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78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
11551	2014.11.20 02:30	sell	5778	0.01	0.97674	0.00000	0.00000
11552	2014.11.20 03:48	close	5778	0.01	0.97549	0.00000	0.00000	109.76	2029232.96
11553	2014.11.20 03:48	sell	5779	0.01	0.97519	0.00000	0.00000
11554	2014.11.20 09:35	close	5779	0.01	0.97414	0.00000	0.00000	92.19	2029325.15
11555	2014.11.20 10:15	sell	5780	0.01	0.97524	0.00000	0.00000
11556	2014.11.20 11:16	close	5780	0.01	0.97414	0.00000	0.00000	96.58	2029421.73
11557	2014.11.20 11:45	sell	5781	0.01	0.97572	0.00000	0.00000
11558	2014.11.20 15:21	close	5781	0.01	0.97459	0.00000	0.00000	99.22	2029520.95
11559	2014.11.20 17:25	sell	5782	0.01	0.97519	0.00000	0.00000
11560	2014.11.20 18:25	close	5782	0.01	0.97405	0.00000	0.00000	100.10	2029621.05
11561	2014.11.20 18:40	buy	5783	0.08	0.97339	0.00000	0.00000
11562	2014.11.20 20:10	sell	5784	0.01	0.97470	0.00000	0.00000
11563	2014.11.21 11:36	close	5783	0.08	0.97762	0.00000	0.00000	2945.05	2032566.10
11564	2014.11.21 11:36	close	5777	0.05	0.97762	0.00000	0.00000	232.56	2032798.66
11565	2014.11.21 11:36	close	5773	0.03	0.97762	0.00000	0.00000	-426.49	2032372.17
11566	2014.11.21 11:36	close	5771	0.02	0.97762	0.00000	0.00000	-840.69	2031531.48
11567	2014.11.21 11:36	close	5770	0.01	0.97762	0.00000	0.00000	-790.24	2030741.24
11568	2014.11.21 13:20	buy	5785	0.01	0.98069	0.00000	0.00000
11569	2014.11.21 14:11	close	5785	0.01	0.98182	0.00000	0.00000	99.16	2030840.40
11570	2014.11.21 15:35	buy	5786	0.01	0.97469	0.00000	0.00000
11571	2014.11.21 15:43	close	5786	0.01	0.97585	0.00000	0.00000	101.80	2030942.20
11572	2014.11.21 15:43	buy	5787	0.01	0.97615	0.00000	0.00000
11573	2014.11.21 21:46	close	5784	0.01	0.97359	0.00000	0.00000	93.96	2031036.16
11574	2014.11.24 02:15	sell	5788	0.01	0.97538	0.00000	0.00000
11575	2014.11.24 09:35	close	5788	0.01	0.97419	0.00000	0.00000	104.49	2031140.65
11576	2014.11.24 11:15	buy	5789	0.02	0.97242	0.00000	0.00000
11577	2014.11.24 13:55	sell	5790	0.01	0.97126	0.00000	0.00000
11578	2014.11.24 14:30	close	5790	0.01	0.97017	0.00000	0.00000	95.71	2031236.36
11579	2014.11.24 15:40	sell	5791	0.01	0.97063	0.00000	0.00000
11580	2014.11.24 16:33	close	5791	0.01	0.96962	0.00000	0.00000	88.69	2031325.05
11581	2014.11.24 17:10	sell	5792	0.01	0.97109	0.00000	0.00000
11582	2014.11.25 03:32	close	5792	0.01	0.97007	0.00000	0.00000	86.05	2031411.10
11583	2014.11.25 06:40	sell	5793	0.01	0.96964	0.00000	0.00000
11584	2014.11.25 10:30	buy	5794	0.03	0.96900	0.00000	0.00000
11585	2014.11.25 10:33	close	5793	0.01	0.96841	0.00000	0.00000	108.00	2031519.10
11586	2014.11.25 13:40	buy	5795	0.05	0.96452	0.00000	0.00000
11587	2014.11.25 19:55	buy	5796	0.08	0.95878	0.00000	0.00000
11588	2014.11.25 20:35	sell	5797	0.01	0.95964	0.00000	0.00000
11589	2014.11.25 21:29	close	5797	0.01	0.95858	0.00000	0.00000	93.08	2031612.18
11590	2014.11.25 21:55	sell	5798	0.01	0.95867	0.00000	0.00000
11591	2014.11.26 02:35	sell	5799	0.02	0.96150	0.00000	0.00000
11592	2014.11.26 10:36	close	5799	0.02	0.95958	0.00000	0.00000	337.18	2031949.36
11593	2014.11.26 10:36	close	5798	0.01	0.95958	0.00000	0.00000	-83.41	2031865.95
11594	2014.11.26 12:25	sell	5800	0.01	0.95834	0.00000	0.00000
11595	2014.11.26 16:24	close	5800	0.01	0.95722	0.00000	0.00000	98.35	2031964.30
11596	2014.11.26 18:00	sell	5801	0.01	0.95892	0.00000	0.00000
11597	2014.11.27 05:27	close	5796	0.08	0.96518	0.00000	0.00000	4394.78	2036359.08
11598	2014.11.27 05:27	close	5795	0.05	0.96518	0.00000	0.00000	228.16	2036587.25
11599	2014.11.27 05:27	close	5794	0.03	0.96518	0.00000	0.00000	-1042.53	2035544.71
11600	2014.11.27 05:27	close	5789	0.02	0.96518	0.00000	0.00000	-1301.40	2034243.31
11601	2014.11.27 05:27	close	5787	0.01	0.96518	0.00000	0.00000	-981.10	2033262.21
11602	2014.11.27 07:05	sell	5802	0.02	0.96763	0.00000	0.00000
11603	2014.11.27 10:20	buy	5803	0.01	0.96668	0.00000	0.00000
11604	2014.11.27 15:55	close	5802	0.02	0.96261	0.00000	0.00000	881.59	2034143.80
11605	2014.11.27 15:55	close	5801	0.01	0.96261	0.00000	0.00000	-334.54	2033809.26
11606	2014.11.27 16:50	sell	5804	0.01	0.96439	0.00000	0.00000
11607	2014.11.27 17:36	close	5803	0.01	0.96796	0.00000	0.00000	112.33	2033921.59
11608	2014.11.27 20:50	buy	5805	0.01	0.96954	0.00000	0.00000
11609	2014.11.28 11:40	sell	5806	0.02	0.96853	0.00000	0.00000
11610	2014.11.28 12:47	close	5805	0.01	0.97071	0.00000	0.00000	99.61	2034021.20
11611	2014.11.28 15:20	buy	5807	0.01	0.97108	0.00000	0.00000
11612	2014.11.28 17:23	close	5807	0.01	0.97209	0.00000	0.00000	88.63	2034109.83
11613	2014.11.28 19:55	buy	5808	0.01	0.97321	0.00000	0.00000
11614	2014.12.01 01:56	close	5806	0.02	0.96575	0.00000	0.00000	481.19	2034591.02
11615	2014.12.01 01:56	close	5804	0.01	0.96575	0.00000	0.00000	-126.44	2034464.58
11616	2014.12.01 02:50	sell	5809	0.01	0.96767	0.00000	0.00000
11617	2014.12.01 03:04	close	5809	0.01	0.96647	0.00000	0.00000	105.37	2034569.95
11618	2014.12.01 04:10	sell	5810	0.01	0.96515	0.00000	0.00000
11619	2014.12.01 14:10	buy	5811	0.02	0.96816	0.00000	0.00000
11620	2014.12.01 16:05	sell	5812	0.02	0.96836	0.00000	0.00000
11621	2014.12.01 17:23	close	5812	0.02	0.96595	0.00000	0.00000	423.23	2034993.18
11622	2014.12.01 17:23	close	5810	0.01	0.96595	0.00000	0.00000	-70.25	2034922.93
11623	2014.12.01 21:35	buy	5813	0.03	0.96428	0.00000	0.00000
11624	2014.12.02 02:30	sell	5814	0.01	0.96058	0.00000	0.00000
11625	2014.12.02 08:45	sell	5815	0.02	0.96702	0.00000	0.00000
11626	2014.12.02 10:14	close	5815	0.02	0.96329	0.00000	0.00000	655.04	2035577.97
11627	2014.12.02 10:14	close	5814	0.01	0.96329	0.00000	0.00000	-237.96	2035340.01
11628	2014.12.02 15:50	sell	5816	0.01	0.96067	0.00000	0.00000
11629	2014.12.03 02:32	close	5816	0.01	0.95945	0.00000	0.00000	103.61	2035443.62
11630	2014.12.03 02:32	sell	5817	0.01	0.95915	0.00000	0.00000
11631	2014.12.03 02:41	close	5817	0.01	0.95764	0.00000	0.00000	132.59	2035576.21
11632	2014.12.03 03:45	sell	5818	0.01	0.95843	0.00000	0.00000
11633	2014.12.03 05:00	close	5818	0.01	0.95734	0.00000	0.00000	95.71	2035671.92
11634	2014.12.03 05:40	buy	5819	0.05	0.95638	0.00000	0.00000
11635	2014.12.03 06:20	sell	5820	0.01	0.95795	0.00000	0.00000
11636	2014.12.03 07:49	close	5820	0.01	0.95675	0.00000	0.00000	105.37	2035777.29
11637	2014.12.03 10:50	sell	5821	0.01	0.95750	0.00000	0.00000
11638	2014.12.03 17:16	close	5821	0.01	0.95646	0.00000	0.00000	91.32	2035868.61
11639	2014.12.03 18:35	sell	5822	0.01	0.95645	0.00000	0.00000
11640	2014.12.03 20:25	close	5822	0.01	0.95543	0.00000	0.00000	89.56	2035958.17
11641	2014.12.04 02:40	sell	5823	0.01	0.95626	0.00000	0.00000
11642	2014.12.04 03:11	close	5823	0.01	0.95526	0.00000	0.00000	87.81	2036045.98
11643	2014.12.04 04:36	buy	5824	0.08	0.95432	0.00000	0.00000
11644	2014.12.04 06:55	sell	5825	0.01	0.95395	0.00000	0.00000
11645	2014.12.04 08:09	close	5825	0.01	0.95282	0.00000	0.00000	99.22	2036145.20
11646	2014.12.04 08:55	sell	5826	0.01	0.95170	0.00000	0.00000
11647	2014.12.04 09:07	close	5826	0.01	0.95066	0.00000	0.00000	91.32	2036236.52
11648	2014.12.04 10:15	sell	5827	0.01	0.95121	0.00000	0.00000
11649	2014.12.04 11:47	close	5827	0.01	0.95001	0.00000	0.00000	105.37	2036341.89
11650	2014.12.04 15:30	sell	5828	0.01	0.95231	0.00000	0.00000
11651	2014.12.05 03:25	sell	5829	0.02	0.95508	0.00000	0.00000
11652	2014.12.05 15:31	close	5829	0.02	0.95216	0.00000	0.00000	512.80	2036854.69
11653	2014.12.05 15:31	close	5828	0.01	0.95216	0.00000	0.00000	9.66	2036864.35
11654	2014.12.05 16:55	sell	5830	0.01	0.95276	0.00000	0.00000
11655	2014.12.05 18:24	close	5830	0.01	0.95150	0.00000	0.00000	110.64	2036974.99
11656	2014.12.05 20:40	sell	5831	0.01	0.95195	0.00000	0.00000
11657	2014.12.09 02:22	close	5831	0.01	0.95075	0.00000	0.00000	98.35	2037073.34
11658	2014.12.09 02:55	buy	5832	0.14	0.95003	0.00000	0.00000
11659	2014.12.09 08:10	sell	5833	0.01	0.94627	0.00000	0.00000
11660	2014.12.09 11:10	sell	5834	0.02	0.94985	0.00000	0.00000
11661	2014.12.10 03:36	close	5834	0.02	0.94753	0.00000	0.00000	400.41	2037473.75
11662	2014.12.10 03:36	close	5833	0.01	0.94753	0.00000	0.00000	-114.14	2037359.61
11663	2014.12.10 04:00	buy	5835	0.24	0.94738	0.00000	0.00000
11664	2014.12.10 04:55	sell	5836	0.01	0.94819	0.00000	0.00000
11665	2014.12.10 07:40	close	5835	0.24	0.95238	0.00000	0.00000	10530.60	2047890.21
11666	2014.12.10 07:40	close	5832	0.14	0.95238	0.00000	0.00000	2844.14	2050734.36
11667	2014.12.10 07:40	close	5824	0.08	0.95238	0.00000	0.00000	-1460.23	2049274.13
11668	2014.12.10 07:40	close	5819	0.05	0.95238	0.00000	0.00000	-1862.59	2047411.53
11669	2014.12.10 07:40	close	5813	0.03	0.95238	0.00000	0.00000	-3215.77	2044195.76
11670	2014.12.10 07:40	close	5811	0.02	0.95238	0.00000	0.00000	-2824.83	2041370.93
11671	2014.12.10 07:40	close	5808	0.01	0.95238	0.00000	0.00000	-1858.64	2039512.28
11672	2014.12.10 09:30	buy	5837	0.01	0.95176	0.00000	0.00000
11673	2014.12.10 10:45	close	5837	0.01	0.95278	0.00000	0.00000	89.51	2039601.79
11674	2014.12.10 14:30	buy	5838	0.01	0.95462	0.00000	0.00000
11675	2014.12.10 17:38	close	5838	0.01	0.95591	0.00000	0.00000	113.20	2039714.99
11676	2014.12.10 17:55	buy	5839	0.01	0.95371	0.00000	0.00000
11677	2014.12.10 22:41	close	5839	0.01	0.95512	0.00000	0.00000	123.74	2039838.73
11678	2014.12.11 03:15	buy	5840	0.01	0.95741	0.00000	0.00000
11679	2014.12.11 13:25	sell	5841	0.02	0.95079	0.00000	0.00000
11680	2014.12.11 15:04	close	5841	0.02	0.94481	0.00000	0.00000	1050.19	2040888.92
11681	2014.12.11 15:04	close	5836	0.01	0.94481	0.00000	0.00000	286.26	2041175.18
11682	2014.12.11 15:25	sell	5842	0.01	0.94886	0.00000	0.00000
11683	2014.12.11 18:20	buy	5843	0.02	0.95167	0.00000	0.00000
11684	2014.12.12 06:14	close	5843	0.02	0.95504	0.00000	0.00000	585.33	2041760.51
11685	2014.12.12 06:14	close	5840	0.01	0.95504	0.00000	0.00000	-211.04	2041549.47
11686	2014.12.12 08:40	buy	5844	0.01	0.95411	0.00000	0.00000
11687	2014.12.12 10:20	close	5844	0.01	0.95525	0.00000	0.00000	100.04	2041649.51
11688	2014.12.12 11:15	sell	5845	0.02	0.95704	0.00000	0.00000
11689	2014.12.12 12:05	buy	5846	0.01	0.95635	0.00000	0.00000
11690	2014.12.12 12:56	close	5846	0.01	0.95738	0.00000	0.00000	90.39	2041739.90
11691	2014.12.12 14:15	buy	5847	0.01	0.95698	0.00000	0.00000
11692	2014.12.12 17:24	close	5845	0.02	0.95241	0.00000	0.00000	813.11	2042553.01
11693	2014.12.12 17:24	close	5842	0.01	0.95241	0.00000	0.00000	-315.23	2042237.78
11694	2014.12.12 18:25	sell	5848	0.01	0.95403	0.00000	0.00000
11695	2014.12.15 01:21	close	5848	0.01	0.95278	0.00000	0.00000	106.25	2042344.03
11696	2014.12.15 02:05	buy	5849	0.02	0.94990	0.00000	0.00000
11697	2014.12.15 03:50	sell	5850	0.01	0.95104	0.00000	0.00000
11698	2014.12.15 05:02	close	5850	0.01	0.94981	0.00000	0.00000	108.00	2042452.03
11699	2014.12.15 06:30	sell	5851	0.01	0.95062	0.00000	0.00000
11700	2014.12.15 09:32	close	5849	0.02	0.95398	0.00000	0.00000	716.08	2043168.11

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