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
Graph
前へ2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
1512012.10.16 01:30buy761.001.294361.292311.29731
1522012.10.16 02:15close761.001.295241.292311.297319265.001181637.97
1532012.10.17 23:45buy771.001.311881.309831.31483
1542012.10.18 06:40s/l771.001.309831.309831.31483-21951.741159686.23
1552012.10.23 23:00sell781.001.297931.299981.29498
1562012.10.24 02:15close781.001.297391.299981.294986127.721165813.95
1572012.11.01 01:45sell791.001.296111.298161.29316
1582012.11.01 03:30close791.001.295411.298161.293167370.091173184.04
1592012.11.01 22:30sell801.001.294111.296161.29116
1602012.11.02 02:15close801.001.293981.296161.291161516.141174700.18
1612012.11.05 01:30sell811.001.283191.285241.28024
1622012.11.05 04:46close811.001.282521.285241.280247054.231181754.41
1632012.11.05 22:45sell821.001.279041.281091.27609
1642012.11.06 02:45close821.001.279331.281091.27609-2905.911178848.49
1652012.11.07 01:45buy831.001.280681.278631.28363
1662012.11.07 02:38s/l831.001.278631.278631.28363-21583.221157265.27
1672012.11.07 23:15sell841.001.276841.278891.27389
1682012.11.08 01:30close841.001.276041.278891.273898570.371165835.64
1692012.11.16 22:45sell851.001.274321.276371.27137
1702012.11.19 04:14s/l851.001.276371.276371.27137-21436.431144399.20
1712012.11.23 01:45buy861.001.287831.285781.29078
1722012.11.23 03:45close861.001.288051.285781.290782316.251146715.45
1732012.11.27 23:15sell871.001.293561.295611.29061
1742012.11.28 02:00close871.001.293711.295611.29061-1137.091145578.36
1752012.12.03 23:45buy881.001.305001.302951.30795
1762012.12.04 01:00close881.001.305741.302951.307957422.511153000.87
1772012.12.04 23:45buy891.001.309181.307131.31213
1782012.12.05 02:00close891.001.309751.307131.312134895.641157896.51
1792012.12.06 22:30sell901.001.296501.298551.29355
1802012.12.07 01:00close901.001.295711.298551.293558465.081166361.59
1812013.01.02 22:30sell911.001.317691.319741.31474
1822013.01.03 01:30close911.001.317661.319741.31474463.271166824.85
1832013.01.08 22:30sell921.001.308211.310261.30526
1842013.01.09 00:45close921.001.307771.310261.305265074.851171899.70
1852013.01.09 23:00sell931.001.306151.308201.30320
1862013.01.10 00:45close931.001.305541.308201.303206569.921178469.62
1872013.01.22 23:00sell941.001.331741.333791.32879
1882013.01.23 02:00close941.001.331251.333791.328795601.281184070.90
1892013.02.08 22:45sell951.001.336451.338501.33350
1902013.02.11 06:15close951.001.336811.338501.33350-3642.931180427.96
1912013.02.13 01:30buy961.001.344721.342671.34767
1922013.02.13 03:15close961.001.345351.342671.347676632.891187060.85
1932013.02.13 23:45sell971.001.344881.346931.34193
1942013.02.14 01:45close971.001.344541.346931.341933727.171190788.02
1952013.02.14 22:30sell981.001.334871.336921.33192
1962013.02.15 00:03s/l981.001.336921.336921.33192-21436.421169351.59
1972013.02.26 22:45sell991.001.306051.308101.30310
1982013.02.27 02:45close991.001.306161.308101.30310-715.931168635.66
1992013.03.07 23:45buy1001.001.310371.308321.31332
2002013.03.08 02:00close1001.001.310721.308321.313323316.431171952.09
2012013.03.12 01:45buy1011.001.303241.301191.30619
2022013.03.12 04:45close1011.001.303601.301191.306193790.221175742.31
2032013.03.26 01:30sell1021.001.285541.287591.28259
2042013.03.26 07:45close1021.001.286151.287591.28259-6422.511169319.80
2052013.03.27 23:30sell1031.001.277801.279851.27485
2062013.03.28 02:45close1031.001.277771.279851.27485463.271169783.06
2072013.04.03 01:30sell1041.001.282521.284571.27957
2082013.04.03 03:15close1041.001.281361.284571.2795712213.291181996.35
2092013.04.09 23:45buy1051.001.308111.306061.31106
2102013.04.10 04:00close1051.001.308291.306061.31106789.571182785.93
2112013.04.10 23:00sell1061.001.306751.308801.30380
2122013.04.11 02:00close1061.001.306591.308801.303801832.011184617.93
2132013.04.16 01:45sell1071.001.305261.307311.30231
2142013.04.16 03:30close1071.001.304301.307311.3023110107.551194725.48
2152013.04.16 23:45buy1081.001.317791.315741.32074
2162013.04.17 02:15close1081.001.318031.315741.320741421.261196146.75
2172013.04.18 01:30sell1091.001.303341.305391.30039
2182013.04.18 03:45close1091.001.303121.305391.300392316.321198463.07
2192013.04.23 01:30buy1101.001.305821.303771.30877
2202013.04.23 02:00close1101.001.306521.303771.308777369.881205832.95
2212013.04.23 23:15sell1111.001.300491.302541.29754
2222013.04.24 02:45close1111.001.299771.302541.297548022.881213855.83
2232013.04.24 23:45buy1121.001.301411.299361.30436
2242013.04.25 02:15close1121.001.301621.299361.304361842.451215698.28
2252013.05.03 01:30sell1131.001.306611.308661.30366
2262013.05.03 08:00close1131.001.307101.308661.30366-5159.061210539.22
2272013.05.15 22:30sell1141.001.287551.289601.28460
2282013.05.16 01:45close1141.001.287611.289601.28460-484.311210054.91
2292013.05.31 22:30sell1151.001.299031.301081.29608
2302013.06.03 06:24s/l1151.001.301081.301081.29608-21436.431188618.47
2312013.06.04 01:45buy1161.001.306801.304751.30975
2322013.06.04 03:45close1161.001.307521.304751.309757580.451196198.92
2332013.06.05 01:45buy1171.001.307671.305621.31062
2342013.06.05 05:30close1171.001.308031.305621.310623790.221199989.14
2352013.06.18 23:45buy1181.001.339641.337591.34259
2362013.06.19 03:30close1181.001.339451.337591.34259-3105.951196883.20
2372013.06.25 23:00sell1191.001.309721.311771.30677
2382013.06.26 00:00close1191.001.307621.311771.3067722552.491219435.69
2392013.06.26 22:30sell1201.001.301051.303101.29810
2402013.06.27 01:15close1201.001.300501.303101.298105938.201225373.88
2412013.06.28 01:30buy1211.001.303521.301471.30647
2422013.06.28 02:45close1211.001.303851.301471.306473474.371228848.25
2432013.07.17 01:30buy1221.001.315181.313131.31813
2442013.07.17 08:57s/l1221.001.313131.313131.31813-21583.221207265.03
2452013.07.23 01:45buy1231.001.318341.316291.32129
2462013.07.23 02:30close1231.001.318761.316291.321294421.921211686.95
2472013.07.24 23:15sell1241.001.319991.322041.31704
2482013.07.25 01:30close1241.001.319551.322041.317044780.031216466.98
2492013.08.01 01:45buy1251.001.329541.327491.33249
2502013.08.01 03:30close1251.001.330341.327491.332498422.721224889.70
2512013.08.26 01:45buy1261.001.337961.335911.34091
2522013.08.26 03:15close1261.001.338671.335911.340917475.171232364.87
2532013.08.28 01:30buy1271.001.338661.336611.34161
2542013.08.28 05:15close1271.001.339121.336611.341614843.071237207.94
2552013.08.28 22:30sell1281.001.334071.336121.33112
2562013.08.29 01:30close1281.001.333841.336121.331122569.011239776.95
2572013.08.30 22:45sell1291.001.321581.323631.31863
2582013.09.02 00:30close1291.001.320641.323631.3186310044.391249821.33
2592013.09.02 22:30sell1301.001.319541.321591.31659
2602013.09.03 00:00close1301.001.319051.321591.316595306.471255127.80
2612013.09.03 22:30sell1311.001.317231.319281.31428
2622013.09.04 00:45close1311.001.316711.319281.314285917.141261044.94
2632013.09.04 23:45buy1321.001.320581.318531.32353
2642013.09.05 08:02s/l1321.001.318531.318531.32353-21951.741239093.20
2652013.09.09 23:45buy1331.001.325041.322991.32799
2662013.09.10 03:00close1331.001.325481.322991.327994263.971243357.18
2672013.09.11 01:45buy1341.001.326401.324351.32935
2682013.09.11 03:00close1341.001.326651.324351.329352632.101245989.28
2692013.09.12 01:45buy1351.001.330911.328861.33386
2702013.09.12 02:30close1351.001.331211.328861.333863158.521249147.80
2712013.09.20 01:30sell1361.001.353331.355381.35038
2722013.09.20 02:00close1361.001.352891.355381.350384632.631253780.43
2732013.09.26 01:45buy1371.001.352071.350021.35502
2742013.09.26 03:45close1371.001.352201.350021.355021368.691255149.12
2752013.09.26 23:30sell1381.001.348611.350661.34566
2762013.09.27 03:15close1381.001.348491.350661.345661410.861256559.97
2772013.10.01 22:45sell1391.001.353381.355431.35043
2782013.10.01 23:30close1391.001.352721.355431.350436948.951263508.92
2792013.10.03 01:30buy1401.001.357831.355781.36078
2802013.10.03 02:15close1401.001.358191.355781.360783790.231267299.15
2812013.10.07 01:30sell1411.001.356701.358751.35375
2822013.10.07 04:00close1411.001.356321.358751.353754000.911271300.06
2832013.10.10 23:45buy1421.001.352081.350031.35503
2842013.10.11 01:30close1421.001.352821.350031.355037422.511278722.57
2852013.10.18 01:45buy1431.001.366891.364841.36984
2862013.10.18 06:45close1431.001.366401.364841.36984-5158.921273563.65
2872013.10.23 23:45buy1441.001.377581.375531.38053
2882013.10.24 02:45close1441.001.377851.375531.380532474.161276037.80
2892013.10.30 01:45sell1451.001.374851.376901.37190
2902013.10.30 02:30close1451.001.374431.376901.371904422.051280459.85
2912013.11.04 01:45sell1461.001.349381.351431.34643
2922013.11.04 06:02t/p1461.001.346431.351431.3464331059.671311519.52
2932013.11.05 01:30buy1471.001.351151.349101.35410
2942013.11.05 03:15close1471.001.351721.349101.354106001.191317520.71
2952013.11.07 01:45buy1481.001.351321.349271.35427
2962013.11.07 05:15close1481.001.351741.349271.354274421.931321942.64
2972013.11.07 22:30sell1491.001.343371.345421.34042
2982013.11.08 00:15close1491.001.341371.345421.3404221204.811343147.45
2992013.11.21 01:30sell1501.001.343721.345771.34077
3002013.11.21 03:00close1501.001.342981.345771.340777791.231350938.68
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