Strategy Tester Report
CAMELOT

通貨ペアEURUSD.oj5k (EUR/USD)
期間15分足(M15) 2012.01.02 08:45 - 2020.06.17 23:45 (2012.01.01 - 2020.06.18)
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=10; Comment="CAMELOT"; MM=1; MM_Percent=50; LOT=0.1; WE_Cut=1; YE_Cut=0;
テストバー数206843モデルティック数159908329モデリング品質90.00%
不整合チャートエラー67
初期証拠金1000000.00スプレッド現在値 (5)
純益181968.62総利益383004.86総損失-201036.24
プロフィットファクタ1.91期待利得239.43
絶対ドローダウン2950.73最大ドローダウン11397.76 (1.13%)相対ドローダウン1.13% (11397.76)
総取引数760売りポジション(勝率%)483 (73.08%)買いポジション(勝率%)277 (70.04%)
勝率(%)547 (71.97%)負率 (%)213 (28.03%)
最大勝トレード3173.04敗トレード-2543.48
平均勝トレード700.19敗トレード-943.83
最大連勝(金額)13 (4316.51)連敗(金額)3 (-6925.16)
最大連勝(トレード数)13375.34 (5)連敗(トレード数)-6925.16 (3)
平均連勝4連敗1
Graph
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
12012.01.02 23:15sell10.101.292781.294831.28983
22012.01.03 02:23s/l10.101.294831.294831.28983-2170.57997829.43
32012.01.03 23:45buy20.101.305001.302951.30795
42012.01.04 02:00close20.101.305281.302951.30795-53.44997775.98
52012.01.05 22:45sell30.101.279221.281271.27627
62012.01.05 23:15close30.101.278421.281271.27627854.98998630.96
72012.01.11 22:30sell40.101.270831.272881.26788
82012.01.12 03:45close40.101.270211.272881.26788682.92999313.88
92012.01.12 23:45buy50.101.281571.279521.28452
102012.01.13 02:45close50.101.282041.279521.28452384.73999698.61
112012.01.13 23:00sell60.101.268221.270271.26527
122012.01.15 23:45t/p60.101.265271.270271.265273152.731002851.34
132012.01.15 23:45sell70.101.263331.265381.26038
142012.01.16 00:00close70.101.263361.265381.26038-11.751002839.59
152012.01.22 23:50sell80.101.293281.295331.29033
162012.01.23 00:00t/p80.101.290331.295331.290333173.031006012.61
172012.01.30 23:30sell90.101.313571.315621.31062
182012.01.31 02:15close90.101.313481.315621.31062116.491006129.10
192012.01.31 22:30sell100.101.308701.310751.30575
202012.02.01 02:00close100.101.307551.310751.305751289.941007419.03
212012.02.07 01:30buy110.101.311961.309911.31491
222012.02.07 03:45close110.101.312431.309911.31491502.281007921.31
232012.02.14 23:00sell120.101.311921.313971.30897
242012.02.15 02:30close120.101.312411.313971.30897-462.751007458.56
252012.02.17 01:45buy130.101.312591.310541.31554
262012.02.17 02:45close130.101.313421.310541.31554887.011008345.57
272012.02.28 01:30sell140.101.340451.342501.33750
282012.02.28 05:53s/l140.101.342501.342501.33750-2190.861006154.71
292012.03.01 01:45sell150.101.332831.334881.32988
302012.03.01 06:00close150.101.333651.334881.32988-876.341005278.37
312012.03.07 01:30sell160.101.311701.313751.30875
322012.03.07 03:05s/l160.101.313751.313751.30875-2190.851003087.52
332012.03.08 01:45buy170.101.314471.312421.31742
342012.03.08 05:00close170.101.314871.312421.31742427.471003514.99
352012.03.09 01:45buy180.101.326381.324331.32933
362012.03.09 04:30close180.101.326801.324331.32933448.841003963.83
372012.03.14 01:30sell190.101.308211.310261.30526
382012.03.14 03:15close190.101.307181.310261.305261100.771005064.60
392012.03.14 23:30sell200.101.302681.304731.29973
402012.03.15 02:45close200.101.302501.304731.29973212.671005277.27
412012.03.15 23:45buy210.101.308101.306051.31105
422012.03.16 02:15close210.101.308131.306051.31105-85.501005191.77
432012.03.20 01:45buy220.101.323481.321431.32643
442012.03.20 04:00close220.101.323901.321431.32643448.841005640.61
452012.03.21 22:45sell230.101.320681.322731.31773
462012.03.22 02:15close230.101.321061.322731.31773-385.801005254.80
472012.03.22 23:30sell240.101.318741.320791.31579
482012.03.23 02:55s/l240.101.320791.320791.31579-2170.541003084.26
492012.03.29 22:45sell250.101.329261.331311.32631
502012.03.30 02:39s/l250.101.331311.331311.32631-2170.551000913.70
512012.04.05 22:30sell260.101.306411.308461.30346
522012.04.06 02:15close260.101.305901.308461.30346565.351001479.05
532012.04.09 01:45buy270.101.308701.306651.31165
542012.04.09 01:57s/l270.101.306651.306651.31165-2190.80999288.25
552012.04.09 23:45buy280.101.310841.308791.31379
562012.04.10 01:45close280.101.311061.308791.31379117.55999405.80
572012.04.13 01:45buy290.101.318251.316201.32120
582012.04.13 03:00close290.101.318731.316201.32120512.97999918.77
592012.04.19 01:45buy300.101.311311.309261.31426
602012.04.19 02:00close300.101.312051.309261.31426790.821000709.59
612012.04.23 23:15sell310.101.315391.317441.31244
622012.04.24 01:45close310.101.315181.317441.31244244.741000954.33
632012.05.01 22:45sell320.101.323831.325881.32088
642012.05.02 02:30close320.101.323461.325881.32088456.351001410.67
652012.05.04 22:30sell330.101.309161.311211.30621
662012.05.07 00:00t/p330.101.306211.311211.306213173.041004583.71
672012.05.17 01:45sell340.101.271941.273991.26899
682012.05.17 03:17s/l340.101.273991.273991.26899-2190.871002392.84
692012.05.21 01:30buy350.101.275621.273571.27857
702012.05.21 03:14t/p350.101.278571.273571.278573152.631005545.47
712012.05.23 22:45sell360.101.258891.260941.25594
722012.05.24 02:30close360.101.257941.260941.255941035.591006581.05
732012.05.25 01:30sell370.101.253821.255871.25087
742012.05.25 02:30close370.101.253041.255871.25087833.601007414.65
752012.05.28 23:15sell380.101.253901.255951.25095
762012.05.29 02:00close380.101.253791.255951.25095137.871007552.52
772012.05.29 22:45sell390.101.249191.251241.24624
782012.05.30 00:45close390.101.248291.251241.246241022.771008575.29
792012.05.31 01:30sell400.101.237391.239441.23444
802012.05.31 01:45close400.101.236231.239441.234441239.711009815.00
812012.06.05 23:00sell410.101.245231.247281.24228
822012.06.06 01:45close410.101.244031.247281.242281343.391011158.38
832012.06.13 23:45buy420.101.256041.253991.25899
842012.06.14 01:30close420.101.257431.253991.258991367.921012526.30
852012.06.19 01:30sell430.101.257861.259911.25491
862012.06.19 03:37s/l430.101.259911.259911.25491-2190.881010335.42
872012.06.25 23:00sell440.101.250251.252301.24730
882012.06.26 01:15close440.101.249641.252301.24730672.231011007.65
892012.06.28 01:30sell450.101.247051.249101.24410
902012.06.28 03:42s/l450.101.249101.249101.24410-2190.871008816.78
912012.06.28 22:30sell460.101.242711.244761.23976
922012.06.28 22:49s/l460.101.244761.244761.23976-2190.881006625.90
932012.06.28 23:00sell470.101.244491.246541.24154
942012.06.29 01:45close470.101.243831.246541.24154725.661007351.56
952012.07.04 01:30buy480.101.260081.258031.26303
962012.07.04 08:15close480.101.259151.258031.26303-993.891006357.67
972012.07.10 01:30buy490.101.231191.229141.23414
982012.07.10 02:15close490.101.231961.229141.23414822.891007180.56
992012.07.12 01:45sell500.101.224341.226391.22139
1002012.07.12 03:15close500.101.223851.226391.22139523.671007704.23
1012012.07.12 22:30sell510.101.219821.221871.21687
1022012.07.13 00:45close510.101.219621.221871.21687234.051007938.27
1032012.07.13 01:45sell520.101.220661.222711.21771
1042012.07.13 02:30close520.101.219201.222711.217711560.341009498.61
1052012.07.17 01:30buy530.101.226841.224791.22979
1062012.07.17 03:15close530.101.227551.224791.22979758.771010257.38
1072012.07.19 01:30buy540.101.227731.225681.23068
1082012.07.19 03:15close540.101.228451.225681.23068769.461011026.84
1092012.07.24 22:30sell550.101.206211.208261.20326
1102012.07.25 01:15close550.101.205541.208261.20326776.961011803.80
1112012.07.30 22:45sell560.101.226051.228101.22310
1122012.07.31 01:00close560.101.225501.228101.22310608.111012411.90
1132012.08.01 01:30buy570.101.229501.227451.23245
1142012.08.01 05:45close570.101.229591.227451.2324596.181012508.08
1152012.08.02 01:30sell580.101.223301.225351.22035
1162012.08.02 03:15close580.101.222441.225351.22035919.101013427.18
1172012.08.02 22:45sell590.101.217681.219731.21473
1182012.08.03 02:00close590.101.217621.219731.2147384.431013511.61
1192012.08.07 01:30buy600.101.239371.237321.24232
1202012.08.07 04:30close600.101.239611.237321.24232256.481013768.09
1212012.08.08 23:45sell610.101.236311.238361.23336
1222012.08.09 04:42s/l610.101.238361.238361.23336-2170.551011597.53
1232012.08.09 22:30sell620.101.229321.231371.22637
1242012.08.10 02:15close620.101.229711.231371.22637-396.481011201.05
1252012.08.24 01:30buy630.101.255651.253601.25860
1262012.08.24 03:15close630.101.256191.253601.25860577.091011778.14
1272012.08.28 01:30sell640.101.250391.252441.24744
1282012.08.28 02:45close640.101.249091.252441.247441389.331013167.47
1292012.08.29 23:00sell650.101.252901.254951.24995
1302012.08.30 01:45close650.101.252501.254951.24995447.791013615.25
1312012.09.03 01:45buy660.101.256961.254911.25991
1322012.09.03 04:45close660.101.257431.254911.25991502.281014117.53
1332012.09.06 01:30buy670.101.259571.257521.26252
1342012.09.06 02:45close670.101.260131.257521.26252598.461014715.99
1352012.09.07 01:45buy680.101.262781.260731.26573
1362012.09.07 02:15close680.101.263941.260731.265731239.671015955.66
1372012.09.10 01:45buy690.101.280151.278101.28310
1382012.09.10 05:45close690.101.279321.278101.28310-887.001015068.66
1392012.09.11 23:45buy700.101.285411.283361.28836
1402012.09.12 02:00close700.101.285551.283361.28836-203.061014865.60
1412012.09.17 01:30buy710.101.311421.309371.31437
1422012.09.17 04:15close710.101.312521.309371.314371175.541016041.14
1432012.09.18 23:15sell720.101.304351.306401.30140
1442012.09.19 02:15close720.101.304121.306401.30140306.721016347.86
1452012.09.19 23:45buy730.101.304831.302781.30778
1462012.09.20 02:15close730.101.304961.302781.3077821.371016369.23
1472012.09.20 22:30sell740.101.297171.299221.29422
1482012.09.21 00:45close740.101.296521.299221.29422714.971017084.20
1492012.10.09 23:45sell750.101.287931.289981.28498
1502012.10.10 02:00close750.101.287341.289981.28498691.461017775.65
1ページ目次へ