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

前へ3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
301	2010.01.15 15:30	buy stop	102	0.10	91.711	91.561	93.711
302	2010.01.15 17:00	delete	102	0.10	91.711	91.561	93.711
303	2010.01.15 17:00	buy stop	103	0.10	91.376	91.226	93.376
304	2010.01.15 17:30	delete	103	0.10	91.376	91.226	93.376
305	2010.01.15 17:30	buy stop	104	0.10	91.326	91.176	93.326
306	2010.01.15 18:00	delete	104	0.10	91.326	91.176	93.326
307	2010.01.15 18:00	buy stop	105	0.10	91.311	91.161	93.311
308	2010.01.18 03:30	delete	105	0.10	91.311	91.161	93.311
309	2010.01.18 03:30	buy stop	106	0.10	91.221	91.071	93.221
310	2010.01.18 09:00	delete	106	0.10	91.221	91.071	93.221
311	2010.01.18 09:00	buy stop	107	0.10	91.181	91.031	93.181
312	2010.01.18 16:00	delete	99	0.10	90.608	90.758	88.608
313	2010.01.18 16:00	sell stop	108	0.10	90.628	90.778	88.628
314	2010.01.18 16:30	delete	107	0.10	91.181	91.031	93.181
315	2010.01.18 16:30	buy stop	109	0.10	91.151	91.001	93.151
316	2010.01.18 17:00	delete	109	0.10	91.151	91.001	93.151
317	2010.01.18 17:00	buy stop	110	0.10	91.056	90.906	93.056
318	2010.01.19 00:33	sell	108	0.10	90.628	90.778	88.628
319	2010.01.19 01:20	modify	108	0.10	90.628	90.625	88.628
320	2010.01.19 01:21	modify	108	0.10	90.628	90.615	88.628
321	2010.01.19 01:22	s/l	108	0.10	90.615	90.615	88.628	1.43	9978.93
322	2010.01.19 02:00	sell stop	111	0.10	90.568	90.718	88.568
323	2010.01.19 02:06	sell	111	0.10	90.568	90.718	88.568
324	2010.01.19 02:12	modify	111	0.10	90.568	90.565	88.568
325	2010.01.19 02:12	modify	111	0.10	90.568	90.555	88.568
326	2010.01.19 02:12	modify	111	0.10	90.568	90.550	88.568
327	2010.01.19 02:13	s/l	111	0.10	90.550	90.550	88.568	1.99	9980.92
328	2010.01.19 03:00	sell stop	112	0.10	90.518	90.668	88.518
329	2010.01.19 05:20	sell	112	0.10	90.518	90.668	88.518
330	2010.01.19 05:21	modify	112	0.10	90.518	90.515	88.518
331	2010.01.19 05:21	modify	112	0.10	90.518	90.510	88.518
332	2010.01.19 05:21	modify	112	0.10	90.518	90.505	88.518
333	2010.01.19 05:21	modify	112	0.10	90.518	90.500	88.518
334	2010.01.19 05:21	modify	112	0.10	90.518	90.490	88.518
335	2010.01.19 05:21	s/l	112	0.10	90.490	90.490	88.518	3.09	9984.01
336	2010.01.19 08:00	delete	110	0.10	91.056	90.906	93.056
337	2010.01.19 08:00	buy stop	113	0.10	91.046	90.896	93.046
338	2010.01.19 08:00	sell stop	114	0.10	90.353	90.503	88.353
339	2010.01.19 09:30	delete	113	0.10	91.046	90.896	93.046
340	2010.01.19 09:30	buy stop	115	0.10	91.036	90.886	93.036
341	2010.01.19 10:30	delete	115	0.10	91.036	90.886	93.036
342	2010.01.19 10:30	buy stop	116	0.10	91.026	90.876	93.026
343	2010.01.19 10:40	sell	114	0.10	90.353	90.503	88.353
344	2010.01.19 10:49	s/l	114	0.10	90.503	90.503	88.353	-16.57	9967.44
345	2010.01.19 11:00	delete	116	0.10	91.026	90.876	93.026
346	2010.01.19 11:00	buy stop	117	0.10	91.021	90.871	93.021
347	2010.01.19 11:00	sell stop	118	0.10	90.323	90.473	88.323
348	2010.01.19 11:30	delete	117	0.10	91.021	90.871	93.021
349	2010.01.19 11:30	buy stop	119	0.10	90.966	90.816	92.966
350	2010.01.19 12:00	delete	119	0.10	90.966	90.816	92.966
351	2010.01.19 12:00	buy stop	120	0.10	90.931	90.781	92.931
352	2010.01.19 14:26	buy	120	0.10	90.931	90.781	92.931
353	2010.01.19 14:36	modify	120	0.10	90.931	90.940	92.931
354	2010.01.19 14:36	modify	120	0.10	90.931	90.945	92.931
355	2010.01.19 14:36	modify	120	0.10	90.931	90.950	92.931
356	2010.01.19 14:36	s/l	120	0.10	90.950	90.950	92.931	2.09	9969.53
357	2010.01.20 07:00	buy stop	121	0.10	91.356	91.206	93.356
358	2010.01.20 11:00	delete	118	0.10	90.323	90.473	88.323
359	2010.01.20 11:00	sell stop	122	0.10	90.408	90.558	88.408
360	2010.01.20 12:00	delete	122	0.10	90.408	90.558	88.408
361	2010.01.20 12:00	sell stop	123	0.10	90.548	90.698	88.548
362	2010.01.20 14:00	delete	123	0.10	90.548	90.698	88.548
363	2010.01.20 14:00	sell stop	124	0.10	90.798	90.948	88.798
364	2010.01.20 16:34	buy	121	0.10	91.356	91.206	93.356
365	2010.01.20 16:35	modify	121	0.10	91.356	91.370	93.356
366	2010.01.20 16:35	modify	121	0.10	91.356	91.380	93.356
367	2010.01.20 16:35	modify	121	0.10	91.356	91.395	93.356
368	2010.01.20 16:35	s/l	121	0.10	91.395	91.395	93.356	4.27	9973.80
369	2010.01.21 02:00	buy stop	125	0.10	91.456	91.306	93.456
370	2010.01.21 03:44	buy	125	0.10	91.456	91.306	93.456
371	2010.01.21 03:52	s/l	125	0.10	91.306	91.306	93.456	-16.43	9957.37
372	2010.01.21 10:30	delete	124	0.10	90.798	90.948	88.798
373	2010.01.21 10:30	sell stop	126	0.10	90.818	90.968	88.818
374	2010.01.21 14:00	delete	126	0.10	90.818	90.968	88.818
375	2010.01.21 14:00	sell stop	127	0.10	90.858	91.008	88.858
376	2010.01.21 16:00	delete	127	0.10	90.858	91.008	88.858
377	2010.01.21 16:00	sell stop	128	0.10	90.908	91.058	88.908
378	2010.01.21 16:30	delete	128	0.10	90.908	91.058	88.908
379	2010.01.21 16:30	sell stop	129	0.10	91.123	91.273	89.123
380	2010.01.21 17:30	buy stop	130	0.10	91.866	91.716	93.866
381	2010.01.21 17:52	sell	129	0.10	91.123	91.273	89.123
382	2010.01.21 17:53	modify	129	0.10	91.123	91.120	89.123
383	2010.01.21 17:53	modify	129	0.10	91.123	91.115	89.123
384	2010.01.21 17:53	modify	129	0.10	91.123	91.110	89.123
385	2010.01.21 17:53	modify	129	0.10	91.123	91.105	89.123
386	2010.01.21 17:53	modify	129	0.10	91.123	91.100	89.123
387	2010.01.21 17:53	modify	129	0.10	91.123	91.095	89.123
388	2010.01.21 17:53	modify	129	0.10	91.123	91.090	89.123
389	2010.01.21 17:54	modify	129	0.10	91.123	91.080	89.123
390	2010.01.21 17:54	modify	129	0.10	91.123	91.075	89.123
391	2010.01.21 17:54	modify	129	0.10	91.123	91.070	89.123
392	2010.01.21 17:54	modify	129	0.10	91.123	91.065	89.123
393	2010.01.21 17:54	modify	129	0.10	91.123	91.050	89.123
394	2010.01.21 17:54	s/l	129	0.10	91.050	91.050	89.123	8.02	9965.39
395	2010.01.21 20:00	sell stop	131	0.10	90.118	90.268	88.118
396	2010.01.22 01:09	sell	131	0.10	90.118	90.268	88.118
397	2010.01.22 01:10	modify	131	0.10	90.118	90.115	88.118
398	2010.01.22 01:11	s/l	131	0.10	90.115	90.115	88.118	0.33	9965.72
399	2010.01.22 02:00	sell stop	132	0.10	89.863	90.013	87.863
400	2010.01.22 03:35	sell	132	0.10	89.863	90.013	87.863
401	2010.01.22 03:35	modify	132	0.10	89.863	89.860	87.863
402	2010.01.22 03:36	modify	132	0.10	89.863	89.855	87.863
403	2010.01.22 03:36	modify	132	0.10	89.863	89.850	87.863
404	2010.01.22 03:36	modify	132	0.10	89.863	89.845	87.863
405	2010.01.22 03:36	modify	132	0.10	89.863	89.840	87.863
406	2010.01.22 03:36	s/l	132	0.10	89.840	89.840	87.863	2.56	9968.28
407	2010.01.22 04:30	sell stop	133	0.10	89.788	89.938	87.788
408	2010.01.22 15:30	delete	130	0.10	91.866	91.716	93.866
409	2010.01.22 15:30	buy stop	134	0.10	91.826	91.676	93.826
410	2010.01.22 17:30	delete	134	0.10	91.826	91.676	93.826
411	2010.01.22 17:30	buy stop	135	0.10	91.406	91.256	93.406
412	2010.01.22 18:00	delete	135	0.10	91.406	91.256	93.406
413	2010.01.22 18:00	buy stop	136	0.10	91.176	91.026	93.176
414	2010.01.22 18:30	delete	136	0.10	91.176	91.026	93.176
415	2010.01.22 18:30	buy stop	137	0.10	90.936	90.786	92.936
416	2010.01.22 19:00	delete	137	0.10	90.936	90.786	92.936
417	2010.01.22 19:00	buy stop	138	0.10	90.566	90.416	92.566
418	2010.01.22 20:00	delete	138	0.10	90.566	90.416	92.566
419	2010.01.22 20:00	buy stop	139	0.10	90.561	90.411	92.561
420	2010.01.25 04:30	delete	133	0.10	89.788	89.938	87.788
421	2010.01.25 04:30	sell stop	140	0.10	89.798	89.948	87.798
422	2010.01.25 17:00	delete	139	0.10	90.561	90.411	92.561
423	2010.01.25 17:00	buy stop	141	0.10	90.331	90.181	92.331
424	2010.01.26 00:05	delete	140	0.10	89.798	89.948	87.798
425	2010.01.26 00:05	sell stop	142	0.10	89.818	89.968	87.818
426	2010.01.26 01:43	buy	141	0.10	90.331	90.181	92.331
427	2010.01.26 01:46	modify	141	0.10	90.331	90.335	92.331
428	2010.01.26 01:48	modify	141	0.10	90.331	90.345	92.331
429	2010.01.26 01:48	modify	141	0.10	90.331	90.355	92.331
430	2010.01.26 01:49	modify	141	0.10	90.331	90.365	92.331
431	2010.01.26 01:49	modify	141	0.10	90.331	90.370	92.331
432	2010.01.26 01:49	modify	141	0.10	90.331	90.380	92.331
433	2010.01.26 01:49	modify	141	0.10	90.331	90.390	92.331
434	2010.01.26 01:49	modify	141	0.10	90.331	90.395	92.331
435	2010.01.26 01:49	modify	141	0.10	90.331	90.405	92.331
436	2010.01.26 01:49	modify	141	0.10	90.331	90.410	92.331
437	2010.01.26 01:49	modify	141	0.10	90.331	90.415	92.331
438	2010.01.26 01:49	modify	141	0.10	90.331	90.420	92.331
439	2010.01.26 01:49	modify	141	0.10	90.331	90.425	92.331
440	2010.01.26 01:49	s/l	141	0.10	90.425	90.425	92.331	10.40	9978.68
441	2010.01.26 02:30	delete	142	0.10	89.818	89.968	87.818
442	2010.01.26 02:30	sell stop	143	0.10	89.878	90.028	87.878
443	2010.01.26 03:00	delete	143	0.10	89.878	90.028	87.878
444	2010.01.26 03:00	sell stop	144	0.10	89.893	90.043	87.893
445	2010.01.26 03:30	delete	144	0.10	89.893	90.043	87.893
446	2010.01.26 03:30	sell stop	145	0.10	89.963	90.113	87.963
447	2010.01.26 05:00	buy stop	146	0.10	90.546	90.396	92.546
448	2010.01.26 05:34	sell	145	0.10	89.963	90.113	87.963
449	2010.01.26 05:34	modify	145	0.10	89.963	89.960	87.963
450	2010.01.26 05:34	modify	145	0.10	89.963	89.950	87.963

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