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 |
| 1651 | 2017.08.31 16:46 | buy | 826 | 0.05 | 130.899 | 0.000 | 0.000 | ||
| 1652 | 2017.09.01 03:00 | close | 826 | 0.05 | 131.130 | 0.000 | 0.000 | 1131.50 | 1008301.00 |
| 1653 | 2017.09.01 19:48 | buy | 827 | 0.05 | 130.841 | 0.000 | 0.000 | ||
| 1654 | 2017.09.04 00:00 | buy | 828 | 0.05 | 130.218 | 0.000 | 0.000 | ||
| 1655 | 2017.09.04 11:49 | close | 828 | 0.05 | 130.531 | 0.000 | 0.000 | 1565.00 | 1009866.00 |
| 1656 | 2017.09.04 11:49 | close | 827 | 0.05 | 130.531 | 0.000 | 0.000 | -1573.50 | 1008292.50 |
| 1657 | 2017.09.05 07:30 | buy | 829 | 0.05 | 130.145 | 0.000 | 0.000 | ||
| 1658 | 2017.09.05 19:45 | buy | 830 | 0.05 | 129.543 | 0.000 | 0.000 | ||
| 1659 | 2017.09.06 10:55 | close | 830 | 0.05 | 129.847 | 0.000 | 0.000 | 1496.50 | 1009789.00 |
| 1660 | 2017.09.06 10:55 | close | 829 | 0.05 | 129.847 | 0.000 | 0.000 | -1513.50 | 1008275.50 |
| 1661 | 2017.09.06 13:45 | sell | 831 | 0.05 | 129.870 | 0.000 | 0.000 | ||
| 1662 | 2017.09.07 14:39 | sell | 832 | 0.05 | 130.466 | 0.000 | 0.000 | ||
| 1663 | 2017.09.07 20:00 | close | 832 | 0.05 | 130.086 | 0.000 | 0.000 | 1900.00 | 1010175.50 |
| 1664 | 2017.09.07 20:00 | close | 831 | 0.05 | 130.086 | 0.000 | 0.000 | -1110.00 | 1009065.50 |
| 1665 | 2017.09.08 07:45 | sell | 833 | 0.05 | 130.507 | 0.000 | 0.000 | ||
| 1666 | 2017.09.08 12:00 | close | 833 | 0.05 | 129.920 | 0.000 | 0.000 | 2935.00 | 1012000.50 |
| 1667 | 2017.09.08 12:36 | buy | 834 | 0.05 | 129.912 | 0.000 | 0.000 | ||
| 1668 | 2017.09.11 01:04 | close | 834 | 0.05 | 130.124 | 0.000 | 0.000 | 1036.50 | 1013037.00 |
| 1669 | 2017.09.11 21:30 | sell | 835 | 0.05 | 130.781 | 0.000 | 0.000 | ||
| 1670 | 2017.09.12 16:40 | sell | 836 | 0.05 | 131.378 | 0.000 | 0.000 | ||
| 1671 | 2017.09.13 01:59 | sell | 837 | 0.05 | 131.968 | 0.000 | 0.000 | ||
| 1672 | 2017.09.13 20:02 | close | 837 | 0.05 | 131.359 | 0.000 | 0.000 | 3045.00 | 1016082.00 |
| 1673 | 2017.09.13 20:02 | close | 836 | 0.05 | 131.359 | 0.000 | 0.000 | 85.00 | 1016167.00 |
| 1674 | 2017.09.13 20:02 | close | 835 | 0.05 | 131.359 | 0.000 | 0.000 | -2910.00 | 1013257.00 |
| 1675 | 2017.09.13 22:00 | buy | 838 | 0.05 | 131.404 | 0.000 | 0.000 | ||
| 1676 | 2017.09.14 15:18 | close | 838 | 0.05 | 131.616 | 0.000 | 0.000 | 989.50 | 1014246.50 |
| 1677 | 2017.09.14 22:14 | sell | 839 | 0.05 | 131.656 | 0.000 | 0.000 | ||
| 1678 | 2017.09.15 04:00 | close | 839 | 0.05 | 131.237 | 0.000 | 0.000 | 2085.00 | 1016331.50 |
| 1679 | 2017.09.15 11:48 | sell | 840 | 0.05 | 131.992 | 0.000 | 0.000 | ||
| 1680 | 2017.09.15 12:19 | sell | 841 | 0.05 | 132.594 | 0.000 | 0.000 | ||
| 1681 | 2017.09.15 21:09 | close | 841 | 0.05 | 132.292 | 0.000 | 0.000 | 1510.00 | 1017841.50 |
| 1682 | 2017.09.15 21:09 | close | 840 | 0.05 | 132.292 | 0.000 | 0.000 | -1500.00 | 1016341.50 |
| 1683 | 2017.09.15 22:20 | buy | 842 | 0.05 | 132.393 | 0.000 | 0.000 | ||
| 1684 | 2017.09.18 04:40 | close | 842 | 0.05 | 132.820 | 0.000 | 0.000 | 2111.50 | 1018453.00 |
| 1685 | 2017.09.18 05:46 | sell | 843 | 0.05 | 132.850 | 0.000 | 0.000 | ||
| 1686 | 2017.09.19 04:37 | sell | 844 | 0.05 | 133.443 | 0.000 | 0.000 | ||
| 1687 | 2017.09.19 08:20 | sell | 845 | 0.05 | 134.047 | 0.000 | 0.000 | ||
| 1688 | 2017.09.19 16:16 | close | 845 | 0.05 | 133.446 | 0.000 | 0.000 | 3005.00 | 1021458.00 |
| 1689 | 2017.09.19 16:16 | close | 844 | 0.05 | 133.446 | 0.000 | 0.000 | -15.00 | 1021443.00 |
| 1690 | 2017.09.19 16:16 | close | 843 | 0.05 | 133.446 | 0.000 | 0.000 | -2990.00 | 1018453.00 |
| 1691 | 2017.09.19 17:37 | buy | 846 | 0.05 | 133.511 | 0.000 | 0.000 | ||
| 1692 | 2017.09.20 00:10 | close | 846 | 0.05 | 133.785 | 0.000 | 0.000 | 1346.50 | 1019799.50 |
| 1693 | 2017.09.21 00:46 | buy | 847 | 0.05 | 133.513 | 0.000 | 0.000 | ||
| 1694 | 2017.09.21 10:08 | close | 847 | 0.05 | 133.827 | 0.000 | 0.000 | 1570.00 | 1021369.50 |
| 1695 | 2017.09.21 22:15 | sell | 848 | 0.05 | 134.284 | 0.000 | 0.000 | ||
| 1696 | 2017.09.22 04:00 | close | 848 | 0.05 | 134.058 | 0.000 | 0.000 | 1120.00 | 1022489.50 |
| 1697 | 2017.09.22 07:30 | buy | 849 | 0.05 | 133.711 | 0.000 | 0.000 | ||
| 1698 | 2017.09.22 12:03 | close | 849 | 0.05 | 134.278 | 0.000 | 0.000 | 2835.00 | 1025324.50 |
| 1699 | 2017.09.22 12:45 | sell | 850 | 0.05 | 134.205 | 0.000 | 0.000 | ||
| 1700 | 2017.09.22 20:52 | close | 850 | 0.05 | 133.930 | 0.000 | 0.000 | 1375.00 | 1026699.50 |
| 1701 | 2017.09.25 00:54 | buy | 851 | 0.05 | 133.621 | 0.000 | 0.000 | ||
| 1702 | 2017.09.25 08:21 | close | 851 | 0.05 | 133.959 | 0.000 | 0.000 | 1690.00 | 1028389.50 |
| 1703 | 2017.09.25 14:30 | buy | 852 | 0.05 | 133.193 | 0.000 | 0.000 | ||
| 1704 | 2017.09.25 18:30 | buy | 853 | 0.05 | 132.515 | 0.000 | 0.000 | ||
| 1705 | 2017.09.26 11:15 | buy | 854 | 0.05 | 131.920 | 0.000 | 0.000 | ||
| 1706 | 2017.09.26 20:22 | close | 854 | 0.05 | 132.545 | 0.000 | 0.000 | 3125.00 | 1031514.50 |
| 1707 | 2017.09.26 20:22 | close | 853 | 0.05 | 132.545 | 0.000 | 0.000 | 126.50 | 1031641.00 |
| 1708 | 2017.09.26 20:22 | close | 852 | 0.05 | 132.545 | 0.000 | 0.000 | -3263.50 | 1028377.50 |
| 1709 | 2017.09.26 23:09 | sell | 855 | 0.05 | 132.321 | 0.000 | 0.000 | ||
| 1710 | 2017.09.27 17:57 | close | 855 | 0.05 | 132.160 | 0.000 | 0.000 | 795.00 | 1029172.50 |
| 1711 | 2017.09.29 01:00 | buy | 856 | 0.05 | 132.379 | 0.000 | 0.000 | ||
| 1712 | 2017.09.29 08:00 | close | 856 | 0.05 | 132.664 | 0.000 | 0.000 | 1425.00 | 1030597.50 |
| 1713 | 2017.10.02 14:00 | buy | 857 | 0.05 | 132.467 | 0.000 | 0.000 | ||
| 1714 | 2017.10.03 11:30 | close | 857 | 0.05 | 132.789 | 0.000 | 0.000 | 1586.50 | 1032184.00 |
| 1715 | 2017.10.03 12:51 | sell | 858 | 0.05 | 132.739 | 0.000 | 0.000 | ||
| 1716 | 2017.10.03 21:23 | close | 858 | 0.05 | 132.578 | 0.000 | 0.000 | 805.00 | 1032989.00 |
| 1717 | 2017.10.04 20:15 | sell | 859 | 0.05 | 132.636 | 0.000 | 0.000 | ||
| 1718 | 2017.10.05 04:00 | close | 859 | 0.05 | 132.473 | 0.000 | 0.000 | 785.00 | 1033774.00 |
| 1719 | 2017.10.05 16:45 | buy | 860 | 0.05 | 132.124 | 0.000 | 0.000 | ||
| 1720 | 2017.10.06 17:06 | close | 860 | 0.05 | 132.543 | 0.000 | 0.000 | 2071.50 | 1035845.50 |
| 1721 | 2017.10.10 06:30 | sell | 861 | 0.05 | 132.635 | 0.000 | 0.000 | ||
| 1722 | 2017.10.10 12:00 | close | 861 | 0.05 | 132.426 | 0.000 | 0.000 | 1045.00 | 1036890.50 |
| 1723 | 2017.10.11 00:30 | sell | 862 | 0.05 | 132.773 | 0.000 | 0.000 | ||
| 1724 | 2017.10.11 12:31 | close | 862 | 0.05 | 132.606 | 0.000 | 0.000 | 835.00 | 1037725.50 |
| 1725 | 2017.10.11 20:33 | sell | 863 | 0.05 | 133.176 | 0.000 | 0.000 | ||
| 1726 | 2017.10.12 16:36 | close | 863 | 0.05 | 132.982 | 0.000 | 0.000 | 940.00 | 1038665.50 |
| 1727 | 2017.10.13 22:30 | buy | 864 | 0.05 | 132.252 | 0.000 | 0.000 | ||
| 1728 | 2017.10.18 14:23 | close | 864 | 0.05 | 132.499 | 0.000 | 0.000 | 1164.50 | 1039830.00 |
| 1729 | 2017.10.18 14:23 | sell | 865 | 0.05 | 132.499 | 0.000 | 0.000 | ||
| 1730 | 2017.10.18 19:20 | sell | 866 | 0.05 | 133.094 | 0.000 | 0.000 | ||
| 1731 | 2017.10.19 11:09 | close | 866 | 0.05 | 132.796 | 0.000 | 0.000 | 1460.00 | 1041290.00 |
| 1732 | 2017.10.19 11:09 | close | 865 | 0.05 | 132.796 | 0.000 | 0.000 | -1515.00 | 1039775.00 |
| 1733 | 2017.10.20 06:27 | sell | 867 | 0.05 | 133.653 | 0.000 | 0.000 | ||
| 1734 | 2017.10.23 21:43 | close | 867 | 0.05 | 133.492 | 0.000 | 0.000 | 795.00 | 1040570.00 |
| 1735 | 2017.10.23 23:30 | buy | 868 | 0.05 | 133.243 | 0.000 | 0.000 | ||
| 1736 | 2017.10.24 09:54 | close | 868 | 0.05 | 133.512 | 0.000 | 0.000 | 1321.50 | 1041891.50 |
| 1737 | 2017.10.24 13:00 | sell | 869 | 0.05 | 133.672 | 0.000 | 0.000 | ||
| 1738 | 2017.10.25 14:30 | sell | 870 | 0.05 | 134.373 | 0.000 | 0.000 | ||
| 1739 | 2017.10.26 14:45 | close | 870 | 0.05 | 134.020 | 0.000 | 0.000 | 1735.00 | 1043626.50 |
| 1740 | 2017.10.26 14:45 | close | 869 | 0.05 | 134.020 | 0.000 | 0.000 | -1780.00 | 1041846.50 |
| 1741 | 2017.10.26 20:31 | buy | 871 | 0.05 | 132.950 | 0.000 | 0.000 | ||
| 1742 | 2017.10.27 16:26 | buy | 872 | 0.05 | 132.346 | 0.000 | 0.000 | ||
| 1743 | 2017.10.30 20:00 | buy | 873 | 0.05 | 131.671 | 0.000 | 0.000 | ||
| 1744 | 2017.10.31 18:57 | close | 873 | 0.05 | 132.326 | 0.000 | 0.000 | 3251.50 | 1045098.00 |
| 1745 | 2017.10.31 18:57 | close | 872 | 0.05 | 132.326 | 0.000 | 0.000 | -147.00 | 1044951.00 |
| 1746 | 2017.10.31 18:57 | close | 871 | 0.05 | 132.326 | 0.000 | 0.000 | -3190.50 | 1041760.50 |
| 1747 | 2017.10.31 20:15 | sell | 874 | 0.05 | 132.489 | 0.000 | 0.000 | ||
| 1748 | 2017.11.06 11:21 | close | 874 | 0.05 | 132.327 | 0.000 | 0.000 | 750.00 | 1042510.50 |
| 1749 | 2017.11.06 15:00 | buy | 875 | 0.05 | 132.277 | 0.000 | 0.000 | ||
| 1750 | 2017.11.08 16:00 | buy | 876 | 0.05 | 131.651 | 0.000 | 0.000 | ||
| 1751 | 2017.11.09 00:00 | close | 876 | 0.05 | 132.026 | 0.000 | 0.000 | 1804.50 | 1044315.00 |
| 1752 | 2017.11.09 00:00 | close | 875 | 0.05 | 132.026 | 0.000 | 0.000 | -1372.50 | 1042942.50 |
| 1753 | 2017.11.09 11:15 | buy | 877 | 0.05 | 131.608 | 0.000 | 0.000 | ||
| 1754 | 2017.11.09 17:36 | close | 877 | 0.05 | 132.074 | 0.000 | 0.000 | 2330.00 | 1045272.50 |
| 1755 | 2017.11.13 11:10 | buy | 878 | 0.05 | 132.127 | 0.000 | 0.000 | ||
| 1756 | 2017.11.13 17:41 | close | 878 | 0.05 | 132.373 | 0.000 | 0.000 | 1230.00 | 1046502.50 |
| 1757 | 2017.11.13 20:45 | sell | 879 | 0.05 | 132.504 | 0.000 | 0.000 | ||
| 1758 | 2017.11.14 10:13 | sell | 880 | 0.05 | 133.098 | 0.000 | 0.000 | ||
| 1759 | 2017.11.14 20:03 | sell | 881 | 0.05 | 133.695 | 0.000 | 0.000 | ||
| 1760 | 2017.11.15 22:22 | close | 881 | 0.05 | 133.097 | 0.000 | 0.000 | 2980.00 | 1049482.50 |
| 1761 | 2017.11.15 22:22 | close | 880 | 0.05 | 133.097 | 0.000 | 0.000 | -5.00 | 1049477.50 |
| 1762 | 2017.11.15 22:22 | close | 879 | 0.05 | 133.097 | 0.000 | 0.000 | -2985.00 | 1046492.50 |
| 1763 | 2017.11.16 00:00 | buy | 882 | 0.05 | 133.089 | 0.000 | 0.000 | ||
| 1764 | 2017.11.16 09:36 | close | 882 | 0.05 | 133.341 | 0.000 | 0.000 | 1260.00 | 1047752.50 |
| 1765 | 2017.11.16 10:30 | sell | 883 | 0.05 | 133.293 | 0.000 | 0.000 | ||
| 1766 | 2017.11.16 16:15 | close | 883 | 0.05 | 133.102 | 0.000 | 0.000 | 955.00 | 1048707.50 |
| 1767 | 2017.11.16 18:51 | buy | 884 | 0.05 | 132.910 | 0.000 | 0.000 | ||
| 1768 | 2017.11.17 01:29 | close | 884 | 0.05 | 133.121 | 0.000 | 0.000 | 1031.50 | 1049739.00 |
| 1769 | 2017.11.17 20:00 | buy | 885 | 0.05 | 132.207 | 0.000 | 0.000 | ||
| 1770 | 2017.11.20 01:39 | buy | 886 | 0.05 | 131.365 | 0.000 | 0.000 | ||
| 1771 | 2017.11.20 10:03 | close | 886 | 0.05 | 131.788 | 0.000 | 0.000 | 2115.00 | 1051854.00 |
| 1772 | 2017.11.20 10:03 | close | 885 | 0.05 | 131.788 | 0.000 | 0.000 | -2118.50 | 1049735.50 |
| 1773 | 2017.11.20 12:45 | sell | 887 | 0.05 | 132.200 | 0.000 | 0.000 | ||
| 1774 | 2017.11.21 11:02 | close | 887 | 0.05 | 132.034 | 0.000 | 0.000 | 820.00 | 1050555.50 |
| 1775 | 2017.11.24 08:04 | sell | 888 | 0.05 | 132.094 | 0.000 | 0.000 | ||
| 1776 | 2017.11.24 16:14 | sell | 889 | 0.05 | 132.689 | 0.000 | 0.000 | ||
| 1777 | 2017.11.27 17:54 | close | 889 | 0.05 | 132.391 | 0.000 | 0.000 | 1480.00 | 1052035.50 |
| 1778 | 2017.11.27 17:54 | close | 888 | 0.05 | 132.391 | 0.000 | 0.000 | -1495.00 | 1050540.50 |
| 1779 | 2017.11.27 19:00 | buy | 890 | 0.05 | 132.214 | 0.000 | 0.000 | ||
| 1780 | 2017.11.28 11:02 | close | 890 | 0.05 | 132.462 | 0.000 | 0.000 | 1216.50 | 1051757.00 |
| 1781 | 2017.11.28 20:40 | buy | 891 | 0.05 | 132.045 | 0.000 | 0.000 | ||
| 1782 | 2017.11.29 10:18 | close | 891 | 0.05 | 132.256 | 0.000 | 0.000 | 1031.50 | 1052788.50 |
| 1783 | 2017.11.29 18:32 | sell | 892 | 0.05 | 132.573 | 0.000 | 0.000 | ||
| 1784 | 2017.11.30 08:54 | sell | 893 | 0.05 | 133.168 | 0.000 | 0.000 | ||
| 1785 | 2017.11.30 21:45 | sell | 894 | 0.05 | 133.924 | 0.000 | 0.000 | ||
| 1786 | 2017.12.01 18:12 | close | 894 | 0.05 | 133.218 | 0.000 | 0.000 | 3520.00 | 1056308.50 |
| 1787 | 2017.12.01 18:12 | close | 893 | 0.05 | 133.218 | 0.000 | 0.000 | -260.00 | 1056048.50 |
| 1788 | 2017.12.01 18:12 | close | 892 | 0.05 | 133.218 | 0.000 | 0.000 | -3265.00 | 1052783.50 |
| 1789 | 2017.12.01 19:15 | buy | 895 | 0.05 | 133.387 | 0.000 | 0.000 | ||
| 1790 | 2017.12.04 00:39 | close | 895 | 0.05 | 133.695 | 0.000 | 0.000 | 1516.50 | 1054300.00 |
| 1791 | 2017.12.04 04:03 | sell | 896 | 0.05 | 133.775 | 0.000 | 0.000 | ||
| 1792 | 2017.12.04 17:12 | close | 896 | 0.05 | 133.615 | 0.000 | 0.000 | 800.00 | 1055100.00 |
| 1793 | 2017.12.04 19:00 | buy | 897 | 0.05 | 133.667 | 0.000 | 0.000 | ||
| 1794 | 2017.12.05 19:49 | buy | 898 | 0.05 | 133.071 | 0.000 | 0.000 | ||
| 1795 | 2017.12.06 14:18 | buy | 899 | 0.05 | 132.477 | 0.000 | 0.000 | ||
| 1796 | 2017.12.07 20:00 | close | 899 | 0.05 | 133.073 | 0.000 | 0.000 | 2909.50 | 1058009.50 |
| 1797 | 2017.12.07 20:00 | close | 898 | 0.05 | 133.073 | 0.000 | 0.000 | -84.00 | 1057925.50 |
| 1798 | 2017.12.07 20:00 | close | 897 | 0.05 | 133.073 | 0.000 | 0.000 | -3087.50 | 1054838.00 |
| 1799 | 2017.12.07 20:55 | sell | 900 | 0.05 | 133.116 | 0.000 | 0.000 | ||
| 1800 | 2017.12.11 01:01 | sell | 901 | 0.05 | 133.697 | 0.000 | 0.000 | ||