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68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
100512013.12.16 17:15sell50300.020.947660.000000.00000
100522013.12.17 03:19close50300.020.945650.000000.00000345.971891417.36
100532013.12.17 03:19close50290.010.945650.000000.00000-36.001891381.36
100542013.12.17 06:10sell50310.010.945630.000000.00000
100552013.12.17 12:19close50310.010.944470.000000.00000101.861891483.22
100562013.12.17 14:05buy50320.410.943750.000000.00000
100572013.12.17 14:50sell50330.010.944340.000000.00000
100582013.12.17 16:27close50330.010.943310.000000.0000090.451891573.67
100592013.12.17 18:55sell50340.010.944280.000000.00000
100602013.12.18 00:23close50340.010.943140.000000.0000096.591891670.26
100612013.12.18 02:00sell50350.010.945530.000000.00000
100622013.12.18 15:43close50320.410.947860.000000.0000014661.681906331.93
100632013.12.18 15:43close50270.240.947860.000000.000004085.881910417.81
100642013.12.18 15:43close50250.140.947860.000000.00000-1087.271909330.54
100652013.12.18 15:43close50220.080.947860.000000.00000-2383.431906947.11
100662013.12.18 15:43close50170.050.947860.000000.00000-3220.611903726.51
100672013.12.18 15:43close50130.030.947860.000000.00000-4529.481899197.03
100682013.12.18 15:43close50100.020.947860.000000.00000-3669.041895527.99
100692013.12.18 15:43close50090.010.947860.000000.00000-2137.711893390.28
100702013.12.18 17:20buy50360.010.948250.000000.00000
100712013.12.18 21:01close50350.010.943510.000000.00000177.371893567.65
100722013.12.18 21:01sell50370.010.943210.000000.00000
100732013.12.18 21:09close50360.010.950260.000000.00000176.391893744.04
100742013.12.18 21:55buy50380.010.946710.000000.00000
100752013.12.18 23:39close50380.010.947810.000000.0000096.531893840.57
100762013.12.19 05:05buy50390.010.947170.000000.00000
100772013.12.19 07:19close50390.010.948180.000000.0000088.641893929.21
100782013.12.19 09:00sell50400.020.949180.000000.00000
100792013.12.19 13:50buy50410.010.949760.000000.00000
100802013.12.19 17:12close50400.020.945690.000000.00000612.891894542.10
100812013.12.19 17:12close50370.010.945690.000000.00000-228.301894313.80
100822013.12.19 17:20buy50420.020.945570.000000.00000
100832013.12.20 02:00sell50430.010.945500.000000.00000
100842013.12.20 15:31close50420.020.948760.000000.00000553.741894867.54
100852013.12.20 15:31close50410.010.948760.000000.00000-90.831894776.71
100862013.12.20 16:50sell50440.020.951870.000000.00000
100872013.12.20 18:55buy50450.010.952600.000000.00000
100882013.12.23 14:01close50440.020.948150.000000.00000646.271895422.98
100892013.12.23 14:01close50430.010.948150.000000.00000-236.211895186.77
100902013.12.23 18:45sell50460.010.947490.000000.00000
100912013.12.24 03:45buy50470.020.946970.000000.00000
100922013.12.24 06:42close50460.010.946400.000000.0000092.201895278.97
100932013.12.24 07:00sell50480.010.947250.000000.00000
100942013.12.24 17:23close50480.010.946250.000000.0000087.811895366.78
100952013.12.26 15:35buy50490.030.943800.000000.00000
100962013.12.26 17:45sell50500.010.943890.000000.00000
100972013.12.27 07:40sell50510.020.946840.000000.00000
100982013.12.27 10:47close50490.030.948180.000000.000001143.891896510.67
100992013.12.27 10:47close50470.020.948180.000000.00000181.661896692.32
101002013.12.27 10:47close50450.010.948180.000000.00000-409.371896282.95
101012013.12.27 11:40sell50520.030.948840.000000.00000
101022013.12.27 18:35buy50530.010.950840.000000.00000
101032013.12.30 15:22close50530.010.951840.000000.0000084.691896367.64
101042013.12.30 17:30buy50540.010.950760.000000.00000
101052013.12.31 06:58close50540.010.951830.000000.0000090.831896458.47
101062013.12.31 08:15buy50550.010.950900.000000.00000
101072014.01.02 09:58close50520.030.946140.000000.00000648.071897106.54
101082014.01.02 09:58close50510.020.946140.000000.0000080.811897187.35
101092014.01.02 09:58close50500.010.946140.000000.00000-222.141896965.21
101102014.01.02 13:20buy50560.020.943540.000000.00000
101112014.01.02 16:25sell50570.010.943410.000000.00000
101122014.01.02 17:52close50560.020.947730.000000.00000735.381897700.59
101132014.01.02 17:52close50550.010.947730.000000.00000-290.471897410.13
101142014.01.02 20:05buy50580.010.948470.000000.00000
101152014.01.02 20:39close50580.010.949530.000000.0000093.031897503.16
101162014.01.02 21:05sell50590.020.949690.000000.00000
101172014.01.03 03:00buy50600.010.948920.000000.00000
101182014.01.03 04:32close50600.010.950490.000000.00000137.781897640.94
101192014.01.03 06:35sell50610.030.954380.000000.00000
101202014.01.03 10:45buy50620.010.955510.000000.00000
101212014.01.03 11:38close50620.010.956620.000000.0000097.411897738.35
101222014.01.03 13:20buy50630.010.955290.000000.00000
101232014.01.06 06:05buy50640.020.950800.000000.00000
101242014.01.06 15:25close50640.020.953580.000000.00000487.921898226.27
101252014.01.06 15:25close50630.010.953580.000000.00000-153.131898073.14
101262014.01.06 17:45buy50650.010.954270.000000.00000
101272014.01.06 18:00close50650.010.956280.000000.00000176.391898249.53
101282014.01.06 18:10buy50660.010.955450.000000.00000
101292014.01.07 02:50buy50670.020.953190.000000.00000
101302014.01.07 14:13close50670.020.954830.000000.00000287.831898537.36
101312014.01.07 14:13close50660.010.954830.000000.00000-57.471898479.88
101322014.01.07 16:15buy50680.010.954880.000000.00000
101332014.01.07 16:51close50680.010.955880.000000.0000087.761898567.64
101342014.01.07 20:00sell50690.050.959070.000000.00000
101352014.01.08 07:00sell50700.080.963520.000000.00000
101362014.01.08 08:45buy50710.010.963860.000000.00000
101372014.01.08 09:13close50710.010.964970.000000.0000097.411898665.05
101382014.01.08 12:10buy50720.010.964640.000000.00000
101392014.01.08 16:14close50720.010.966020.000000.00000121.111898786.16
101402014.01.08 18:00buy50730.010.964380.000000.00000
101412014.01.09 15:56close50730.010.965510.000000.0000089.951898876.11
101422014.01.09 16:55buy50740.010.964160.000000.00000
101432014.01.09 20:32close50740.010.965160.000000.0000087.761898963.87
101442014.01.09 21:10sell50750.140.965810.000000.00000
101452014.01.10 02:30buy50760.010.964090.000000.00000
101462014.01.10 04:09close50760.010.965600.000000.00000132.511899096.38
101472014.01.10 06:15buy50770.010.965480.000000.00000
101482014.01.10 14:49close50770.010.966760.000000.00000112.321899208.70
101492014.01.10 16:45sell50780.240.978460.000000.00000
101502014.01.10 20:20buy50790.010.979580.000000.00000
101512014.01.10 22:38close50790.010.980650.000000.0000093.901899302.60
101522014.01.13 02:50buy50800.010.981370.000000.00000
101532014.01.13 03:23close50800.010.982430.000000.0000093.021899395.62
101542014.01.13 04:30buy50810.010.983400.000000.00000
101552014.01.13 06:45close50810.010.984560.000000.00000101.791899497.41
101562014.01.13 06:50sell50820.410.983990.000000.00000
101572014.01.13 08:35buy50830.010.983800.000000.00000
101582014.01.13 09:42close50830.010.984880.000000.0000094.771899592.18
101592014.01.13 15:35buy50840.010.988000.000000.00000
101602014.01.15 15:35buy50850.020.975520.000000.00000
101612014.01.15 15:43close50820.410.974650.000000.0000033337.371932929.55
101622014.01.15 15:43close50780.240.974650.000000.000007776.451940706.00
101632014.01.15 15:43close50750.140.974650.000000.00000-11063.681929642.32
101642014.01.15 15:43close50700.080.974650.000000.00000-8014.991921627.33
101652014.01.15 15:43close50690.050.974650.000000.00000-6980.651914646.68
101662014.01.15 15:43close50610.030.974650.000000.00000-5444.901909201.78
101672014.01.15 15:43close50590.020.974650.000000.00000-4460.591904741.19
101682014.01.15 15:43close50570.010.974650.000000.00000-2781.731901959.46
101692014.01.15 17:00sell50860.010.976570.000000.00000
101702014.01.15 17:23close50860.010.975460.000000.0000097.471902056.93
101712014.01.15 17:50sell50870.010.975610.000000.00000
101722014.01.16 00:41close50870.010.974280.000000.00000106.251902163.18
101732014.01.16 03:50buy50880.030.965090.000000.00000
101742014.01.16 07:35sell50890.010.963570.000000.00000
101752014.01.16 10:18close50890.010.962550.000000.0000089.561902252.74
101762014.01.16 11:25buy50900.050.961850.000000.00000
101772014.01.16 16:50sell50910.010.960800.000000.00000
101782014.01.17 05:40sell50920.020.963720.000000.00000
101792014.01.17 19:13close50920.020.961670.000000.00000360.011902612.75
101802014.01.17 19:13close50910.010.961670.000000.00000-79.901902532.85
101812014.01.17 19:40sell50930.010.962240.000000.00000
101822014.01.20 02:13close50930.010.960960.000000.00000108.881902641.73
101832014.01.20 03:05buy50940.080.959650.000000.00000
101842014.01.20 07:45sell50950.010.961800.000000.00000
101852014.01.20 12:45close50940.080.964990.000000.000003748.891906390.62
101862014.01.20 12:45close50900.050.964990.000000.000001347.051907737.67
101872014.01.20 12:45close50880.030.964990.000000.00000-44.761907692.91
101882014.01.20 12:45close50850.020.964990.000000.00000-1878.841905814.07
101892014.01.20 12:45close50840.010.964990.000000.00000-2040.741903773.33
101902014.01.20 14:25buy50960.010.965130.000000.00000
101912014.01.21 03:01close50960.010.966230.000000.0000093.461903866.79
101922014.01.21 03:15sell50970.020.965830.000000.00000
101932014.01.21 04:55buy50980.010.966500.000000.00000
101942014.01.22 02:31close50980.010.969410.000000.00000252.291904119.08
101952014.01.22 03:35buy50990.010.970990.000000.00000
101962014.01.22 05:23close50990.010.972090.000000.0000096.531904215.61
101972014.01.22 05:55sell51000.030.972450.000000.00000
101982014.01.22 11:30buy51010.010.973590.000000.00000
101992014.01.22 17:02close51010.010.975160.000000.00000137.781904353.39
102002014.01.22 18:15sell51020.050.978530.000000.00000
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