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 |
| 1801 | 2017.12.12 15:39 | close | 901 | 0.05 | 133.405 | 0.000 | 0.000 | 1450.00 | 1056288.00 |
| 1802 | 2017.12.12 15:39 | close | 900 | 0.05 | 133.405 | 0.000 | 0.000 | -1475.00 | 1054813.00 |
| 1803 | 2017.12.12 17:34 | buy | 902 | 0.05 | 133.424 | 0.000 | 0.000 | ||
| 1804 | 2017.12.14 21:00 | buy | 903 | 0.05 | 132.405 | 0.000 | 0.000 | ||
| 1805 | 2017.12.18 17:23 | close | 903 | 0.05 | 132.916 | 0.000 | 0.000 | 2508.00 | 1057321.00 |
| 1806 | 2017.12.18 17:23 | close | 902 | 0.05 | 132.916 | 0.000 | 0.000 | -2681.00 | 1054640.00 |
| 1807 | 2017.12.19 16:15 | sell | 904 | 0.05 | 133.393 | 0.000 | 0.000 | ||
| 1808 | 2017.12.20 10:25 | sell | 905 | 0.05 | 133.989 | 0.000 | 0.000 | ||
| 1809 | 2017.12.20 17:34 | sell | 906 | 0.05 | 134.586 | 0.000 | 0.000 | ||
| 1810 | 2017.12.22 02:15 | close | 906 | 0.05 | 133.986 | 0.000 | 0.000 | 2960.00 | 1057600.00 |
| 1811 | 2017.12.22 02:15 | close | 905 | 0.05 | 133.986 | 0.000 | 0.000 | -25.00 | 1057575.00 |
| 1812 | 2017.12.22 02:15 | close | 904 | 0.05 | 133.986 | 0.000 | 0.000 | -3015.00 | 1054560.00 |
| 1813 | 2017.12.22 04:09 | buy | 907 | 0.05 | 134.231 | 0.000 | 0.000 | ||
| 1814 | 2017.12.26 00:32 | close | 907 | 0.05 | 134.467 | 0.000 | 0.000 | 1133.00 | 1055693.00 |
| 1815 | 2017.12.27 14:50 | sell | 908 | 0.05 | 134.652 | 0.000 | 0.000 | ||
| 1816 | 2017.12.29 17:58 | sell | 909 | 0.05 | 135.244 | 0.000 | 0.000 | ||
| 1817 | 2018.01.02 17:38 | close | 909 | 0.05 | 134.945 | 0.000 | 0.000 | 1475.00 | 1057168.00 |
| 1818 | 2018.01.02 17:38 | close | 908 | 0.05 | 134.945 | 0.000 | 0.000 | -1525.00 | 1055643.00 |
| 1819 | 2018.01.03 14:50 | buy | 910 | 0.05 | 134.933 | 0.000 | 0.000 | ||
| 1820 | 2018.01.03 22:06 | close | 910 | 0.05 | 135.161 | 0.000 | 0.000 | 1140.00 | 1056783.00 |
| 1821 | 2018.01.04 14:50 | sell | 911 | 0.05 | 135.891 | 0.000 | 0.000 | ||
| 1822 | 2018.01.05 10:32 | sell | 912 | 0.05 | 136.488 | 0.000 | 0.000 | ||
| 1823 | 2018.01.05 16:30 | close | 912 | 0.05 | 136.189 | 0.000 | 0.000 | 1495.00 | 1058278.00 |
| 1824 | 2018.01.05 16:30 | close | 911 | 0.05 | 136.189 | 0.000 | 0.000 | -1500.00 | 1056778.00 |
| 1825 | 2018.01.08 01:00 | buy | 913 | 0.05 | 136.207 | 0.000 | 0.000 | ||
| 1826 | 2018.01.08 14:12 | buy | 914 | 0.05 | 135.584 | 0.000 | 0.000 | ||
| 1827 | 2018.01.09 07:00 | buy | 915 | 0.05 | 134.789 | 0.000 | 0.000 | ||
| 1828 | 2018.01.09 17:55 | buy | 916 | 0.05 | 134.115 | 0.000 | 0.000 | ||
| 1829 | 2018.01.10 09:12 | buy | 917 | 0.05 | 133.517 | 0.000 | 0.000 | ||
| 1830 | 2018.01.12 14:40 | close | 917 | 0.05 | 134.845 | 0.000 | 0.000 | 6546.00 | 1063324.00 |
| 1831 | 2018.01.12 14:40 | close | 916 | 0.05 | 134.845 | 0.000 | 0.000 | 3532.50 | 1066856.50 |
| 1832 | 2018.01.12 14:40 | close | 915 | 0.05 | 134.845 | 0.000 | 0.000 | 162.50 | 1067019.00 |
| 1833 | 2018.01.12 14:40 | close | 914 | 0.05 | 134.845 | 0.000 | 0.000 | -3836.00 | 1063183.00 |
| 1834 | 2018.01.12 14:40 | close | 913 | 0.05 | 134.845 | 0.000 | 0.000 | -6951.00 | 1056232.00 |
| 1835 | 2018.01.12 14:40 | sell | 918 | 0.05 | 134.845 | 0.000 | 0.000 | ||
| 1836 | 2018.01.12 23:04 | sell | 919 | 0.05 | 135.445 | 0.000 | 0.000 | ||
| 1837 | 2018.01.15 04:00 | close | 919 | 0.05 | 135.085 | 0.000 | 0.000 | 1790.00 | 1058022.00 |
| 1838 | 2018.01.15 04:00 | close | 918 | 0.05 | 135.085 | 0.000 | 0.000 | -1210.00 | 1056812.00 |
| 1839 | 2018.01.15 14:00 | sell | 920 | 0.05 | 135.642 | 0.000 | 0.000 | ||
| 1840 | 2018.01.15 20:18 | close | 920 | 0.05 | 135.475 | 0.000 | 0.000 | 835.00 | 1057647.00 |
| 1841 | 2018.01.16 05:54 | sell | 921 | 0.05 | 136.001 | 0.000 | 0.000 | ||
| 1842 | 2018.01.16 12:20 | close | 921 | 0.05 | 135.433 | 0.000 | 0.000 | 2840.00 | 1060487.00 |
| 1843 | 2018.01.16 14:11 | buy | 922 | 0.05 | 135.250 | 0.000 | 0.000 | ||
| 1844 | 2018.01.16 20:00 | close | 922 | 0.05 | 135.574 | 0.000 | 0.000 | 1620.00 | 1062107.00 |
| 1845 | 2018.01.17 11:15 | buy | 923 | 0.05 | 135.492 | 0.000 | 0.000 | ||
| 1846 | 2018.01.17 21:02 | close | 923 | 0.05 | 135.792 | 0.000 | 0.000 | 1500.00 | 1063607.00 |
| 1847 | 2018.01.17 22:46 | sell | 924 | 0.05 | 135.840 | 0.000 | 0.000 | ||
| 1848 | 2018.01.18 05:00 | close | 924 | 0.05 | 135.680 | 0.000 | 0.000 | 770.00 | 1064377.00 |
| 1849 | 2018.01.18 20:23 | buy | 925 | 0.05 | 135.774 | 0.000 | 0.000 | ||
| 1850 | 2018.01.22 20:07 | close | 925 | 0.05 | 136.030 | 0.000 | 0.000 | 1233.00 | 1065610.00 |
| 1851 | 2018.01.22 20:07 | sell | 926 | 0.05 | 136.021 | 0.000 | 0.000 | ||
| 1852 | 2018.01.23 05:15 | close | 926 | 0.05 | 135.817 | 0.000 | 0.000 | 1010.00 | 1066620.00 |
| 1853 | 2018.01.23 07:39 | buy | 927 | 0.05 | 135.809 | 0.000 | 0.000 | ||
| 1854 | 2018.01.24 12:07 | buy | 928 | 0.05 | 135.200 | 0.000 | 0.000 | ||
| 1855 | 2018.01.24 23:51 | close | 928 | 0.05 | 135.506 | 0.000 | 0.000 | 1530.00 | 1068150.00 |
| 1856 | 2018.01.24 23:51 | close | 927 | 0.05 | 135.506 | 0.000 | 0.000 | -1538.50 | 1066611.50 |
| 1857 | 2018.01.25 15:34 | buy | 929 | 0.05 | 135.355 | 0.000 | 0.000 | ||
| 1858 | 2018.01.25 20:00 | close | 929 | 0.05 | 135.746 | 0.000 | 0.000 | 1955.00 | 1068566.50 |
| 1859 | 2018.01.26 20:40 | buy | 930 | 0.05 | 134.855 | 0.000 | 0.000 | ||
| 1860 | 2018.01.29 08:43 | close | 930 | 0.05 | 135.067 | 0.000 | 0.000 | 1036.50 | 1069603.00 |
| 1861 | 2018.01.29 17:24 | buy | 931 | 0.05 | 134.628 | 0.000 | 0.000 | ||
| 1862 | 2018.01.30 00:00 | close | 931 | 0.05 | 134.905 | 0.000 | 0.000 | 1361.50 | 1070964.50 |
| 1863 | 2018.01.30 09:30 | buy | 932 | 0.05 | 134.407 | 0.000 | 0.000 | ||
| 1864 | 2018.01.30 16:19 | close | 932 | 0.05 | 134.935 | 0.000 | 0.000 | 2640.00 | 1073604.50 |
| 1865 | 2018.01.30 16:19 | sell | 933 | 0.05 | 134.935 | 0.000 | 0.000 | ||
| 1866 | 2018.01.31 14:41 | sell | 934 | 0.05 | 135.530 | 0.000 | 0.000 | ||
| 1867 | 2018.02.01 10:15 | sell | 935 | 0.05 | 136.122 | 0.000 | 0.000 | ||
| 1868 | 2018.02.01 21:11 | sell | 936 | 0.05 | 136.717 | 0.000 | 0.000 | ||
| 1869 | 2018.02.02 09:46 | sell | 937 | 0.05 | 137.319 | 0.000 | 0.000 | ||
| 1870 | 2018.02.05 21:43 | close | 937 | 0.05 | 136.120 | 0.000 | 0.000 | 5985.00 | 1079589.50 |
| 1871 | 2018.02.05 21:43 | close | 936 | 0.05 | 136.120 | 0.000 | 0.000 | 2965.00 | 1082554.50 |
| 1872 | 2018.02.05 21:43 | close | 935 | 0.05 | 136.120 | 0.000 | 0.000 | -10.00 | 1082544.50 |
| 1873 | 2018.02.05 21:43 | close | 934 | 0.05 | 136.120 | 0.000 | 0.000 | -3000.00 | 1079544.50 |
| 1874 | 2018.02.05 21:43 | close | 933 | 0.05 | 136.120 | 0.000 | 0.000 | -5985.00 | 1073559.50 |
| 1875 | 2018.02.05 21:43 | buy | 938 | 0.05 | 136.120 | 0.000 | 0.000 | ||
| 1876 | 2018.02.05 22:51 | buy | 939 | 0.05 | 135.525 | 0.000 | 0.000 | ||
| 1877 | 2018.02.05 23:55 | buy | 940 | 0.05 | 134.934 | 0.000 | 0.000 | ||
| 1878 | 2018.02.06 04:25 | buy | 941 | 0.05 | 134.328 | 0.000 | 0.000 | ||
| 1879 | 2018.02.06 12:38 | close | 941 | 0.05 | 135.230 | 0.000 | 0.000 | 4510.00 | 1078069.50 |
| 1880 | 2018.02.06 12:38 | close | 940 | 0.05 | 135.230 | 0.000 | 0.000 | 1456.50 | 1079526.00 |
| 1881 | 2018.02.06 12:38 | close | 939 | 0.05 | 135.230 | 0.000 | 0.000 | -1498.50 | 1078027.50 |
| 1882 | 2018.02.06 12:38 | close | 938 | 0.05 | 135.230 | 0.000 | 0.000 | -4473.50 | 1073554.00 |
| 1883 | 2018.02.06 22:47 | sell | 942 | 0.05 | 135.532 | 0.000 | 0.000 | ||
| 1884 | 2018.02.07 04:49 | close | 942 | 0.05 | 135.371 | 0.000 | 0.000 | 795.00 | 1074349.00 |
| 1885 | 2018.02.07 10:40 | buy | 943 | 0.05 | 134.900 | 0.000 | 0.000 | ||
| 1886 | 2018.02.07 17:57 | buy | 944 | 0.05 | 134.305 | 0.000 | 0.000 | ||
| 1887 | 2018.02.08 07:59 | close | 944 | 0.05 | 134.605 | 0.000 | 0.000 | 1429.50 | 1075778.50 |
| 1888 | 2018.02.08 07:59 | close | 943 | 0.05 | 134.605 | 0.000 | 0.000 | -1545.50 | 1074233.00 |
| 1889 | 2018.02.08 14:01 | buy | 945 | 0.05 | 134.268 | 0.000 | 0.000 | ||
| 1890 | 2018.02.08 23:00 | buy | 946 | 0.05 | 133.239 | 0.000 | 0.000 | ||
| 1891 | 2018.02.09 08:42 | close | 946 | 0.05 | 133.755 | 0.000 | 0.000 | 2556.50 | 1076789.50 |
| 1892 | 2018.02.09 08:42 | close | 945 | 0.05 | 133.755 | 0.000 | 0.000 | -2588.50 | 1074201.00 |
| 1893 | 2018.02.09 10:15 | sell | 947 | 0.05 | 134.028 | 0.000 | 0.000 | ||
| 1894 | 2018.02.09 16:00 | close | 947 | 0.05 | 133.824 | 0.000 | 0.000 | 1020.00 | 1075221.00 |
| 1895 | 2018.02.09 18:40 | buy | 948 | 0.05 | 132.993 | 0.000 | 0.000 | ||
| 1896 | 2018.02.09 19:36 | buy | 949 | 0.05 | 132.401 | 0.000 | 0.000 | ||
| 1897 | 2018.02.12 00:00 | close | 949 | 0.05 | 133.336 | 0.000 | 0.000 | 4651.50 | 1079872.50 |
| 1898 | 2018.02.12 00:00 | close | 948 | 0.05 | 133.336 | 0.000 | 0.000 | 1691.50 | 1081564.00 |
| 1899 | 2018.02.12 02:17 | sell | 950 | 0.05 | 133.228 | 0.000 | 0.000 | ||
| 1900 | 2018.02.12 15:22 | close | 950 | 0.05 | 133.051 | 0.000 | 0.000 | 885.00 | 1082449.00 |
| 1901 | 2018.02.12 17:35 | buy | 951 | 0.05 | 133.099 | 0.000 | 0.000 | ||
| 1902 | 2018.02.13 00:00 | close | 951 | 0.05 | 133.534 | 0.000 | 0.000 | 2151.50 | 1084600.50 |
| 1903 | 2018.02.13 00:00 | sell | 952 | 0.05 | 133.534 | 0.000 | 0.000 | ||
| 1904 | 2018.02.13 08:00 | close | 952 | 0.05 | 133.355 | 0.000 | 0.000 | 895.00 | 1085495.50 |
| 1905 | 2018.02.13 12:03 | buy | 953 | 0.05 | 132.598 | 0.000 | 0.000 | ||
| 1906 | 2018.02.13 20:52 | close | 953 | 0.05 | 132.994 | 0.000 | 0.000 | 1980.00 | 1087475.50 |
| 1907 | 2018.02.14 00:00 | sell | 954 | 0.05 | 133.141 | 0.000 | 0.000 | ||
| 1908 | 2018.02.14 08:25 | close | 954 | 0.05 | 132.746 | 0.000 | 0.000 | 1975.00 | 1089450.50 |
| 1909 | 2018.02.14 23:45 | sell | 955 | 0.05 | 133.221 | 0.000 | 0.000 | ||
| 1910 | 2018.02.15 04:00 | close | 955 | 0.05 | 132.911 | 0.000 | 0.000 | 1520.00 | 1090970.50 |
| 1911 | 2018.02.15 06:50 | buy | 956 | 0.05 | 132.762 | 0.000 | 0.000 | ||
| 1912 | 2018.02.15 13:30 | close | 956 | 0.05 | 132.992 | 0.000 | 0.000 | 1150.00 | 1092120.50 |
| 1913 | 2018.02.16 00:30 | buy | 957 | 0.05 | 132.710 | 0.000 | 0.000 | ||
| 1914 | 2018.02.16 16:01 | buy | 958 | 0.05 | 132.113 | 0.000 | 0.000 | ||
| 1915 | 2018.02.20 02:28 | close | 958 | 0.05 | 132.413 | 0.000 | 0.000 | 1453.00 | 1093573.50 |
| 1916 | 2018.02.20 02:28 | close | 957 | 0.05 | 132.413 | 0.000 | 0.000 | -1532.00 | 1092041.50 |
| 1917 | 2018.02.21 06:06 | sell | 959 | 0.05 | 132.856 | 0.000 | 0.000 | ||
| 1918 | 2018.02.21 12:00 | close | 959 | 0.05 | 132.579 | 0.000 | 0.000 | 1385.00 | 1093426.50 |
| 1919 | 2018.02.21 15:00 | buy | 960 | 0.05 | 132.350 | 0.000 | 0.000 | ||
| 1920 | 2018.02.21 20:26 | close | 960 | 0.05 | 132.644 | 0.000 | 0.000 | 1470.00 | 1094896.50 |
| 1921 | 2018.02.22 04:45 | buy | 961 | 0.05 | 131.833 | 0.000 | 0.000 | ||
| 1922 | 2018.02.23 18:05 | buy | 962 | 0.05 | 131.130 | 0.000 | 0.000 | ||
| 1923 | 2018.02.26 00:00 | close | 962 | 0.05 | 131.756 | 0.000 | 0.000 | 3106.50 | 1098003.00 |
| 1924 | 2018.02.26 00:00 | close | 961 | 0.05 | 131.756 | 0.000 | 0.000 | -432.00 | 1097571.00 |
| 1925 | 2018.02.26 14:30 | sell | 963 | 0.05 | 131.607 | 0.000 | 0.000 | ||
| 1926 | 2018.02.27 17:05 | close | 963 | 0.05 | 131.416 | 0.000 | 0.000 | 945.00 | 1098516.00 |
| 1927 | 2018.02.27 18:35 | buy | 964 | 0.05 | 131.590 | 0.000 | 0.000 | ||
| 1928 | 2018.02.28 04:12 | buy | 965 | 0.05 | 131.000 | 0.000 | 0.000 | ||
| 1929 | 2018.02.28 17:55 | buy | 966 | 0.05 | 130.273 | 0.000 | 0.000 | ||
| 1930 | 2018.03.02 13:31 | buy | 967 | 0.05 | 129.680 | 0.000 | 0.000 | ||
| 1931 | 2018.03.05 18:20 | close | 967 | 0.05 | 130.637 | 0.000 | 0.000 | 4761.50 | 1103277.50 |
| 1932 | 2018.03.05 18:20 | close | 966 | 0.05 | 130.637 | 0.000 | 0.000 | 1702.50 | 1104980.00 |
| 1933 | 2018.03.05 18:20 | close | 965 | 0.05 | 130.637 | 0.000 | 0.000 | -1932.50 | 1103047.50 |
| 1934 | 2018.03.05 18:20 | close | 964 | 0.05 | 130.637 | 0.000 | 0.000 | -4906.00 | 1098141.50 |
| 1935 | 2018.03.05 21:00 | sell | 968 | 0.05 | 130.851 | 0.000 | 0.000 | ||
| 1936 | 2018.03.06 03:33 | sell | 969 | 0.05 | 131.443 | 0.000 | 0.000 | ||
| 1937 | 2018.03.06 08:28 | close | 969 | 0.05 | 131.145 | 0.000 | 0.000 | 1490.00 | 1099631.50 |
| 1938 | 2018.03.06 08:28 | close | 968 | 0.05 | 131.145 | 0.000 | 0.000 | -1480.00 | 1098151.50 |
| 1939 | 2018.03.06 12:45 | buy | 970 | 0.05 | 130.805 | 0.000 | 0.000 | ||
| 1940 | 2018.03.06 20:52 | close | 970 | 0.05 | 131.645 | 0.000 | 0.000 | 4200.00 | 1102351.50 |
| 1941 | 2018.03.08 00:00 | sell | 971 | 0.05 | 131.646 | 0.000 | 0.000 | ||
| 1942 | 2018.03.08 08:33 | close | 971 | 0.05 | 131.485 | 0.000 | 0.000 | 805.00 | 1103156.50 |
| 1943 | 2018.03.08 20:15 | buy | 972 | 0.05 | 130.784 | 0.000 | 0.000 | ||
| 1944 | 2018.03.09 04:00 | close | 972 | 0.05 | 131.428 | 0.000 | 0.000 | 3196.50 | 1106353.00 |
| 1945 | 2018.03.12 16:00 | buy | 973 | 0.05 | 131.137 | 0.000 | 0.000 | ||
| 1946 | 2018.03.13 08:21 | close | 973 | 0.05 | 131.593 | 0.000 | 0.000 | 2256.50 | 1108609.50 |
| 1947 | 2018.03.13 11:19 | sell | 974 | 0.05 | 131.762 | 0.000 | 0.000 | ||
| 1948 | 2018.03.13 13:45 | sell | 975 | 0.05 | 132.358 | 0.000 | 0.000 | ||
| 1949 | 2018.03.13 22:15 | close | 975 | 0.05 | 132.059 | 0.000 | 0.000 | 1495.00 | 1110104.50 |
| 1950 | 2018.03.13 22:15 | close | 974 | 0.05 | 132.059 | 0.000 | 0.000 | -1485.00 | 1108619.50 |