Strategy Tester Report
Popeye
| 通貨ペア | EURJPY (Euro vs Japanese Yen) | ||||
| 期間 | 4時間足(H4) 2014.01.06 00:00 - 2021.02.12 20:00 (2014.01.05 - 2021.02.14) | ||||
| 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=9586; Lots=0.05; MaxNanpin=5; LL=true; SS=true; | ||||
| テストバー数 | 11176 | モデルティック数 | 222537239 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 200000.00 | スプレッド | 変動 | ||
| 純益 | 1187722.50 | 総利益 | 2335303.50 | 総損失 | -1147581.00 |
| プロフィットファクタ | 2.03 | 期待利得 | 759.41 | ||
| 絶対ドローダウン | 164446.50 | 最大ドローダウン | 296690.00 (89.30%) | 相対ドローダウン | 89.30% (296690.00) |
| 総取引数 | 1564 | 売りポジション(勝率%） | 753 (72.91%) | 買いポジション(勝率%） | 811 (71.89%) |
| 勝率(%) | 1132 (72.38%) | 負率 (%) | 432 (27.62%) | ||
| 最大 | 勝トレード | 52705.00 | 敗トレード | -19885.00 | |
| 平均 | 勝トレード | 2062.99 | 敗トレード | -2656.44 | |
| 最大 | 連勝(金額) | 18 (40662.00) | 連敗(金額) | 6 (-73940.00) | |
| 最大 | 連勝(トレード数) | 76835.00 (8) | 連敗(トレード数) | -73940.00 (6) | |
| 平均 | 連勝 | 4 | 連敗 | 1 | |
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 |
| 1 | 2014.01.06 07:41 | buy | 1 | 0.05 | 141.699 | 0.000 | 0.000 | ||
| 2 | 2014.01.06 12:00 | close | 1 | 0.05 | 142.314 | 0.000 | 0.000 | 3075.00 | 203075.00 |
| 3 | 2014.01.06 13:50 | sell | 2 | 0.05 | 142.285 | 0.000 | 0.000 | ||
| 4 | 2014.01.06 20:04 | close | 2 | 0.05 | 141.928 | 0.000 | 0.000 | 1785.00 | 204860.00 |
| 5 | 2014.01.07 07:15 | sell | 3 | 0.05 | 142.278 | 0.000 | 0.000 | ||
| 6 | 2014.01.08 06:03 | sell | 4 | 0.05 | 142.883 | 0.000 | 0.000 | ||
| 7 | 2014.01.08 12:22 | close | 4 | 0.05 | 142.578 | 0.000 | 0.000 | 1525.00 | 206385.00 |
| 8 | 2014.01.08 12:22 | close | 3 | 0.05 | 142.578 | 0.000 | 0.000 | -1510.00 | 204875.00 |
| 9 | 2014.01.09 13:00 | sell | 5 | 0.05 | 142.888 | 0.000 | 0.000 | ||
| 10 | 2014.01.09 20:32 | close | 5 | 0.05 | 142.376 | 0.000 | 0.000 | 2560.00 | 207435.00 |
| 11 | 2014.01.10 03:17 | sell | 6 | 0.05 | 142.633 | 0.000 | 0.000 | ||
| 12 | 2014.01.10 15:29 | close | 6 | 0.05 | 142.420 | 0.000 | 0.000 | 1065.00 | 208500.00 |
| 13 | 2014.01.10 20:15 | buy | 7 | 0.05 | 142.235 | 0.000 | 0.000 | ||
| 14 | 2014.01.13 03:39 | buy | 8 | 0.05 | 141.643 | 0.000 | 0.000 | ||
| 15 | 2014.01.13 16:05 | buy | 9 | 0.05 | 140.886 | 0.000 | 0.000 | ||
| 16 | 2014.01.14 10:30 | close | 9 | 0.05 | 141.591 | 0.000 | 0.000 | 3501.50 | 212001.50 |
| 17 | 2014.01.14 10:30 | close | 8 | 0.05 | 141.591 | 0.000 | 0.000 | -283.50 | 211718.00 |
| 18 | 2014.01.14 10:30 | close | 7 | 0.05 | 141.591 | 0.000 | 0.000 | -3267.00 | 208451.00 |
| 19 | 2014.01.14 11:35 | sell | 10 | 0.05 | 141.775 | 0.000 | 0.000 | ||
| 20 | 2014.01.14 21:05 | sell | 11 | 0.05 | 142.369 | 0.000 | 0.000 | ||
| 21 | 2014.01.15 11:31 | close | 11 | 0.05 | 142.070 | 0.000 | 0.000 | 1485.00 | 209936.00 |
| 22 | 2014.01.15 11:31 | close | 10 | 0.05 | 142.070 | 0.000 | 0.000 | -1485.00 | 208451.00 |
| 23 | 2014.01.15 13:00 | buy | 12 | 0.05 | 142.128 | 0.000 | 0.000 | ||
| 24 | 2014.01.16 03:42 | close | 12 | 0.05 | 142.584 | 0.000 | 0.000 | 2209.50 | 210660.50 |
| 25 | 2014.01.16 03:45 | sell | 13 | 0.05 | 142.591 | 0.000 | 0.000 | ||
| 26 | 2014.01.16 14:16 | close | 13 | 0.05 | 142.377 | 0.000 | 0.000 | 1070.00 | 211730.50 |
| 27 | 2014.01.16 19:45 | buy | 14 | 0.05 | 141.777 | 0.000 | 0.000 | ||
| 28 | 2014.01.17 00:50 | close | 14 | 0.05 | 142.072 | 0.000 | 0.000 | 1451.50 | 213182.00 |
| 29 | 2014.01.17 21:15 | buy | 15 | 0.05 | 141.118 | 0.000 | 0.000 | ||
| 30 | 2014.01.20 02:28 | buy | 16 | 0.05 | 140.528 | 0.000 | 0.000 | ||
| 31 | 2014.01.20 08:00 | close | 16 | 0.05 | 140.840 | 0.000 | 0.000 | 1560.00 | 214742.00 |
| 32 | 2014.01.20 08:00 | close | 15 | 0.05 | 140.840 | 0.000 | 0.000 | -1413.50 | 213328.50 |
| 33 | 2014.01.20 12:59 | sell | 17 | 0.05 | 141.188 | 0.000 | 0.000 | ||
| 34 | 2014.01.21 06:18 | sell | 18 | 0.05 | 141.779 | 0.000 | 0.000 | ||
| 35 | 2014.01.21 13:59 | close | 18 | 0.05 | 141.483 | 0.000 | 0.000 | 1480.00 | 214808.50 |
| 36 | 2014.01.21 13:59 | close | 17 | 0.05 | 141.483 | 0.000 | 0.000 | -1485.00 | 213323.50 |
| 37 | 2014.01.21 19:45 | buy | 19 | 0.05 | 141.145 | 0.000 | 0.000 | ||
| 38 | 2014.01.22 00:00 | close | 19 | 0.05 | 141.417 | 0.000 | 0.000 | 1336.50 | 214660.00 |
| 39 | 2014.01.23 03:45 | sell | 20 | 0.05 | 141.754 | 0.000 | 0.000 | ||
| 40 | 2014.01.23 09:33 | close | 20 | 0.05 | 141.363 | 0.000 | 0.000 | 1955.00 | 216615.00 |
| 41 | 2014.01.23 09:33 | buy | 21 | 0.05 | 141.363 | 0.000 | 0.000 | ||
| 42 | 2014.01.23 16:00 | close | 21 | 0.05 | 141.745 | 0.000 | 0.000 | 1910.00 | 218525.00 |
| 43 | 2014.01.23 18:00 | buy | 22 | 0.05 | 141.807 | 0.000 | 0.000 | ||
| 44 | 2014.01.23 20:44 | buy | 23 | 0.05 | 141.214 | 0.000 | 0.000 | ||
| 45 | 2014.01.24 04:00 | close | 23 | 0.05 | 141.692 | 0.000 | 0.000 | 2366.50 | 220891.50 |
| 46 | 2014.01.24 04:00 | close | 22 | 0.05 | 141.692 | 0.000 | 0.000 | -598.50 | 220293.00 |
| 47 | 2014.01.24 14:15 | buy | 24 | 0.05 | 140.330 | 0.000 | 0.000 | ||
| 48 | 2014.01.27 00:03 | buy | 25 | 0.05 | 139.742 | 0.000 | 0.000 | ||
| 49 | 2014.01.27 08:00 | close | 25 | 0.05 | 140.197 | 0.000 | 0.000 | 2275.00 | 222568.00 |
| 50 | 2014.01.27 08:00 | close | 24 | 0.05 | 140.197 | 0.000 | 0.000 | -688.50 | 221879.50 |
| 51 | 2014.01.27 08:00 | sell | 26 | 0.05 | 140.197 | 0.000 | 0.000 | ||
| 52 | 2014.01.27 17:17 | close | 26 | 0.05 | 140.034 | 0.000 | 0.000 | 815.00 | 222694.50 |
| 53 | 2014.01.29 02:15 | sell | 27 | 0.05 | 141.002 | 0.000 | 0.000 | ||
| 54 | 2014.01.29 11:12 | close | 27 | 0.05 | 140.838 | 0.000 | 0.000 | 820.00 | 223514.50 |
| 55 | 2014.01.29 17:00 | buy | 28 | 0.05 | 139.614 | 0.000 | 0.000 | ||
| 56 | 2014.01.30 06:44 | close | 28 | 0.05 | 139.825 | 0.000 | 0.000 | 984.50 | 224499.00 |
| 57 | 2014.01.30 09:01 | sell | 29 | 0.05 | 139.758 | 0.000 | 0.000 | ||
| 58 | 2014.01.30 16:00 | close | 29 | 0.05 | 139.507 | 0.000 | 0.000 | 1255.00 | 225754.00 |
| 59 | 2014.01.31 08:45 | buy | 30 | 0.05 | 138.818 | 0.000 | 0.000 | ||
| 60 | 2014.01.31 19:53 | buy | 31 | 0.05 | 138.091 | 0.000 | 0.000 | ||
| 61 | 2014.02.03 00:00 | buy | 32 | 0.05 | 137.533 | 0.000 | 0.000 | ||
| 62 | 2014.02.03 17:06 | buy | 33 | 0.05 | 136.941 | 0.000 | 0.000 | ||
| 63 | 2014.02.06 16:06 | close | 33 | 0.05 | 137.847 | 0.000 | 0.000 | 4412.50 | 230166.50 |
| 64 | 2014.02.06 16:06 | close | 32 | 0.05 | 137.847 | 0.000 | 0.000 | 1452.50 | 231619.00 |
| 65 | 2014.02.06 16:06 | close | 31 | 0.05 | 137.847 | 0.000 | 0.000 | -1361.00 | 230258.00 |
| 66 | 2014.02.06 16:06 | close | 30 | 0.05 | 137.847 | 0.000 | 0.000 | -4996.00 | 225262.00 |
| 67 | 2014.02.06 19:00 | sell | 34 | 0.05 | 138.543 | 0.000 | 0.000 | ||
| 68 | 2014.02.07 10:32 | close | 34 | 0.05 | 138.382 | 0.000 | 0.000 | 795.00 | 226057.00 |
| 69 | 2014.02.07 19:41 | sell | 35 | 0.05 | 139.142 | 0.000 | 0.000 | ||
| 70 | 2014.02.10 00:52 | sell | 36 | 0.05 | 139.736 | 0.000 | 0.000 | ||
| 71 | 2014.02.10 09:14 | close | 36 | 0.05 | 139.435 | 0.000 | 0.000 | 1505.00 | 227562.00 |
| 72 | 2014.02.10 09:14 | close | 35 | 0.05 | 139.435 | 0.000 | 0.000 | -1475.00 | 226087.00 |
| 73 | 2014.02.11 08:58 | sell | 37 | 0.05 | 139.744 | 0.000 | 0.000 | ||
| 74 | 2014.02.11 16:00 | close | 37 | 0.05 | 139.581 | 0.000 | 0.000 | 815.00 | 226902.00 |
| 75 | 2014.02.11 20:15 | sell | 38 | 0.05 | 140.074 | 0.000 | 0.000 | ||
| 76 | 2014.02.12 04:00 | close | 38 | 0.05 | 139.858 | 0.000 | 0.000 | 1070.00 | 227972.00 |
| 77 | 2014.02.13 08:15 | buy | 39 | 0.05 | 139.099 | 0.000 | 0.000 | ||
| 78 | 2014.02.13 18:48 | close | 39 | 0.05 | 139.687 | 0.000 | 0.000 | 2940.00 | 230912.00 |
| 79 | 2014.02.13 20:15 | sell | 40 | 0.05 | 139.646 | 0.000 | 0.000 | ||
| 80 | 2014.02.14 05:00 | close | 40 | 0.05 | 139.479 | 0.000 | 0.000 | 825.00 | 231737.00 |
| 81 | 2014.02.14 08:15 | buy | 41 | 0.05 | 139.171 | 0.000 | 0.000 | ||
| 82 | 2014.02.14 16:00 | close | 41 | 0.05 | 139.459 | 0.000 | 0.000 | 1440.00 | 233177.00 |
| 83 | 2014.02.17 03:30 | buy | 42 | 0.05 | 139.308 | 0.000 | 0.000 | ||
| 84 | 2014.02.17 10:45 | close | 42 | 0.05 | 139.607 | 0.000 | 0.000 | 1495.00 | 234672.00 |
| 85 | 2014.02.17 12:02 | sell | 43 | 0.05 | 139.507 | 0.000 | 0.000 | ||
| 86 | 2014.02.18 08:46 | sell | 44 | 0.05 | 140.714 | 0.000 | 0.000 | ||
| 87 | 2014.02.19 14:18 | close | 44 | 0.05 | 140.105 | 0.000 | 0.000 | 3035.00 | 237707.00 |
| 88 | 2014.02.19 14:18 | close | 43 | 0.05 | 140.105 | 0.000 | 0.000 | -3010.00 | 234697.00 |
| 89 | 2014.02.19 14:18 | buy | 45 | 0.05 | 140.105 | 0.000 | 0.000 | ||
| 90 | 2014.02.19 20:00 | close | 45 | 0.05 | 140.657 | 0.000 | 0.000 | 2760.00 | 237457.00 |
| 91 | 2014.02.20 10:45 | buy | 46 | 0.05 | 139.499 | 0.000 | 0.000 | ||
| 92 | 2014.02.20 16:47 | close | 46 | 0.05 | 140.222 | 0.000 | 0.000 | 3615.00 | 241072.00 |
| 93 | 2014.02.20 18:45 | sell | 47 | 0.05 | 140.257 | 0.000 | 0.000 | ||
| 94 | 2014.02.21 18:45 | sell | 48 | 0.05 | 141.020 | 0.000 | 0.000 | ||
| 95 | 2014.02.24 04:40 | close | 48 | 0.05 | 140.638 | 0.000 | 0.000 | 1900.00 | 242972.00 |
| 96 | 2014.02.24 04:40 | close | 47 | 0.05 | 140.638 | 0.000 | 0.000 | -1925.00 | 241047.00 |
| 97 | 2014.02.24 07:30 | buy | 49 | 0.05 | 140.496 | 0.000 | 0.000 | ||
| 98 | 2014.02.24 12:00 | close | 49 | 0.05 | 140.895 | 0.000 | 0.000 | 1995.00 | 243042.00 |
| 99 | 2014.02.25 18:30 | buy | 50 | 0.05 | 140.577 | 0.000 | 0.000 | ||
| 100 | 2014.02.26 18:30 | buy | 51 | 0.05 | 139.931 | 0.000 | 0.000 | ||
| 101 | 2014.02.27 13:52 | buy | 52 | 0.05 | 139.219 | 0.000 | 0.000 | ||
| 102 | 2014.02.27 20:00 | close | 52 | 0.05 | 139.983 | 0.000 | 0.000 | 3820.00 | 246862.00 |
| 103 | 2014.02.27 20:00 | close | 51 | 0.05 | 139.983 | 0.000 | 0.000 | 189.50 | 247051.50 |
| 104 | 2014.02.27 20:00 | close | 50 | 0.05 | 139.983 | 0.000 | 0.000 | -3064.00 | 243987.50 |
| 105 | 2014.02.27 20:30 | sell | 53 | 0.05 | 140.048 | 0.000 | 0.000 | ||
| 106 | 2014.02.28 04:00 | close | 53 | 0.05 | 139.766 | 0.000 | 0.000 | 1400.00 | 245387.50 |
| 107 | 2014.02.28 15:00 | sell | 54 | 0.05 | 140.613 | 0.000 | 0.000 | ||
| 108 | 2014.02.28 23:57 | close | 54 | 0.05 | 140.452 | 0.000 | 0.000 | 805.00 | 246192.50 |
| 109 | 2014.03.03 03:15 | buy | 55 | 0.05 | 139.601 | 0.000 | 0.000 | ||
| 110 | 2014.03.03 08:04 | close | 55 | 0.05 | 139.812 | 0.000 | 0.000 | 1055.00 | 247247.50 |
| 111 | 2014.03.03 14:35 | buy | 56 | 0.05 | 139.365 | 0.000 | 0.000 | ||
| 112 | 2014.03.04 07:07 | close | 56 | 0.05 | 139.609 | 0.000 | 0.000 | 1196.50 | 248444.00 |
| 113 | 2014.03.04 08:45 | sell | 57 | 0.05 | 139.950 | 0.000 | 0.000 | ||
| 114 | 2014.03.05 00:05 | sell | 58 | 0.05 | 140.540 | 0.000 | 0.000 | ||
| 115 | 2014.03.05 08:07 | close | 58 | 0.05 | 140.243 | 0.000 | 0.000 | 1485.00 | 249929.00 |
| 116 | 2014.03.05 08:07 | close | 57 | 0.05 | 140.243 | 0.000 | 0.000 | -1475.00 | 248454.00 |
| 117 | 2014.03.05 12:14 | sell | 59 | 0.05 | 140.414 | 0.000 | 0.000 | ||
| 118 | 2014.03.06 10:00 | sell | 60 | 0.05 | 141.115 | 0.000 | 0.000 | ||
| 119 | 2014.03.06 15:33 | sell | 61 | 0.05 | 141.713 | 0.000 | 0.000 | ||
| 120 | 2014.03.06 15:45 | sell | 62 | 0.05 | 142.308 | 0.000 | 0.000 | ||
| 121 | 2014.03.06 19:20 | sell | 63 | 0.05 | 142.904 | 0.000 | 0.000 | ||
| 122 | 2014.03.07 16:32 | sell | 64 | 0.05 | 143.672 | 0.000 | 0.000 | ||
| 123 | 2014.03.13 19:24 | close | 64 | 0.05 | 142.019 | 0.000 | 0.000 | 8205.00 | 256659.00 |
| 124 | 2014.03.13 19:24 | close | 63 | 0.05 | 142.019 | 0.000 | 0.000 | 4355.00 | 261014.00 |
| 125 | 2014.03.13 19:24 | close | 62 | 0.05 | 142.019 | 0.000 | 0.000 | 1375.00 | 262389.00 |
| 126 | 2014.03.13 19:24 | close | 61 | 0.05 | 142.019 | 0.000 | 0.000 | -1600.00 | 260789.00 |
| 127 | 2014.03.13 19:24 | close | 60 | 0.05 | 142.019 | 0.000 | 0.000 | -4590.00 | 256199.00 |
| 128 | 2014.03.13 19:24 | close | 59 | 0.05 | 142.019 | 0.000 | 0.000 | -8125.00 | 248074.00 |
| 129 | 2014.03.13 22:45 | buy | 65 | 0.05 | 140.897 | 0.000 | 0.000 | ||
| 130 | 2014.03.14 04:16 | close | 65 | 0.05 | 141.110 | 0.000 | 0.000 | 1041.50 | 249115.50 |
| 131 | 2014.03.14 07:30 | buy | 66 | 0.05 | 140.980 | 0.000 | 0.000 | ||
| 132 | 2014.03.14 17:38 | close | 66 | 0.05 | 141.232 | 0.000 | 0.000 | 1260.00 | 250375.50 |
| 133 | 2014.03.17 14:00 | sell | 67 | 0.05 | 141.459 | 0.000 | 0.000 | ||
| 134 | 2014.03.18 11:12 | close | 67 | 0.05 | 141.271 | 0.000 | 0.000 | 930.00 | 251305.50 |
| 135 | 2014.03.18 13:31 | buy | 68 | 0.05 | 141.112 | 0.000 | 0.000 | ||
| 136 | 2014.03.18 22:28 | close | 68 | 0.05 | 141.362 | 0.000 | 0.000 | 1250.00 | 252555.50 |
| 137 | 2014.03.19 23:33 | sell | 69 | 0.05 | 141.689 | 0.000 | 0.000 | ||
| 138 | 2014.03.20 04:00 | close | 69 | 0.05 | 141.426 | 0.000 | 0.000 | 1285.00 | 253840.50 |
| 139 | 2014.03.20 16:31 | buy | 70 | 0.05 | 141.012 | 0.000 | 0.000 | ||
| 140 | 2014.03.21 18:01 | close | 70 | 0.05 | 141.224 | 0.000 | 0.000 | 1036.50 | 254877.00 |
| 141 | 2014.03.24 07:15 | sell | 71 | 0.05 | 141.408 | 0.000 | 0.000 | ||
| 142 | 2014.03.24 12:10 | close | 71 | 0.05 | 141.247 | 0.000 | 0.000 | 805.00 | 255682.00 |
| 143 | 2014.03.24 16:25 | buy | 72 | 0.05 | 141.110 | 0.000 | 0.000 | ||
| 144 | 2014.03.25 01:43 | close | 72 | 0.05 | 141.449 | 0.000 | 0.000 | 1671.50 | 257353.50 |
| 145 | 2014.03.25 01:43 | sell | 73 | 0.05 | 141.449 | 0.000 | 0.000 | ||
| 146 | 2014.03.25 10:58 | close | 73 | 0.05 | 141.285 | 0.000 | 0.000 | 820.00 | 258173.50 |
| 147 | 2014.03.25 23:30 | sell | 74 | 0.05 | 141.382 | 0.000 | 0.000 | ||
| 148 | 2014.03.26 11:48 | close | 74 | 0.05 | 141.191 | 0.000 | 0.000 | 945.00 | 259118.50 |
| 149 | 2014.03.26 23:40 | buy | 75 | 0.05 | 140.672 | 0.000 | 0.000 | ||
| 150 | 2014.03.27 08:26 | close | 75 | 0.05 | 140.898 | 0.000 | 0.000 | 1059.50 | 260178.00 |
1ページ目次へ