Strategy Tester: Breaking FX

Strategy Tester Report

Breaking FX ver3

通貨ペア		USDJPY (US Dollar vs Japanese Yen)
期間		30分足(M30) 2010.01.04 00:00 - 2020.02.25 23:30 (2010.01.01 - 2020.02.26)
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)

テストバー数	126578	モデルティック数	151288621	モデリング品質	99.90%
不整合チャートエラー	0

初期証拠金	10000.00			スプレッド	変動
純益	5443.12	総利益	16934.66	総損失	-11491.55
プロフィットファクタ	1.47	期待利得	1.20
絶対ドローダウン	73.77	最大ドローダウン	369.57 (3.45%)	相対ドローダウン	3.45% (369.57)

総取引数	4525	売りポジション(勝率%）	2926 (82.64%)	買いポジション(勝率%）	1599 (84.74%)
		勝率(%)	3773 (83.38%)	負率 (%)	752 (16.62%)
最大		勝トレード	91.23	敗トレード	-20.94
平均		勝トレード	4.49	敗トレード	-15.28
最大		連勝(金額)	47 (234.98)	連敗(金額)	4 (-78.77)
最大		連勝(トレード数)	234.98 (47)	連敗(トレード数)	-78.77 (4)
平均		連勝	6	連敗	1

1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
1	2010.01.04 00:05	sell stop	1	0.10	91.918	92.068	89.918
2	2010.01.04 01:30	buy stop	2	0.10	93.136	92.986	95.136
3	2010.01.04 09:00	delete	1	0.10	91.918	92.068	89.918
4	2010.01.04 09:00	sell stop	3	0.10	92.098	92.248	90.098
5	2010.01.04 09:30	delete	3	0.10	92.098	92.248	90.098
6	2010.01.04 09:30	sell stop	4	0.10	92.138	92.288	90.138
7	2010.01.04 09:31	buy	2	0.10	93.136	92.986	95.136
8	2010.01.04 09:31	modify	2	0.10	93.136	93.140	95.136
9	2010.01.04 09:31	modify	2	0.10	93.136	93.150	95.136
10	2010.01.04 09:32	s/l	2	0.10	93.150	93.150	95.136	1.50	10001.50
11	2010.01.04 10:30	delete	4	0.10	92.138	92.288	90.138
12	2010.01.04 10:30	sell stop	5	0.10	92.233	92.383	90.233
13	2010.01.04 11:00	delete	5	0.10	92.233	92.383	90.233
14	2010.01.04 11:00	buy stop	6	0.10	93.206	93.056	95.206
15	2010.01.04 11:00	sell stop	7	0.10	92.243	92.393	90.243
16	2010.01.04 11:30	delete	7	0.10	92.243	92.393	90.243
17	2010.01.04 11:30	sell stop	8	0.10	92.268	92.418	90.268
18	2010.01.04 12:00	delete	8	0.10	92.268	92.418	90.268
19	2010.01.04 12:00	sell stop	9	0.10	92.283	92.433	90.283
20	2010.01.04 13:30	delete	9	0.10	92.283	92.433	90.283
21	2010.01.04 13:30	sell stop	10	0.10	92.293	92.443	90.293
22	2010.01.04 14:00	delete	10	0.10	92.293	92.443	90.293
23	2010.01.04 14:00	sell stop	11	0.10	92.338	92.488	90.338
24	2010.01.04 15:00	delete	11	0.10	92.338	92.488	90.338
25	2010.01.04 15:00	sell stop	12	0.10	92.348	92.498	90.348
26	2010.01.04 15:30	delete	12	0.10	92.348	92.498	90.348
27	2010.01.04 15:30	sell stop	13	0.10	92.503	92.653	90.503
28	2010.01.04 16:07	sell	13	0.10	92.503	92.653	90.503
29	2010.01.04 16:43	s/l	13	0.10	92.653	92.653	90.503	-16.18	9985.32
30	2010.01.04 18:30	sell stop	14	0.10	92.193	92.343	90.193
31	2010.01.05 03:06	sell	14	0.10	92.193	92.343	90.193
32	2010.01.05 03:06	modify	14	0.10	92.193	92.190	90.193
33	2010.01.05 03:06	modify	14	0.10	92.193	92.180	90.193
34	2010.01.05 03:06	modify	14	0.10	92.193	92.175	90.193
35	2010.01.05 03:06	modify	14	0.10	92.193	92.170	90.193
36	2010.01.05 03:06	modify	14	0.10	92.193	92.160	90.193
37	2010.01.05 03:06	modify	14	0.10	92.193	92.155	90.193
38	2010.01.05 03:07	s/l	14	0.10	92.155	92.155	90.193	4.13	9989.45
39	2010.01.05 09:30	sell stop	15	0.10	91.633	91.783	89.633
40	2010.01.05 10:00	delete	6	0.10	93.206	93.056	95.206
41	2010.01.05 10:00	buy stop	16	0.10	93.056	92.906	95.056
42	2010.01.05 10:30	delete	16	0.10	93.056	92.906	95.056
43	2010.01.05 10:30	buy stop	17	0.10	92.966	92.816	94.966
44	2010.01.05 11:00	delete	17	0.10	92.966	92.816	94.966
45	2010.01.05 11:00	buy stop	18	0.10	92.936	92.786	94.936
46	2010.01.05 15:30	delete	18	0.10	92.936	92.786	94.936
47	2010.01.05 15:30	buy stop	19	0.10	92.836	92.686	94.836
48	2010.01.05 16:00	delete	19	0.10	92.836	92.686	94.836
49	2010.01.05 16:00	buy stop	20	0.10	92.721	92.571	94.721
50	2010.01.05 16:15	sell	15	0.10	91.633	91.783	89.633
51	2010.01.05 16:15	modify	15	0.10	91.633	91.630	89.633
52	2010.01.05 16:15	modify	15	0.10	91.633	91.625	89.633
53	2010.01.05 16:15	modify	15	0.10	91.633	91.620	89.633
54	2010.01.05 16:15	modify	15	0.10	91.633	91.615	89.633
55	2010.01.05 16:15	s/l	15	0.10	91.615	91.615	89.633	1.96	9991.41
56	2010.01.05 17:00	delete	20	0.10	92.721	92.571	94.721
57	2010.01.05 17:00	buy stop	21	0.10	92.701	92.551	94.701
58	2010.01.05 17:30	delete	21	0.10	92.701	92.551	94.701
59	2010.01.05 17:30	buy stop	22	0.10	92.686	92.536	94.686
60	2010.01.05 17:30	sell stop	23	0.10	91.248	91.398	89.248
61	2010.01.05 20:30	delete	22	0.10	92.686	92.536	94.686
62	2010.01.05 20:30	buy stop	24	0.10	92.651	92.501	94.651
63	2010.01.05 21:00	delete	24	0.10	92.651	92.501	94.651
64	2010.01.05 21:00	buy stop	25	0.10	92.611	92.461	94.611
65	2010.01.05 22:30	delete	25	0.10	92.611	92.461	94.611
66	2010.01.05 22:30	buy stop	26	0.10	92.581	92.431	94.581
67	2010.01.05 23:30	delete	26	0.10	92.581	92.431	94.581
68	2010.01.05 23:30	buy stop	27	0.10	92.556	92.406	94.556
69	2010.01.06 00:05	delete	27	0.10	92.556	92.406	94.556
70	2010.01.06 00:05	buy stop	28	0.10	92.541	92.391	94.541
71	2010.01.06 02:00	delete	28	0.10	92.541	92.391	94.541
72	2010.01.06 02:00	buy stop	29	0.10	92.511	92.361	94.511
73	2010.01.06 16:00	delete	29	0.10	92.511	92.361	94.511
74	2010.01.06 16:00	buy stop	30	0.10	92.496	92.346	94.496
75	2010.01.06 17:13	buy	30	0.10	92.496	92.346	94.496
76	2010.01.06 17:18	modify	30	0.10	92.496	92.505	94.496
77	2010.01.06 17:18	modify	30	0.10	92.496	92.515	94.496
78	2010.01.06 17:18	modify	30	0.10	92.496	92.525	94.496
79	2010.01.06 17:18	modify	30	0.10	92.496	92.530	94.496
80	2010.01.06 17:18	modify	30	0.10	92.496	92.535	94.496
81	2010.01.06 17:19	modify	30	0.10	92.496	92.540	94.496
82	2010.01.06 17:19	modify	30	0.10	92.496	92.545	94.496
83	2010.01.06 17:19	modify	30	0.10	92.496	92.550	94.496
84	2010.01.06 17:19	modify	30	0.10	92.496	92.565	94.496
85	2010.01.06 17:19	modify	30	0.10	92.496	92.570	94.496
86	2010.01.06 17:19	modify	30	0.10	92.496	92.580	94.496
87	2010.01.06 17:19	modify	30	0.10	92.496	92.585	94.496
88	2010.01.06 17:19	modify	30	0.10	92.496	92.590	94.496
89	2010.01.06 17:19	modify	30	0.10	92.496	92.600	94.496
90	2010.01.06 17:19	modify	30	0.10	92.496	92.605	94.496
91	2010.01.06 17:19	modify	30	0.10	92.496	92.610	94.496
92	2010.01.06 17:19	s/l	30	0.10	92.610	92.610	94.496	12.31	10003.72
93	2010.01.06 17:30	delete	23	0.10	91.248	91.398	89.248
94	2010.01.06 17:30	sell stop	31	0.10	91.433	91.583	89.433
95	2010.01.06 19:30	delete	31	0.10	91.433	91.583	89.433
96	2010.01.06 19:30	sell stop	32	0.10	91.443	91.593	89.443
97	2010.01.06 20:00	delete	32	0.10	91.443	91.593	89.443
98	2010.01.06 20:00	sell stop	33	0.10	91.513	91.663	89.513
99	2010.01.06 20:30	delete	33	0.10	91.513	91.663	89.513
100	2010.01.06 20:30	sell stop	34	0.10	91.518	91.668	89.518
101	2010.01.06 21:00	delete	34	0.10	91.518	91.668	89.518
102	2010.01.06 21:00	sell stop	35	0.10	91.528	91.678	89.528
103	2010.01.06 21:30	buy stop	36	0.10	92.736	92.586	94.736
104	2010.01.07 02:30	delete	35	0.10	91.528	91.678	89.528
105	2010.01.07 02:30	sell stop	37	0.10	91.558	91.708	89.558
106	2010.01.07 03:00	delete	37	0.10	91.558	91.708	89.558
107	2010.01.07 03:00	sell stop	38	0.10	91.623	91.773	89.623
108	2010.01.07 03:30	delete	38	0.10	91.623	91.773	89.623
109	2010.01.07 03:30	sell stop	39	0.10	91.758	91.908	89.758
110	2010.01.07 05:00	delete	39	0.10	91.758	91.908	89.758
111	2010.01.07 05:00	sell stop	40	0.10	91.788	91.938	89.788
112	2010.01.07 05:30	delete	40	0.10	91.788	91.938	89.788
113	2010.01.07 05:30	sell stop	41	0.10	91.898	92.048	89.898
114	2010.01.07 06:30	delete	41	0.10	91.898	92.048	89.898
115	2010.01.07 06:30	sell stop	42	0.10	91.958	92.108	89.958
116	2010.01.07 08:50	buy	36	0.10	92.736	92.586	94.736
117	2010.01.07 08:51	s/l	36	0.10	92.586	92.586	94.736	-16.20	9987.52
118	2010.01.07 09:00	delete	42	0.10	91.958	92.108	89.958
119	2010.01.07 09:00	sell stop	43	0.10	92.028	92.178	90.028
120	2010.01.07 10:30	delete	43	0.10	92.028	92.178	90.028
121	2010.01.07 10:30	sell stop	44	0.10	92.033	92.183	90.033
122	2010.01.07 11:30	delete	44	0.10	92.033	92.183	90.033
123	2010.01.07 11:30	sell stop	45	0.10	92.053	92.203	90.053
124	2010.01.07 16:00	delete	45	0.10	92.053	92.203	90.053
125	2010.01.07 16:00	sell stop	46	0.10	92.108	92.258	90.108
126	2010.01.08 03:30	buy stop	47	0.10	93.761	93.611	95.761
127	2010.01.08 08:30	delete	46	0.10	92.108	92.258	90.108
128	2010.01.08 08:30	sell stop	48	0.10	92.143	92.293	90.143
129	2010.01.08 09:00	delete	48	0.10	92.143	92.293	90.143
130	2010.01.08 09:00	sell stop	49	0.10	92.563	92.713	90.563
131	2010.01.08 10:00	delete	49	0.10	92.563	92.713	90.563
132	2010.01.08 10:00	sell stop	50	0.10	92.633	92.783	90.633
133	2010.01.08 12:00	delete	50	0.10	92.633	92.783	90.633
134	2010.01.08 12:00	sell stop	51	0.10	92.838	92.988	90.838
135	2010.01.08 12:30	delete	51	0.10	92.838	92.988	90.838
136	2010.01.08 12:30	sell stop	52	0.10	92.843	92.993	90.843
137	2010.01.08 15:30	sell	52	0.10	92.843	92.993	90.843
138	2010.01.08 15:30	modify	52	0.10	92.843	92.825	90.843
139	2010.01.08 15:30	modify	52	0.10	92.843	92.805	90.843
140	2010.01.08 15:30	modify	52	0.10	92.843	92.780	90.843
141	2010.01.08 15:30	s/l	52	0.10	92.780	92.780	90.843	6.79	9994.31
142	2010.01.08 16:00	sell stop	53	0.10	92.288	92.438	90.288
143	2010.01.11 00:30	delete	47	0.10	93.761	93.611	95.761
144	2010.01.11 00:30	buy stop	54	0.10	93.716	93.566	95.716
145	2010.01.11 01:00	delete	54	0.10	93.716	93.566	95.716
146	2010.01.11 01:00	buy stop	55	0.10	93.666	93.516	95.666
147	2010.01.11 01:41	sell	53	0.10	92.288	92.438	90.288
148	2010.01.11 01:50	modify	53	0.10	92.288	92.285	90.288
149	2010.01.11 01:50	modify	53	0.10	92.288	92.275	90.288
150	2010.01.11 01:51	modify	53	0.10	92.288	92.265	90.288

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