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 | |
| # | 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 |
| 301 | 2013.11.25 23:30 | sell | 151 | 1.00 | 1.35168 | 1.35373 | 1.34873 | ||
| 302 | 2013.11.26 03:59 | s/l | 151 | 1.00 | 1.35373 | 1.35373 | 1.34873 | -21436.42 | 1329502.25 |
| 303 | 2013.11.27 01:45 | buy | 152 | 1.00 | 1.35678 | 1.35473 | 1.35973 | ||
| 304 | 2013.11.27 06:00 | close | 152 | 1.00 | 1.35671 | 1.35473 | 1.35973 | -736.99 | 1328765.26 |
| 305 | 2013.11.27 22:45 | sell | 153 | 1.00 | 1.35720 | 1.35925 | 1.35425 | ||
| 306 | 2013.11.28 02:45 | close | 153 | 1.00 | 1.35730 | 1.35925 | 1.35425 | -905.46 | 1327859.80 |
| 307 | 2013.11.29 01:45 | buy | 154 | 1.00 | 1.36006 | 1.35801 | 1.36301 | ||
| 308 | 2013.11.29 04:00 | close | 154 | 1.00 | 1.36110 | 1.35801 | 1.36301 | 10949.54 | 1338809.34 |
| 309 | 2013.12.02 01:30 | sell | 155 | 1.00 | 1.35903 | 1.36108 | 1.35608 | ||
| 310 | 2013.12.02 02:30 | close | 155 | 1.00 | 1.35828 | 1.36108 | 1.35608 | 7896.52 | 1346705.86 |
| 311 | 2013.12.03 23:45 | buy | 156 | 1.00 | 1.35906 | 1.35701 | 1.36201 | ||
| 312 | 2013.12.04 01:45 | close | 156 | 1.00 | 1.35912 | 1.35701 | 1.36201 | -473.84 | 1346232.02 |
| 313 | 2014.01.07 01:30 | buy | 157 | 1.00 | 1.36280 | 1.36075 | 1.36575 | ||
| 314 | 2014.01.07 06:15 | close | 157 | 1.00 | 1.36297 | 1.36075 | 1.36575 | 1789.83 | 1348021.85 |
| 315 | 2014.01.08 23:00 | sell | 158 | 1.00 | 1.35811 | 1.36016 | 1.35516 | ||
| 316 | 2014.01.09 02:00 | close | 158 | 1.00 | 1.35745 | 1.36016 | 1.35516 | 7096.35 | 1355118.20 |
| 317 | 2014.01.14 01:45 | buy | 159 | 1.00 | 1.36671 | 1.36466 | 1.36966 | ||
| 318 | 2014.01.14 08:00 | close | 159 | 1.00 | 1.36646 | 1.36466 | 1.36966 | -2632.10 | 1352486.10 |
| 319 | 2014.01.15 22:45 | sell | 160 | 1.00 | 1.36025 | 1.36230 | 1.35730 | ||
| 320 | 2014.01.16 02:30 | close | 160 | 1.00 | 1.36004 | 1.36230 | 1.35730 | 2358.44 | 1354844.54 |
| 321 | 2014.01.24 01:30 | buy | 161 | 1.00 | 1.36915 | 1.36710 | 1.37210 | ||
| 322 | 2014.01.24 08:00 | close | 161 | 1.00 | 1.36847 | 1.36710 | 1.37210 | -7159.31 | 1347685.23 |
| 323 | 2014.01.27 01:45 | sell | 162 | 1.00 | 1.36797 | 1.37002 | 1.36502 | ||
| 324 | 2014.01.27 07:45 | close | 162 | 1.00 | 1.36811 | 1.37002 | 1.36502 | -1474.02 | 1346211.21 |
| 325 | 2014.01.28 23:00 | sell | 163 | 1.00 | 1.36636 | 1.36841 | 1.36341 | ||
| 326 | 2014.01.29 01:15 | close | 163 | 1.00 | 1.36556 | 1.36841 | 1.36341 | 8865.18 | 1355076.38 |
| 327 | 2014.02.06 01:30 | buy | 164 | 1.00 | 1.35307 | 1.35102 | 1.35602 | ||
| 328 | 2014.02.06 01:45 | close | 164 | 1.00 | 1.35346 | 1.35102 | 1.35602 | 4106.07 | 1359182.45 |
| 329 | 2014.02.12 23:15 | sell | 165 | 1.00 | 1.35946 | 1.36151 | 1.35651 | ||
| 330 | 2014.02.13 02:30 | close | 165 | 1.00 | 1.35876 | 1.36151 | 1.35651 | 7517.50 | 1366699.95 |
| 331 | 2014.02.17 23:30 | sell | 166 | 1.00 | 1.37048 | 1.37253 | 1.36753 | ||
| 332 | 2014.02.18 02:30 | close | 166 | 1.00 | 1.37011 | 1.37253 | 1.36753 | 4043.03 | 1370742.98 |
| 333 | 2014.02.20 22:30 | sell | 167 | 1.00 | 1.37127 | 1.37332 | 1.36832 | ||
| 334 | 2014.02.21 03:30 | close | 167 | 1.00 | 1.37163 | 1.37332 | 1.36832 | -3642.92 | 1367100.05 |
| 335 | 2014.02.26 22:45 | sell | 168 | 1.00 | 1.36775 | 1.36980 | 1.36480 | ||
| 336 | 2014.02.27 02:00 | close | 168 | 1.00 | 1.36827 | 1.36980 | 1.36480 | -5327.51 | 1361772.54 |
| 337 | 2014.02.27 23:45 | buy | 169 | 1.00 | 1.37062 | 1.36857 | 1.37357 | ||
| 338 | 2014.02.28 00:30 | close | 169 | 1.00 | 1.37114 | 1.36857 | 1.37357 | 5106.26 | 1366878.79 |
| 339 | 2014.02.28 23:45 | buy | 170 | 1.00 | 1.38044 | 1.37839 | 1.38339 | ||
| 340 | 2014.03.03 01:00 | s/l | 170 | 1.00 | 1.37839 | 1.37839 | 1.38339 | -21951.74 | 1344927.06 |
| 341 | 2014.03.04 01:45 | sell | 171 | 1.00 | 1.37357 | 1.37562 | 1.37062 | ||
| 342 | 2014.03.04 03:45 | close | 171 | 1.00 | 1.37333 | 1.37562 | 1.37062 | 2526.89 | 1347453.95 |
| 343 | 2014.03.06 23:45 | buy | 172 | 1.00 | 1.38564 | 1.38359 | 1.38859 | ||
| 344 | 2014.03.07 01:15 | close | 172 | 1.00 | 1.38605 | 1.38359 | 1.38859 | 3948.13 | 1351402.07 |
| 345 | 2014.03.10 23:30 | sell | 173 | 1.00 | 1.38758 | 1.38963 | 1.38463 | ||
| 346 | 2014.03.11 03:00 | close | 173 | 1.00 | 1.38755 | 1.38963 | 1.38463 | 463.27 | 1351865.34 |
| 347 | 2014.03.13 01:45 | buy | 174 | 1.00 | 1.39004 | 1.38799 | 1.39299 | ||
| 348 | 2014.03.13 05:30 | close | 174 | 1.00 | 1.39036 | 1.38799 | 1.39299 | 3369.08 | 1355234.42 |
| 349 | 2014.03.17 01:45 | buy | 175 | 1.00 | 1.39041 | 1.38836 | 1.39336 | ||
| 350 | 2014.03.17 06:00 | close | 175 | 1.00 | 1.39075 | 1.38836 | 1.39336 | 3579.66 | 1358814.08 |
| 351 | 2014.03.24 01:30 | buy | 176 | 1.00 | 1.37906 | 1.37701 | 1.38201 | ||
| 352 | 2014.03.24 05:45 | close | 176 | 1.00 | 1.37965 | 1.37701 | 1.38201 | 6211.76 | 1365025.84 |
| 353 | 2014.03.31 01:30 | buy | 177 | 1.00 | 1.37465 | 1.37260 | 1.37760 | ||
| 354 | 2014.03.31 04:00 | close | 177 | 1.00 | 1.37590 | 1.37260 | 1.37760 | 13160.50 | 1378186.34 |
| 355 | 2014.04.01 23:45 | buy | 178 | 1.00 | 1.37906 | 1.37701 | 1.38201 | ||
| 356 | 2014.04.02 02:00 | close | 178 | 1.00 | 1.37942 | 1.37701 | 1.38201 | 2684.68 | 1380871.02 |
| 357 | 2014.04.02 22:45 | sell | 179 | 1.00 | 1.37643 | 1.37848 | 1.37348 | ||
| 358 | 2014.04.03 04:45 | close | 179 | 1.00 | 1.37646 | 1.37848 | 1.37348 | -168.45 | 1380702.57 |
| 359 | 2014.04.03 23:15 | sell | 180 | 1.00 | 1.37184 | 1.37389 | 1.36889 | ||
| 360 | 2014.04.04 02:00 | close | 180 | 1.00 | 1.37158 | 1.37389 | 1.36889 | 2884.87 | 1383587.44 |
| 361 | 2014.04.04 22:30 | sell | 181 | 1.00 | 1.37049 | 1.37254 | 1.36754 | ||
| 362 | 2014.04.07 00:15 | close | 181 | 1.00 | 1.36978 | 1.37254 | 1.36754 | 7622.78 | 1391210.21 |
| 363 | 2014.04.21 23:45 | sell | 182 | 1.00 | 1.37945 | 1.38150 | 1.37650 | ||
| 364 | 2014.04.22 00:45 | close | 182 | 1.00 | 1.37921 | 1.38150 | 1.37650 | 2674.30 | 1393884.51 |
| 365 | 2014.04.24 01:45 | sell | 183 | 1.00 | 1.38174 | 1.38379 | 1.37879 | ||
| 366 | 2014.04.24 03:15 | close | 183 | 1.00 | 1.38162 | 1.38379 | 1.37879 | 1263.45 | 1395147.96 |
| 367 | 2014.04.29 22:45 | sell | 184 | 1.00 | 1.38118 | 1.38323 | 1.37823 | ||
| 368 | 2014.04.29 23:15 | close | 184 | 1.00 | 1.38085 | 1.38323 | 1.37823 | 3474.47 | 1398622.43 |
| 369 | 2014.05.02 01:45 | sell | 185 | 1.00 | 1.38696 | 1.38901 | 1.38401 | ||
| 370 | 2014.05.02 03:15 | close | 185 | 1.00 | 1.38642 | 1.38901 | 1.38401 | 5685.50 | 1404307.93 |
| 371 | 2014.05.06 23:45 | buy | 186 | 1.00 | 1.39289 | 1.39084 | 1.39584 | ||
| 372 | 2014.05.07 03:00 | close | 186 | 1.00 | 1.39283 | 1.39084 | 1.39584 | -1737.26 | 1402570.67 |
| 373 | 2014.05.12 23:00 | sell | 187 | 1.00 | 1.37579 | 1.37784 | 1.37284 | ||
| 374 | 2014.05.13 01:15 | close | 187 | 1.00 | 1.37568 | 1.37784 | 1.37284 | 1305.56 | 1403876.23 |
| 375 | 2014.05.13 23:30 | sell | 188 | 1.00 | 1.37017 | 1.37222 | 1.36722 | ||
| 376 | 2014.05.14 03:30 | close | 188 | 1.00 | 1.36978 | 1.37222 | 1.36722 | 4548.41 | 1408424.64 |
| 377 | 2014.05.20 22:30 | sell | 189 | 1.00 | 1.36997 | 1.37202 | 1.36702 | ||
| 378 | 2014.05.21 01:30 | close | 189 | 1.00 | 1.36989 | 1.37202 | 1.36702 | 1284.52 | 1409709.16 |
| 379 | 2014.05.21 22:30 | sell | 190 | 1.00 | 1.36831 | 1.37036 | 1.36536 | ||
| 380 | 2014.05.22 02:30 | close | 190 | 1.00 | 1.36840 | 1.37036 | 1.36536 | -800.17 | 1408908.98 |
| 381 | 2014.05.22 22:30 | sell | 191 | 1.00 | 1.36529 | 1.36734 | 1.36234 | ||
| 382 | 2014.05.23 02:15 | close | 191 | 1.00 | 1.36541 | 1.36734 | 1.36234 | -1116.04 | 1407792.94 |
| 383 | 2014.05.23 22:30 | sell | 192 | 1.00 | 1.36322 | 1.36527 | 1.36027 | ||
| 384 | 2014.05.26 00:15 | close | 192 | 1.00 | 1.36229 | 1.36527 | 1.36027 | 9939.10 | 1417732.03 |
| 385 | 2014.05.27 22:30 | sell | 193 | 1.00 | 1.36342 | 1.36547 | 1.36047 | ||
| 386 | 2014.05.28 03:00 | close | 193 | 1.00 | 1.36332 | 1.36547 | 1.36047 | 1495.09 | 1419227.12 |
| 387 | 2014.05.29 01:45 | sell | 194 | 1.00 | 1.35941 | 1.36146 | 1.35646 | ||
| 388 | 2014.05.29 03:00 | close | 194 | 1.00 | 1.35914 | 1.36146 | 1.35646 | 2842.75 | 1422069.87 |
| 389 | 2014.06.02 01:30 | buy | 195 | 1.00 | 1.36273 | 1.36068 | 1.36568 | ||
| 390 | 2014.06.02 05:45 | close | 195 | 1.00 | 1.36268 | 1.36068 | 1.36568 | -526.42 | 1421543.45 |
| 391 | 2014.06.03 01:45 | sell | 196 | 1.00 | 1.35975 | 1.36180 | 1.35680 | ||
| 392 | 2014.06.03 03:00 | close | 196 | 1.00 | 1.35963 | 1.36180 | 1.35680 | 1263.45 | 1422806.90 |
| 393 | 2014.06.05 01:45 | sell | 197 | 1.00 | 1.35993 | 1.36198 | 1.35698 | ||
| 394 | 2014.06.05 04:15 | close | 197 | 1.00 | 1.35949 | 1.36198 | 1.35698 | 4632.63 | 1427439.53 |
| 395 | 2014.06.09 23:00 | sell | 198 | 1.00 | 1.35885 | 1.36090 | 1.35590 | ||
| 396 | 2014.06.10 02:45 | close | 198 | 1.00 | 1.35888 | 1.36090 | 1.35590 | -168.45 | 1427271.08 |
| 397 | 2014.06.10 22:30 | sell | 199 | 1.00 | 1.35465 | 1.35670 | 1.35170 | ||
| 398 | 2014.06.11 01:15 | close | 199 | 1.00 | 1.35440 | 1.35670 | 1.35170 | 3074.39 | 1430345.47 |
| 399 | 2014.06.13 22:30 | sell | 200 | 1.00 | 1.35366 | 1.35571 | 1.35071 | ||
| 400 | 2014.06.16 01:45 | close | 200 | 1.00 | 1.35318 | 1.35571 | 1.35071 | 5201.18 | 1435546.64 |
| 401 | 2014.06.17 23:30 | sell | 201 | 1.00 | 1.35442 | 1.35647 | 1.35147 | ||
| 402 | 2014.06.18 02:45 | close | 201 | 1.00 | 1.35452 | 1.35647 | 1.35147 | -610.65 | 1434935.99 |
| 403 | 2014.06.20 22:30 | sell | 202 | 1.00 | 1.35933 | 1.36138 | 1.35638 | ||
| 404 | 2014.06.23 03:00 | close | 202 | 1.00 | 1.35903 | 1.36138 | 1.35638 | 3306.02 | 1438242.01 |
| 405 | 2014.06.23 23:45 | buy | 203 | 1.00 | 1.36006 | 1.35801 | 1.36301 | ||
| 406 | 2014.06.24 08:15 | close | 203 | 1.00 | 1.35953 | 1.35801 | 1.36301 | -5948.57 | 1432293.44 |
| 407 | 2014.07.02 22:30 | sell | 204 | 1.00 | 1.36550 | 1.36755 | 1.36255 | ||
| 408 | 2014.07.03 02:15 | close | 204 | 1.00 | 1.36550 | 1.36755 | 1.36255 | 147.41 | 1432440.85 |
| 409 | 2014.07.03 22:30 | sell | 205 | 1.00 | 1.36098 | 1.36303 | 1.35803 | ||
| 410 | 2014.07.04 02:15 | close | 205 | 1.00 | 1.36079 | 1.36303 | 1.35803 | 2147.87 | 1434588.71 |
| 411 | 2014.07.08 23:45 | buy | 206 | 1.00 | 1.36088 | 1.35883 | 1.36383 | ||
| 412 | 2014.07.09 00:45 | close | 206 | 1.00 | 1.36110 | 1.35883 | 1.36383 | 1210.70 | 1435799.42 |
| 413 | 2014.07.10 23:00 | sell | 207 | 1.00 | 1.36074 | 1.36279 | 1.35779 | ||
| 414 | 2014.07.11 01:45 | close | 207 | 1.00 | 1.36058 | 1.36279 | 1.35779 | 1832.00 | 1437631.41 |
| 415 | 2014.07.15 23:30 | sell | 208 | 1.00 | 1.35680 | 1.35885 | 1.35385 | ||
| 416 | 2014.07.16 03:15 | close | 208 | 1.00 | 1.35651 | 1.35885 | 1.35385 | 3495.54 | 1441126.95 |
| 417 | 2014.07.16 23:15 | sell | 209 | 1.00 | 1.35238 | 1.35443 | 1.34943 | ||
| 418 | 2014.07.17 07:00 | close | 209 | 1.00 | 1.35273 | 1.35443 | 1.34943 | -3537.63 | 1437589.32 |
| 419 | 2014.07.23 23:30 | sell | 210 | 1.00 | 1.34618 | 1.34823 | 1.34323 | ||
| 420 | 2014.07.24 00:15 | close | 210 | 1.00 | 1.34588 | 1.34823 | 1.34323 | 3306.02 | 1440895.33 |
| 421 | 2014.08.04 01:30 | buy | 211 | 1.00 | 1.34226 | 1.34021 | 1.34521 | ||
| 422 | 2014.08.04 02:45 | close | 211 | 1.00 | 1.34263 | 1.34021 | 1.34521 | 3895.51 | 1444790.84 |
| 423 | 2014.08.04 22:45 | sell | 212 | 1.00 | 1.34201 | 1.34406 | 1.33906 | ||
| 424 | 2014.08.05 03:15 | close | 212 | 1.00 | 1.34193 | 1.34406 | 1.33906 | 989.71 | 1445780.55 |
| 425 | 2014.08.05 22:30 | sell | 213 | 1.00 | 1.33751 | 1.33956 | 1.33456 | ||
| 426 | 2014.08.06 00:30 | close | 213 | 1.00 | 1.33723 | 1.33956 | 1.33456 | 3390.26 | 1449170.81 |
| 427 | 2014.08.07 22:30 | sell | 214 | 1.00 | 1.33642 | 1.33847 | 1.33347 | ||
| 428 | 2014.08.08 01:15 | close | 214 | 1.00 | 1.33598 | 1.33847 | 1.33347 | 4780.03 | 1453950.83 |
| 429 | 2014.08.11 01:30 | buy | 215 | 1.00 | 1.34030 | 1.33825 | 1.34325 | ||
| 430 | 2014.08.11 03:15 | close | 215 | 1.00 | 1.34062 | 1.33825 | 1.34325 | 3369.09 | 1457319.92 |
| 431 | 2014.08.12 01:45 | sell | 216 | 1.00 | 1.33848 | 1.34053 | 1.33553 | ||
| 432 | 2014.08.12 02:15 | close | 216 | 1.00 | 1.33836 | 1.34053 | 1.33553 | 1263.45 | 1458583.37 |
| 433 | 2014.08.14 23:00 | sell | 217 | 1.00 | 1.33681 | 1.33886 | 1.33386 | ||
| 434 | 2014.08.15 00:45 | close | 217 | 1.00 | 1.33639 | 1.33886 | 1.33386 | 4569.47 | 1463152.84 |
| 435 | 2014.08.18 01:45 | buy | 218 | 1.00 | 1.33889 | 1.33684 | 1.34184 | ||
| 436 | 2014.08.18 04:45 | close | 218 | 1.00 | 1.33923 | 1.33684 | 1.34184 | 3579.65 | 1466732.49 |
| 437 | 2014.08.19 23:00 | sell | 219 | 1.00 | 1.33206 | 1.33411 | 1.32911 | ||
| 438 | 2014.08.20 01:00 | close | 219 | 1.00 | 1.33175 | 1.33411 | 1.32911 | 3706.11 | 1470438.60 |
| 439 | 2014.08.28 22:30 | sell | 220 | 1.00 | 1.31840 | 1.32045 | 1.31545 | ||
| 440 | 2014.08.29 01:15 | close | 220 | 1.00 | 1.31816 | 1.32045 | 1.31545 | 2674.30 | 1473112.89 |
| 441 | 2014.09.08 01:45 | buy | 221 | 1.00 | 1.29531 | 1.29326 | 1.29826 | ||
| 442 | 2014.09.08 04:30 | close | 221 | 1.00 | 1.29537 | 1.29326 | 1.29826 | 631.71 | 1473744.60 |
| 443 | 2014.09.10 01:30 | buy | 222 | 1.00 | 1.29345 | 1.29140 | 1.29640 | ||
| 444 | 2014.09.10 03:00 | close | 222 | 1.00 | 1.29400 | 1.29140 | 1.29640 | 5790.62 | 1479535.22 |
| 445 | 2014.09.10 22:45 | sell | 223 | 1.00 | 1.29137 | 1.29342 | 1.28842 | ||
| 446 | 2014.09.11 04:30 | close | 223 | 1.00 | 1.29166 | 1.29342 | 1.28842 | -2905.91 | 1476629.31 |
| 447 | 2014.09.16 23:45 | buy | 224 | 1.00 | 1.29572 | 1.29367 | 1.29867 | ||
| 448 | 2014.09.17 09:30 | close | 224 | 1.00 | 1.29519 | 1.29367 | 1.29867 | -6685.60 | 1469943.71 |
| 449 | 2014.09.19 01:30 | buy | 225 | 1.00 | 1.29129 | 1.28924 | 1.29424 | ||
| 450 | 2014.09.19 03:00 | close | 225 | 1.00 | 1.29195 | 1.28924 | 1.29424 | 6948.74 | 1476892.45 |