Strategy Tester Report
CAMELOT
| 通貨ペア | EURUSD.oj5k (EUR/USD) | ||||
| 期間 | 15分足(M15) 2012.01.02 08:45 - 2020.09.16 06:00 (2012.01.01 - 2020.09.30) | ||||
| 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 | Magic=22; MaxSpread=30; Comment="CAMELOT"; MM=1; MM_Percent=50; LOT=1; WE_Cut=1; YE_Cut=0; | ||||
| テストバー数 | 213011 | モデルティック数 | 165348066 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 68 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 現在値 (5) | ||
| 純益 | 1978189.49 | 総利益 | 3770040.19 | 総損失 | -1791850.70 |
| プロフィットファクタ | 2.10 | 期待利得 | 2599.46 | ||
| 絶対ドローダウン | 26753.33 | 最大ドローダウン | 110971.88 (10.11%) | 相対ドローダウン | 10.11% (110971.88) |
| 総取引数 | 761 | 売りポジション(勝率%） | 483 (73.71%) | 買いポジション(勝率%） | 278 (78.78%) |
| 勝率(%) | 575 (75.56%) | 負率 (%) | 186 (24.44%) | ||
| 最大 | 勝トレード | 31207.08 | 敗トレード | -22688.76 | |
| 平均 | 勝トレード | 6556.59 | 敗トレード | -9633.61 | |
| 最大 | 連勝(金額) | 14 (90609.72) | 連敗(金額) | 3 (-65855.82) | |
| 最大 | 連勝(トレード数) | 118940.76 (12) | 連敗(トレード数) | -65855.82 (3) | |
| 平均 | 連勝 | 4 | 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 | 2012.01.02 23:15 | sell | 1 | 1.00 | 1.29278 | 1.29483 | 1.28983 | ||
| 2 | 2012.01.03 02:23 | s/l | 1 | 1.00 | 1.29483 | 1.29483 | 1.28983 | -21436.42 | 978563.58 |
| 3 | 2012.01.03 23:45 | buy | 2 | 1.00 | 1.30500 | 1.30295 | 1.30795 | ||
| 4 | 2012.01.04 02:00 | close | 2 | 1.00 | 1.30528 | 1.30295 | 1.30795 | 1842.40 | 980405.98 |
| 5 | 2012.01.05 22:45 | sell | 3 | 1.00 | 1.27922 | 1.28127 | 1.27627 | ||
| 6 | 2012.01.05 23:15 | close | 3 | 1.00 | 1.27842 | 1.28127 | 1.27627 | 8422.96 | 988828.94 |
| 7 | 2012.01.11 22:30 | sell | 4 | 1.00 | 1.27083 | 1.27288 | 1.26788 | ||
| 8 | 2012.01.12 03:45 | close | 4 | 1.00 | 1.27021 | 1.27288 | 1.26788 | 6675.20 | 995504.14 |
| 9 | 2012.01.12 23:45 | buy | 5 | 1.00 | 1.28157 | 1.27952 | 1.28452 | ||
| 10 | 2012.01.13 02:45 | close | 5 | 1.00 | 1.28204 | 1.27952 | 1.28452 | 4579.84 | 1000083.97 |
| 11 | 2012.01.13 23:00 | sell | 6 | 1.00 | 1.26822 | 1.27027 | 1.26527 | ||
| 12 | 2012.01.15 23:45 | t/p | 6 | 1.00 | 1.26527 | 1.27027 | 1.26527 | 31059.66 | 1031143.63 |
| 13 | 2012.01.15 23:45 | sell | 7 | 1.00 | 1.26333 | 1.26538 | 1.26038 | ||
| 14 | 2012.01.16 00:00 | close | 7 | 1.00 | 1.26336 | 1.26538 | 1.26038 | -168.45 | 1030975.18 |
| 15 | 2012.01.22 23:50 | sell | 8 | 1.00 | 1.29328 | 1.29533 | 1.29033 | ||
| 16 | 2012.01.23 00:00 | t/p | 8 | 1.00 | 1.29033 | 1.29533 | 1.29033 | 31207.08 | 1062182.25 |
| 17 | 2012.01.30 23:30 | sell | 9 | 1.00 | 1.31357 | 1.31562 | 1.31062 | ||
| 18 | 2012.01.31 02:15 | close | 9 | 1.00 | 1.31348 | 1.31562 | 1.31062 | 1094.99 | 1063277.24 |
| 19 | 2012.01.31 22:30 | sell | 10 | 1.00 | 1.30870 | 1.31075 | 1.30575 | ||
| 20 | 2012.02.01 02:00 | close | 10 | 1.00 | 1.30755 | 1.31075 | 1.30575 | 12550.22 | 1075827.46 |
| 21 | 2012.02.07 01:30 | buy | 11 | 1.00 | 1.31196 | 1.30991 | 1.31491 | ||
| 22 | 2012.02.07 03:45 | close | 11 | 1.00 | 1.31243 | 1.30991 | 1.31491 | 4948.35 | 1080775.81 |
| 23 | 2012.02.17 01:45 | buy | 12 | 1.00 | 1.31259 | 1.31054 | 1.31554 | ||
| 24 | 2012.02.17 02:45 | close | 12 | 1.00 | 1.31342 | 1.31054 | 1.31554 | 8738.57 | 1089514.38 |
| 25 | 2012.02.28 01:30 | sell | 13 | 1.00 | 1.34045 | 1.34250 | 1.33750 | ||
| 26 | 2012.02.28 05:53 | s/l | 13 | 1.00 | 1.34250 | 1.34250 | 1.33750 | -21583.83 | 1067930.55 |
| 27 | 2012.03.01 01:45 | sell | 14 | 1.00 | 1.33283 | 1.33488 | 1.32988 | ||
| 28 | 2012.03.01 06:00 | close | 14 | 1.00 | 1.33365 | 1.33488 | 1.32988 | -8633.54 | 1059297.01 |
| 29 | 2012.03.07 01:30 | sell | 15 | 1.00 | 1.31170 | 1.31375 | 1.30875 | ||
| 30 | 2012.03.07 03:05 | s/l | 15 | 1.00 | 1.31375 | 1.31375 | 1.30875 | -21583.84 | 1037713.17 |
| 31 | 2012.03.08 01:45 | buy | 16 | 1.00 | 1.31447 | 1.31242 | 1.31742 | ||
| 32 | 2012.03.08 05:00 | close | 16 | 1.00 | 1.31487 | 1.31242 | 1.31742 | 4211.36 | 1041924.53 |
| 33 | 2012.03.09 01:45 | buy | 17 | 1.00 | 1.32638 | 1.32433 | 1.32933 | ||
| 34 | 2012.03.09 04:30 | close | 17 | 1.00 | 1.32680 | 1.32433 | 1.32933 | 4421.93 | 1046346.46 |
| 35 | 2012.03.14 01:30 | sell | 18 | 1.00 | 1.30821 | 1.31026 | 1.30526 | ||
| 36 | 2012.03.14 03:15 | close | 18 | 1.00 | 1.30718 | 1.31026 | 1.30526 | 10844.56 | 1057191.02 |
| 37 | 2012.03.14 23:30 | sell | 19 | 1.00 | 1.30268 | 1.30473 | 1.29973 | ||
| 38 | 2012.03.15 02:45 | close | 19 | 1.00 | 1.30250 | 1.30473 | 1.29973 | 2042.58 | 1059233.59 |
| 39 | 2012.03.15 23:45 | buy | 20 | 1.00 | 1.30810 | 1.30605 | 1.31105 | ||
| 40 | 2012.03.16 02:15 | close | 20 | 1.00 | 1.30813 | 1.30605 | 1.31105 | -52.67 | 1059180.93 |
| 41 | 2012.03.20 01:45 | buy | 21 | 1.00 | 1.32348 | 1.32143 | 1.32643 | ||
| 42 | 2012.03.20 04:00 | close | 21 | 1.00 | 1.32390 | 1.32143 | 1.32643 | 4421.93 | 1063602.86 |
| 43 | 2012.03.21 22:45 | sell | 22 | 1.00 | 1.32068 | 1.32273 | 1.31773 | ||
| 44 | 2012.03.22 02:15 | close | 22 | 1.00 | 1.32106 | 1.32273 | 1.31773 | -3853.49 | 1059749.36 |
| 45 | 2012.03.22 23:30 | sell | 23 | 1.00 | 1.31874 | 1.32079 | 1.31579 | ||
| 46 | 2012.03.23 02:55 | s/l | 23 | 1.00 | 1.32079 | 1.32079 | 1.31579 | -21436.42 | 1038312.94 |
| 47 | 2012.03.29 22:45 | sell | 24 | 1.00 | 1.32926 | 1.33131 | 1.32631 | ||
| 48 | 2012.03.30 02:39 | s/l | 24 | 1.00 | 1.33131 | 1.33131 | 1.32631 | -21436.43 | 1016876.51 |
| 49 | 2012.04.05 22:30 | sell | 25 | 1.00 | 1.30641 | 1.30846 | 1.30346 | ||
| 50 | 2012.04.06 02:15 | close | 25 | 1.00 | 1.30590 | 1.30846 | 1.30346 | 5517.05 | 1022393.55 |
| 51 | 2012.04.09 01:45 | buy | 26 | 1.00 | 1.30870 | 1.30665 | 1.31165 | ||
| 52 | 2012.04.09 01:57 | s/l | 26 | 1.00 | 1.30665 | 1.30665 | 1.31165 | -21583.22 | 1000810.33 |
| 53 | 2012.04.09 23:45 | buy | 27 | 1.00 | 1.31084 | 1.30879 | 1.31379 | ||
| 54 | 2012.04.10 01:45 | close | 27 | 1.00 | 1.31106 | 1.30879 | 1.31379 | 1947.72 | 1002758.06 |
| 55 | 2012.04.13 01:45 | buy | 28 | 1.00 | 1.31825 | 1.31620 | 1.32120 | ||
| 56 | 2012.04.13 03:00 | close | 28 | 1.00 | 1.31873 | 1.31620 | 1.32120 | 5053.63 | 1007811.69 |
| 57 | 2012.04.19 01:45 | buy | 29 | 1.00 | 1.31131 | 1.30926 | 1.31426 | ||
| 58 | 2012.04.19 02:00 | close | 29 | 1.00 | 1.31205 | 1.30926 | 1.31426 | 7791.02 | 1015602.71 |
| 59 | 2012.04.23 23:15 | sell | 30 | 1.00 | 1.31539 | 1.31744 | 1.31244 | ||
| 60 | 2012.04.24 01:45 | close | 30 | 1.00 | 1.31518 | 1.31744 | 1.31244 | 2358.43 | 1017961.13 |
| 61 | 2012.05.01 22:45 | sell | 31 | 1.00 | 1.32383 | 1.32588 | 1.32088 | ||
| 62 | 2012.05.02 02:30 | close | 31 | 1.00 | 1.32346 | 1.32588 | 1.32088 | 4337.84 | 1022298.97 |
| 63 | 2012.05.04 22:30 | sell | 32 | 1.00 | 1.30916 | 1.31121 | 1.30621 | ||
| 64 | 2012.05.07 00:00 | t/p | 32 | 1.00 | 1.30621 | 1.31121 | 1.30621 | 31207.07 | 1053506.04 |
| 65 | 2012.05.17 01:45 | sell | 33 | 1.00 | 1.27194 | 1.27399 | 1.26899 | ||
| 66 | 2012.05.17 03:17 | s/l | 33 | 1.00 | 1.27399 | 1.27399 | 1.26899 | -21583.83 | 1031922.21 |
| 67 | 2012.05.21 01:30 | buy | 34 | 1.00 | 1.27562 | 1.27357 | 1.27857 | ||
| 68 | 2012.05.21 03:14 | t/p | 34 | 1.00 | 1.27857 | 1.27357 | 1.27857 | 31058.78 | 1062980.99 |
| 69 | 2012.05.24 01:45 | sell | 35 | 1.00 | 1.25969 | 1.26174 | 1.25674 | ||
| 70 | 2012.05.24 02:30 | close | 35 | 1.00 | 1.25794 | 1.26174 | 1.25674 | 18425.22 | 1081406.21 |
| 71 | 2012.05.25 01:30 | sell | 36 | 1.00 | 1.25382 | 1.25587 | 1.25087 | ||
| 72 | 2012.05.25 02:30 | close | 36 | 1.00 | 1.25304 | 1.25587 | 1.25087 | 8212.38 | 1089618.59 |
| 73 | 2012.05.28 23:15 | sell | 37 | 1.00 | 1.25390 | 1.25595 | 1.25095 | ||
| 74 | 2012.05.29 02:00 | close | 37 | 1.00 | 1.25379 | 1.25595 | 1.25095 | 1305.57 | 1090924.15 |
| 75 | 2012.05.29 22:45 | sell | 38 | 1.00 | 1.24919 | 1.25124 | 1.24624 | ||
| 76 | 2012.05.30 00:45 | close | 38 | 1.00 | 1.24829 | 1.25124 | 1.24624 | 9918.05 | 1100842.20 |
| 77 | 2012.05.31 01:30 | sell | 39 | 1.00 | 1.23739 | 1.23944 | 1.23444 | ||
| 78 | 2012.05.31 01:45 | close | 39 | 1.00 | 1.23623 | 1.23944 | 1.23444 | 12213.29 | 1113055.49 |
| 79 | 2012.06.05 23:00 | sell | 40 | 1.00 | 1.24523 | 1.24728 | 1.24228 | ||
| 80 | 2012.06.06 01:45 | close | 40 | 1.00 | 1.24403 | 1.24728 | 1.24228 | 13076.66 | 1126132.15 |
| 81 | 2012.06.13 23:45 | buy | 41 | 1.00 | 1.25604 | 1.25399 | 1.25899 | ||
| 82 | 2012.06.14 01:30 | close | 41 | 1.00 | 1.25743 | 1.25399 | 1.25899 | 14265.95 | 1140398.10 |
| 83 | 2012.06.19 01:30 | sell | 42 | 1.00 | 1.25786 | 1.25991 | 1.25491 | ||
| 84 | 2012.06.19 03:37 | s/l | 42 | 1.00 | 1.25991 | 1.25991 | 1.25491 | -21583.84 | 1118814.26 |
| 85 | 2012.06.25 23:00 | sell | 43 | 1.00 | 1.25025 | 1.25230 | 1.24730 | ||
| 86 | 2012.06.26 01:15 | close | 43 | 1.00 | 1.24964 | 1.25230 | 1.24730 | 6569.92 | 1125384.18 |
| 87 | 2012.06.28 01:30 | sell | 44 | 1.00 | 1.24705 | 1.24910 | 1.24410 | ||
| 88 | 2012.06.28 03:42 | s/l | 44 | 1.00 | 1.24910 | 1.24910 | 1.24410 | -21583.83 | 1103800.35 |
| 89 | 2012.06.28 22:30 | sell | 45 | 1.00 | 1.24271 | 1.24476 | 1.23976 | ||
| 90 | 2012.06.28 22:49 | s/l | 45 | 1.00 | 1.24476 | 1.24476 | 1.23976 | -21583.83 | 1082216.52 |
| 91 | 2012.06.28 23:00 | sell | 46 | 1.00 | 1.24449 | 1.24654 | 1.24154 | ||
| 92 | 2012.06.29 01:45 | close | 46 | 1.00 | 1.24383 | 1.24654 | 1.24154 | 7096.35 | 1089312.87 |
| 93 | 2012.07.04 01:30 | buy | 47 | 1.00 | 1.26008 | 1.25803 | 1.26303 | ||
| 94 | 2012.07.04 08:15 | close | 47 | 1.00 | 1.25915 | 1.25803 | 1.26303 | -9791.41 | 1079521.46 |
| 95 | 2012.07.10 01:30 | buy | 48 | 1.00 | 1.23119 | 1.22914 | 1.23414 | ||
| 96 | 2012.07.10 02:15 | close | 48 | 1.00 | 1.23196 | 1.22914 | 1.23414 | 8106.86 | 1087628.32 |
| 97 | 2012.07.12 01:45 | sell | 49 | 1.00 | 1.22434 | 1.22639 | 1.22139 | ||
| 98 | 2012.07.12 03:15 | close | 49 | 1.00 | 1.22385 | 1.22639 | 1.22139 | 5159.06 | 1092787.38 |
| 99 | 2012.07.12 22:30 | sell | 50 | 1.00 | 1.21982 | 1.22187 | 1.21687 | ||
| 100 | 2012.07.13 00:45 | close | 50 | 1.00 | 1.21962 | 1.22187 | 1.21687 | 2253.15 | 1095040.52 |
| 101 | 2012.07.13 01:45 | sell | 51 | 1.00 | 1.22066 | 1.22271 | 1.21771 | ||
| 102 | 2012.07.13 02:30 | close | 51 | 1.00 | 1.21920 | 1.22271 | 1.21771 | 15371.90 | 1110412.42 |
| 103 | 2012.07.17 01:30 | buy | 52 | 1.00 | 1.22684 | 1.22479 | 1.22979 | ||
| 104 | 2012.07.17 03:15 | close | 52 | 1.00 | 1.22755 | 1.22479 | 1.22979 | 7475.16 | 1117887.58 |
| 105 | 2012.07.19 01:30 | buy | 53 | 1.00 | 1.22773 | 1.22568 | 1.23068 | ||
| 106 | 2012.07.19 03:15 | close | 53 | 1.00 | 1.22845 | 1.22568 | 1.23068 | 7580.45 | 1125468.03 |
| 107 | 2012.07.24 22:30 | sell | 54 | 1.00 | 1.20621 | 1.20826 | 1.20326 | ||
| 108 | 2012.07.25 01:15 | close | 54 | 1.00 | 1.20554 | 1.20826 | 1.20326 | 7496.45 | 1132964.48 |
| 109 | 2012.07.30 22:45 | sell | 55 | 1.00 | 1.22605 | 1.22810 | 1.22310 | ||
| 110 | 2012.07.31 01:00 | close | 55 | 1.00 | 1.22550 | 1.22810 | 1.22310 | 5938.20 | 1138902.68 |
| 111 | 2012.08.01 01:30 | buy | 56 | 1.00 | 1.22950 | 1.22745 | 1.23245 | ||
| 112 | 2012.08.01 05:45 | close | 56 | 1.00 | 1.22959 | 1.22745 | 1.23245 | 947.56 | 1139850.24 |
| 113 | 2012.08.02 01:30 | sell | 57 | 1.00 | 1.22330 | 1.22535 | 1.22035 | ||
| 114 | 2012.08.02 03:15 | close | 57 | 1.00 | 1.22244 | 1.22535 | 1.22035 | 9054.68 | 1148904.92 |
| 115 | 2012.08.02 22:45 | sell | 58 | 1.00 | 1.21768 | 1.21973 | 1.21473 | ||
| 116 | 2012.08.03 02:00 | close | 58 | 1.00 | 1.21762 | 1.21973 | 1.21473 | 779.14 | 1149684.05 |
| 117 | 2012.08.07 01:30 | buy | 59 | 1.00 | 1.23937 | 1.23732 | 1.24232 | ||
| 118 | 2012.08.07 04:30 | close | 59 | 1.00 | 1.23961 | 1.23732 | 1.24232 | 2526.81 | 1152210.86 |
| 119 | 2012.08.08 23:45 | sell | 60 | 1.00 | 1.23631 | 1.23836 | 1.23336 | ||
| 120 | 2012.08.09 04:42 | s/l | 60 | 1.00 | 1.23836 | 1.23836 | 1.23336 | -21436.42 | 1130774.44 |
| 121 | 2012.08.09 22:30 | sell | 61 | 1.00 | 1.22932 | 1.23137 | 1.22637 | ||
| 122 | 2012.08.10 02:15 | close | 61 | 1.00 | 1.22971 | 1.23137 | 1.22637 | -3958.79 | 1126815.64 |
| 123 | 2012.08.24 01:30 | buy | 62 | 1.00 | 1.25565 | 1.25360 | 1.25860 | ||
| 124 | 2012.08.24 03:15 | close | 62 | 1.00 | 1.25619 | 1.25360 | 1.25860 | 5685.34 | 1132500.98 |
| 125 | 2012.08.28 01:30 | sell | 63 | 1.00 | 1.25039 | 1.25244 | 1.24744 | ||
| 126 | 2012.08.28 02:45 | close | 63 | 1.00 | 1.24909 | 1.25244 | 1.24744 | 13687.31 | 1146188.29 |
| 127 | 2012.08.29 23:00 | sell | 64 | 1.00 | 1.25290 | 1.25495 | 1.24995 | ||
| 128 | 2012.08.30 01:45 | close | 64 | 1.00 | 1.25250 | 1.25495 | 1.24995 | 4358.89 | 1150547.18 |
| 129 | 2012.09.03 01:45 | buy | 65 | 1.00 | 1.25696 | 1.25491 | 1.25991 | ||
| 130 | 2012.09.03 04:45 | close | 65 | 1.00 | 1.25743 | 1.25491 | 1.25991 | 4948.35 | 1155495.53 |
| 131 | 2012.09.06 01:30 | buy | 66 | 1.00 | 1.25957 | 1.25752 | 1.26252 | ||
| 132 | 2012.09.06 02:45 | close | 66 | 1.00 | 1.26013 | 1.25752 | 1.26252 | 5895.90 | 1161391.43 |
| 133 | 2012.09.07 01:45 | buy | 67 | 1.00 | 1.26278 | 1.26073 | 1.26573 | ||
| 134 | 2012.09.07 02:15 | close | 67 | 1.00 | 1.26394 | 1.26073 | 1.26573 | 12212.95 | 1173604.38 |
| 135 | 2012.09.10 01:45 | buy | 68 | 1.00 | 1.28015 | 1.27810 | 1.28310 | ||
| 136 | 2012.09.10 05:45 | close | 68 | 1.00 | 1.27932 | 1.27810 | 1.28310 | -8738.57 | 1164865.81 |
| 137 | 2012.09.11 23:45 | buy | 69 | 1.00 | 1.28541 | 1.28336 | 1.28836 | ||
| 138 | 2012.09.12 02:00 | close | 69 | 1.00 | 1.28555 | 1.28336 | 1.28836 | 368.43 | 1165234.25 |
| 139 | 2012.09.17 01:30 | buy | 70 | 1.00 | 1.31142 | 1.30937 | 1.31437 | ||
| 140 | 2012.09.17 04:15 | close | 70 | 1.00 | 1.31252 | 1.30937 | 1.31437 | 11581.24 | 1176815.49 |
| 141 | 2012.09.18 23:15 | sell | 71 | 1.00 | 1.30435 | 1.30640 | 1.30140 | ||
| 142 | 2012.09.19 02:15 | close | 71 | 1.00 | 1.30412 | 1.30640 | 1.30140 | 2863.83 | 1179679.31 |
| 143 | 2012.09.19 23:45 | buy | 72 | 1.00 | 1.30483 | 1.30278 | 1.30778 | ||
| 144 | 2012.09.20 02:15 | close | 72 | 1.00 | 1.30496 | 1.30278 | 1.30778 | 1000.17 | 1180679.49 |
| 145 | 2012.09.20 22:30 | sell | 73 | 1.00 | 1.29717 | 1.29922 | 1.29422 | ||
| 146 | 2012.09.21 00:45 | close | 73 | 1.00 | 1.29652 | 1.29922 | 1.29422 | 6991.07 | 1187670.55 |
| 147 | 2012.10.09 23:45 | sell | 74 | 1.00 | 1.28793 | 1.28998 | 1.28498 | ||
| 148 | 2012.10.10 02:00 | close | 74 | 1.00 | 1.28734 | 1.28998 | 1.28498 | 6654.15 | 1194324.70 |
| 149 | 2012.10.10 23:45 | buy | 75 | 1.00 | 1.28863 | 1.28658 | 1.29158 | ||
| 150 | 2012.10.11 00:05 | s/l | 75 | 1.00 | 1.28658 | 1.28658 | 1.29158 | -21951.74 | 1172372.97 |
1ページ目次へ