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77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
11401	2014.10.24 04:00	buy	5702	0.03	0.98034	0.00000	0.00000
11402	2014.10.24 05:35	sell	5703	0.01	0.98102	0.00000	0.00000
11403	2014.10.24 11:21	close	5702	0.03	0.98389	0.00000	0.00000	934.59	2016209.64
11404	2014.10.24 11:21	close	5701	0.02	0.98389	0.00000	0.00000	20.18	2016229.81
11405	2014.10.24 11:21	close	5700	0.01	0.98389	0.00000	0.00000	-208.41	2016021.40
11406	2014.10.24 13:55	buy	5704	0.01	0.98450	0.00000	0.00000
11407	2014.10.24 15:18	close	5704	0.01	0.98562	0.00000	0.00000	98.28	2016119.68
11408	2014.10.24 15:55	sell	5705	0.02	0.98661	0.00000	0.00000
11409	2014.10.24 18:45	buy	5706	0.01	0.98759	0.00000	0.00000
11410	2014.10.24 19:38	close	5706	0.01	0.98868	0.00000	0.00000	95.65	2016215.33
11411	2014.10.24 20:01	sell	5707	0.03	0.98885	0.00000	0.00000
11412	2014.10.24 20:20	buy	5708	0.01	0.98891	0.00000	0.00000
11413	2014.10.27 02:43	close	5708	0.01	0.99027	0.00000	0.00000	116.27	2016331.60
11414	2014.10.27 03:25	buy	5709	0.01	0.98859	0.00000	0.00000
11415	2014.10.27 11:45	close	5709	0.01	0.98970	0.00000	0.00000	97.40	2016429.00
11416	2014.10.27 14:15	buy	5710	0.01	0.98873	0.00000	0.00000
11417	2014.10.27 18:05	close	5710	0.01	0.98989	0.00000	0.00000	101.80	2016530.80
11418	2014.10.27 20:20	buy	5711	0.01	0.98967	0.00000	0.00000
11419	2014.10.28 02:56	close	5711	0.01	0.99079	0.00000	0.00000	95.22	2016626.02
11420	2014.10.28 06:25	buy	5712	0.01	0.99123	0.00000	0.00000
11421	2014.10.28 09:39	close	5712	0.01	0.99230	0.00000	0.00000	93.90	2016719.92
11422	2014.10.28 10:55	buy	5713	0.01	0.99142	0.00000	0.00000
11423	2014.10.28 14:16	close	5713	0.01	0.99260	0.00000	0.00000	103.55	2016823.47
11424	2014.10.28 14:30	sell	5714	0.05	0.99198	0.00000	0.00000
11425	2014.10.28 15:30	buy	5715	0.01	0.99375	0.00000	0.00000
11426	2014.10.29 03:40	buy	5716	0.02	0.98917	0.00000	0.00000
11427	2014.10.29 20:01	close	5714	0.05	0.98741	0.00000	0.00000	1988.86	2018812.33
11428	2014.10.29 20:01	close	5707	0.03	0.98741	0.00000	0.00000	347.74	2019160.07
11429	2014.10.29 20:01	close	5705	0.02	0.98741	0.00000	0.00000	-161.55	2018998.52
11430	2014.10.29 20:01	close	5703	0.01	0.98741	0.00000	0.00000	-571.63	2018426.89
11431	2014.10.29 20:25	buy	5717	0.03	0.98576	0.00000	0.00000
11432	2014.10.30 03:55	sell	5718	0.01	0.98163	0.00000	0.00000
11433	2014.10.30 11:35	sell	5719	0.02	0.98496	0.00000	0.00000
11434	2014.10.30 13:56	buy	5720	0.05	0.98369	0.00000	0.00000
11435	2014.10.30 14:05	close	5719	0.02	0.98276	0.00000	0.00000	386.36	2018813.25
11436	2014.10.30 14:05	close	5718	0.01	0.98276	0.00000	0.00000	-99.22	2018714.03
11437	2014.10.30 15:25	sell	5721	0.01	0.98412	0.00000	0.00000
11438	2014.10.30 17:49	close	5720	0.05	0.98730	0.00000	0.00000	1583.98	2020298.01
11439	2014.10.30 17:49	close	5717	0.03	0.98730	0.00000	0.00000	377.78	2020675.79
11440	2014.10.30 17:49	close	5716	0.02	0.98730	0.00000	0.00000	-346.64	2020329.15
11441	2014.10.30 17:49	close	5715	0.01	0.98730	0.00000	0.00000	-578.30	2019750.85
11442	2014.10.30 18:40	sell	5722	0.02	0.98889	0.00000	0.00000
11443	2014.10.30 19:25	buy	5723	0.01	0.98743	0.00000	0.00000
11444	2014.10.30 21:47	close	5723	0.01	0.98849	0.00000	0.00000	93.02	2019843.87
11445	2014.10.31 02:10	buy	5724	0.01	0.98805	0.00000	0.00000
11446	2014.10.31 06:52	close	5722	0.02	0.98547	0.00000	0.00000	593.59	2020437.46
11447	2014.10.31 06:52	close	5721	0.01	0.98547	0.00000	0.00000	-122.05	2020315.41
11448	2014.10.31 09:40	sell	5725	0.01	0.98672	0.00000	0.00000
11449	2014.10.31 14:23	close	5724	0.01	0.98918	0.00000	0.00000	99.16	2020414.57
11450	2014.10.31 19:55	buy	5726	0.01	0.99206	0.00000	0.00000
11451	2014.11.03 02:31	close	5725	0.01	0.98511	0.00000	0.00000	137.86	2020552.43
11452	2014.11.03 05:45	sell	5727	0.01	0.98505	0.00000	0.00000
11453	2014.11.03 13:46	close	5727	0.01	0.98393	0.00000	0.00000	98.34	2020650.77
11454	2014.11.03 17:20	sell	5728	0.01	0.98483	0.00000	0.00000
11455	2014.11.04 03:55	sell	5729	0.02	0.98710	0.00000	0.00000
11456	2014.11.04 11:25	sell	5730	0.03	0.99239	0.00000	0.00000
11457	2014.11.04 11:47	close	5726	0.01	0.99320	0.00000	0.00000	93.90	2020744.66
11458	2014.11.04 15:45	buy	5731	0.01	0.99523	0.00000	0.00000
11459	2014.11.04 22:36	close	5731	0.01	0.99624	0.00000	0.00000	88.63	2020833.29
11460	2014.11.05 02:10	buy	5732	0.01	0.99571	0.00000	0.00000
11461	2014.11.05 03:09	close	5732	0.01	0.99671	0.00000	0.00000	87.76	2020921.05
11462	2014.11.05 04:55	sell	5733	0.05	0.99720	0.00000	0.00000
11463	2014.11.05 07:35	buy	5734	0.01	0.99567	0.00000	0.00000
11464	2014.11.05 12:06	close	5733	0.05	0.99179	0.00000	0.00000	2375.21	2023296.26
11465	2014.11.05 12:06	close	5730	0.03	0.99179	0.00000	0.00000	147.52	2023443.78
11466	2014.11.05 12:06	close	5729	0.02	0.99179	0.00000	0.00000	-830.66	2022613.12
11467	2014.11.05 12:06	close	5728	0.01	0.99179	0.00000	0.00000	-618.17	2021994.95
11468	2014.11.05 15:30	buy	5735	0.02	0.98434	0.00000	0.00000
11469	2014.11.05 19:00	buy	5736	0.03	0.97751	0.00000	0.00000
11470	2014.11.05 21:35	sell	5737	0.01	0.97755	0.00000	0.00000
11471	2014.11.06 01:30	close	5737	0.01	0.97639	0.00000	0.00000	91.33	2022086.28
11472	2014.11.06 02:10	sell	5738	0.01	0.97723	0.00000	0.00000
11473	2014.11.06 02:41	close	5738	0.01	0.97603	0.00000	0.00000	105.37	2022191.65
11474	2014.11.06 02:41	sell	5739	0.01	0.97573	0.00000	0.00000
11475	2014.11.07 09:45	sell	5740	0.02	0.98026	0.00000	0.00000
11476	2014.11.07 15:32	close	5740	0.02	0.97694	0.00000	0.00000	583.04	2022774.69
11477	2014.11.07 15:32	close	5739	0.01	0.97694	0.00000	0.00000	-109.76	2022664.93
11478	2014.11.07 16:15	sell	5741	0.01	0.97885	0.00000	0.00000
11479	2014.11.07 17:41	close	5741	0.01	0.97782	0.00000	0.00000	90.44	2022755.37
11480	2014.11.07 18:50	sell	5742	0.01	0.97898	0.00000	0.00000
11481	2014.11.07 21:23	close	5742	0.01	0.97798	0.00000	0.00000	87.81	2022843.18
11482	2014.11.10 02:10	sell	5743	0.01	0.97951	0.00000	0.00000
11483	2014.11.10 17:41	close	5743	0.01	0.97831	0.00000	0.00000	105.37	2022948.55
11484	2014.11.10 19:15	sell	5744	0.01	0.97876	0.00000	0.00000
11485	2014.11.11 03:45	sell	5745	0.02	0.98269	0.00000	0.00000
11486	2014.11.11 09:32	close	5745	0.02	0.98020	0.00000	0.00000	437.29	2023385.84
11487	2014.11.11 09:32	close	5744	0.01	0.98020	0.00000	0.00000	-129.95	2023255.89
11488	2014.11.11 11:20	sell	5746	0.01	0.97999	0.00000	0.00000
11489	2014.11.11 20:31	close	5736	0.03	0.98538	0.00000	0.00000	2016.62	2025272.51
11490	2014.11.11 20:31	close	5735	0.02	0.98538	0.00000	0.00000	145.68	2025418.19
11491	2014.11.11 20:31	close	5734	0.01	0.98538	0.00000	0.00000	-921.43	2024496.76
11492	2014.11.12 02:20	buy	5747	0.01	0.98591	0.00000	0.00000
11493	2014.11.12 12:36	close	5747	0.01	0.98693	0.00000	0.00000	89.51	2024586.27
11494	2014.11.12 14:10	buy	5748	0.01	0.98594	0.00000	0.00000
11495	2014.11.12 17:38	close	5748	0.01	0.98729	0.00000	0.00000	118.47	2024704.74
11496	2014.11.12 18:20	buy	5749	0.01	0.98661	0.00000	0.00000
11497	2014.11.13 10:47	close	5749	0.01	0.98766	0.00000	0.00000	82.93	2024787.67
11498	2014.11.13 11:40	sell	5750	0.02	0.98866	0.00000	0.00000
11499	2014.11.13 16:00	buy	5751	0.01	0.98959	0.00000	0.00000
11500	2014.11.13 16:56	close	5751	0.01	0.99073	0.00000	0.00000	100.04	2024887.71
11501	2014.11.13 17:30	sell	5752	0.03	0.99149	0.00000	0.00000
11502	2014.11.13 20:10	buy	5753	0.01	0.99041	0.00000	0.00000
11503	2014.11.13 21:34	close	5753	0.01	0.99145	0.00000	0.00000	91.26	2024978.97
11504	2014.11.14 02:35	buy	5754	0.01	0.99036	0.00000	0.00000
11505	2014.11.14 15:31	close	5752	0.03	0.98658	0.00000	0.00000	1282.88	2026261.85
11506	2014.11.14 15:31	close	5750	0.02	0.98658	0.00000	0.00000	358.26	2026620.11
11507	2014.11.14 15:31	close	5746	0.01	0.98658	0.00000	0.00000	-596.21	2026023.90
11508	2014.11.14 15:45	buy	5755	0.02	0.98539	0.00000	0.00000
11509	2014.11.14 17:35	sell	5756	0.01	0.98568	0.00000	0.00000
11510	2014.11.14 19:16	close	5755	0.02	0.98845	0.00000	0.00000	537.06	2026560.96
11511	2014.11.14 19:16	close	5754	0.01	0.98845	0.00000	0.00000	-167.61	2026393.35
11512	2014.11.14 20:00	buy	5757	0.01	0.98710	0.00000	0.00000
11513	2014.11.17 00:00	close	5757	0.01	0.98987	0.00000	0.00000	240.01	2026633.35
11514	2014.11.17 02:00	buy	5758	0.01	0.98803	0.00000	0.00000
11515	2014.11.17 02:26	close	5758	0.01	0.98903	0.00000	0.00000	87.76	2026721.11
11516	2014.11.17 02:40	buy	5759	0.01	0.98864	0.00000	0.00000
11517	2014.11.17 03:20	sell	5760	0.02	0.98905	0.00000	0.00000
11518	2014.11.17 03:36	close	5759	0.01	0.98984	0.00000	0.00000	105.31	2026826.42
11519	2014.11.17 06:25	buy	5761	0.01	0.99026	0.00000	0.00000
11520	2014.11.17 07:03	close	5761	0.01	0.99130	0.00000	0.00000	91.26	2026917.68
11521	2014.11.17 07:30	buy	5762	0.01	0.99107	0.00000	0.00000
11522	2014.11.17 16:04	close	5760	0.02	0.98685	0.00000	0.00000	386.35	2027304.03
11523	2014.11.17 16:04	close	5756	0.01	0.98685	0.00000	0.00000	-106.24	2027197.79
11524	2014.11.17 18:15	sell	5763	0.01	0.98581	0.00000	0.00000
11525	2014.11.17 20:05	close	5763	0.01	0.98474	0.00000	0.00000	93.95	2027291.74
11526	2014.11.17 20:55	buy	5764	0.02	0.98464	0.00000	0.00000
11527	2014.11.17 21:40	sell	5765	0.01	0.98499	0.00000	0.00000
11528	2014.11.17 23:00	close	5765	0.01	0.98382	0.00000	0.00000	102.73	2027394.47
11529	2014.11.18 04:10	sell	5766	0.01	0.98436	0.00000	0.00000
11530	2014.11.18 07:09	close	5766	0.01	0.98334	0.00000	0.00000	89.56	2027484.03
11531	2014.11.18 10:20	sell	5767	0.01	0.98362	0.00000	0.00000
11532	2014.11.18 11:51	close	5767	0.01	0.98239	0.00000	0.00000	108.00	2027592.03
11533	2014.11.18 12:25	buy	5768	0.03	0.98172	0.00000	0.00000
11534	2014.11.18 16:51	close	5768	0.03	0.98627	0.00000	0.00000	1197.85	2028789.88
11535	2014.11.18 16:51	close	5764	0.02	0.98627	0.00000	0.00000	279.94	2029069.82
11536	2014.11.18 16:51	close	5762	0.01	0.98627	0.00000	0.00000	-424.30	2028645.52
11537	2014.11.18 16:55	sell	5769	0.01	0.98653	0.00000	0.00000
11538	2014.11.18 21:20	buy	5770	0.01	0.98645	0.00000	0.00000
11539	2014.11.18 23:51	close	5769	0.01	0.98546	0.00000	0.00000	93.96	2028739.48
11540	2014.11.19 05:30	buy	5771	0.02	0.98227	0.00000	0.00000
11541	2014.11.19 08:50	sell	5772	0.01	0.98186	0.00000	0.00000
11542	2014.11.19 09:46	close	5772	0.01	0.98081	0.00000	0.00000	92.20	2028831.68
11543	2014.11.19 11:35	buy	5773	0.03	0.97910	0.00000	0.00000
11544	2014.11.19 12:50	sell	5774	0.01	0.97978	0.00000	0.00000
11545	2014.11.19 13:40	close	5774	0.01	0.97870	0.00000	0.00000	94.83	2028926.51
11546	2014.11.19 15:05	sell	5775	0.01	0.97964	0.00000	0.00000
11547	2014.11.19 17:11	close	5775	0.01	0.97847	0.00000	0.00000	102.74	2029029.25
11548	2014.11.19 18:30	sell	5776	0.01	0.97853	0.00000	0.00000
11549	2014.11.19 20:51	close	5776	0.01	0.97746	0.00000	0.00000	93.95	2029123.20
11550	2014.11.19 21:01	buy	5777	0.05	0.97695	0.00000	0.00000

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