.00000
9718	2013.10.09 21:59	close	4862	0.01	0.98178	0.00000	0.00000	96.53	1860173.69
9719	2013.10.10 02:05	buy	4863	0.01	0.98211	0.00000	0.00000
9720	2013.10.10 03:31	close	4863	0.01	0.98363	0.00000	0.00000	133.39	1860307.08
9721	2013.10.10 04:05	buy	4864	0.01	0.98178	0.00000	0.00000
9722	2013.10.10 17:55	sell	4865	0.24	0.98146	0.00000	0.00000
9723	2013.10.10 18:58	close	4864	0.01	0.98284	0.00000	0.00000	93.02	1860400.10
9724	2013.10.10 20:00	buy	4866	0.01	0.98241	0.00000	0.00000
9725	2013.10.10 22:37	close	4866	0.01	0.98356	0.00000	0.00000	100.92	1860501.02
9726	2013.10.11 02:05	buy	4867	0.01	0.98313	0.00000	0.00000
9727	2013.10.11 04:08	close	4867	0.01	0.98420	0.00000	0.00000	93.90	1860594.92
9728	2013.10.11 07:20	buy	4868	0.01	0.98507	0.00000	0.00000
9729	2013.10.11 09:50	sell	4869	0.41	0.98521	0.00000	0.00000
9730	2013.10.11 22:00	close	4869	0.41	0.97950	0.00000	0.00000	20556.73	1881151.65
9731	2013.10.11 22:00	close	4865	0.24	0.97950	0.00000	0.00000	4046.25	1885197.90
9732	2013.10.11 22:00	close	4857	0.14	0.97950	0.00000	0.00000	-3847.58	1881350.32
9733	2013.10.11 22:00	close	4851	0.08	0.97950	0.00000	0.00000	-5289.44	1876060.88
9734	2013.10.11 22:00	close	4845	0.05	0.97950	0.00000	0.00000	-4342.01	1871718.87
9735	2013.10.11 22:00	close	4841	0.03	0.97950	0.00000	0.00000	-3313.79	1868405.08
9736	2013.10.11 22:00	close	4840	0.02	0.97950	0.00000	0.00000	-3459.57	1864945.51
9737	2013.10.11 22:00	close	4839	0.01	0.97950	0.00000	0.00000	-2016.05	1862929.46
9738	2013.10.14 02:50	sell	4870	0.01	0.97847	0.00000	0.00000
9739	2013.10.14 10:25	buy	4871	0.02	0.97955	0.00000	0.00000
9740	2013.10.14 21:04	close	4871	0.02	0.98298	0.00000	0.00000	602.00	1863531.46
9741	2013.10.14 21:04	close	4868	0.01	0.98298	0.00000	0.00000	-186.48	1863344.98
9742	2013.10.14 21:35	sell	4872	0.02	0.98279	0.00000	0.00000
9743	2013.10.15 05:05	buy	4873	0.01	0.98470	0.00000	0.00000
9744	2013.10.15 09:32	close	4873	0.01	0.98570	0.00000	0.00000	87.75	1863432.73
9745	2013.10.15 11:00	sell	4874	0.03	0.98707	0.00000	0.00000
9746	2013.10.15 12:20	buy	4875	0.01	0.98727	0.00000	0.00000
9747	2013.10.15 18:27	close	4875	0.01	0.98828	0.00000	0.00000	88.63	1863521.36
9748	2013.10.16 02:05	buy	4876	0.01	0.98638	0.00000	0.00000
9749	2013.10.16 02:32	close	4876	0.01	0.98739	0.00000	0.00000	88.63	1863609.99
9750	2013.10.16 04:45	buy	4877	0.01	0.98835	0.00000	0.00000

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