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66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
9751	2013.10.16 10:07	close	4877	0.01	0.98938	0.00000	0.00000	90.39	1863700.38
9752	2013.10.16 11:35	buy	4878	0.01	0.98903	0.00000	0.00000
9753	2013.10.17 02:15	buy	4879	0.02	0.98625	0.00000	0.00000
9754	2013.10.17 12:32	close	4879	0.02	0.98817	0.00000	0.00000	336.98	1864037.36
9755	2013.10.17 12:32	close	4878	0.01	0.98817	0.00000	0.00000	-84.68	1863952.67
9756	2013.10.17 14:40	sell	4880	0.05	0.99055	0.00000	0.00000
9757	2013.10.17 20:35	buy	4881	0.01	0.99183	0.00000	0.00000
9758	2013.10.18 12:25	close	4881	0.01	0.99284	0.00000	0.00000	85.56	1864038.23
9759	2013.10.18 13:35	sell	4882	0.08	0.99478	0.00000	0.00000
9760	2013.10.18 15:50	buy	4883	0.01	0.99428	0.00000	0.00000
9761	2013.10.18 22:59	close	4883	0.01	0.99528	0.00000	0.00000	87.76	1864125.99
9762	2013.10.21 02:05	buy	4884	0.01	0.99546	0.00000	0.00000
9763	2013.10.22 15:31	close	4884	0.01	0.99760	0.00000	0.00000	184.73	1864310.72
9764	2013.10.22 18:20	buy	4885	0.01	0.99791	0.00000	0.00000
9765	2013.10.22 20:23	close	4885	0.01	0.99895	0.00000	0.00000	91.27	1864401.99
9766	2013.10.22 21:15	buy	4886	0.01	0.99869	0.00000	0.00000
9767	2013.10.23 03:31	close	4886	0.01	1.00146	0.00000	0.00000	240.01	1864642.00
9768	2013.10.23 06:55	buy	4887	0.01	0.99923	0.00000	0.00000
9769	2013.10.23 18:15	sell	4888	0.14	0.99925	0.00000	0.00000
9770	2013.10.23 18:32	close	4887	0.01	1.00036	0.00000	0.00000	99.16	1864741.16
9771	2013.10.23 18:55	buy	4889	0.01	1.00037	0.00000	0.00000
9772	2013.10.24 04:57	close	4889	0.01	1.00155	0.00000	0.00000	94.34	1864835.49
9773	2013.10.24 10:30	buy	4890	0.01	1.00088	0.00000	0.00000
9774	2013.10.24 19:44	close	4890	0.01	1.00191	0.00000	0.00000	90.39	1864925.88
9775	2013.10.24 20:05	sell	4891	0.24	1.00194	0.00000	0.00000
9776	2013.10.25 02:35	buy	4892	0.01	1.00207	0.00000	0.00000
9777	2013.10.25 12:58	close	4892	0.01	1.00310	0.00000	0.00000	90.39	1865016.27
9778	2013.10.25 14:15	buy	4893	0.01	1.00117	0.00000	0.00000
9779	2013.10.25 16:08	close	4893	0.01	1.00225	0.00000	0.00000	94.78	1865111.05
9780	2013.10.25 17:50	buy	4894	0.01	1.00145	0.00000	0.00000
9781	2013.10.28 01:04	close	4894	0.01	1.00276	0.00000	0.00000	111.89	1865222.94
9782	2013.10.28 03:50	buy	4895	0.01	1.00310	0.00000	0.00000
9783	2013.10.28 10:20	close	4895	0.01	1.00420	0.00000	0.00000	96.53	1865319.47
9784	2013.10.28 11:00	sell	4896	0.41	1.00418	0.00000	0.00000
9785	2013.10.28 14:34	close	4896	0.41	0.99964	0.00000	0.00000	16344.59	1881664.06
9786	2013.10.28 14:34	close	4891	0.24	0.99964	0.00000	0.00000	4678.52	1886342.58
9787	2013.10.28 14:34	close	4888	0.14	0.99964	0.00000	0.00000	-725.13	1885617.45
9788	2013.10.28 14:34	close	4882	0.08	0.99964	0.00000	0.00000	-3638.61	1881978.84
9789	2013.10.28 14:34	close	4880	0.05	0.99964	0.00000	0.00000	-4148.83	1877830.01
9790	2013.10.28 14:34	close	4874	0.03	0.99964	0.00000	0.00000	-3448.13	1874381.88
9791	2013.10.28 14:34	close	4872	0.02	0.99964	0.00000	0.00000	-3057.41	1871324.47
9792	2013.10.28 14:34	close	4870	0.01	0.99964	0.00000	0.00000	-1908.04	1869416.43
9793	2013.10.28 16:15	buy	4897	0.01	0.99998	0.00000	0.00000
9794	2013.10.28 17:55	sell	4898	0.01	0.99974	0.00000	0.00000
9795	2013.10.28 23:32	close	4898	0.01	0.99787	0.00000	0.00000	164.20	1869580.63
9796	2013.10.29 02:25	sell	4899	0.01	0.99650	0.00000	0.00000
9797	2013.10.29 03:53	close	4899	0.01	0.99548	0.00000	0.00000	89.56	1869670.19
9798	2013.10.29 06:40	buy	4900	0.02	0.99363	0.00000	0.00000
9799	2013.10.29 09:30	sell	4901	0.01	0.99335	0.00000	0.00000
9800	2013.10.29 11:18	close	4901	0.01	0.99231	0.00000	0.00000	91.32	1869761.51
9801	2013.10.29 11:45	sell	4902	0.01	0.99224	0.00000	0.00000
9802	2013.10.29 12:54	close	4902	0.01	0.99123	0.00000	0.00000	88.69	1869850.20
9803	2013.10.29 13:45	buy	4903	0.03	0.98994	0.00000	0.00000
9804	2013.10.29 15:30	sell	4904	0.01	0.99156	0.00000	0.00000
9805	2013.10.30 03:22	close	4904	0.01	0.99048	0.00000	0.00000	91.32	1869941.52
9806	2013.10.30 05:15	sell	4905	0.01	0.99123	0.00000	0.00000
9807	2013.10.30 19:20	sell	4906	0.02	0.99339	0.00000	0.00000
9808	2013.10.30 20:02	close	4906	0.02	0.99166	0.00000	0.00000	303.82	1870245.34
9809	2013.10.30 20:02	close	4905	0.01	0.99166	0.00000	0.00000	-37.76	1870207.58
9810	2013.10.30 21:00	sell	4907	0.01	0.99168	0.00000	0.00000
9811	2013.10.31 03:00	sell	4908	0.02	0.99446	0.00000	0.00000
9812	2013.10.31 03:01	close	4903	0.03	0.99491	0.00000	0.00000	1271.58	1871479.16
9813	2013.10.31 03:01	close	4900	0.02	0.99491	0.00000	0.00000	200.08	1871679.24
9814	2013.10.31 03:01	close	4897	0.01	0.99491	0.00000	0.00000	-460.27	1871218.97
9815	2013.10.31 04:45	buy	4909	0.01	0.99491	0.00000	0.00000
9816	2013.10.31 15:30	close	4908	0.02	0.99256	0.00000	0.00000	333.67	1871552.64
9817	2013.10.31 15:30	close	4907	0.01	0.99256	0.00000	0.00000	-87.80	1871464.84
9818	2013.10.31 16:25	buy	4910	0.02	0.98917	0.00000	0.00000
9819	2013.11.01 02:00	sell	4911	0.01	0.98672	0.00000	0.00000
9820	2013.11.01 11:55	buy	4912	0.03	0.98613	0.00000	0.00000
9821	2013.11.01 16:24	close	4911	0.01	0.98570	0.00000	0.00000	89.56	1871554.40
9822	2013.11.01 18:55	sell	4913	0.01	0.98537	0.00000	0.00000
9823	2013.11.01 20:06	close	4913	0.01	0.98433	0.00000	0.00000	91.32	1871645.72
9824	2013.11.04 02:00	sell	4914	0.01	0.98597	0.00000	0.00000
9825	2013.11.04 19:03	close	4912	0.03	0.99061	0.00000	0.00000	1170.22	1872815.94
9826	2013.11.04 19:03	close	4910	0.02	0.99061	0.00000	0.00000	240.44	1873056.38
9827	2013.11.04 19:03	close	4909	0.01	0.99061	0.00000	0.00000	-383.49	1872672.89
9828	2013.11.04 19:25	sell	4915	0.02	0.99077	0.00000	0.00000
9829	2013.11.05 04:00	buy	4916	0.01	0.99095	0.00000	0.00000
9830	2013.11.05 13:05	close	4916	0.01	0.99204	0.00000	0.00000	95.65	1872768.54
9831	2013.11.05 14:05	sell	4917	0.03	0.99348	0.00000	0.00000
9832	2013.11.05 15:30	buy	4918	0.01	0.99341	0.00000	0.00000
9833	2013.11.06 11:09	close	4918	0.01	0.99453	0.00000	0.00000	95.22	1872863.76
9834	2013.11.06 11:45	sell	4919	0.05	0.99589	0.00000	0.00000
9835	2013.11.06 13:40	buy	4920	0.01	0.99515	0.00000	0.00000
9836	2013.11.06 18:00	close	4919	0.05	0.99199	0.00000	0.00000	1712.26	1874576.02
9837	2013.11.06 18:00	close	4917	0.03	0.99199	0.00000	0.00000	381.98	1874958.00
9838	2013.11.06 18:00	close	4915	0.02	0.99199	0.00000	0.00000	-228.30	1874729.70
9839	2013.11.06 18:00	close	4914	0.01	0.99199	0.00000	0.00000	-535.63	1874194.07
9840	2013.11.06 18:45	buy	4921	0.02	0.99135	0.00000	0.00000
9841	2013.11.06 19:45	sell	4922	0.01	0.99184	0.00000	0.00000
9842	2013.11.07 02:31	close	4922	0.01	0.98910	0.00000	0.00000	230.07	1874424.14
9843	2013.11.07 03:15	buy	4923	0.03	0.98725	0.00000	0.00000
9844	2013.11.07 05:25	sell	4924	0.01	0.98711	0.00000	0.00000
9845	2013.11.08 15:35	close	4924	0.01	0.98572	0.00000	0.00000	118.54	1874542.68
9846	2013.11.08 16:45	buy	4925	0.05	0.98399	0.00000	0.00000
9847	2013.11.08 18:55	sell	4926	0.01	0.98345	0.00000	0.00000
9848	2013.11.08 23:10	close	4926	0.01	0.98243	0.00000	0.00000	89.57	1874632.25
9849	2013.11.11 02:30	sell	4927	0.01	0.98304	0.00000	0.00000
9850	2013.11.11 11:08	close	4927	0.01	0.98194	0.00000	0.00000	96.59	1874728.84
9851	2013.11.11 11:45	buy	4928	0.08	0.98120	0.00000	0.00000
9852	2013.11.11 16:00	sell	4929	0.01	0.98041	0.00000	0.00000
9853	2013.11.11 19:59	close	4929	0.01	0.97938	0.00000	0.00000	90.44	1874819.28
9854	2013.11.11 20:50	sell	4930	0.01	0.97951	0.00000	0.00000
9855	2013.11.12 02:36	close	4930	0.01	0.97821	0.00000	0.00000	110.64	1874929.92
9856	2013.11.12 02:55	buy	4931	0.14	0.97865	0.00000	0.00000
9857	2013.11.12 05:05	sell	4932	0.01	0.97817	0.00000	0.00000
9858	2013.11.12 15:46	close	4932	0.01	0.97713	0.00000	0.00000	91.32	1875021.24
9859	2013.11.12 16:55	sell	4933	0.01	0.97736	0.00000	0.00000
9860	2013.11.12 18:57	close	4933	0.01	0.97612	0.00000	0.00000	108.89	1875130.13
9861	2013.11.12 19:40	buy	4934	0.24	0.97503	0.00000	0.00000
9862	2013.11.12 20:35	sell	4935	0.01	0.97517	0.00000	0.00000
9863	2013.11.13 10:19	close	4935	0.01	0.97411	0.00000	0.00000	89.57	1875219.70
9864	2013.11.13 16:40	sell	4936	0.01	0.97588	0.00000	0.00000
9865	2013.11.13 17:29	close	4936	0.01	0.97482	0.00000	0.00000	93.08	1875312.78
9866	2013.11.13 18:40	sell	4937	0.01	0.97573	0.00000	0.00000
9867	2013.11.14 02:31	close	4934	0.24	0.97979	0.00000	0.00000	9730.29	1885043.07
9868	2013.11.14 02:31	close	4931	0.14	0.97979	0.00000	0.00000	1228.58	1886271.65
9869	2013.11.14 02:31	close	4928	0.08	0.97979	0.00000	0.00000	-1112.73	1885158.92
9870	2013.11.14 02:31	close	4925	0.05	0.97979	0.00000	0.00000	-1934.99	1883223.93
9871	2013.11.14 02:31	close	4923	0.03	0.97979	0.00000	0.00000	-2028.46	1881195.48
9872	2013.11.14 02:31	close	4921	0.02	0.97979	0.00000	0.00000	-2090.33	1879105.15
9873	2013.11.14 02:31	close	4920	0.01	0.97979	0.00000	0.00000	-1378.63	1877726.52
9874	2013.11.14 03:40	buy	4938	0.01	0.97894	0.00000	0.00000
9875	2013.11.14 11:35	close	4937	0.01	0.97473	0.00000	0.00000	77.28	1877803.80
9876	2013.11.14 13:35	sell	4939	0.01	0.97582	0.00000	0.00000
9877	2013.11.15 00:00	close	4939	0.01	0.97482	0.00000	0.00000	84.30	1877888.10
9878	2013.11.15 03:00	sell	4940	0.01	0.97514	0.00000	0.00000
9879	2013.11.15 14:35	buy	4941	0.02	0.97620	0.00000	0.00000
9880	2013.11.15 16:02	close	4941	0.02	0.97809	0.00000	0.00000	331.72	1878219.82
9881	2013.11.15 16:02	close	4938	0.01	0.97809	0.00000	0.00000	-77.66	1878142.16
9882	2013.11.15 16:30	sell	4942	0.02	0.97954	0.00000	0.00000
9883	2013.11.15 18:50	buy	4943	0.01	0.97948	0.00000	0.00000
9884	2013.11.18 03:35	buy	4944	0.02	0.97745	0.00000	0.00000
9885	2013.11.18 05:42	close	4944	0.02	0.97925	0.00000	0.00000	315.92	1878458.08
9886	2013.11.18 05:42	close	4943	0.01	0.97925	0.00000	0.00000	-23.26	1878434.82
9887	2013.11.18 08:23	sell	4945	0.03	0.98155	0.00000	0.00000
9888	2013.11.18 11:00	buy	4946	0.01	0.98152	0.00000	0.00000
9889	2013.11.18 19:46	buy	4947	0.02	0.97945	0.00000	0.00000
9890	2013.11.18 21:48	close	4945	0.03	0.97796	0.00000	0.00000	945.69	1879380.51
9891	2013.11.18 21:48	close	4942	0.02	0.97796	0.00000	0.00000	270.46	1879650.97
9892	2013.11.18 21:48	close	4940	0.01	0.97796	0.00000	0.00000	-251.13	1879399.84
9893	2013.11.19 03:15	sell	4948	0.01	0.97815	0.00000	0.00000
9894	2013.11.19 09:40	sell	4949	0.02	0.98022	0.00000	0.00000
9895	2013.11.19 09:50	close	4947	0.02	0.98100	0.00000	0.00000	265.90	1879665.73
9896	2013.11.19 09:50	close	4946	0.01	0.98100	0.00000	0.00000	-48.70	1879617.03
9897	2013.11.19 13:00	buy	4950	0.01	0.98389	0.00000	0.00000
9898	2013.11.19 17:45	sell	4951	0.03	0.98410	0.00000	0.00000
9899	2013.11.19 18:47	close	4950	0.01	0.98498	0.00000	0.00000	95.65	1879712.68
9900	2013.11.20 02:10	buy	4952	0.01	0.98658	0.00000	0.00000

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