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67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
99012013.11.20 07:20buy49530.020.983960.000000.00000
99022013.11.20 15:03close49510.030.980340.000000.00000979.951880692.63
99032013.11.20 15:03close49490.020.980340.000000.00000-28.091880664.54
99042013.11.20 15:03close49480.010.980340.000000.00000-195.801880468.74
99052013.11.20 15:30sell49540.010.980990.000000.00000
99062013.11.20 17:00close49540.010.979840.000000.00000100.981880569.72
99072013.11.20 17:50sell49550.010.981500.000000.00000
99082013.11.20 18:17close49550.010.980380.000000.0000098.341880668.06
99092013.11.20 19:20buy49560.030.979010.000000.00000
99102013.11.21 05:20sell49570.010.973060.000000.00000
99112013.11.21 10:25buy49580.050.972400.000000.00000
99122013.11.21 11:05close49570.010.972000.000000.0000093.071880761.13
99132013.11.21 13:10sell49590.010.969690.000000.00000
99142013.11.22 05:41close49590.010.967600.000000.00000180.011880941.14
99152013.11.22 07:30sell49600.010.968520.000000.00000
99162013.11.22 14:48close49600.010.967180.000000.00000117.661881058.80
99172013.11.22 17:20sell49610.010.965510.000000.00000
99182013.11.22 18:07close49610.010.964330.000000.00000103.611881162.41
99192013.11.22 19:00sell49620.010.965010.000000.00000
99202013.11.22 23:36close49620.010.963900.000000.0000097.471881259.88
99212013.11.25 02:00sell49630.010.966410.000000.00000
99222013.11.25 04:11close49630.010.965320.000000.0000095.711881355.59
99232013.11.25 05:15sell49640.010.966470.000000.00000
99242013.11.25 06:59close49640.010.965410.000000.0000093.081881448.67
99252013.11.25 09:35sell49650.010.964610.000000.00000
99262013.11.26 11:30buy49660.080.966090.000000.00000
99272013.11.26 13:06close49650.010.963580.000000.0000086.931881535.60
99282013.11.26 16:00buy49670.140.959470.000000.00000
99292013.11.26 18:00sell49680.010.961760.000000.00000
99302013.11.27 03:45close49680.010.960610.000000.0000097.471881633.07
99312013.11.27 05:15sell49690.010.962660.000000.00000
99322013.11.27 09:59close49690.010.961130.000000.00000134.351881767.42
99332013.11.27 09:59sell49700.010.960830.000000.00000
99342013.11.28 03:45sell49710.020.965700.000000.00000
99352013.11.28 18:00close49710.020.962670.000000.00000532.121882299.54
99362013.11.28 18:00close49700.010.962670.000000.00000-172.101882127.44
99372013.11.28 19:35sell49720.010.963120.000000.00000
99382013.11.29 01:04close49720.010.961820.000000.00000110.641882238.08
99392013.11.29 04:00sell49730.010.960310.000000.00000
99402013.11.29 19:17close49670.140.967700.000000.000009896.141892134.22
99412013.11.29 19:17close49660.080.967700.000000.000001007.441893141.66
99422013.11.29 19:17close49580.050.967700.000000.00000-2185.091890956.57
99432013.11.29 19:17close49560.030.967700.000000.00000-3078.881887877.69
99442013.11.29 19:17close49530.020.967700.000000.00000-2921.361884956.34
99452013.11.29 19:17close49520.010.967700.000000.00000-1690.601883265.73
99462013.11.29 20:15buy49740.010.966560.000000.00000
99472013.12.02 00:00close49740.010.969360.000000.00000242.651883508.38
99482013.12.02 02:45sell49750.020.969340.000000.00000
99492013.12.02 05:15buy49760.010.971750.000000.00000
99502013.12.02 09:00close49760.010.972750.000000.0000087.761883596.14
99512013.12.02 10:05buy49770.010.972530.000000.00000
99522013.12.02 16:10buy49780.020.970350.000000.00000
99532013.12.03 14:57close49780.020.972240.000000.00000325.571883921.71
99542013.12.03 14:57close49770.010.972240.000000.00000-28.521883893.19
99552013.12.03 15:15sell49790.030.972500.000000.00000
99562013.12.03 17:00buy49800.010.972320.000000.00000
99572013.12.03 17:37close49800.010.973320.000000.0000087.761883980.95
99582013.12.03 18:35buy49810.010.973130.000000.00000
99592013.12.04 02:33close49790.030.966920.000000.000001459.381885440.33
99602013.12.04 02:33close49750.020.966920.000000.00000410.951885851.28
99612013.12.04 02:33close49730.010.966920.000000.00000-590.941885260.34
99622013.12.04 02:33sell49820.010.966620.000000.00000
99632013.12.04 02:41close49820.010.965180.000000.00000126.441885386.78
99642013.12.04 05:00sell49830.010.964390.000000.00000
99652013.12.04 08:51close49830.010.963260.000000.0000099.231885486.01
99662013.12.04 09:50sell49840.010.963330.000000.00000
99672013.12.04 10:05close49840.010.962300.000000.0000090.441885576.45
99682013.12.04 10:40sell49850.010.963110.000000.00000
99692013.12.04 11:30close49850.010.961800.000000.00000115.031885691.48
99702013.12.04 13:20sell49860.010.962420.000000.00000
99712013.12.04 16:25close49860.010.961250.000000.00000102.741885794.22
99722013.12.04 17:05sell49870.010.964800.000000.00000
99732013.12.04 17:09close49870.010.963240.000000.00000136.981885931.20
99742013.12.04 17:10sell49880.010.963080.000000.00000
99752013.12.04 21:05buy49890.020.964370.000000.00000
99762013.12.05 05:34sell49900.020.965120.000000.00000
99772013.12.05 10:58close49900.020.963590.000000.00000268.691886199.89
99782013.12.05 10:58close49880.010.963590.000000.00000-55.311886144.58
99792013.12.05 11:50buy49910.030.961260.000000.00000
99802013.12.05 17:10sell49920.010.965300.000000.00000
99812013.12.05 17:20close49920.010.964270.000000.0000090.441886235.02
99822013.12.05 19:00sell49930.010.964560.000000.00000
99832013.12.06 13:00close49910.030.966470.000000.000001362.401887597.41
99842013.12.06 13:00close49890.020.966470.000000.00000344.001887941.41
99852013.12.06 13:00close49810.010.966470.000000.00000-599.811887341.61
99862013.12.06 14:40buy49940.010.965760.000000.00000
99872013.12.06 15:30close49930.010.963170.000000.00000118.541887460.15
99882013.12.06 16:18close49940.010.967200.000000.00000126.371887586.52
99892013.12.06 20:30buy49950.010.968750.000000.00000
99902013.12.06 20:45sell49960.010.968860.000000.00000
99912013.12.06 21:31close49950.010.969800.000000.0000092.141887678.66
99922013.12.06 23:53close49960.010.967860.000000.0000087.811887766.47
99932013.12.09 02:00buy49970.010.970070.000000.00000
99942013.12.09 03:20sell49980.010.970310.000000.00000
99952013.12.09 03:23close49970.010.971530.000000.00000128.131887894.60
99962013.12.09 04:10buy49990.010.971350.000000.00000
99972013.12.09 06:30close49980.010.969220.000000.0000095.711887990.31
99982013.12.09 09:35sell50000.010.968010.000000.00000
99992013.12.09 13:24close50000.010.966970.000000.0000091.321888081.63
100002013.12.09 14:20sell50010.010.967480.000000.00000
100012013.12.10 01:00close50010.010.965140.000000.00000201.961888283.59
100022013.12.10 03:10sell50020.010.966820.000000.00000
100032013.12.10 05:25buy50030.020.968400.000000.00000
100042013.12.10 09:23close50020.010.965810.000000.0000088.691888372.28
100052013.12.10 09:30buy50040.030.966180.000000.00000
100062013.12.10 11:15sell50050.010.967860.000000.00000
100072013.12.10 11:33close50040.030.969130.000000.00000776.631889148.91
100082013.12.10 11:33close50030.020.969130.000000.00000128.131889277.04
100092013.12.10 11:33close49990.010.969130.000000.00000-197.891889079.15
100102013.12.10 15:35buy50060.010.970530.000000.00000
100112013.12.10 16:11close50060.010.971680.000000.00000100.921889180.07
100122013.12.10 16:25sell50070.020.971680.000000.00000
100132013.12.10 17:20buy50080.010.970800.000000.00000
100142013.12.10 18:13close50080.010.971850.000000.0000092.151889272.22
100152013.12.10 21:05buy50090.010.971940.000000.00000
100162013.12.11 01:34close50070.020.969270.000000.00000416.211889688.43
100172013.12.11 01:34close50050.010.969270.000000.00000-127.321889561.11
100182013.12.11 04:50buy50100.020.968520.000000.00000
100192013.12.11 06:45sell50110.010.968610.000000.00000
100202013.12.11 10:08close50110.010.967550.000000.0000093.081889654.19
100212013.12.11 11:00sell50120.010.966730.000000.00000
100222013.12.11 12:21close50120.010.965630.000000.0000096.591889750.78
100232013.12.11 13:30buy50130.030.964820.000000.00000
100242013.12.11 14:15sell50140.010.965510.000000.00000
100252013.12.11 15:01close50140.010.964330.000000.00000103.611889854.39
100262013.12.11 18:50sell50150.010.961950.000000.00000
100272013.12.11 19:50close50150.010.960930.000000.0000089.571889943.96
100282013.12.11 20:45sell50160.010.961790.000000.00000
100292013.12.11 21:39close50160.010.960750.000000.0000091.321890035.28
100302013.12.12 05:45buy50170.050.955060.000000.00000
100312013.12.12 06:00sell50180.010.955100.000000.00000
100322013.12.12 15:23close50180.010.952310.000000.00000244.981890280.26
100332013.12.12 15:23sell50190.010.952010.000000.00000
100342013.12.12 15:24close50190.010.950260.000000.00000153.661890433.92
100352013.12.12 15:25sell50200.010.950710.000000.00000
100362013.12.12 18:29close50200.010.949660.000000.0000092.191890526.11
100372013.12.12 19:20sell50210.010.950000.000000.00000
100382013.12.13 06:40buy50220.080.951150.000000.00000
100392013.12.13 11:20sell50230.020.952420.000000.00000
100402013.12.13 12:17close50230.020.950630.000000.00000314.351890840.46
100412013.12.13 12:17close50210.010.950630.000000.00000-58.831890781.63
100422013.12.13 19:40sell50240.010.949480.000000.00000
100432013.12.13 21:20buy50250.140.948640.000000.00000
100442013.12.13 21:30close50240.010.948380.000000.0000096.591890878.22
100452013.12.13 21:55sell50260.010.949040.000000.00000
100462013.12.16 00:59close50260.010.947860.000000.00000100.101890978.32
100472013.12.16 03:55buy50270.240.945850.000000.00000
100482013.12.16 07:30sell50280.010.947540.000000.00000
100492013.12.16 10:11close50280.010.946480.000000.0000093.071891071.39
100502013.12.16 13:00sell50290.010.945280.000000.00000
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