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 |
| 451 | 2014.09.22 22:30 | sell | 226 | 1.00 | 1.28429 | 1.28634 | 1.28134 | ||
| 452 | 2014.09.23 03:45 | close | 226 | 1.00 | 1.28462 | 1.28634 | 1.28134 | -3327.06 | 1473565.39 |
| 453 | 2014.09.23 22:45 | sell | 227 | 1.00 | 1.28585 | 1.28790 | 1.28290 | ||
| 454 | 2014.09.23 23:30 | close | 227 | 1.00 | 1.28514 | 1.28790 | 1.28290 | 7475.38 | 1481040.77 |
| 455 | 2014.10.02 23:45 | buy | 228 | 1.00 | 1.26637 | 1.26432 | 1.26932 | ||
| 456 | 2014.10.03 00:45 | close | 228 | 1.00 | 1.26735 | 1.26432 | 1.26932 | 9949.32 | 1490990.09 |
| 457 | 2014.10.09 01:30 | buy | 229 | 1.00 | 1.27281 | 1.27076 | 1.27576 | ||
| 458 | 2014.10.09 02:30 | close | 229 | 1.00 | 1.27385 | 1.27076 | 1.27576 | 10949.54 | 1501939.63 |
| 459 | 2014.10.09 23:45 | sell | 230 | 1.00 | 1.26900 | 1.27105 | 1.26605 | ||
| 460 | 2014.10.10 01:45 | close | 230 | 1.00 | 1.26823 | 1.27105 | 1.26605 | 8254.51 | 1510194.13 |
| 461 | 2014.10.14 23:30 | sell | 231 | 1.00 | 1.26596 | 1.26801 | 1.26301 | ||
| 462 | 2014.10.15 01:15 | close | 231 | 1.00 | 1.26488 | 1.26801 | 1.26301 | 11813.21 | 1522007.34 |
| 463 | 2014.10.21 01:30 | buy | 232 | 1.00 | 1.27955 | 1.27750 | 1.28250 | ||
| 464 | 2014.10.21 03:30 | close | 232 | 1.00 | 1.27988 | 1.27750 | 1.28250 | 3474.37 | 1525481.71 |
| 465 | 2014.10.27 23:45 | buy | 233 | 1.00 | 1.26977 | 1.26772 | 1.27272 | ||
| 466 | 2014.10.28 02:30 | close | 233 | 1.00 | 1.26986 | 1.26772 | 1.27272 | 579.03 | 1526060.74 |
| 467 | 2014.10.28 23:45 | buy | 234 | 1.00 | 1.27329 | 1.27124 | 1.27624 | ||
| 468 | 2014.10.29 02:00 | close | 234 | 1.00 | 1.27351 | 1.27124 | 1.27624 | 1210.69 | 1527271.44 |
| 469 | 2014.11.04 23:45 | buy | 235 | 1.00 | 1.25428 | 1.25223 | 1.25723 | ||
| 470 | 2014.11.05 01:00 | close | 235 | 1.00 | 1.25514 | 1.25223 | 1.25723 | 7948.89 | 1535220.32 |
| 471 | 2014.11.05 23:30 | sell | 236 | 1.00 | 1.24855 | 1.25060 | 1.24560 | ||
| 472 | 2014.11.06 01:00 | close | 236 | 1.00 | 1.24747 | 1.25060 | 1.24560 | 11518.41 | 1546738.73 |
| 473 | 2014.11.07 01:30 | sell | 237 | 1.00 | 1.23796 | 1.24001 | 1.23501 | ||
| 474 | 2014.11.07 01:45 | close | 237 | 1.00 | 1.23717 | 1.24001 | 1.23501 | 8317.67 | 1555056.40 |
| 475 | 2014.11.11 23:45 | buy | 238 | 1.00 | 1.24715 | 1.24510 | 1.25010 | ||
| 476 | 2014.11.12 04:30 | close | 238 | 1.00 | 1.24707 | 1.24510 | 1.25010 | -1947.82 | 1553108.59 |
| 477 | 2014.11.12 23:15 | sell | 239 | 1.00 | 1.24365 | 1.24570 | 1.24070 | ||
| 478 | 2014.11.13 00:45 | close | 239 | 1.00 | 1.24311 | 1.24570 | 1.24070 | 5832.91 | 1558941.49 |
| 479 | 2014.11.14 01:30 | buy | 240 | 1.00 | 1.24739 | 1.24534 | 1.25034 | ||
| 480 | 2014.11.14 04:38 | s/l | 240 | 1.00 | 1.24534 | 1.24534 | 1.25034 | -21583.22 | 1537358.27 |
| 481 | 2014.11.17 01:30 | buy | 241 | 1.00 | 1.25154 | 1.24949 | 1.25449 | ||
| 482 | 2014.11.17 02:15 | close | 241 | 1.00 | 1.25378 | 1.24949 | 1.25449 | 23583.61 | 1560941.88 |
| 483 | 2014.11.20 23:45 | buy | 242 | 1.00 | 1.25398 | 1.25193 | 1.25693 | ||
| 484 | 2014.11.21 02:15 | close | 242 | 1.00 | 1.25467 | 1.25193 | 1.25693 | 6896.09 | 1567837.97 |
| 485 | 2014.11.25 01:30 | buy | 243 | 1.00 | 1.24351 | 1.24146 | 1.24646 | ||
| 486 | 2014.11.25 07:45 | close | 243 | 1.00 | 1.24249 | 1.24146 | 1.24646 | -10738.96 | 1557099.01 |
| 487 | 2014.11.26 23:45 | buy | 244 | 1.00 | 1.25059 | 1.24854 | 1.25354 | ||
| 488 | 2014.11.27 02:45 | close | 244 | 1.00 | 1.25081 | 1.24854 | 1.25354 | 1947.72 | 1559046.73 |
| 489 | 2014.12.01 23:45 | buy | 245 | 1.00 | 1.24684 | 1.24479 | 1.24979 | ||
| 490 | 2014.12.02 01:15 | close | 245 | 1.00 | 1.24736 | 1.24479 | 1.24979 | 5106.24 | 1564152.98 |
| 491 | 2014.12.03 01:30 | sell | 246 | 1.00 | 1.23830 | 1.24035 | 1.23535 | ||
| 492 | 2014.12.03 03:30 | close | 246 | 1.00 | 1.23827 | 1.24035 | 1.23535 | 315.86 | 1564468.84 |
| 493 | 2014.12.03 22:30 | sell | 247 | 1.00 | 1.23120 | 1.23325 | 1.22825 | ||
| 494 | 2014.12.04 00:45 | close | 247 | 1.00 | 1.23085 | 1.23325 | 1.22825 | 3832.45 | 1568301.28 |
| 495 | 2014.12.04 01:45 | sell | 248 | 1.00 | 1.23133 | 1.23338 | 1.22838 | ||
| 496 | 2014.12.04 04:30 | close | 248 | 1.00 | 1.23100 | 1.23338 | 1.22838 | 3474.47 | 1571775.75 |
| 497 | 2014.12.08 23:45 | buy | 249 | 1.00 | 1.23075 | 1.22870 | 1.23370 | ||
| 498 | 2014.12.09 01:30 | close | 249 | 1.00 | 1.23160 | 1.22870 | 1.23370 | 8580.62 | 1580356.38 |
| 499 | 2015.01.13 23:30 | sell | 250 | 1.00 | 1.17750 | 1.17955 | 1.17455 | ||
| 500 | 2015.01.14 02:45 | close | 250 | 1.00 | 1.17733 | 1.17955 | 1.17455 | 2232.10 | 1582588.48 |
| 501 | 2015.01.15 23:45 | sell | 251 | 1.00 | 1.16291 | 1.16496 | 1.15996 | ||
| 502 | 2015.01.16 02:30 | close | 251 | 1.00 | 1.16169 | 1.16496 | 1.15996 | 12992.43 | 1595580.90 |
| 503 | 2015.01.20 01:30 | buy | 252 | 1.00 | 1.16009 | 1.15804 | 1.16304 | ||
| 504 | 2015.01.20 03:00 | s/l | 252 | 1.00 | 1.15804 | 1.15804 | 1.16304 | -21583.22 | 1573997.68 |
| 505 | 2015.01.26 23:45 | buy | 253 | 1.00 | 1.12372 | 1.12167 | 1.12667 | ||
| 506 | 2015.01.27 02:00 | close | 253 | 1.00 | 1.12487 | 1.12167 | 1.12667 | 11739.15 | 1585736.83 |
| 507 | 2015.01.28 01:30 | buy | 254 | 1.00 | 1.13641 | 1.13436 | 1.13936 | ||
| 508 | 2015.01.28 03:09 | s/l | 254 | 1.00 | 1.13436 | 1.13436 | 1.13936 | -21583.22 | 1564153.61 |
| 509 | 2015.02.03 23:45 | buy | 255 | 1.00 | 1.14789 | 1.14584 | 1.15084 | ||
| 510 | 2015.02.04 01:57 | s/l | 255 | 1.00 | 1.14584 | 1.14584 | 1.15084 | -22688.76 | 1541464.84 |
| 511 | 2015.02.04 22:30 | sell | 256 | 1.00 | 1.14233 | 1.14438 | 1.13938 | ||
| 512 | 2015.02.04 22:38 | s/l | 256 | 1.00 | 1.14438 | 1.14438 | 1.13938 | -21583.84 | 1519881.00 |
| 513 | 2015.02.05 23:45 | buy | 257 | 1.00 | 1.14727 | 1.14522 | 1.15022 | ||
| 514 | 2015.02.06 00:15 | close | 257 | 1.00 | 1.14831 | 1.14522 | 1.15022 | 10581.02 | 1530462.02 |
| 515 | 2015.02.06 01:30 | buy | 258 | 1.00 | 1.14676 | 1.14471 | 1.14971 | ||
| 516 | 2015.02.06 06:15 | close | 258 | 1.00 | 1.14667 | 1.14471 | 1.14971 | -947.55 | 1529514.47 |
| 517 | 2015.02.18 01:30 | buy | 259 | 1.00 | 1.14028 | 1.13823 | 1.14323 | ||
| 518 | 2015.02.18 04:30 | close | 259 | 1.00 | 1.14041 | 1.13823 | 1.14323 | 1368.69 | 1530883.16 |
| 519 | 2015.02.27 01:45 | sell | 260 | 1.00 | 1.12028 | 1.12233 | 1.11733 | ||
| 520 | 2015.02.27 09:00 | close | 260 | 1.00 | 1.12020 | 1.12233 | 1.11733 | 842.30 | 1531725.46 |
| 521 | 2015.03.04 01:30 | sell | 261 | 1.00 | 1.11807 | 1.12012 | 1.11512 | ||
| 522 | 2015.03.04 03:30 | close | 261 | 1.00 | 1.11768 | 1.12012 | 1.11512 | 4106.19 | 1535831.65 |
| 523 | 2015.03.04 23:00 | sell | 262 | 1.00 | 1.10744 | 1.10949 | 1.10449 | ||
| 524 | 2015.03.05 02:15 | close | 262 | 1.00 | 1.10762 | 1.10949 | 1.10449 | -1747.75 | 1534083.89 |
| 525 | 2015.03.06 22:30 | sell | 263 | 1.00 | 1.08620 | 1.08825 | 1.08325 | ||
| 526 | 2015.03.06 23:30 | close | 263 | 1.00 | 1.08480 | 1.08825 | 1.08325 | 14740.18 | 1548824.07 |
| 527 | 2015.03.11 23:30 | sell | 264 | 1.00 | 1.05524 | 1.05729 | 1.05229 | ||
| 528 | 2015.03.12 03:15 | close | 264 | 1.00 | 1.05338 | 1.05729 | 1.05229 | 19730.79 | 1568554.86 |
| 529 | 2015.03.16 01:30 | sell | 265 | 1.00 | 1.05022 | 1.05227 | 1.04727 | ||
| 530 | 2015.03.16 03:00 | close | 265 | 1.00 | 1.04833 | 1.05227 | 1.04727 | 19899.24 | 1588454.10 |
| 531 | 2015.03.16 23:45 | buy | 266 | 1.00 | 1.05686 | 1.05481 | 1.05981 | ||
| 532 | 2015.03.17 02:00 | close | 266 | 1.00 | 1.05695 | 1.05481 | 1.05981 | 579.04 | 1589033.14 |
| 533 | 2015.03.20 01:30 | sell | 267 | 1.00 | 1.06630 | 1.06835 | 1.06335 | ||
| 534 | 2015.03.20 04:36 | s/l | 267 | 1.00 | 1.06835 | 1.06835 | 1.06335 | -21583.84 | 1567449.30 |
| 535 | 2015.03.26 01:30 | buy | 268 | 1.00 | 1.09626 | 1.09421 | 1.09921 | ||
| 536 | 2015.03.26 03:45 | close | 268 | 1.00 | 1.09714 | 1.09421 | 1.09921 | 9265.00 | 1576714.30 |
| 537 | 2015.03.26 23:30 | sell | 269 | 1.00 | 1.08871 | 1.09076 | 1.08576 | ||
| 538 | 2015.03.27 00:15 | close | 269 | 1.00 | 1.08741 | 1.09076 | 1.08576 | 13834.72 | 1590549.02 |
| 539 | 2015.03.31 22:30 | sell | 270 | 1.00 | 1.07468 | 1.07673 | 1.07173 | ||
| 540 | 2015.04.01 00:00 | close | 270 | 1.00 | 1.07305 | 1.07673 | 1.07173 | 17604.00 | 1608153.02 |
| 541 | 2015.04.02 23:45 | buy | 271 | 1.00 | 1.08781 | 1.08576 | 1.09076 | ||
| 542 | 2015.04.03 05:15 | close | 271 | 1.00 | 1.08732 | 1.08576 | 1.09076 | -5527.43 | 1602625.59 |
| 543 | 2015.04.09 23:45 | sell | 272 | 1.00 | 1.06604 | 1.06809 | 1.06309 | ||
| 544 | 2015.04.10 02:45 | close | 272 | 1.00 | 1.06588 | 1.06809 | 1.06309 | 1832.00 | 1604457.59 |
| 545 | 2015.04.13 01:30 | sell | 273 | 1.00 | 1.06029 | 1.06234 | 1.05734 | ||
| 546 | 2015.04.13 05:15 | close | 273 | 1.00 | 1.05939 | 1.06234 | 1.05734 | 9475.83 | 1613933.42 |
| 547 | 2015.04.13 23:00 | sell | 274 | 1.00 | 1.05785 | 1.05990 | 1.05490 | ||
| 548 | 2015.04.14 04:45 | close | 274 | 1.00 | 1.05681 | 1.05990 | 1.05490 | 11097.26 | 1625030.67 |
| 549 | 2015.04.16 01:30 | buy | 275 | 1.00 | 1.06751 | 1.06546 | 1.07046 | ||
| 550 | 2015.04.16 03:12 | t/p | 275 | 1.00 | 1.07046 | 1.06546 | 1.07046 | 31058.78 | 1656089.45 |
| 551 | 2015.04.20 23:45 | sell | 276 | 1.00 | 1.07413 | 1.07618 | 1.07118 | ||
| 552 | 2015.04.21 02:15 | close | 276 | 1.00 | 1.07364 | 1.07618 | 1.07118 | 5306.47 | 1661395.92 |
| 553 | 2015.04.23 23:45 | buy | 277 | 1.00 | 1.08222 | 1.08017 | 1.08517 | ||
| 554 | 2015.04.24 03:45 | close | 277 | 1.00 | 1.08221 | 1.08017 | 1.08517 | -473.81 | 1660922.12 |
| 555 | 2015.04.28 01:30 | buy | 278 | 1.00 | 1.08674 | 1.08469 | 1.08969 | ||
| 556 | 2015.04.28 04:00 | close | 278 | 1.00 | 1.08769 | 1.08469 | 1.08969 | 10001.98 | 1670924.10 |
| 557 | 2015.05.01 01:45 | buy | 279 | 1.00 | 1.12096 | 1.11891 | 1.12391 | ||
| 558 | 2015.05.01 08:30 | close | 279 | 1.00 | 1.12084 | 1.11891 | 1.12391 | -1263.40 | 1669660.70 |
| 559 | 2015.05.01 22:45 | sell | 280 | 1.00 | 1.12131 | 1.12336 | 1.11836 | ||
| 560 | 2015.05.04 01:15 | close | 280 | 1.00 | 1.11925 | 1.12336 | 1.11836 | 21836.53 | 1691497.22 |
| 561 | 2015.05.05 23:45 | buy | 281 | 1.00 | 1.11851 | 1.11646 | 1.12146 | ||
| 562 | 2015.05.06 04:45 | close | 281 | 1.00 | 1.11887 | 1.11646 | 1.12146 | 2684.68 | 1694181.91 |
| 563 | 2015.05.07 01:30 | buy | 282 | 1.00 | 1.13408 | 1.13203 | 1.13703 | ||
| 564 | 2015.05.07 02:15 | close | 282 | 1.00 | 1.13471 | 1.13203 | 1.13703 | 6632.89 | 1700814.80 |
| 565 | 2015.05.26 23:30 | sell | 283 | 1.00 | 1.08767 | 1.08972 | 1.08472 | ||
| 566 | 2015.05.27 04:00 | close | 283 | 1.00 | 1.08785 | 1.08972 | 1.08472 | -1452.95 | 1699361.84 |
| 567 | 2015.05.28 01:30 | buy | 284 | 1.00 | 1.08948 | 1.08743 | 1.09243 | ||
| 568 | 2015.05.28 01:45 | close | 284 | 1.00 | 1.09042 | 1.08743 | 1.09243 | 9896.70 | 1709258.54 |
| 569 | 2015.06.01 01:45 | buy | 285 | 1.00 | 1.09678 | 1.09473 | 1.09973 | ||
| 570 | 2015.06.01 03:20 | s/l | 285 | 1.00 | 1.09473 | 1.09473 | 1.09973 | -21583.22 | 1687675.32 |
| 571 | 2015.06.04 01:30 | buy | 286 | 1.00 | 1.12636 | 1.12431 | 1.12931 | ||
| 572 | 2015.06.04 04:15 | close | 286 | 1.00 | 1.12647 | 1.12431 | 1.12931 | 1158.13 | 1688833.45 |
| 573 | 2015.06.09 01:45 | buy | 287 | 1.00 | 1.12785 | 1.12580 | 1.13080 | ||
| 574 | 2015.06.09 04:15 | close | 287 | 1.00 | 1.12835 | 1.12580 | 1.13080 | 5264.20 | 1694097.65 |
| 575 | 2015.06.11 22:30 | sell | 288 | 1.00 | 1.12578 | 1.12783 | 1.12283 | ||
| 576 | 2015.06.12 00:30 | close | 288 | 1.00 | 1.12515 | 1.12783 | 1.12283 | 6780.49 | 1700878.14 |
| 577 | 2015.06.16 01:30 | buy | 289 | 1.00 | 1.12770 | 1.12565 | 1.13065 | ||
| 578 | 2015.06.16 06:30 | close | 289 | 1.00 | 1.12762 | 1.12565 | 1.13065 | -842.27 | 1700035.87 |
| 579 | 2015.06.16 22:30 | sell | 290 | 1.00 | 1.12468 | 1.12673 | 1.12173 | ||
| 580 | 2015.06.17 02:30 | close | 290 | 1.00 | 1.12440 | 1.12673 | 1.12173 | 3390.26 | 1703426.13 |
| 581 | 2015.06.18 01:30 | buy | 291 | 1.00 | 1.13317 | 1.13112 | 1.13612 | ||
| 582 | 2015.06.18 02:00 | close | 291 | 1.00 | 1.13405 | 1.13112 | 1.13612 | 9264.99 | 1712691.12 |
| 583 | 2015.06.30 01:30 | buy | 292 | 1.00 | 1.12236 | 1.12031 | 1.12531 | ||
| 584 | 2015.06.30 03:39 | s/l | 292 | 1.00 | 1.12031 | 1.12031 | 1.12531 | -21583.22 | 1691107.90 |
| 585 | 2015.07.08 01:30 | buy | 293 | 1.00 | 1.09918 | 1.09713 | 1.10213 | ||
| 586 | 2015.07.08 02:15 | close | 293 | 1.00 | 1.10087 | 1.09713 | 1.10213 | 17793.00 | 1708900.90 |
| 587 | 2015.07.09 23:15 | sell | 294 | 1.00 | 1.10304 | 1.10509 | 1.10009 | ||
| 588 | 2015.07.10 01:05 | s/l | 294 | 1.00 | 1.10509 | 1.10509 | 1.10009 | -21436.42 | 1687464.47 |
| 589 | 2015.07.15 23:00 | sell | 295 | 1.00 | 1.09522 | 1.09727 | 1.09227 | ||
| 590 | 2015.07.16 01:15 | close | 295 | 1.00 | 1.09432 | 1.09727 | 1.09227 | 9623.24 | 1697087.71 |
| 591 | 2015.07.22 22:30 | sell | 296 | 1.00 | 1.09117 | 1.09322 | 1.08822 | ||
| 592 | 2015.07.23 00:15 | s/l | 296 | 1.00 | 1.09322 | 1.09322 | 1.08822 | -21436.42 | 1675651.29 |
| 593 | 2015.07.23 23:45 | buy | 297 | 1.00 | 1.09909 | 1.09704 | 1.10204 | ||
| 594 | 2015.07.24 03:00 | close | 297 | 1.00 | 1.09861 | 1.09704 | 1.10204 | -5422.16 | 1670229.13 |
| 595 | 2015.07.27 23:45 | buy | 298 | 1.00 | 1.10907 | 1.10702 | 1.11202 | ||
| 596 | 2015.07.28 03:30 | close | 298 | 1.00 | 1.10936 | 1.10702 | 1.11202 | 2684.72 | 1672913.85 |
| 597 | 2015.07.28 23:00 | sell | 299 | 1.00 | 1.10594 | 1.10799 | 1.10299 | ||
| 598 | 2015.07.29 04:29 | s/l | 299 | 1.00 | 1.10799 | 1.10799 | 1.10299 | -21141.61 | 1651772.23 |
| 599 | 2015.07.30 22:30 | sell | 300 | 1.00 | 1.09268 | 1.09473 | 1.08973 | ||
| 600 | 2015.07.31 03:24 | s/l | 300 | 1.00 | 1.09473 | 1.09473 | 1.08973 | -21436.42 | 1630335.81 |