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 |
| 1501 | 2017.05.30 16:51 | close | 750 | 0.05 | 124.270 | 0.000 | 0.000 | -792.00 | 959211.50 |
| 1502 | 2017.05.30 16:51 | close | 749 | 0.05 | 124.270 | 0.000 | 0.000 | -3787.00 | 955424.50 |
| 1503 | 2017.05.30 16:51 | sell | 752 | 0.05 | 124.270 | 0.000 | 0.000 | ||
| 1504 | 2017.05.31 00:00 | close | 752 | 0.05 | 124.003 | 0.000 | 0.000 | 1325.00 | 956749.50 |
| 1505 | 2017.05.31 07:28 | sell | 753 | 0.05 | 124.080 | 0.000 | 0.000 | ||
| 1506 | 2017.05.31 12:00 | close | 753 | 0.05 | 123.861 | 0.000 | 0.000 | 1095.00 | 957844.50 |
| 1507 | 2017.05.31 16:30 | sell | 754 | 0.05 | 124.365 | 0.000 | 0.000 | ||
| 1508 | 2017.06.02 05:40 | sell | 755 | 0.05 | 125.191 | 0.000 | 0.000 | ||
| 1509 | 2017.06.02 15:47 | close | 755 | 0.05 | 124.774 | 0.000 | 0.000 | 2085.00 | 959929.50 |
| 1510 | 2017.06.02 15:47 | close | 754 | 0.05 | 124.774 | 0.000 | 0.000 | -2085.00 | 957844.50 |
| 1511 | 2017.06.02 18:45 | buy | 756 | 0.05 | 124.545 | 0.000 | 0.000 | ||
| 1512 | 2017.06.06 07:00 | buy | 757 | 0.05 | 123.802 | 0.000 | 0.000 | ||
| 1513 | 2017.06.06 13:27 | buy | 758 | 0.05 | 123.202 | 0.000 | 0.000 | ||
| 1514 | 2017.06.08 14:45 | close | 758 | 0.05 | 123.858 | 0.000 | 0.000 | 3186.00 | 961030.50 |
| 1515 | 2017.06.08 14:45 | close | 757 | 0.05 | 123.858 | 0.000 | 0.000 | 186.00 | 961216.50 |
| 1516 | 2017.06.08 14:45 | close | 756 | 0.05 | 123.858 | 0.000 | 0.000 | -3576.00 | 957640.50 |
| 1517 | 2017.06.09 01:00 | buy | 759 | 0.05 | 123.173 | 0.000 | 0.000 | ||
| 1518 | 2017.06.09 08:00 | close | 759 | 0.05 | 123.478 | 0.000 | 0.000 | 1525.00 | 959165.50 |
| 1519 | 2017.06.09 08:04 | sell | 760 | 0.05 | 123.443 | 0.000 | 0.000 | ||
| 1520 | 2017.06.12 16:46 | close | 760 | 0.05 | 123.180 | 0.000 | 0.000 | 1305.00 | 960470.50 |
| 1521 | 2017.06.12 17:41 | buy | 761 | 0.05 | 123.083 | 0.000 | 0.000 | ||
| 1522 | 2017.06.13 11:20 | close | 761 | 0.05 | 123.620 | 0.000 | 0.000 | 2661.50 | 963132.00 |
| 1523 | 2017.06.14 19:00 | buy | 762 | 0.05 | 123.095 | 0.000 | 0.000 | ||
| 1524 | 2017.06.15 18:58 | close | 762 | 0.05 | 123.414 | 0.000 | 0.000 | 1524.50 | 964656.50 |
| 1525 | 2017.06.15 20:52 | sell | 763 | 0.05 | 123.564 | 0.000 | 0.000 | ||
| 1526 | 2017.06.16 11:00 | sell | 764 | 0.05 | 124.159 | 0.000 | 0.000 | ||
| 1527 | 2017.06.16 16:33 | close | 764 | 0.05 | 123.859 | 0.000 | 0.000 | 1500.00 | 966156.50 |
| 1528 | 2017.06.16 16:33 | close | 763 | 0.05 | 123.859 | 0.000 | 0.000 | -1485.00 | 964671.50 |
| 1529 | 2017.06.16 19:00 | buy | 765 | 0.05 | 124.068 | 0.000 | 0.000 | ||
| 1530 | 2017.06.19 03:54 | close | 765 | 0.05 | 124.321 | 0.000 | 0.000 | 1241.50 | 965913.00 |
| 1531 | 2017.06.20 19:41 | buy | 766 | 0.05 | 123.962 | 0.000 | 0.000 | ||
| 1532 | 2017.06.21 15:56 | close | 766 | 0.05 | 124.337 | 0.000 | 0.000 | 1851.50 | 967764.50 |
| 1533 | 2017.06.21 17:36 | sell | 767 | 0.05 | 124.303 | 0.000 | 0.000 | ||
| 1534 | 2017.06.22 03:53 | close | 767 | 0.05 | 124.112 | 0.000 | 0.000 | 925.00 | 968689.50 |
| 1535 | 2017.06.23 19:00 | sell | 768 | 0.05 | 124.577 | 0.000 | 0.000 | ||
| 1536 | 2017.06.27 03:06 | sell | 769 | 0.05 | 125.171 | 0.000 | 0.000 | ||
| 1537 | 2017.06.27 10:51 | close | 769 | 0.05 | 124.873 | 0.000 | 0.000 | 1490.00 | 970179.50 |
| 1538 | 2017.06.27 10:51 | close | 768 | 0.05 | 124.873 | 0.000 | 0.000 | -1500.00 | 968679.50 |
| 1539 | 2017.06.27 16:45 | sell | 770 | 0.05 | 126.303 | 0.000 | 0.000 | ||
| 1540 | 2017.06.27 18:30 | sell | 771 | 0.05 | 126.900 | 0.000 | 0.000 | ||
| 1541 | 2017.06.28 08:52 | sell | 772 | 0.05 | 127.502 | 0.000 | 0.000 | ||
| 1542 | 2017.06.29 05:10 | sell | 773 | 0.05 | 128.094 | 0.000 | 0.000 | ||
| 1543 | 2017.06.29 11:02 | sell | 774 | 0.05 | 128.695 | 0.000 | 0.000 | ||
| 1544 | 2017.06.30 12:01 | close | 774 | 0.05 | 127.493 | 0.000 | 0.000 | 6000.00 | 974679.50 |
| 1545 | 2017.06.30 12:01 | close | 773 | 0.05 | 127.493 | 0.000 | 0.000 | 2995.00 | 977674.50 |
| 1546 | 2017.06.30 12:01 | close | 772 | 0.05 | 127.493 | 0.000 | 0.000 | 5.00 | 977679.50 |
| 1547 | 2017.06.30 12:01 | close | 771 | 0.05 | 127.493 | 0.000 | 0.000 | -3015.00 | 974664.50 |
| 1548 | 2017.06.30 12:01 | close | 770 | 0.05 | 127.493 | 0.000 | 0.000 | -6000.00 | 968664.50 |
| 1549 | 2017.06.30 13:15 | buy | 775 | 0.05 | 127.727 | 0.000 | 0.000 | ||
| 1550 | 2017.06.30 20:00 | close | 775 | 0.05 | 128.223 | 0.000 | 0.000 | 2480.00 | 971144.50 |
| 1551 | 2017.06.30 21:00 | sell | 776 | 0.05 | 128.292 | 0.000 | 0.000 | ||
| 1552 | 2017.07.03 23:20 | sell | 777 | 0.05 | 128.883 | 0.000 | 0.000 | ||
| 1553 | 2017.07.04 08:11 | close | 777 | 0.05 | 128.587 | 0.000 | 0.000 | 1470.00 | 972614.50 |
| 1554 | 2017.07.04 08:11 | close | 776 | 0.05 | 128.587 | 0.000 | 0.000 | -1495.00 | 971119.50 |
| 1555 | 2017.07.04 10:15 | buy | 778 | 0.05 | 128.361 | 0.000 | 0.000 | ||
| 1556 | 2017.07.05 09:51 | close | 778 | 0.05 | 128.593 | 0.000 | 0.000 | 1136.50 | 972256.00 |
| 1557 | 2017.07.05 12:00 | sell | 779 | 0.05 | 128.805 | 0.000 | 0.000 | ||
| 1558 | 2017.07.05 20:00 | close | 779 | 0.05 | 128.382 | 0.000 | 0.000 | 2115.00 | 974371.00 |
| 1559 | 2017.07.05 20:00 | buy | 780 | 0.05 | 128.382 | 0.000 | 0.000 | ||
| 1560 | 2017.07.06 10:40 | close | 780 | 0.05 | 128.603 | 0.000 | 0.000 | 1034.50 | 975405.50 |
| 1561 | 2017.07.06 14:00 | sell | 781 | 0.05 | 128.721 | 0.000 | 0.000 | ||
| 1562 | 2017.07.06 19:38 | sell | 782 | 0.05 | 129.319 | 0.000 | 0.000 | ||
| 1563 | 2017.07.07 05:17 | sell | 783 | 0.05 | 129.915 | 0.000 | 0.000 | ||
| 1564 | 2017.07.11 17:30 | sell | 784 | 0.05 | 130.514 | 0.000 | 0.000 | ||
| 1565 | 2017.07.12 15:55 | close | 784 | 0.05 | 129.615 | 0.000 | 0.000 | 4485.00 | 979890.50 |
| 1566 | 2017.07.12 15:55 | close | 783 | 0.05 | 129.615 | 0.000 | 0.000 | 1470.00 | 981360.50 |
| 1567 | 2017.07.12 15:55 | close | 782 | 0.05 | 129.615 | 0.000 | 0.000 | -1520.00 | 979840.50 |
| 1568 | 2017.07.12 15:55 | close | 781 | 0.05 | 129.615 | 0.000 | 0.000 | -4510.00 | 975330.50 |
| 1569 | 2017.07.12 16:52 | buy | 785 | 0.05 | 129.261 | 0.000 | 0.000 | ||
| 1570 | 2017.07.13 03:37 | close | 785 | 0.05 | 129.486 | 0.000 | 0.000 | 1054.50 | 976385.00 |
| 1571 | 2017.07.13 14:30 | buy | 786 | 0.05 | 128.852 | 0.000 | 0.000 | ||
| 1572 | 2017.07.13 20:34 | close | 786 | 0.05 | 129.063 | 0.000 | 0.000 | 1055.00 | 977440.00 |
| 1573 | 2017.07.14 05:30 | sell | 787 | 0.05 | 129.385 | 0.000 | 0.000 | ||
| 1574 | 2017.07.14 14:36 | close | 787 | 0.05 | 129.202 | 0.000 | 0.000 | 915.00 | 978355.00 |
| 1575 | 2017.07.17 12:30 | buy | 788 | 0.05 | 128.870 | 0.000 | 0.000 | ||
| 1576 | 2017.07.17 20:24 | close | 788 | 0.05 | 129.284 | 0.000 | 0.000 | 2070.00 | 980425.00 |
| 1577 | 2017.07.18 14:09 | sell | 789 | 0.05 | 129.480 | 0.000 | 0.000 | ||
| 1578 | 2017.07.19 03:30 | close | 789 | 0.05 | 129.310 | 0.000 | 0.000 | 840.00 | 981265.00 |
| 1579 | 2017.07.19 18:15 | buy | 790 | 0.05 | 128.716 | 0.000 | 0.000 | ||
| 1580 | 2017.07.20 02:38 | close | 790 | 0.05 | 128.927 | 0.000 | 0.000 | 984.50 | 982249.50 |
| 1581 | 2017.07.20 19:00 | sell | 791 | 0.05 | 129.914 | 0.000 | 0.000 | ||
| 1582 | 2017.07.21 15:09 | close | 791 | 0.05 | 129.739 | 0.000 | 0.000 | 865.00 | 983114.50 |
| 1583 | 2017.07.21 17:39 | buy | 792 | 0.05 | 129.672 | 0.000 | 0.000 | ||
| 1584 | 2017.07.24 13:00 | buy | 793 | 0.05 | 129.054 | 0.000 | 0.000 | ||
| 1585 | 2017.07.24 20:00 | close | 793 | 0.05 | 129.418 | 0.000 | 0.000 | 1820.00 | 984934.50 |
| 1586 | 2017.07.24 20:00 | close | 792 | 0.05 | 129.418 | 0.000 | 0.000 | -1293.50 | 983641.00 |
| 1587 | 2017.07.24 21:15 | sell | 794 | 0.05 | 129.376 | 0.000 | 0.000 | ||
| 1588 | 2017.07.25 17:30 | sell | 795 | 0.05 | 130.353 | 0.000 | 0.000 | ||
| 1589 | 2017.07.27 19:59 | close | 795 | 0.05 | 129.865 | 0.000 | 0.000 | 2400.00 | 986041.00 |
| 1590 | 2017.07.27 19:59 | close | 794 | 0.05 | 129.865 | 0.000 | 0.000 | -2495.00 | 983546.00 |
| 1591 | 2017.07.27 22:00 | buy | 796 | 0.05 | 129.778 | 0.000 | 0.000 | ||
| 1592 | 2017.07.28 11:00 | close | 796 | 0.05 | 129.991 | 0.000 | 0.000 | 1041.50 | 984587.50 |
| 1593 | 2017.07.28 13:30 | sell | 797 | 0.05 | 130.147 | 0.000 | 0.000 | ||
| 1594 | 2017.07.31 01:54 | close | 797 | 0.05 | 129.986 | 0.000 | 0.000 | 795.00 | 985382.50 |
| 1595 | 2017.07.31 05:30 | buy | 798 | 0.05 | 129.671 | 0.000 | 0.000 | ||
| 1596 | 2017.07.31 17:06 | close | 798 | 0.05 | 129.882 | 0.000 | 0.000 | 1055.00 | 986437.50 |
| 1597 | 2017.07.31 21:00 | sell | 799 | 0.05 | 130.452 | 0.000 | 0.000 | ||
| 1598 | 2017.08.01 05:18 | close | 799 | 0.05 | 130.290 | 0.000 | 0.000 | 800.00 | 987237.50 |
| 1599 | 2017.08.01 19:50 | buy | 800 | 0.05 | 130.162 | 0.000 | 0.000 | ||
| 1600 | 2017.08.02 03:40 | close | 800 | 0.05 | 130.410 | 0.000 | 0.000 | 1216.50 | 988454.00 |
| 1601 | 2017.08.02 08:00 | sell | 801 | 0.05 | 131.072 | 0.000 | 0.000 | ||
| 1602 | 2017.08.02 16:21 | close | 801 | 0.05 | 130.908 | 0.000 | 0.000 | 820.00 | 989274.00 |
| 1603 | 2017.08.02 22:00 | sell | 802 | 0.05 | 131.172 | 0.000 | 0.000 | ||
| 1604 | 2017.08.03 04:38 | close | 802 | 0.05 | 131.011 | 0.000 | 0.000 | 775.00 | 990049.00 |
| 1605 | 2017.08.04 20:15 | buy | 803 | 0.05 | 130.257 | 0.000 | 0.000 | ||
| 1606 | 2017.08.07 04:00 | close | 803 | 0.05 | 130.545 | 0.000 | 0.000 | 1416.50 | 991465.50 |
| 1607 | 2017.08.07 04:15 | sell | 804 | 0.05 | 130.560 | 0.000 | 0.000 | ||
| 1608 | 2017.08.08 14:08 | close | 804 | 0.05 | 130.356 | 0.000 | 0.000 | 1010.00 | 992475.50 |
| 1609 | 2017.08.08 16:00 | buy | 805 | 0.05 | 130.409 | 0.000 | 0.000 | ||
| 1610 | 2017.08.08 18:57 | buy | 806 | 0.05 | 129.809 | 0.000 | 0.000 | ||
| 1611 | 2017.08.09 03:35 | buy | 807 | 0.05 | 129.211 | 0.000 | 0.000 | ||
| 1612 | 2017.08.10 13:10 | buy | 808 | 0.05 | 128.615 | 0.000 | 0.000 | ||
| 1613 | 2017.08.14 06:59 | close | 808 | 0.05 | 129.526 | 0.000 | 0.000 | 4508.00 | 996983.50 |
| 1614 | 2017.08.14 06:59 | close | 807 | 0.05 | 129.526 | 0.000 | 0.000 | 1457.50 | 998441.00 |
| 1615 | 2017.08.14 06:59 | close | 806 | 0.05 | 129.526 | 0.000 | 0.000 | -1556.00 | 996885.00 |
| 1616 | 2017.08.14 06:59 | close | 805 | 0.05 | 129.526 | 0.000 | 0.000 | -4556.00 | 992329.00 |
| 1617 | 2017.08.14 06:59 | sell | 809 | 0.05 | 129.526 | 0.000 | 0.000 | ||
| 1618 | 2017.08.14 15:44 | close | 809 | 0.05 | 129.299 | 0.000 | 0.000 | 1135.00 | 993464.00 |
| 1619 | 2017.08.14 19:17 | buy | 810 | 0.05 | 129.014 | 0.000 | 0.000 | ||
| 1620 | 2017.08.15 04:25 | close | 810 | 0.05 | 129.839 | 0.000 | 0.000 | 4101.50 | 997565.50 |
| 1621 | 2017.08.15 05:45 | sell | 811 | 0.05 | 129.819 | 0.000 | 0.000 | ||
| 1622 | 2017.08.15 14:36 | close | 811 | 0.05 | 129.611 | 0.000 | 0.000 | 1040.00 | 998605.50 |
| 1623 | 2017.08.16 16:21 | buy | 812 | 0.05 | 129.660 | 0.000 | 0.000 | ||
| 1624 | 2017.08.17 11:45 | buy | 813 | 0.05 | 129.066 | 0.000 | 0.000 | ||
| 1625 | 2017.08.17 22:47 | buy | 814 | 0.05 | 128.458 | 0.000 | 0.000 | ||
| 1626 | 2017.08.18 10:58 | buy | 815 | 0.05 | 127.859 | 0.000 | 0.000 | ||
| 1627 | 2017.08.18 19:43 | close | 815 | 0.05 | 128.762 | 0.000 | 0.000 | 4515.00 | 1003120.50 |
| 1628 | 2017.08.18 19:43 | close | 814 | 0.05 | 128.762 | 0.000 | 0.000 | 1496.50 | 1004617.00 |
| 1629 | 2017.08.18 19:43 | close | 813 | 0.05 | 128.762 | 0.000 | 0.000 | -1543.50 | 1003073.50 |
| 1630 | 2017.08.18 19:43 | close | 812 | 0.05 | 128.762 | 0.000 | 0.000 | -4584.00 | 998489.50 |
| 1631 | 2017.08.18 22:15 | sell | 816 | 0.05 | 128.454 | 0.000 | 0.000 | ||
| 1632 | 2017.08.21 09:17 | close | 816 | 0.05 | 128.182 | 0.000 | 0.000 | 1350.00 | 999839.50 |
| 1633 | 2017.08.21 12:00 | buy | 817 | 0.05 | 128.051 | 0.000 | 0.000 | ||
| 1634 | 2017.08.21 20:00 | close | 817 | 0.05 | 128.675 | 0.000 | 0.000 | 3120.00 | 1002959.50 |
| 1635 | 2017.08.21 20:17 | sell | 818 | 0.05 | 128.590 | 0.000 | 0.000 | ||
| 1636 | 2017.08.22 13:21 | close | 818 | 0.05 | 128.428 | 0.000 | 0.000 | 800.00 | 1003759.50 |
| 1637 | 2017.08.23 03:11 | sell | 819 | 0.05 | 129.004 | 0.000 | 0.000 | ||
| 1638 | 2017.08.23 09:16 | close | 819 | 0.05 | 128.524 | 0.000 | 0.000 | 2400.00 | 1006159.50 |
| 1639 | 2017.08.23 10:30 | buy | 820 | 0.05 | 128.678 | 0.000 | 0.000 | ||
| 1640 | 2017.08.23 17:42 | close | 820 | 0.05 | 128.889 | 0.000 | 0.000 | 1055.00 | 1007214.50 |
| 1641 | 2017.08.25 15:30 | sell | 821 | 0.05 | 129.471 | 0.000 | 0.000 | ||
| 1642 | 2017.08.25 22:43 | sell | 822 | 0.05 | 130.257 | 0.000 | 0.000 | ||
| 1643 | 2017.08.28 23:03 | sell | 823 | 0.05 | 130.856 | 0.000 | 0.000 | ||
| 1644 | 2017.08.29 04:04 | close | 823 | 0.05 | 130.194 | 0.000 | 0.000 | 3300.00 | 1010514.50 |
| 1645 | 2017.08.29 04:04 | close | 822 | 0.05 | 130.194 | 0.000 | 0.000 | 295.00 | 1010809.50 |
| 1646 | 2017.08.29 04:04 | close | 821 | 0.05 | 130.194 | 0.000 | 0.000 | -3635.00 | 1007174.50 |
| 1647 | 2017.08.29 12:30 | sell | 824 | 0.05 | 130.712 | 0.000 | 0.000 | ||
| 1648 | 2017.08.29 21:55 | sell | 825 | 0.05 | 131.443 | 0.000 | 0.000 | ||
| 1649 | 2017.08.30 23:48 | close | 825 | 0.05 | 131.076 | 0.000 | 0.000 | 1825.00 | 1008999.50 |
| 1650 | 2017.08.30 23:48 | close | 824 | 0.05 | 131.076 | 0.000 | 0.000 | -1830.00 | 1007169.50 |