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 | |
| # | 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 |
| 1351 | 2017.02.22 20:00 | close | 676 | 0.05 | 119.684 | 0.000 | 0.000 | 4710.00 | 883939.00 |
| 1352 | 2017.02.22 20:00 | close | 675 | 0.05 | 119.684 | 0.000 | 0.000 | -2325.50 | 881613.50 |
| 1353 | 2017.02.22 20:45 | sell | 677 | 0.05 | 119.656 | 0.000 | 0.000 | ||
| 1354 | 2017.02.23 04:00 | close | 677 | 0.05 | 119.435 | 0.000 | 0.000 | 1075.00 | 882688.50 |
| 1355 | 2017.02.24 13:59 | buy | 678 | 0.05 | 119.164 | 0.000 | 0.000 | ||
| 1356 | 2017.02.24 19:57 | buy | 679 | 0.05 | 118.565 | 0.000 | 0.000 | ||
| 1357 | 2017.02.27 11:28 | close | 679 | 0.05 | 118.866 | 0.000 | 0.000 | 1481.50 | 884170.00 |
| 1358 | 2017.02.27 11:28 | close | 678 | 0.05 | 118.866 | 0.000 | 0.000 | -1513.50 | 882656.50 |
| 1359 | 2017.02.27 12:56 | sell | 680 | 0.05 | 118.787 | 0.000 | 0.000 | ||
| 1360 | 2017.02.27 20:28 | sell | 681 | 0.05 | 119.413 | 0.000 | 0.000 | ||
| 1361 | 2017.02.28 08:48 | close | 681 | 0.05 | 119.098 | 0.000 | 0.000 | 1565.00 | 884221.50 |
| 1362 | 2017.02.28 08:48 | close | 680 | 0.05 | 119.098 | 0.000 | 0.000 | -1565.00 | 882656.50 |
| 1363 | 2017.03.01 03:45 | sell | 682 | 0.05 | 119.526 | 0.000 | 0.000 | ||
| 1364 | 2017.03.01 17:16 | sell | 683 | 0.05 | 120.123 | 0.000 | 0.000 | ||
| 1365 | 2017.03.03 16:00 | sell | 684 | 0.05 | 120.822 | 0.000 | 0.000 | ||
| 1366 | 2017.03.08 05:29 | close | 684 | 0.05 | 120.154 | 0.000 | 0.000 | 3310.00 | 885966.50 |
| 1367 | 2017.03.08 05:29 | close | 683 | 0.05 | 120.154 | 0.000 | 0.000 | -225.00 | 885741.50 |
| 1368 | 2017.03.08 05:29 | close | 682 | 0.05 | 120.154 | 0.000 | 0.000 | -3210.00 | 882531.50 |
| 1369 | 2017.03.08 07:23 | buy | 685 | 0.05 | 120.148 | 0.000 | 0.000 | ||
| 1370 | 2017.03.08 12:02 | close | 685 | 0.05 | 120.358 | 0.000 | 0.000 | 1050.00 | 883581.50 |
| 1371 | 2017.03.08 18:15 | sell | 686 | 0.05 | 120.996 | 0.000 | 0.000 | ||
| 1372 | 2017.03.09 00:00 | close | 686 | 0.05 | 120.561 | 0.000 | 0.000 | 2145.00 | 885726.50 |
| 1373 | 2017.03.09 16:40 | sell | 687 | 0.05 | 121.524 | 0.000 | 0.000 | ||
| 1374 | 2017.03.10 06:39 | sell | 688 | 0.05 | 122.119 | 0.000 | 0.000 | ||
| 1375 | 2017.03.10 21:36 | sell | 689 | 0.05 | 122.717 | 0.000 | 0.000 | ||
| 1376 | 2017.03.14 15:17 | close | 689 | 0.05 | 122.119 | 0.000 | 0.000 | 2970.00 | 888696.50 |
| 1377 | 2017.03.14 15:17 | close | 688 | 0.05 | 122.119 | 0.000 | 0.000 | -20.00 | 888676.50 |
| 1378 | 2017.03.14 15:17 | close | 687 | 0.05 | 122.119 | 0.000 | 0.000 | -3005.00 | 885671.50 |
| 1379 | 2017.03.14 18:30 | buy | 690 | 0.05 | 121.964 | 0.000 | 0.000 | ||
| 1380 | 2017.03.17 06:17 | close | 690 | 0.05 | 122.230 | 0.000 | 0.000 | 1212.50 | 886884.00 |
| 1381 | 2017.03.17 06:17 | sell | 691 | 0.05 | 122.230 | 0.000 | 0.000 | ||
| 1382 | 2017.03.17 12:05 | close | 691 | 0.05 | 122.068 | 0.000 | 0.000 | 810.00 | 887694.00 |
| 1383 | 2017.03.17 16:30 | buy | 692 | 0.05 | 121.496 | 0.000 | 0.000 | ||
| 1384 | 2017.03.17 18:31 | buy | 693 | 0.05 | 120.892 | 0.000 | 0.000 | ||
| 1385 | 2017.03.20 08:57 | close | 693 | 0.05 | 121.196 | 0.000 | 0.000 | 1496.50 | 889190.50 |
| 1386 | 2017.03.20 08:57 | close | 692 | 0.05 | 121.196 | 0.000 | 0.000 | -1523.50 | 887667.00 |
| 1387 | 2017.03.20 22:17 | buy | 694 | 0.05 | 120.861 | 0.000 | 0.000 | ||
| 1388 | 2017.03.21 05:13 | close | 694 | 0.05 | 121.199 | 0.000 | 0.000 | 1666.50 | 889333.50 |
| 1389 | 2017.03.21 07:30 | sell | 695 | 0.05 | 121.255 | 0.000 | 0.000 | ||
| 1390 | 2017.03.21 18:05 | close | 695 | 0.05 | 121.094 | 0.000 | 0.000 | 805.00 | 890138.50 |
| 1391 | 2017.03.21 22:00 | buy | 696 | 0.05 | 120.863 | 0.000 | 0.000 | ||
| 1392 | 2017.03.22 11:25 | buy | 697 | 0.05 | 120.267 | 0.000 | 0.000 | ||
| 1393 | 2017.03.23 15:58 | buy | 698 | 0.05 | 119.615 | 0.000 | 0.000 | ||
| 1394 | 2017.03.27 00:15 | close | 698 | 0.05 | 120.250 | 0.000 | 0.000 | 3128.00 | 893266.50 |
| 1395 | 2017.03.27 00:15 | close | 697 | 0.05 | 120.250 | 0.000 | 0.000 | -202.50 | 893064.00 |
| 1396 | 2017.03.27 00:15 | close | 696 | 0.05 | 120.250 | 0.000 | 0.000 | -3206.00 | 889858.00 |
| 1397 | 2017.03.27 05:45 | buy | 699 | 0.05 | 119.729 | 0.000 | 0.000 | ||
| 1398 | 2017.03.27 16:26 | close | 699 | 0.05 | 120.048 | 0.000 | 0.000 | 1595.00 | 891453.00 |
| 1399 | 2017.03.27 19:10 | sell | 700 | 0.05 | 120.148 | 0.000 | 0.000 | ||
| 1400 | 2017.03.28 14:49 | close | 700 | 0.05 | 119.893 | 0.000 | 0.000 | 1265.00 | 892718.00 |
| 1401 | 2017.03.29 13:15 | buy | 701 | 0.05 | 119.765 | 0.000 | 0.000 | ||
| 1402 | 2017.03.29 14:53 | buy | 702 | 0.05 | 119.167 | 0.000 | 0.000 | ||
| 1403 | 2017.03.29 20:16 | close | 702 | 0.05 | 119.469 | 0.000 | 0.000 | 1510.00 | 894228.00 |
| 1404 | 2017.03.29 20:16 | close | 701 | 0.05 | 119.469 | 0.000 | 0.000 | -1480.00 | 892748.00 |
| 1405 | 2017.03.30 05:35 | sell | 703 | 0.05 | 119.647 | 0.000 | 0.000 | ||
| 1406 | 2017.03.30 12:34 | close | 703 | 0.05 | 119.332 | 0.000 | 0.000 | 1575.00 | 894323.00 |
| 1407 | 2017.03.30 21:45 | buy | 704 | 0.05 | 119.281 | 0.000 | 0.000 | ||
| 1408 | 2017.03.31 04:40 | close | 704 | 0.05 | 119.633 | 0.000 | 0.000 | 1736.50 | 896059.50 |
| 1409 | 2017.03.31 06:01 | sell | 705 | 0.05 | 119.670 | 0.000 | 0.000 | ||
| 1410 | 2017.03.31 12:59 | close | 705 | 0.05 | 119.482 | 0.000 | 0.000 | 940.00 | 896999.50 |
| 1411 | 2017.03.31 19:15 | buy | 706 | 0.05 | 119.215 | 0.000 | 0.000 | ||
| 1412 | 2017.04.03 19:48 | buy | 707 | 0.05 | 118.403 | 0.000 | 0.000 | ||
| 1413 | 2017.04.04 07:38 | buy | 708 | 0.05 | 117.805 | 0.000 | 0.000 | ||
| 1414 | 2017.04.05 14:47 | close | 708 | 0.05 | 118.475 | 0.000 | 0.000 | 3326.50 | 900326.00 |
| 1415 | 2017.04.05 14:47 | close | 707 | 0.05 | 118.475 | 0.000 | 0.000 | 313.00 | 900639.00 |
| 1416 | 2017.04.05 14:47 | close | 706 | 0.05 | 118.475 | 0.000 | 0.000 | -3770.50 | 896868.50 |
| 1417 | 2017.04.06 02:15 | buy | 709 | 0.05 | 117.911 | 0.000 | 0.000 | ||
| 1418 | 2017.04.06 13:20 | close | 709 | 0.05 | 118.125 | 0.000 | 0.000 | 1070.00 | 897938.50 |
| 1419 | 2017.04.06 15:37 | sell | 710 | 0.05 | 118.197 | 0.000 | 0.000 | ||
| 1420 | 2017.04.06 22:14 | close | 710 | 0.05 | 117.984 | 0.000 | 0.000 | 1065.00 | 899003.50 |
| 1421 | 2017.04.07 06:45 | buy | 711 | 0.05 | 117.550 | 0.000 | 0.000 | ||
| 1422 | 2017.04.07 21:27 | close | 711 | 0.05 | 117.797 | 0.000 | 0.000 | 1235.00 | 900238.50 |
| 1423 | 2017.04.10 07:10 | sell | 712 | 0.05 | 117.887 | 0.000 | 0.000 | ||
| 1424 | 2017.04.10 13:31 | close | 712 | 0.05 | 117.696 | 0.000 | 0.000 | 955.00 | 901193.50 |
| 1425 | 2017.04.10 22:05 | buy | 713 | 0.05 | 117.584 | 0.000 | 0.000 | ||
| 1426 | 2017.04.11 10:15 | buy | 714 | 0.05 | 116.987 | 0.000 | 0.000 | ||
| 1427 | 2017.04.11 20:50 | buy | 715 | 0.05 | 116.390 | 0.000 | 0.000 | ||
| 1428 | 2017.04.14 00:11 | buy | 716 | 0.05 | 115.845 | 0.000 | 0.000 | ||
| 1429 | 2017.04.14 21:24 | buy | 717 | 0.05 | 115.270 | 0.000 | 0.000 | ||
| 1430 | 2017.04.18 16:58 | close | 717 | 0.05 | 116.416 | 0.000 | 0.000 | 5683.00 | 906876.50 |
| 1431 | 2017.04.18 16:58 | close | 716 | 0.05 | 116.416 | 0.000 | 0.000 | 2808.00 | 909684.50 |
| 1432 | 2017.04.18 16:58 | close | 715 | 0.05 | 116.416 | 0.000 | 0.000 | -34.50 | 909650.00 |
| 1433 | 2017.04.18 16:58 | close | 714 | 0.05 | 116.416 | 0.000 | 0.000 | -3019.50 | 906630.50 |
| 1434 | 2017.04.18 16:58 | close | 713 | 0.05 | 116.416 | 0.000 | 0.000 | -6028.00 | 900602.50 |
| 1435 | 2017.04.18 17:18 | sell | 718 | 0.05 | 116.223 | 0.000 | 0.000 | ||
| 1436 | 2017.04.19 13:53 | sell | 719 | 0.05 | 116.819 | 0.000 | 0.000 | ||
| 1437 | 2017.04.19 21:58 | close | 719 | 0.05 | 116.520 | 0.000 | 0.000 | 1495.00 | 902097.50 |
| 1438 | 2017.04.19 21:58 | close | 718 | 0.05 | 116.520 | 0.000 | 0.000 | -1495.00 | 900602.50 |
| 1439 | 2017.04.20 13:20 | sell | 720 | 0.05 | 117.295 | 0.000 | 0.000 | ||
| 1440 | 2017.04.20 23:12 | close | 720 | 0.05 | 117.134 | 0.000 | 0.000 | 805.00 | 901407.50 |
| 1441 | 2017.04.21 00:15 | buy | 721 | 0.05 | 117.197 | 0.000 | 0.000 | ||
| 1442 | 2017.04.21 19:03 | buy | 722 | 0.05 | 116.600 | 0.000 | 0.000 | ||
| 1443 | 2017.04.24 00:00 | close | 722 | 0.05 | 120.629 | 0.000 | 0.000 | 20121.50 | 921529.00 |
| 1444 | 2017.04.24 00:00 | close | 721 | 0.05 | 120.629 | 0.000 | 0.000 | 17136.50 | 938665.50 |
| 1445 | 2017.04.24 03:19 | sell | 723 | 0.05 | 119.358 | 0.000 | 0.000 | ||
| 1446 | 2017.04.24 18:47 | close | 723 | 0.05 | 119.198 | 0.000 | 0.000 | 800.00 | 939465.50 |
| 1447 | 2017.04.24 21:00 | buy | 724 | 0.05 | 119.125 | 0.000 | 0.000 | ||
| 1448 | 2017.04.25 04:59 | close | 724 | 0.05 | 119.341 | 0.000 | 0.000 | 1056.50 | 940522.00 |
| 1449 | 2017.04.25 08:00 | sell | 725 | 0.05 | 119.536 | 0.000 | 0.000 | ||
| 1450 | 2017.04.25 10:30 | sell | 726 | 0.05 | 120.132 | 0.000 | 0.000 | ||
| 1451 | 2017.04.25 17:01 | sell | 727 | 0.05 | 120.734 | 0.000 | 0.000 | ||
| 1452 | 2017.04.25 18:35 | sell | 728 | 0.05 | 121.331 | 0.000 | 0.000 | ||
| 1453 | 2017.04.26 08:54 | sell | 729 | 0.05 | 121.925 | 0.000 | 0.000 | ||
| 1454 | 2017.04.27 18:21 | close | 729 | 0.05 | 120.730 | 0.000 | 0.000 | 5945.00 | 946467.00 |
| 1455 | 2017.04.27 18:21 | close | 728 | 0.05 | 120.730 | 0.000 | 0.000 | 2965.00 | 949432.00 |
| 1456 | 2017.04.27 18:21 | close | 727 | 0.05 | 120.730 | 0.000 | 0.000 | -20.00 | 949412.00 |
| 1457 | 2017.04.27 18:21 | close | 726 | 0.05 | 120.730 | 0.000 | 0.000 | -3030.00 | 946382.00 |
| 1458 | 2017.04.27 18:21 | close | 725 | 0.05 | 120.730 | 0.000 | 0.000 | -6010.00 | 940372.00 |
| 1459 | 2017.04.28 14:15 | sell | 730 | 0.05 | 121.773 | 0.000 | 0.000 | ||
| 1460 | 2017.04.28 20:00 | close | 730 | 0.05 | 121.463 | 0.000 | 0.000 | 1550.00 | 941922.00 |
| 1461 | 2017.05.02 10:48 | sell | 731 | 0.05 | 122.334 | 0.000 | 0.000 | ||
| 1462 | 2017.05.02 17:11 | close | 731 | 0.05 | 122.125 | 0.000 | 0.000 | 1045.00 | 942967.00 |
| 1463 | 2017.05.04 14:30 | sell | 732 | 0.05 | 123.398 | 0.000 | 0.000 | ||
| 1464 | 2017.05.05 07:13 | close | 732 | 0.05 | 123.235 | 0.000 | 0.000 | 805.00 | 943772.00 |
| 1465 | 2017.05.05 10:15 | buy | 733 | 0.05 | 123.209 | 0.000 | 0.000 | ||
| 1466 | 2017.05.05 16:35 | close | 733 | 0.05 | 123.508 | 0.000 | 0.000 | 1495.00 | 945267.00 |
| 1467 | 2017.05.05 19:45 | sell | 734 | 0.05 | 123.783 | 0.000 | 0.000 | ||
| 1468 | 2017.05.08 00:00 | sell | 735 | 0.05 | 124.467 | 0.000 | 0.000 | ||
| 1469 | 2017.05.08 08:00 | close | 735 | 0.05 | 123.686 | 0.000 | 0.000 | 3905.00 | 949172.00 |
| 1470 | 2017.05.08 08:00 | close | 734 | 0.05 | 123.686 | 0.000 | 0.000 | 475.00 | 949647.00 |
| 1471 | 2017.05.08 13:49 | buy | 736 | 0.05 | 123.321 | 0.000 | 0.000 | ||
| 1472 | 2017.05.08 20:31 | close | 736 | 0.05 | 123.532 | 0.000 | 0.000 | 1055.00 | 950702.00 |
| 1473 | 2017.05.09 00:30 | sell | 737 | 0.05 | 123.708 | 0.000 | 0.000 | ||
| 1474 | 2017.05.09 17:18 | sell | 738 | 0.05 | 124.315 | 0.000 | 0.000 | ||
| 1475 | 2017.05.10 00:00 | close | 738 | 0.05 | 123.979 | 0.000 | 0.000 | 1670.00 | 952372.00 |
| 1476 | 2017.05.10 00:00 | close | 737 | 0.05 | 123.979 | 0.000 | 0.000 | -1365.00 | 951007.00 |
| 1477 | 2017.05.11 16:45 | buy | 739 | 0.05 | 123.703 | 0.000 | 0.000 | ||
| 1478 | 2017.05.15 04:00 | close | 739 | 0.05 | 123.915 | 0.000 | 0.000 | 1013.00 | 952020.00 |
| 1479 | 2017.05.15 12:12 | sell | 740 | 0.05 | 124.272 | 0.000 | 0.000 | ||
| 1480 | 2017.05.15 20:58 | sell | 741 | 0.05 | 124.871 | 0.000 | 0.000 | ||
| 1481 | 2017.05.16 15:00 | sell | 742 | 0.05 | 125.642 | 0.000 | 0.000 | ||
| 1482 | 2017.05.17 03:07 | close | 742 | 0.05 | 124.927 | 0.000 | 0.000 | 3565.00 | 955585.00 |
| 1483 | 2017.05.17 03:07 | close | 741 | 0.05 | 124.927 | 0.000 | 0.000 | -300.00 | 955285.00 |
| 1484 | 2017.05.17 03:07 | close | 740 | 0.05 | 124.927 | 0.000 | 0.000 | -3295.00 | 951990.00 |
| 1485 | 2017.05.17 04:15 | buy | 743 | 0.05 | 125.049 | 0.000 | 0.000 | ||
| 1486 | 2017.05.17 16:30 | buy | 744 | 0.05 | 124.108 | 0.000 | 0.000 | ||
| 1487 | 2017.05.18 00:43 | buy | 745 | 0.05 | 123.519 | 0.000 | 0.000 | ||
| 1488 | 2017.05.19 11:30 | close | 745 | 0.05 | 124.227 | 0.000 | 0.000 | 3516.50 | 955506.50 |
| 1489 | 2017.05.19 11:30 | close | 744 | 0.05 | 124.227 | 0.000 | 0.000 | 501.00 | 956007.50 |
| 1490 | 2017.05.19 11:30 | close | 743 | 0.05 | 124.227 | 0.000 | 0.000 | -4204.00 | 951803.50 |
| 1491 | 2017.05.19 13:30 | sell | 746 | 0.05 | 124.359 | 0.000 | 0.000 | ||
| 1492 | 2017.05.22 10:37 | close | 746 | 0.05 | 124.194 | 0.000 | 0.000 | 815.00 | 952618.50 |
| 1493 | 2017.05.22 16:55 | sell | 747 | 0.05 | 125.156 | 0.000 | 0.000 | ||
| 1494 | 2017.05.23 01:36 | close | 747 | 0.05 | 124.892 | 0.000 | 0.000 | 1310.00 | 953928.50 |
| 1495 | 2017.05.25 11:11 | sell | 748 | 0.05 | 125.625 | 0.000 | 0.000 | ||
| 1496 | 2017.05.25 16:37 | close | 748 | 0.05 | 125.319 | 0.000 | 0.000 | 1530.00 | 955458.50 |
| 1497 | 2017.05.26 07:00 | buy | 749 | 0.05 | 125.018 | 0.000 | 0.000 | ||
| 1498 | 2017.05.26 12:48 | buy | 750 | 0.05 | 124.419 | 0.000 | 0.000 | ||
| 1499 | 2017.05.30 06:00 | buy | 751 | 0.05 | 123.361 | 0.000 | 0.000 | ||
| 1500 | 2017.05.30 16:51 | close | 751 | 0.05 | 124.270 | 0.000 | 0.000 | 4545.00 | 960003.50 |