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 |
# | 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 |
151 | 2010.01.11 01:51 | s/l | 53 | 0.10 | 92.265 | 92.265 | 90.288 | 2.49 | 9996.80 |
152 | 2010.01.11 03:00 | delete | 55 | 0.10 | 93.666 | 93.516 | 95.666 | ||
153 | 2010.01.11 03:00 | buy stop | 56 | 0.10 | 93.466 | 93.316 | 95.466 | ||
154 | 2010.01.11 04:30 | sell stop | 57 | 0.10 | 92.223 | 92.373 | 90.223 | ||
155 | 2010.01.11 05:02 | sell | 57 | 0.10 | 92.223 | 92.373 | 90.223 | ||
156 | 2010.01.11 05:09 | modify | 57 | 0.10 | 92.223 | 92.220 | 90.223 | ||
157 | 2010.01.11 05:09 | modify | 57 | 0.10 | 92.223 | 92.215 | 90.223 | ||
158 | 2010.01.11 05:10 | s/l | 57 | 0.10 | 92.215 | 92.215 | 90.223 | 0.87 | 9997.67 |
159 | 2010.01.11 07:00 | sell stop | 58 | 0.10 | 92.178 | 92.328 | 90.178 | ||
160 | 2010.01.11 17:30 | delete | 56 | 0.10 | 93.466 | 93.316 | 95.466 | ||
161 | 2010.01.11 17:30 | buy stop | 59 | 0.10 | 93.096 | 92.946 | 95.096 | ||
162 | 2010.01.11 17:36 | sell | 58 | 0.10 | 92.178 | 92.328 | 90.178 | ||
163 | 2010.01.11 17:39 | modify | 58 | 0.10 | 92.178 | 92.175 | 90.178 | ||
164 | 2010.01.11 17:39 | modify | 58 | 0.10 | 92.178 | 92.170 | 90.178 | ||
165 | 2010.01.11 17:39 | modify | 58 | 0.10 | 92.178 | 92.165 | 90.178 | ||
166 | 2010.01.11 17:39 | modify | 58 | 0.10 | 92.178 | 92.160 | 90.178 | ||
167 | 2010.01.11 17:39 | modify | 58 | 0.10 | 92.178 | 92.155 | 90.178 | ||
168 | 2010.01.11 17:39 | modify | 58 | 0.10 | 92.178 | 92.140 | 90.178 | ||
169 | 2010.01.11 17:39 | modify | 58 | 0.10 | 92.178 | 92.130 | 90.178 | ||
170 | 2010.01.11 17:39 | modify | 58 | 0.10 | 92.178 | 92.120 | 90.178 | ||
171 | 2010.01.11 17:39 | s/l | 58 | 0.10 | 92.120 | 92.120 | 90.178 | 6.30 | 10003.97 |
172 | 2010.01.11 18:00 | delete | 59 | 0.10 | 93.096 | 92.946 | 95.096 | ||
173 | 2010.01.11 18:00 | buy stop | 60 | 0.10 | 92.961 | 92.811 | 94.961 | ||
174 | 2010.01.11 18:30 | delete | 60 | 0.10 | 92.961 | 92.811 | 94.961 | ||
175 | 2010.01.11 18:30 | buy stop | 61 | 0.10 | 92.901 | 92.751 | 94.901 | ||
176 | 2010.01.11 19:00 | delete | 61 | 0.10 | 92.901 | 92.751 | 94.901 | ||
177 | 2010.01.11 19:00 | buy stop | 62 | 0.10 | 92.731 | 92.581 | 94.731 | ||
178 | 2010.01.11 20:00 | sell stop | 63 | 0.10 | 91.818 | 91.968 | 89.818 | ||
179 | 2010.01.12 00:05 | delete | 62 | 0.10 | 92.731 | 92.581 | 94.731 | ||
180 | 2010.01.12 00:05 | buy stop | 64 | 0.10 | 92.656 | 92.506 | 94.656 | ||
181 | 2010.01.12 03:49 | sell | 63 | 0.10 | 91.818 | 91.968 | 89.818 | ||
182 | 2010.01.12 04:08 | s/l | 63 | 0.10 | 91.968 | 91.968 | 89.818 | -16.31 | 9987.66 |
183 | 2010.01.12 04:30 | sell stop | 65 | 0.10 | 91.818 | 91.968 | 89.818 | ||
184 | 2010.01.12 09:42 | sell | 65 | 0.10 | 91.818 | 91.968 | 89.818 | ||
185 | 2010.01.12 09:42 | modify | 65 | 0.10 | 91.818 | 91.805 | 89.818 | ||
186 | 2010.01.12 09:42 | s/l | 65 | 0.10 | 91.805 | 91.805 | 89.818 | 1.42 | 9989.08 |
187 | 2010.01.12 10:00 | sell stop | 66 | 0.10 | 91.728 | 91.878 | 89.728 | ||
188 | 2010.01.12 11:28 | sell | 66 | 0.10 | 91.728 | 91.878 | 89.728 | ||
189 | 2010.01.12 11:51 | s/l | 66 | 0.10 | 91.878 | 91.878 | 89.728 | -16.32 | 9972.76 |
190 | 2010.01.12 12:00 | sell stop | 67 | 0.10 | 91.713 | 91.863 | 89.713 | ||
191 | 2010.01.12 12:08 | sell | 67 | 0.10 | 91.713 | 91.863 | 89.713 | ||
192 | 2010.01.12 12:08 | modify | 67 | 0.10 | 91.713 | 91.710 | 89.713 | ||
193 | 2010.01.12 12:09 | s/l | 67 | 0.10 | 91.710 | 91.710 | 89.713 | 0.33 | 9973.09 |
194 | 2010.01.12 13:30 | sell stop | 68 | 0.10 | 91.588 | 91.738 | 89.588 | ||
195 | 2010.01.12 14:12 | sell | 68 | 0.10 | 91.588 | 91.738 | 89.588 | ||
196 | 2010.01.12 14:47 | modify | 68 | 0.10 | 91.588 | 91.585 | 89.588 | ||
197 | 2010.01.12 14:47 | modify | 68 | 0.10 | 91.588 | 91.580 | 89.588 | ||
198 | 2010.01.12 14:47 | modify | 68 | 0.10 | 91.588 | 91.575 | 89.588 | ||
199 | 2010.01.12 14:47 | modify | 68 | 0.10 | 91.588 | 91.570 | 89.588 | ||
200 | 2010.01.12 14:47 | modify | 68 | 0.10 | 91.588 | 91.565 | 89.588 | ||
201 | 2010.01.12 14:47 | modify | 68 | 0.10 | 91.588 | 91.560 | 89.588 | ||
202 | 2010.01.12 14:47 | modify | 68 | 0.10 | 91.588 | 91.550 | 89.588 | ||
203 | 2010.01.12 14:48 | modify | 68 | 0.10 | 91.588 | 91.545 | 89.588 | ||
204 | 2010.01.12 14:48 | modify | 68 | 0.10 | 91.588 | 91.540 | 89.588 | ||
205 | 2010.01.12 14:48 | modify | 68 | 0.10 | 91.588 | 91.530 | 89.588 | ||
206 | 2010.01.12 14:48 | modify | 68 | 0.10 | 91.588 | 91.520 | 89.588 | ||
207 | 2010.01.12 14:48 | modify | 68 | 0.10 | 91.588 | 91.515 | 89.588 | ||
208 | 2010.01.12 14:48 | modify | 68 | 0.10 | 91.588 | 91.510 | 89.588 | ||
209 | 2010.01.12 14:49 | modify | 68 | 0.10 | 91.588 | 91.505 | 89.588 | ||
210 | 2010.01.12 14:50 | modify | 68 | 0.10 | 91.588 | 91.500 | 89.588 | ||
211 | 2010.01.12 14:52 | modify | 68 | 0.10 | 91.588 | 91.490 | 89.588 | ||
212 | 2010.01.12 14:52 | modify | 68 | 0.10 | 91.588 | 91.480 | 89.588 | ||
213 | 2010.01.12 14:53 | modify | 68 | 0.10 | 91.588 | 91.470 | 89.588 | ||
214 | 2010.01.12 14:53 | modify | 68 | 0.10 | 91.588 | 91.460 | 89.588 | ||
215 | 2010.01.12 14:53 | s/l | 68 | 0.10 | 91.460 | 91.460 | 89.588 | 14.00 | 9987.09 |
216 | 2010.01.12 17:00 | delete | 64 | 0.10 | 92.656 | 92.506 | 94.656 | ||
217 | 2010.01.12 17:00 | buy stop | 69 | 0.10 | 92.446 | 92.296 | 94.446 | ||
218 | 2010.01.12 17:30 | delete | 69 | 0.10 | 92.446 | 92.296 | 94.446 | ||
219 | 2010.01.12 17:30 | buy stop | 70 | 0.10 | 92.421 | 92.271 | 94.421 | ||
220 | 2010.01.12 21:30 | sell stop | 71 | 0.10 | 90.728 | 90.878 | 88.728 | ||
221 | 2010.01.13 04:30 | delete | 70 | 0.10 | 92.421 | 92.271 | 94.421 | ||
222 | 2010.01.13 04:30 | buy stop | 72 | 0.10 | 92.406 | 92.256 | 94.406 | ||
223 | 2010.01.13 05:00 | delete | 72 | 0.10 | 92.406 | 92.256 | 94.406 | ||
224 | 2010.01.13 05:00 | buy stop | 73 | 0.10 | 92.291 | 92.141 | 94.291 | ||
225 | 2010.01.13 08:00 | delete | 73 | 0.10 | 92.291 | 92.141 | 94.291 | ||
226 | 2010.01.13 08:00 | buy stop | 74 | 0.10 | 92.286 | 92.136 | 94.286 | ||
227 | 2010.01.13 08:30 | delete | 74 | 0.10 | 92.286 | 92.136 | 94.286 | ||
228 | 2010.01.13 08:30 | buy stop | 75 | 0.10 | 92.216 | 92.066 | 94.216 | ||
229 | 2010.01.13 14:30 | delete | 75 | 0.10 | 92.216 | 92.066 | 94.216 | ||
230 | 2010.01.13 14:30 | buy stop | 76 | 0.10 | 91.626 | 91.476 | 93.626 | ||
231 | 2010.01.13 16:00 | delete | 76 | 0.10 | 91.626 | 91.476 | 93.626 | ||
232 | 2010.01.13 16:00 | buy stop | 77 | 0.10 | 91.481 | 91.331 | 93.481 | ||
233 | 2010.01.13 16:28 | buy | 77 | 0.10 | 91.481 | 91.331 | 93.481 | ||
234 | 2010.01.13 16:29 | modify | 77 | 0.10 | 91.481 | 91.485 | 93.481 | ||
235 | 2010.01.13 16:29 | modify | 77 | 0.10 | 91.481 | 91.490 | 93.481 | ||
236 | 2010.01.13 16:29 | modify | 77 | 0.10 | 91.481 | 91.495 | 93.481 | ||
237 | 2010.01.13 16:29 | s/l | 77 | 0.10 | 91.495 | 91.495 | 93.481 | 1.53 | 9988.62 |
238 | 2010.01.13 17:30 | buy stop | 78 | 0.10 | 91.521 | 91.371 | 93.521 | ||
239 | 2010.01.13 20:00 | delete | 71 | 0.10 | 90.728 | 90.878 | 88.728 | ||
240 | 2010.01.13 20:00 | sell stop | 79 | 0.10 | 90.803 | 90.953 | 88.803 | ||
241 | 2010.01.13 20:24 | buy | 78 | 0.10 | 91.521 | 91.371 | 93.521 | ||
242 | 2010.01.13 20:26 | modify | 78 | 0.10 | 91.521 | 91.525 | 93.521 | ||
243 | 2010.01.13 20:26 | modify | 78 | 0.10 | 91.521 | 91.530 | 93.521 | ||
244 | 2010.01.13 20:26 | s/l | 78 | 0.10 | 91.530 | 91.530 | 93.521 | 0.98 | 9989.60 |
245 | 2010.01.13 20:30 | delete | 79 | 0.10 | 90.803 | 90.953 | 88.803 | ||
246 | 2010.01.13 20:30 | sell stop | 80 | 0.10 | 90.848 | 90.998 | 88.848 | ||
247 | 2010.01.13 21:00 | delete | 80 | 0.10 | 90.848 | 90.998 | 88.848 | ||
248 | 2010.01.13 21:00 | sell stop | 81 | 0.10 | 90.873 | 91.023 | 88.873 | ||
249 | 2010.01.13 21:30 | delete | 81 | 0.10 | 90.873 | 91.023 | 88.873 | ||
250 | 2010.01.13 21:30 | sell stop | 82 | 0.10 | 90.898 | 91.048 | 88.898 | ||
251 | 2010.01.13 22:00 | delete | 82 | 0.10 | 90.898 | 91.048 | 88.898 | ||
252 | 2010.01.13 22:00 | sell stop | 83 | 0.10 | 90.908 | 91.058 | 88.908 | ||
253 | 2010.01.14 00:05 | buy stop | 84 | 0.10 | 91.556 | 91.406 | 93.556 | ||
254 | 2010.01.14 04:00 | delete | 83 | 0.10 | 90.908 | 91.058 | 88.908 | ||
255 | 2010.01.14 04:00 | sell stop | 85 | 0.10 | 90.933 | 91.083 | 88.933 | ||
256 | 2010.01.14 04:45 | buy | 84 | 0.10 | 91.556 | 91.406 | 93.556 | ||
257 | 2010.01.14 04:53 | modify | 84 | 0.10 | 91.556 | 91.560 | 93.556 | ||
258 | 2010.01.14 04:53 | modify | 84 | 0.10 | 91.556 | 91.565 | 93.556 | ||
259 | 2010.01.14 04:53 | modify | 84 | 0.10 | 91.556 | 91.570 | 93.556 | ||
260 | 2010.01.14 04:53 | modify | 84 | 0.10 | 91.556 | 91.575 | 93.556 | ||
261 | 2010.01.14 04:53 | modify | 84 | 0.10 | 91.556 | 91.580 | 93.556 | ||
262 | 2010.01.14 04:53 | s/l | 84 | 0.10 | 91.580 | 91.580 | 93.556 | 2.62 | 9992.22 |
263 | 2010.01.14 07:00 | delete | 85 | 0.10 | 90.933 | 91.083 | 88.933 | ||
264 | 2010.01.14 07:00 | sell stop | 86 | 0.10 | 90.993 | 91.143 | 88.993 | ||
265 | 2010.01.14 08:30 | delete | 86 | 0.10 | 90.993 | 91.143 | 88.993 | ||
266 | 2010.01.14 08:30 | sell stop | 87 | 0.10 | 91.078 | 91.228 | 89.078 | ||
267 | 2010.01.14 09:00 | delete | 87 | 0.10 | 91.078 | 91.228 | 89.078 | ||
268 | 2010.01.14 09:00 | sell stop | 88 | 0.10 | 91.103 | 91.253 | 89.103 | ||
269 | 2010.01.14 09:30 | delete | 88 | 0.10 | 91.103 | 91.253 | 89.103 | ||
270 | 2010.01.14 09:30 | sell stop | 89 | 0.10 | 91.133 | 91.283 | 89.133 | ||
271 | 2010.01.14 14:30 | delete | 89 | 0.10 | 91.133 | 91.283 | 89.133 | ||
272 | 2010.01.14 14:30 | sell stop | 90 | 0.10 | 91.163 | 91.313 | 89.163 | ||
273 | 2010.01.14 15:00 | delete | 90 | 0.10 | 91.163 | 91.313 | 89.163 | ||
274 | 2010.01.14 15:00 | buy stop | 91 | 0.10 | 92.036 | 91.886 | 94.036 | ||
275 | 2010.01.14 15:00 | sell stop | 92 | 0.10 | 91.193 | 91.343 | 89.193 | ||
276 | 2010.01.14 15:51 | sell | 92 | 0.10 | 91.193 | 91.343 | 89.193 | ||
277 | 2010.01.14 15:52 | modify | 92 | 0.10 | 91.193 | 91.190 | 89.193 | ||
278 | 2010.01.14 15:52 | s/l | 92 | 0.10 | 91.190 | 91.190 | 89.193 | 0.33 | 9992.55 |
279 | 2010.01.14 17:00 | sell stop | 93 | 0.10 | 91.133 | 91.283 | 89.133 | ||
280 | 2010.01.14 17:54 | sell | 93 | 0.10 | 91.133 | 91.283 | 89.133 | ||
281 | 2010.01.14 17:56 | modify | 93 | 0.10 | 91.133 | 91.130 | 89.133 | ||
282 | 2010.01.14 17:56 | modify | 93 | 0.10 | 91.133 | 91.120 | 89.133 | ||
283 | 2010.01.14 17:56 | s/l | 93 | 0.10 | 91.120 | 91.120 | 89.133 | 1.43 | 9993.98 |
284 | 2010.01.14 23:00 | sell stop | 94 | 0.10 | 90.848 | 90.998 | 88.848 | ||
285 | 2010.01.15 09:14 | sell | 94 | 0.10 | 90.848 | 90.998 | 88.848 | ||
286 | 2010.01.15 10:01 | s/l | 94 | 0.10 | 90.998 | 90.998 | 88.848 | -16.48 | 9977.50 |
287 | 2010.01.15 12:00 | delete | 91 | 0.10 | 92.036 | 91.886 | 94.036 | ||
288 | 2010.01.15 12:00 | buy stop | 95 | 0.10 | 91.966 | 91.816 | 93.966 | ||
289 | 2010.01.15 13:00 | delete | 95 | 0.10 | 91.966 | 91.816 | 93.966 | ||
290 | 2010.01.15 13:00 | buy stop | 96 | 0.10 | 91.956 | 91.806 | 93.956 | ||
291 | 2010.01.15 13:30 | delete | 96 | 0.10 | 91.956 | 91.806 | 93.956 | ||
292 | 2010.01.15 13:30 | buy stop | 97 | 0.10 | 91.926 | 91.776 | 93.926 | ||
293 | 2010.01.15 14:00 | delete | 97 | 0.10 | 91.926 | 91.776 | 93.926 | ||
294 | 2010.01.15 14:00 | buy stop | 98 | 0.10 | 91.916 | 91.766 | 93.916 | ||
295 | 2010.01.15 14:00 | sell stop | 99 | 0.10 | 90.608 | 90.758 | 88.608 | ||
296 | 2010.01.15 14:30 | delete | 98 | 0.10 | 91.916 | 91.766 | 93.916 | ||
297 | 2010.01.15 14:30 | buy stop | 100 | 0.10 | 91.831 | 91.681 | 93.831 | ||
298 | 2010.01.15 15:00 | delete | 100 | 0.10 | 91.831 | 91.681 | 93.831 | ||
299 | 2010.01.15 15:00 | buy stop | 101 | 0.10 | 91.786 | 91.636 | 93.786 | ||
300 | 2010.01.15 15:30 | delete | 101 | 0.10 | 91.786 | 91.636 | 93.786 |