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 |
# | 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 |
151 | 2012.10.16 01:30 | buy | 76 | 1.00 | 1.29436 | 1.29231 | 1.29731 | ||
152 | 2012.10.16 02:15 | close | 76 | 1.00 | 1.29524 | 1.29231 | 1.29731 | 9265.00 | 1181637.97 |
153 | 2012.10.17 23:45 | buy | 77 | 1.00 | 1.31188 | 1.30983 | 1.31483 | ||
154 | 2012.10.18 06:40 | s/l | 77 | 1.00 | 1.30983 | 1.30983 | 1.31483 | -21951.74 | 1159686.23 |
155 | 2012.10.23 23:00 | sell | 78 | 1.00 | 1.29793 | 1.29998 | 1.29498 | ||
156 | 2012.10.24 02:15 | close | 78 | 1.00 | 1.29739 | 1.29998 | 1.29498 | 6127.72 | 1165813.95 |
157 | 2012.11.01 01:45 | sell | 79 | 1.00 | 1.29611 | 1.29816 | 1.29316 | ||
158 | 2012.11.01 03:30 | close | 79 | 1.00 | 1.29541 | 1.29816 | 1.29316 | 7370.09 | 1173184.04 |
159 | 2012.11.01 22:30 | sell | 80 | 1.00 | 1.29411 | 1.29616 | 1.29116 | ||
160 | 2012.11.02 02:15 | close | 80 | 1.00 | 1.29398 | 1.29616 | 1.29116 | 1516.14 | 1174700.18 |
161 | 2012.11.05 01:30 | sell | 81 | 1.00 | 1.28319 | 1.28524 | 1.28024 | ||
162 | 2012.11.05 04:46 | close | 81 | 1.00 | 1.28252 | 1.28524 | 1.28024 | 7054.23 | 1181754.41 |
163 | 2012.11.05 22:45 | sell | 82 | 1.00 | 1.27904 | 1.28109 | 1.27609 | ||
164 | 2012.11.06 02:45 | close | 82 | 1.00 | 1.27933 | 1.28109 | 1.27609 | -2905.91 | 1178848.49 |
165 | 2012.11.07 01:45 | buy | 83 | 1.00 | 1.28068 | 1.27863 | 1.28363 | ||
166 | 2012.11.07 02:38 | s/l | 83 | 1.00 | 1.27863 | 1.27863 | 1.28363 | -21583.22 | 1157265.27 |
167 | 2012.11.07 23:15 | sell | 84 | 1.00 | 1.27684 | 1.27889 | 1.27389 | ||
168 | 2012.11.08 01:30 | close | 84 | 1.00 | 1.27604 | 1.27889 | 1.27389 | 8570.37 | 1165835.64 |
169 | 2012.11.16 22:45 | sell | 85 | 1.00 | 1.27432 | 1.27637 | 1.27137 | ||
170 | 2012.11.19 04:14 | s/l | 85 | 1.00 | 1.27637 | 1.27637 | 1.27137 | -21436.43 | 1144399.20 |
171 | 2012.11.23 01:45 | buy | 86 | 1.00 | 1.28783 | 1.28578 | 1.29078 | ||
172 | 2012.11.23 03:45 | close | 86 | 1.00 | 1.28805 | 1.28578 | 1.29078 | 2316.25 | 1146715.45 |
173 | 2012.11.27 23:15 | sell | 87 | 1.00 | 1.29356 | 1.29561 | 1.29061 | ||
174 | 2012.11.28 02:00 | close | 87 | 1.00 | 1.29371 | 1.29561 | 1.29061 | -1137.09 | 1145578.36 |
175 | 2012.12.03 23:45 | buy | 88 | 1.00 | 1.30500 | 1.30295 | 1.30795 | ||
176 | 2012.12.04 01:00 | close | 88 | 1.00 | 1.30574 | 1.30295 | 1.30795 | 7422.51 | 1153000.87 |
177 | 2012.12.04 23:45 | buy | 89 | 1.00 | 1.30918 | 1.30713 | 1.31213 | ||
178 | 2012.12.05 02:00 | close | 89 | 1.00 | 1.30975 | 1.30713 | 1.31213 | 4895.64 | 1157896.51 |
179 | 2012.12.06 22:30 | sell | 90 | 1.00 | 1.29650 | 1.29855 | 1.29355 | ||
180 | 2012.12.07 01:00 | close | 90 | 1.00 | 1.29571 | 1.29855 | 1.29355 | 8465.08 | 1166361.59 |
181 | 2013.01.02 22:30 | sell | 91 | 1.00 | 1.31769 | 1.31974 | 1.31474 | ||
182 | 2013.01.03 01:30 | close | 91 | 1.00 | 1.31766 | 1.31974 | 1.31474 | 463.27 | 1166824.85 |
183 | 2013.01.08 22:30 | sell | 92 | 1.00 | 1.30821 | 1.31026 | 1.30526 | ||
184 | 2013.01.09 00:45 | close | 92 | 1.00 | 1.30777 | 1.31026 | 1.30526 | 5074.85 | 1171899.70 |
185 | 2013.01.09 23:00 | sell | 93 | 1.00 | 1.30615 | 1.30820 | 1.30320 | ||
186 | 2013.01.10 00:45 | close | 93 | 1.00 | 1.30554 | 1.30820 | 1.30320 | 6569.92 | 1178469.62 |
187 | 2013.01.22 23:00 | sell | 94 | 1.00 | 1.33174 | 1.33379 | 1.32879 | ||
188 | 2013.01.23 02:00 | close | 94 | 1.00 | 1.33125 | 1.33379 | 1.32879 | 5601.28 | 1184070.90 |
189 | 2013.02.08 22:45 | sell | 95 | 1.00 | 1.33645 | 1.33850 | 1.33350 | ||
190 | 2013.02.11 06:15 | close | 95 | 1.00 | 1.33681 | 1.33850 | 1.33350 | -3642.93 | 1180427.96 |
191 | 2013.02.13 01:30 | buy | 96 | 1.00 | 1.34472 | 1.34267 | 1.34767 | ||
192 | 2013.02.13 03:15 | close | 96 | 1.00 | 1.34535 | 1.34267 | 1.34767 | 6632.89 | 1187060.85 |
193 | 2013.02.13 23:45 | sell | 97 | 1.00 | 1.34488 | 1.34693 | 1.34193 | ||
194 | 2013.02.14 01:45 | close | 97 | 1.00 | 1.34454 | 1.34693 | 1.34193 | 3727.17 | 1190788.02 |
195 | 2013.02.14 22:30 | sell | 98 | 1.00 | 1.33487 | 1.33692 | 1.33192 | ||
196 | 2013.02.15 00:03 | s/l | 98 | 1.00 | 1.33692 | 1.33692 | 1.33192 | -21436.42 | 1169351.59 |
197 | 2013.02.26 22:45 | sell | 99 | 1.00 | 1.30605 | 1.30810 | 1.30310 | ||
198 | 2013.02.27 02:45 | close | 99 | 1.00 | 1.30616 | 1.30810 | 1.30310 | -715.93 | 1168635.66 |
199 | 2013.03.07 23:45 | buy | 100 | 1.00 | 1.31037 | 1.30832 | 1.31332 | ||
200 | 2013.03.08 02:00 | close | 100 | 1.00 | 1.31072 | 1.30832 | 1.31332 | 3316.43 | 1171952.09 |
201 | 2013.03.12 01:45 | buy | 101 | 1.00 | 1.30324 | 1.30119 | 1.30619 | ||
202 | 2013.03.12 04:45 | close | 101 | 1.00 | 1.30360 | 1.30119 | 1.30619 | 3790.22 | 1175742.31 |
203 | 2013.03.26 01:30 | sell | 102 | 1.00 | 1.28554 | 1.28759 | 1.28259 | ||
204 | 2013.03.26 07:45 | close | 102 | 1.00 | 1.28615 | 1.28759 | 1.28259 | -6422.51 | 1169319.80 |
205 | 2013.03.27 23:30 | sell | 103 | 1.00 | 1.27780 | 1.27985 | 1.27485 | ||
206 | 2013.03.28 02:45 | close | 103 | 1.00 | 1.27777 | 1.27985 | 1.27485 | 463.27 | 1169783.06 |
207 | 2013.04.03 01:30 | sell | 104 | 1.00 | 1.28252 | 1.28457 | 1.27957 | ||
208 | 2013.04.03 03:15 | close | 104 | 1.00 | 1.28136 | 1.28457 | 1.27957 | 12213.29 | 1181996.35 |
209 | 2013.04.09 23:45 | buy | 105 | 1.00 | 1.30811 | 1.30606 | 1.31106 | ||
210 | 2013.04.10 04:00 | close | 105 | 1.00 | 1.30829 | 1.30606 | 1.31106 | 789.57 | 1182785.93 |
211 | 2013.04.10 23:00 | sell | 106 | 1.00 | 1.30675 | 1.30880 | 1.30380 | ||
212 | 2013.04.11 02:00 | close | 106 | 1.00 | 1.30659 | 1.30880 | 1.30380 | 1832.01 | 1184617.93 |
213 | 2013.04.16 01:45 | sell | 107 | 1.00 | 1.30526 | 1.30731 | 1.30231 | ||
214 | 2013.04.16 03:30 | close | 107 | 1.00 | 1.30430 | 1.30731 | 1.30231 | 10107.55 | 1194725.48 |
215 | 2013.04.16 23:45 | buy | 108 | 1.00 | 1.31779 | 1.31574 | 1.32074 | ||
216 | 2013.04.17 02:15 | close | 108 | 1.00 | 1.31803 | 1.31574 | 1.32074 | 1421.26 | 1196146.75 |
217 | 2013.04.18 01:30 | sell | 109 | 1.00 | 1.30334 | 1.30539 | 1.30039 | ||
218 | 2013.04.18 03:45 | close | 109 | 1.00 | 1.30312 | 1.30539 | 1.30039 | 2316.32 | 1198463.07 |
219 | 2013.04.23 01:30 | buy | 110 | 1.00 | 1.30582 | 1.30377 | 1.30877 | ||
220 | 2013.04.23 02:00 | close | 110 | 1.00 | 1.30652 | 1.30377 | 1.30877 | 7369.88 | 1205832.95 |
221 | 2013.04.23 23:15 | sell | 111 | 1.00 | 1.30049 | 1.30254 | 1.29754 | ||
222 | 2013.04.24 02:45 | close | 111 | 1.00 | 1.29977 | 1.30254 | 1.29754 | 8022.88 | 1213855.83 |
223 | 2013.04.24 23:45 | buy | 112 | 1.00 | 1.30141 | 1.29936 | 1.30436 | ||
224 | 2013.04.25 02:15 | close | 112 | 1.00 | 1.30162 | 1.29936 | 1.30436 | 1842.45 | 1215698.28 |
225 | 2013.05.03 01:30 | sell | 113 | 1.00 | 1.30661 | 1.30866 | 1.30366 | ||
226 | 2013.05.03 08:00 | close | 113 | 1.00 | 1.30710 | 1.30866 | 1.30366 | -5159.06 | 1210539.22 |
227 | 2013.05.15 22:30 | sell | 114 | 1.00 | 1.28755 | 1.28960 | 1.28460 | ||
228 | 2013.05.16 01:45 | close | 114 | 1.00 | 1.28761 | 1.28960 | 1.28460 | -484.31 | 1210054.91 |
229 | 2013.05.31 22:30 | sell | 115 | 1.00 | 1.29903 | 1.30108 | 1.29608 | ||
230 | 2013.06.03 06:24 | s/l | 115 | 1.00 | 1.30108 | 1.30108 | 1.29608 | -21436.43 | 1188618.47 |
231 | 2013.06.04 01:45 | buy | 116 | 1.00 | 1.30680 | 1.30475 | 1.30975 | ||
232 | 2013.06.04 03:45 | close | 116 | 1.00 | 1.30752 | 1.30475 | 1.30975 | 7580.45 | 1196198.92 |
233 | 2013.06.05 01:45 | buy | 117 | 1.00 | 1.30767 | 1.30562 | 1.31062 | ||
234 | 2013.06.05 05:30 | close | 117 | 1.00 | 1.30803 | 1.30562 | 1.31062 | 3790.22 | 1199989.14 |
235 | 2013.06.18 23:45 | buy | 118 | 1.00 | 1.33964 | 1.33759 | 1.34259 | ||
236 | 2013.06.19 03:30 | close | 118 | 1.00 | 1.33945 | 1.33759 | 1.34259 | -3105.95 | 1196883.20 |
237 | 2013.06.25 23:00 | sell | 119 | 1.00 | 1.30972 | 1.31177 | 1.30677 | ||
238 | 2013.06.26 00:00 | close | 119 | 1.00 | 1.30762 | 1.31177 | 1.30677 | 22552.49 | 1219435.69 |
239 | 2013.06.26 22:30 | sell | 120 | 1.00 | 1.30105 | 1.30310 | 1.29810 | ||
240 | 2013.06.27 01:15 | close | 120 | 1.00 | 1.30050 | 1.30310 | 1.29810 | 5938.20 | 1225373.88 |
241 | 2013.06.28 01:30 | buy | 121 | 1.00 | 1.30352 | 1.30147 | 1.30647 | ||
242 | 2013.06.28 02:45 | close | 121 | 1.00 | 1.30385 | 1.30147 | 1.30647 | 3474.37 | 1228848.25 |
243 | 2013.07.17 01:30 | buy | 122 | 1.00 | 1.31518 | 1.31313 | 1.31813 | ||
244 | 2013.07.17 08:57 | s/l | 122 | 1.00 | 1.31313 | 1.31313 | 1.31813 | -21583.22 | 1207265.03 |
245 | 2013.07.23 01:45 | buy | 123 | 1.00 | 1.31834 | 1.31629 | 1.32129 | ||
246 | 2013.07.23 02:30 | close | 123 | 1.00 | 1.31876 | 1.31629 | 1.32129 | 4421.92 | 1211686.95 |
247 | 2013.07.24 23:15 | sell | 124 | 1.00 | 1.31999 | 1.32204 | 1.31704 | ||
248 | 2013.07.25 01:30 | close | 124 | 1.00 | 1.31955 | 1.32204 | 1.31704 | 4780.03 | 1216466.98 |
249 | 2013.08.01 01:45 | buy | 125 | 1.00 | 1.32954 | 1.32749 | 1.33249 | ||
250 | 2013.08.01 03:30 | close | 125 | 1.00 | 1.33034 | 1.32749 | 1.33249 | 8422.72 | 1224889.70 |
251 | 2013.08.26 01:45 | buy | 126 | 1.00 | 1.33796 | 1.33591 | 1.34091 | ||
252 | 2013.08.26 03:15 | close | 126 | 1.00 | 1.33867 | 1.33591 | 1.34091 | 7475.17 | 1232364.87 |
253 | 2013.08.28 01:30 | buy | 127 | 1.00 | 1.33866 | 1.33661 | 1.34161 | ||
254 | 2013.08.28 05:15 | close | 127 | 1.00 | 1.33912 | 1.33661 | 1.34161 | 4843.07 | 1237207.94 |
255 | 2013.08.28 22:30 | sell | 128 | 1.00 | 1.33407 | 1.33612 | 1.33112 | ||
256 | 2013.08.29 01:30 | close | 128 | 1.00 | 1.33384 | 1.33612 | 1.33112 | 2569.01 | 1239776.95 |
257 | 2013.08.30 22:45 | sell | 129 | 1.00 | 1.32158 | 1.32363 | 1.31863 | ||
258 | 2013.09.02 00:30 | close | 129 | 1.00 | 1.32064 | 1.32363 | 1.31863 | 10044.39 | 1249821.33 |
259 | 2013.09.02 22:30 | sell | 130 | 1.00 | 1.31954 | 1.32159 | 1.31659 | ||
260 | 2013.09.03 00:00 | close | 130 | 1.00 | 1.31905 | 1.32159 | 1.31659 | 5306.47 | 1255127.80 |
261 | 2013.09.03 22:30 | sell | 131 | 1.00 | 1.31723 | 1.31928 | 1.31428 | ||
262 | 2013.09.04 00:45 | close | 131 | 1.00 | 1.31671 | 1.31928 | 1.31428 | 5917.14 | 1261044.94 |
263 | 2013.09.04 23:45 | buy | 132 | 1.00 | 1.32058 | 1.31853 | 1.32353 | ||
264 | 2013.09.05 08:02 | s/l | 132 | 1.00 | 1.31853 | 1.31853 | 1.32353 | -21951.74 | 1239093.20 |
265 | 2013.09.09 23:45 | buy | 133 | 1.00 | 1.32504 | 1.32299 | 1.32799 | ||
266 | 2013.09.10 03:00 | close | 133 | 1.00 | 1.32548 | 1.32299 | 1.32799 | 4263.97 | 1243357.18 |
267 | 2013.09.11 01:45 | buy | 134 | 1.00 | 1.32640 | 1.32435 | 1.32935 | ||
268 | 2013.09.11 03:00 | close | 134 | 1.00 | 1.32665 | 1.32435 | 1.32935 | 2632.10 | 1245989.28 |
269 | 2013.09.12 01:45 | buy | 135 | 1.00 | 1.33091 | 1.32886 | 1.33386 | ||
270 | 2013.09.12 02:30 | close | 135 | 1.00 | 1.33121 | 1.32886 | 1.33386 | 3158.52 | 1249147.80 |
271 | 2013.09.20 01:30 | sell | 136 | 1.00 | 1.35333 | 1.35538 | 1.35038 | ||
272 | 2013.09.20 02:00 | close | 136 | 1.00 | 1.35289 | 1.35538 | 1.35038 | 4632.63 | 1253780.43 |
273 | 2013.09.26 01:45 | buy | 137 | 1.00 | 1.35207 | 1.35002 | 1.35502 | ||
274 | 2013.09.26 03:45 | close | 137 | 1.00 | 1.35220 | 1.35002 | 1.35502 | 1368.69 | 1255149.12 |
275 | 2013.09.26 23:30 | sell | 138 | 1.00 | 1.34861 | 1.35066 | 1.34566 | ||
276 | 2013.09.27 03:15 | close | 138 | 1.00 | 1.34849 | 1.35066 | 1.34566 | 1410.86 | 1256559.97 |
277 | 2013.10.01 22:45 | sell | 139 | 1.00 | 1.35338 | 1.35543 | 1.35043 | ||
278 | 2013.10.01 23:30 | close | 139 | 1.00 | 1.35272 | 1.35543 | 1.35043 | 6948.95 | 1263508.92 |
279 | 2013.10.03 01:30 | buy | 140 | 1.00 | 1.35783 | 1.35578 | 1.36078 | ||
280 | 2013.10.03 02:15 | close | 140 | 1.00 | 1.35819 | 1.35578 | 1.36078 | 3790.23 | 1267299.15 |
281 | 2013.10.07 01:30 | sell | 141 | 1.00 | 1.35670 | 1.35875 | 1.35375 | ||
282 | 2013.10.07 04:00 | close | 141 | 1.00 | 1.35632 | 1.35875 | 1.35375 | 4000.91 | 1271300.06 |
283 | 2013.10.10 23:45 | buy | 142 | 1.00 | 1.35208 | 1.35003 | 1.35503 | ||
284 | 2013.10.11 01:30 | close | 142 | 1.00 | 1.35282 | 1.35003 | 1.35503 | 7422.51 | 1278722.57 |
285 | 2013.10.18 01:45 | buy | 143 | 1.00 | 1.36689 | 1.36484 | 1.36984 | ||
286 | 2013.10.18 06:45 | close | 143 | 1.00 | 1.36640 | 1.36484 | 1.36984 | -5158.92 | 1273563.65 |
287 | 2013.10.23 23:45 | buy | 144 | 1.00 | 1.37758 | 1.37553 | 1.38053 | ||
288 | 2013.10.24 02:45 | close | 144 | 1.00 | 1.37785 | 1.37553 | 1.38053 | 2474.16 | 1276037.80 |
289 | 2013.10.30 01:45 | sell | 145 | 1.00 | 1.37485 | 1.37690 | 1.37190 | ||
290 | 2013.10.30 02:30 | close | 145 | 1.00 | 1.37443 | 1.37690 | 1.37190 | 4422.05 | 1280459.85 |
291 | 2013.11.04 01:45 | sell | 146 | 1.00 | 1.34938 | 1.35143 | 1.34643 | ||
292 | 2013.11.04 06:02 | t/p | 146 | 1.00 | 1.34643 | 1.35143 | 1.34643 | 31059.67 | 1311519.52 |
293 | 2013.11.05 01:30 | buy | 147 | 1.00 | 1.35115 | 1.34910 | 1.35410 | ||
294 | 2013.11.05 03:15 | close | 147 | 1.00 | 1.35172 | 1.34910 | 1.35410 | 6001.19 | 1317520.71 |
295 | 2013.11.07 01:45 | buy | 148 | 1.00 | 1.35132 | 1.34927 | 1.35427 | ||
296 | 2013.11.07 05:15 | close | 148 | 1.00 | 1.35174 | 1.34927 | 1.35427 | 4421.93 | 1321942.64 |
297 | 2013.11.07 22:30 | sell | 149 | 1.00 | 1.34337 | 1.34542 | 1.34042 | ||
298 | 2013.11.08 00:15 | close | 149 | 1.00 | 1.34137 | 1.34542 | 1.34042 | 21204.81 | 1343147.45 |
299 | 2013.11.21 01:30 | sell | 150 | 1.00 | 1.34372 | 1.34577 | 1.34077 | ||
300 | 2013.11.21 03:00 | close | 150 | 1.00 | 1.34298 | 1.34577 | 1.34077 | 7791.23 | 1350938.68 |