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4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
451	2010.01.26 05:34	modify	145	0.10	89.963	89.945	87.963
452	2010.01.26 05:34	modify	145	0.10	89.963	89.935	87.963
453	2010.01.26 05:34	modify	145	0.10	89.963	89.930	87.963
454	2010.01.26 05:34	modify	145	0.10	89.963	89.925	87.963
455	2010.01.26 05:34	modify	145	0.10	89.963	89.915	87.963
456	2010.01.26 05:34	modify	145	0.10	89.963	89.910	87.963
457	2010.01.26 05:34	modify	145	0.10	89.963	89.905	87.963
458	2010.01.26 05:34	modify	145	0.10	89.963	89.900	87.963
459	2010.01.26 05:34	modify	145	0.10	89.963	89.895	87.963
460	2010.01.26 05:34	modify	145	0.10	89.963	89.890	87.963
461	2010.01.26 05:34	modify	145	0.10	89.963	89.885	87.963
462	2010.01.26 05:34	s/l	145	0.10	89.885	89.885	87.963	8.68	9987.36
463	2010.01.26 06:30	sell stop	147	0.10	89.848	89.998	87.848
464	2010.01.26 06:59	sell	147	0.10	89.848	89.998	87.848
465	2010.01.26 07:00	modify	147	0.10	89.848	89.840	87.848
466	2010.01.26 07:00	modify	147	0.10	89.848	89.835	87.848
467	2010.01.26 07:00	modify	147	0.10	89.848	89.830	87.848
468	2010.01.26 07:00	s/l	147	0.10	89.830	89.830	87.848	2.00	9989.36
469	2010.01.26 09:00	sell stop	148	0.10	89.563	89.713	87.563
470	2010.01.26 11:25	sell	148	0.10	89.563	89.713	87.563
471	2010.01.26 11:25	modify	148	0.10	89.563	89.550	87.563
472	2010.01.26 11:25	modify	148	0.10	89.563	89.535	87.563
473	2010.01.26 11:25	modify	148	0.10	89.563	89.530	87.563
474	2010.01.26 11:25	modify	148	0.10	89.563	89.520	87.563
475	2010.01.26 11:25	modify	148	0.10	89.563	89.505	87.563
476	2010.01.26 11:25	modify	148	0.10	89.563	89.500	87.563
477	2010.01.26 11:25	modify	148	0.10	89.563	89.495	87.563
478	2010.01.26 11:25	modify	148	0.10	89.563	89.485	87.563
479	2010.01.26 11:25	modify	148	0.10	89.563	89.480	87.563
480	2010.01.26 11:25	modify	148	0.10	89.563	89.470	87.563
481	2010.01.26 11:25	s/l	148	0.10	89.470	89.470	87.563	10.39	9999.75
482	2010.01.26 11:30	sell stop	149	0.10	89.418	89.568	87.418
483	2010.01.26 11:30	sell	149	0.10	89.418	89.568	87.418
484	2010.01.26 11:45	s/l	149	0.10	89.568	89.568	87.418	-16.75	9983.00
485	2010.01.26 13:30	sell stop	150	0.10	89.378	89.528	87.378
486	2010.01.26 18:12	sell	150	0.10	89.378	89.528	87.378
487	2010.01.26 18:27	s/l	150	0.10	89.528	89.528	87.378	-16.76	9966.24
488	2010.01.26 19:00	sell stop	151	0.10	89.343	89.493	87.343
489	2010.01.27 04:00	delete	146	0.10	90.546	90.396	92.546
490	2010.01.27 04:00	buy stop	152	0.10	90.481	90.331	92.481
491	2010.01.27 04:23	sell	151	0.10	89.343	89.493	87.343
492	2010.01.27 04:30	delete	152	0.10	90.481	90.331	92.481
493	2010.01.27 04:30	buy stop	153	0.10	90.416	90.266	92.416
494	2010.01.27 04:46	s/l	151	0.10	89.493	89.493	87.343	-16.75	9949.49
495	2010.01.27 07:00	sell stop	154	0.10	89.143	89.293	87.143
496	2010.01.27 07:42	sell	154	0.10	89.143	89.293	87.143
497	2010.01.27 08:25	s/l	154	0.10	89.293	89.293	87.143	-16.80	9932.69
498	2010.01.27 08:30	sell stop	155	0.10	89.143	89.293	87.143
499	2010.01.27 09:00	delete	153	0.10	90.416	90.266	92.416
500	2010.01.27 09:00	buy stop	156	0.10	90.336	90.186	92.336
501	2010.01.27 09:30	delete	156	0.10	90.336	90.186	92.336
502	2010.01.27 09:30	buy stop	157	0.10	90.196	90.046	92.196
503	2010.01.27 10:00	delete	157	0.10	90.196	90.046	92.196
504	2010.01.27 10:00	buy stop	158	0.10	90.161	90.011	92.161
505	2010.01.27 10:30	delete	158	0.10	90.161	90.011	92.161
506	2010.01.27 10:30	buy stop	159	0.10	90.151	90.001	92.151
507	2010.01.27 11:00	delete	159	0.10	90.151	90.001	92.151
508	2010.01.27 11:00	buy stop	160	0.10	90.026	89.876	92.026
509	2010.01.27 12:00	delete	160	0.10	90.026	89.876	92.026
510	2010.01.27 12:00	buy stop	161	0.10	89.766	89.616	91.766
511	2010.01.27 17:30	delete	161	0.10	89.766	89.616	91.766
512	2010.01.27 17:30	buy stop	162	0.10	89.726	89.576	91.726
513	2010.01.27 21:19	buy	162	0.10	89.726	89.576	91.726
514	2010.01.27 21:19	modify	162	0.10	89.726	89.730	91.726
515	2010.01.27 21:19	s/l	162	0.10	89.730	89.730	91.726	0.45	9933.14
516	2010.01.28 08:00	delete	155	0.10	89.143	89.293	87.143
517	2010.01.28 08:00	sell stop	163	0.10	89.168	89.318	87.168
518	2010.01.28 09:30	delete	163	0.10	89.168	89.318	87.168
519	2010.01.28 09:30	sell stop	164	0.10	89.223	89.373	87.223
520	2010.01.28 13:00	buy stop	165	0.10	90.546	90.396	92.546
521	2010.01.28 17:30	delete	164	0.10	89.223	89.373	87.223
522	2010.01.28 17:30	sell stop	166	0.10	89.278	89.428	87.278
523	2010.01.28 20:30	delete	166	0.10	89.278	89.428	87.278
524	2010.01.28 20:30	sell stop	167	0.10	89.373	89.523	87.373
525	2010.01.28 21:30	delete	167	0.10	89.373	89.523	87.373
526	2010.01.28 21:30	sell stop	168	0.10	89.633	89.783	87.633
527	2010.01.29 02:35	sell	168	0.10	89.633	89.783	87.633
528	2010.01.29 02:39	modify	168	0.10	89.633	89.620	87.633
529	2010.01.29 02:39	s/l	168	0.10	89.620	89.620	87.633	1.45	9934.59
530	2010.01.29 03:00	sell stop	169	0.10	89.593	89.743	87.593
531	2010.01.29 15:30	buy	165	0.10	90.546	90.396	92.546
532	2010.01.29 15:30	modify	165	0.10	90.546	90.550	92.546
533	2010.01.29 15:30	modify	165	0.10	90.546	90.560	92.546
534	2010.01.29 15:30	modify	165	0.10	90.546	90.625	92.546
535	2010.01.29 15:30	modify	165	0.10	90.546	90.645	92.546
536	2010.01.29 15:30	modify	165	0.10	90.546	90.655	92.546
537	2010.01.29 15:30	modify	165	0.10	90.546	90.675	92.546
538	2010.01.29 15:30	modify	165	0.10	90.546	90.705	92.546
539	2010.01.29 15:30	s/l	165	0.10	90.705	90.705	92.546	17.53	9952.12
540	2010.01.29 19:00	buy stop	170	0.10	90.916	90.766	92.916
541	2010.02.01 03:00	delete	169	0.10	89.593	89.743	87.593
542	2010.02.01 03:00	sell stop	171	0.10	89.708	89.858	87.708
543	2010.02.01 03:30	delete	171	0.10	89.708	89.858	87.708
544	2010.02.01 03:30	sell stop	172	0.10	89.798	89.948	87.798
545	2010.02.01 04:00	delete	172	0.10	89.798	89.948	87.798
546	2010.02.01 04:00	sell stop	173	0.10	89.813	89.963	87.813
547	2010.02.01 08:00	delete	173	0.10	89.813	89.963	87.813
548	2010.02.01 08:00	sell stop	174	0.10	89.828	89.978	87.828
549	2010.02.01 08:30	delete	174	0.10	89.828	89.978	87.828
550	2010.02.01 08:30	sell stop	175	0.10	89.858	90.008	87.858
551	2010.02.01 18:24	buy	170	0.10	90.916	90.766	92.916
552	2010.02.01 19:05	s/l	170	0.10	90.766	90.766	92.916	-16.53	9935.59
553	2010.02.02 00:30	delete	175	0.10	89.858	90.008	87.858
554	2010.02.02 00:30	sell stop	176	0.10	89.998	90.148	87.998
555	2010.02.02 05:30	delete	176	0.10	89.998	90.148	87.998
556	2010.02.02 05:30	sell stop	177	0.10	90.038	90.188	88.038
557	2010.02.02 06:00	delete	177	0.10	90.038	90.188	88.038
558	2010.02.02 06:00	sell stop	178	0.10	90.048	90.198	88.048
559	2010.02.02 06:30	delete	178	0.10	90.048	90.198	88.048
560	2010.02.02 06:30	buy stop	179	0.10	90.941	90.791	92.941
561	2010.02.02 06:30	sell stop	180	0.10	90.078	90.228	88.078
562	2010.02.02 07:00	delete	180	0.10	90.078	90.228	88.078
563	2010.02.02 07:00	sell stop	181	0.10	90.118	90.268	88.118
564	2010.02.02 07:30	delete	181	0.10	90.118	90.268	88.118
565	2010.02.02 07:30	sell stop	182	0.10	90.148	90.298	88.148
566	2010.02.02 18:30	delete	179	0.10	90.941	90.791	92.941
567	2010.02.02 18:30	buy stop	183	0.10	90.906	90.756	92.906
568	2010.02.02 19:00	delete	182	0.10	90.148	90.298	88.148
569	2010.02.02 19:00	sell stop	184	0.10	90.273	90.423	88.273
570	2010.02.03 05:30	delete	183	0.10	90.906	90.756	92.906
571	2010.02.03 05:30	buy stop	185	0.10	90.891	90.741	92.891
572	2010.02.03 09:30	delete	185	0.10	90.891	90.741	92.891
573	2010.02.03 09:30	buy stop	186	0.10	90.816	90.666	92.816
574	2010.02.03 10:26	sell	184	0.10	90.273	90.423	88.273
575	2010.02.03 10:27	modify	184	0.10	90.273	90.270	88.273
576	2010.02.03 10:27	modify	184	0.10	90.273	90.265	88.273
577	2010.02.03 10:27	modify	184	0.10	90.273	90.260	88.273
578	2010.02.03 10:27	modify	184	0.10	90.273	90.255	88.273
579	2010.02.03 10:27	modify	184	0.10	90.273	90.250	88.273
580	2010.02.03 10:27	s/l	184	0.10	90.250	90.250	88.273	2.55	9938.14
581	2010.02.03 11:30	sell stop	187	0.10	90.083	90.233	88.083
582	2010.02.03 15:24	buy	186	0.10	90.816	90.666	92.816
583	2010.02.03 15:24	modify	186	0.10	90.816	90.820	92.816
584	2010.02.03 15:24	modify	186	0.10	90.816	90.825	92.816
585	2010.02.03 15:24	modify	186	0.10	90.816	90.830	92.816
586	2010.02.03 15:24	modify	186	0.10	90.816	90.840	92.816
587	2010.02.03 15:24	s/l	186	0.10	90.840	90.840	92.816	2.64	9940.78
588	2010.02.04 01:30	buy stop	188	0.10	91.271	91.121	93.271
589	2010.02.04 11:00	delete	187	0.10	90.083	90.233	88.083
590	2010.02.04 11:00	sell stop	189	0.10	90.108	90.258	88.108
591	2010.02.04 12:00	delete	189	0.10	90.108	90.258	88.108
592	2010.02.04 12:00	sell stop	190	0.10	90.273	90.423	88.273
593	2010.02.04 12:30	delete	190	0.10	90.273	90.423	88.273
594	2010.02.04 12:30	sell stop	191	0.10	90.393	90.543	88.393
595	2010.02.04 13:30	delete	191	0.10	90.393	90.543	88.393
596	2010.02.04 13:30	sell stop	192	0.10	90.443	90.593	88.443
597	2010.02.04 14:00	delete	192	0.10	90.443	90.593	88.443
598	2010.02.04 14:00	sell stop	193	0.10	90.573	90.723	88.573
599	2010.02.04 14:30	delete	193	0.10	90.573	90.723	88.573
600	2010.02.04 14:30	sell stop	194	0.10	90.588	90.738	88.588

前へ4ページ目次へ