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 |
| 1951 | 2018.03.14 14:46 | buy | 976 | 0.05 | 131.774 | 0.000 | 0.000 | ||
| 1952 | 2018.03.14 18:24 | buy | 977 | 0.05 | 131.178 | 0.000 | 0.000 | ||
| 1953 | 2018.03.15 00:00 | close | 977 | 0.05 | 131.490 | 0.000 | 0.000 | 1489.50 | 1110109.00 |
| 1954 | 2018.03.15 00:00 | close | 976 | 0.05 | 131.490 | 0.000 | 0.000 | -1490.50 | 1108618.50 |
| 1955 | 2018.03.15 04:33 | buy | 978 | 0.05 | 131.113 | 0.000 | 0.000 | ||
| 1956 | 2018.03.16 07:15 | buy | 979 | 0.05 | 130.362 | 0.000 | 0.000 | ||
| 1957 | 2018.03.19 07:44 | buy | 980 | 0.05 | 129.767 | 0.000 | 0.000 | ||
| 1958 | 2018.03.19 13:30 | close | 980 | 0.05 | 130.415 | 0.000 | 0.000 | 3240.00 | 1111858.50 |
| 1959 | 2018.03.19 13:30 | close | 979 | 0.05 | 130.415 | 0.000 | 0.000 | 241.50 | 1112100.00 |
| 1960 | 2018.03.19 13:30 | close | 978 | 0.05 | 130.415 | 0.000 | 0.000 | -3537.00 | 1108563.00 |
| 1961 | 2018.03.19 16:45 | sell | 981 | 0.05 | 130.633 | 0.000 | 0.000 | ||
| 1962 | 2018.03.20 04:47 | sell | 982 | 0.05 | 131.227 | 0.000 | 0.000 | ||
| 1963 | 2018.03.20 12:09 | close | 982 | 0.05 | 130.928 | 0.000 | 0.000 | 1495.00 | 1110058.00 |
| 1964 | 2018.03.20 12:09 | close | 981 | 0.05 | 130.928 | 0.000 | 0.000 | -1485.00 | 1108573.00 |
| 1965 | 2018.03.20 18:02 | buy | 983 | 0.05 | 130.719 | 0.000 | 0.000 | ||
| 1966 | 2018.03.21 22:01 | close | 983 | 0.05 | 130.930 | 0.000 | 0.000 | 1031.50 | 1109604.50 |
| 1967 | 2018.03.22 00:55 | sell | 984 | 0.05 | 130.885 | 0.000 | 0.000 | ||
| 1968 | 2018.03.22 08:00 | close | 984 | 0.05 | 130.724 | 0.000 | 0.000 | 805.00 | 1110409.50 |
| 1969 | 2018.03.22 17:00 | buy | 985 | 0.05 | 129.920 | 0.000 | 0.000 | ||
| 1970 | 2018.03.23 05:50 | buy | 986 | 0.05 | 129.319 | 0.000 | 0.000 | ||
| 1971 | 2018.03.23 14:17 | close | 986 | 0.05 | 129.624 | 0.000 | 0.000 | 1525.00 | 1111934.50 |
| 1972 | 2018.03.23 14:17 | close | 985 | 0.05 | 129.624 | 0.000 | 0.000 | -1503.50 | 1110431.00 |
| 1973 | 2018.03.23 16:46 | sell | 987 | 0.05 | 129.661 | 0.000 | 0.000 | ||
| 1974 | 2018.03.26 00:00 | close | 987 | 0.05 | 129.330 | 0.000 | 0.000 | 1645.00 | 1112076.00 |
| 1975 | 2018.03.26 06:45 | sell | 988 | 0.05 | 129.821 | 0.000 | 0.000 | ||
| 1976 | 2018.03.26 12:49 | sell | 989 | 0.05 | 130.423 | 0.000 | 0.000 | ||
| 1977 | 2018.03.26 21:10 | sell | 990 | 0.05 | 131.017 | 0.000 | 0.000 | ||
| 1978 | 2018.03.27 09:38 | sell | 991 | 0.05 | 131.616 | 0.000 | 0.000 | ||
| 1979 | 2018.03.27 22:42 | close | 991 | 0.05 | 130.715 | 0.000 | 0.000 | 4505.00 | 1116581.00 |
| 1980 | 2018.03.27 22:42 | close | 990 | 0.05 | 130.715 | 0.000 | 0.000 | 1500.00 | 1118081.00 |
| 1981 | 2018.03.27 22:42 | close | 989 | 0.05 | 130.715 | 0.000 | 0.000 | -1470.00 | 1116611.00 |
| 1982 | 2018.03.27 22:42 | close | 988 | 0.05 | 130.715 | 0.000 | 0.000 | -4480.00 | 1112131.00 |
| 1983 | 2018.03.28 00:45 | buy | 992 | 0.05 | 130.718 | 0.000 | 0.000 | ||
| 1984 | 2018.03.28 08:00 | close | 992 | 0.05 | 130.954 | 0.000 | 0.000 | 1180.00 | 1113311.00 |
| 1985 | 2018.03.28 23:05 | sell | 993 | 0.05 | 131.496 | 0.000 | 0.000 | ||
| 1986 | 2018.03.29 04:47 | close | 993 | 0.05 | 131.332 | 0.000 | 0.000 | 790.00 | 1114101.00 |
| 1987 | 2018.03.29 17:52 | buy | 994 | 0.05 | 130.990 | 0.000 | 0.000 | ||
| 1988 | 2018.04.02 15:34 | close | 994 | 0.05 | 131.201 | 0.000 | 0.000 | 1008.00 | 1115109.00 |
| 1989 | 2018.04.02 21:45 | buy | 995 | 0.05 | 130.151 | 0.000 | 0.000 | ||
| 1990 | 2018.04.03 07:14 | close | 995 | 0.05 | 130.362 | 0.000 | 0.000 | 1031.50 | 1116140.50 |
| 1991 | 2018.04.03 12:00 | sell | 996 | 0.05 | 130.662 | 0.000 | 0.000 | ||
| 1992 | 2018.04.04 10:49 | close | 996 | 0.05 | 130.499 | 0.000 | 0.000 | 805.00 | 1116945.50 |
| 1993 | 2018.04.09 16:10 | sell | 997 | 0.05 | 131.693 | 0.000 | 0.000 | ||
| 1994 | 2018.04.10 00:04 | close | 997 | 0.05 | 131.532 | 0.000 | 0.000 | 795.00 | 1117740.50 |
| 1995 | 2018.04.10 07:30 | sell | 998 | 0.05 | 131.885 | 0.000 | 0.000 | ||
| 1996 | 2018.04.10 18:18 | sell | 999 | 0.05 | 132.484 | 0.000 | 0.000 | ||
| 1997 | 2018.04.11 14:03 | close | 999 | 0.05 | 132.184 | 0.000 | 0.000 | 1490.00 | 1119230.50 |
| 1998 | 2018.04.11 14:03 | close | 998 | 0.05 | 132.184 | 0.000 | 0.000 | -1505.00 | 1117725.50 |
| 1999 | 2018.04.13 12:00 | sell | 1000 | 0.05 | 132.729 | 0.000 | 0.000 | ||
| 2000 | 2018.04.13 20:00 | close | 1000 | 0.05 | 132.552 | 0.000 | 0.000 | 885.00 | 1118610.50 |
| 2001 | 2018.04.16 09:15 | buy | 1001 | 0.05 | 132.256 | 0.000 | 0.000 | ||
| 2002 | 2018.04.16 16:36 | close | 1001 | 0.05 | 132.817 | 0.000 | 0.000 | 2805.00 | 1121415.50 |
| 2003 | 2018.04.16 17:10 | sell | 1002 | 0.05 | 132.792 | 0.000 | 0.000 | ||
| 2004 | 2018.04.17 00:00 | close | 1002 | 0.05 | 132.619 | 0.000 | 0.000 | 855.00 | 1122270.50 |
| 2005 | 2018.04.18 06:45 | sell | 1003 | 0.05 | 132.743 | 0.000 | 0.000 | ||
| 2006 | 2018.04.18 12:00 | close | 1003 | 0.05 | 132.559 | 0.000 | 0.000 | 920.00 | 1123190.50 |
| 2007 | 2018.04.20 06:30 | sell | 1004 | 0.05 | 132.836 | 0.000 | 0.000 | ||
| 2008 | 2018.04.20 12:47 | close | 1004 | 0.05 | 132.459 | 0.000 | 0.000 | 1885.00 | 1125075.50 |
| 2009 | 2018.04.20 14:28 | buy | 1005 | 0.05 | 132.461 | 0.000 | 0.000 | ||
| 2010 | 2018.04.23 20:02 | close | 1005 | 0.05 | 132.702 | 0.000 | 0.000 | 1181.50 | 1126257.00 |
| 2011 | 2018.04.24 18:32 | sell | 1006 | 0.05 | 133.345 | 0.000 | 0.000 | ||
| 2012 | 2018.04.25 00:00 | close | 1006 | 0.05 | 133.115 | 0.000 | 0.000 | 1140.00 | 1127397.00 |
| 2013 | 2018.04.26 19:45 | buy | 1007 | 0.05 | 132.441 | 0.000 | 0.000 | ||
| 2014 | 2018.05.01 19:02 | buy | 1008 | 0.05 | 131.707 | 0.000 | 0.000 | ||
| 2015 | 2018.05.02 10:27 | close | 1008 | 0.05 | 132.084 | 0.000 | 0.000 | 1861.50 | 1129258.50 |
| 2016 | 2018.05.02 10:27 | close | 1007 | 0.05 | 132.084 | 0.000 | 0.000 | -1879.00 | 1127379.50 |
| 2017 | 2018.05.02 11:34 | sell | 1009 | 0.05 | 131.889 | 0.000 | 0.000 | ||
| 2018 | 2018.05.02 16:47 | close | 1009 | 0.05 | 131.637 | 0.000 | 0.000 | 1260.00 | 1128639.50 |
| 2019 | 2018.05.02 20:48 | buy | 1010 | 0.05 | 131.514 | 0.000 | 0.000 | ||
| 2020 | 2018.05.03 17:00 | buy | 1011 | 0.05 | 130.920 | 0.000 | 0.000 | ||
| 2021 | 2018.05.03 18:00 | buy | 1012 | 0.05 | 130.321 | 0.000 | 0.000 | ||
| 2022 | 2018.05.04 00:00 | close | 1012 | 0.05 | 130.919 | 0.000 | 0.000 | 2966.50 | 1131606.00 |
| 2023 | 2018.05.04 00:00 | close | 1011 | 0.05 | 130.919 | 0.000 | 0.000 | -28.50 | 1131577.50 |
| 2024 | 2018.05.04 00:00 | close | 1010 | 0.05 | 130.919 | 0.000 | 0.000 | -3069.00 | 1128508.50 |
| 2025 | 2018.05.04 16:40 | buy | 1013 | 0.05 | 130.077 | 0.000 | 0.000 | ||
| 2026 | 2018.05.07 00:00 | close | 1013 | 0.05 | 130.452 | 0.000 | 0.000 | 1851.50 | 1130360.00 |
| 2027 | 2018.05.08 12:05 | buy | 1014 | 0.05 | 129.637 | 0.000 | 0.000 | ||
| 2028 | 2018.05.09 04:52 | close | 1014 | 0.05 | 129.849 | 0.000 | 0.000 | 1036.50 | 1131396.50 |
| 2029 | 2018.05.09 06:30 | sell | 1015 | 0.05 | 129.799 | 0.000 | 0.000 | ||
| 2030 | 2018.05.09 14:37 | sell | 1016 | 0.05 | 130.405 | 0.000 | 0.000 | ||
| 2031 | 2018.05.09 20:00 | close | 1016 | 0.05 | 130.003 | 0.000 | 0.000 | 2010.00 | 1133406.50 |
| 2032 | 2018.05.09 20:00 | close | 1015 | 0.05 | 130.003 | 0.000 | 0.000 | -1020.00 | 1132386.50 |
| 2033 | 2018.05.10 11:15 | sell | 1017 | 0.05 | 130.337 | 0.000 | 0.000 | ||
| 2034 | 2018.05.10 17:28 | close | 1017 | 0.05 | 130.176 | 0.000 | 0.000 | 805.00 | 1133191.50 |
| 2035 | 2018.05.14 11:15 | sell | 1018 | 0.05 | 131.155 | 0.000 | 0.000 | ||
| 2036 | 2018.05.14 21:10 | close | 1018 | 0.05 | 130.924 | 0.000 | 0.000 | 1155.00 | 1134346.50 |
| 2037 | 2018.05.15 00:50 | buy | 1019 | 0.05 | 130.833 | 0.000 | 0.000 | ||
| 2038 | 2018.05.15 10:29 | close | 1019 | 0.05 | 131.055 | 0.000 | 0.000 | 1110.00 | 1135456.50 |
| 2039 | 2018.05.15 17:30 | buy | 1020 | 0.05 | 130.687 | 0.000 | 0.000 | ||
| 2040 | 2018.05.16 16:24 | buy | 1021 | 0.05 | 129.785 | 0.000 | 0.000 | ||
| 2041 | 2018.05.17 00:00 | close | 1021 | 0.05 | 130.341 | 0.000 | 0.000 | 2709.50 | 1138166.00 |
| 2042 | 2018.05.17 00:00 | close | 1020 | 0.05 | 130.341 | 0.000 | 0.000 | -1824.00 | 1136342.00 |
| 2043 | 2018.05.17 11:15 | sell | 1022 | 0.05 | 130.657 | 0.000 | 0.000 | ||
| 2044 | 2018.05.18 16:10 | close | 1022 | 0.05 | 130.472 | 0.000 | 0.000 | 915.00 | 1137257.00 |
| 2045 | 2018.05.18 18:45 | buy | 1023 | 0.05 | 130.355 | 0.000 | 0.000 | ||
| 2046 | 2018.05.21 08:08 | close | 1023 | 0.05 | 130.689 | 0.000 | 0.000 | 1646.50 | 1138903.50 |
| 2047 | 2018.05.21 09:31 | sell | 1024 | 0.05 | 130.712 | 0.000 | 0.000 | ||
| 2048 | 2018.05.23 01:37 | close | 1024 | 0.05 | 130.551 | 0.000 | 0.000 | 785.00 | 1139688.50 |
| 2049 | 2018.05.23 05:25 | buy | 1025 | 0.05 | 129.941 | 0.000 | 0.000 | ||
| 2050 | 2018.05.23 10:30 | buy | 1026 | 0.05 | 129.347 | 0.000 | 0.000 | ||
| 2051 | 2018.05.23 10:56 | buy | 1027 | 0.05 | 128.733 | 0.000 | 0.000 | ||
| 2052 | 2018.05.24 07:04 | buy | 1028 | 0.05 | 128.137 | 0.000 | 0.000 | ||
| 2053 | 2018.05.25 18:00 | buy | 1029 | 0.05 | 127.358 | 0.000 | 0.000 | ||
| 2054 | 2018.05.29 06:15 | buy | 1030 | 0.05 | 126.748 | 0.000 | 0.000 | ||
| 2055 | 2018.06.04 10:30 | close | 1030 | 0.05 | 128.380 | 0.000 | 0.000 | 8019.00 | 1147707.50 |
| 2056 | 2018.06.04 10:30 | close | 1029 | 0.05 | 128.380 | 0.000 | 0.000 | 4922.00 | 1152629.50 |
| 2057 | 2018.06.04 10:30 | close | 1028 | 0.05 | 128.380 | 0.000 | 0.000 | 1003.50 | 1153633.00 |
| 2058 | 2018.06.04 10:30 | close | 1027 | 0.05 | 128.380 | 0.000 | 0.000 | -2047.00 | 1151586.00 |
| 2059 | 2018.06.04 10:30 | close | 1026 | 0.05 | 128.380 | 0.000 | 0.000 | -5117.00 | 1146469.00 |
| 2060 | 2018.06.04 10:30 | close | 1025 | 0.05 | 128.380 | 0.000 | 0.000 | -8087.00 | 1138382.00 |
| 2061 | 2018.06.04 13:30 | sell | 1031 | 0.05 | 128.496 | 0.000 | 0.000 | ||
| 2062 | 2018.06.04 20:00 | close | 1031 | 0.05 | 128.180 | 0.000 | 0.000 | 1580.00 | 1139962.00 |
| 2063 | 2018.06.05 17:00 | buy | 1032 | 0.05 | 128.094 | 0.000 | 0.000 | ||
| 2064 | 2018.06.06 00:00 | close | 1032 | 0.05 | 128.556 | 0.000 | 0.000 | 2286.50 | 1142248.50 |
| 2065 | 2018.06.06 00:00 | sell | 1033 | 0.05 | 128.556 | 0.000 | 0.000 | ||
| 2066 | 2018.06.06 10:50 | sell | 1034 | 0.05 | 129.403 | 0.000 | 0.000 | ||
| 2067 | 2018.06.07 12:28 | sell | 1035 | 0.05 | 130.000 | 0.000 | 0.000 | ||
| 2068 | 2018.06.07 20:41 | close | 1035 | 0.05 | 129.317 | 0.000 | 0.000 | 3415.00 | 1145663.50 |
| 2069 | 2018.06.07 20:41 | close | 1034 | 0.05 | 129.317 | 0.000 | 0.000 | 400.00 | 1146063.50 |
| 2070 | 2018.06.07 20:41 | close | 1033 | 0.05 | 129.317 | 0.000 | 0.000 | -3835.00 | 1142228.50 |
| 2071 | 2018.06.07 22:15 | buy | 1036 | 0.05 | 129.557 | 0.000 | 0.000 | ||
| 2072 | 2018.06.08 12:45 | buy | 1037 | 0.05 | 128.727 | 0.000 | 0.000 | ||
| 2073 | 2018.06.08 14:03 | buy | 1038 | 0.05 | 128.128 | 0.000 | 0.000 | ||
| 2074 | 2018.06.08 20:00 | close | 1038 | 0.05 | 128.909 | 0.000 | 0.000 | 3905.00 | 1146133.50 |
| 2075 | 2018.06.08 20:00 | close | 1037 | 0.05 | 128.909 | 0.000 | 0.000 | 910.00 | 1147043.50 |
| 2076 | 2018.06.08 20:00 | close | 1036 | 0.05 | 128.909 | 0.000 | 0.000 | -3263.50 | 1143780.00 |
| 2077 | 2018.06.11 08:45 | sell | 1039 | 0.05 | 129.476 | 0.000 | 0.000 | ||
| 2078 | 2018.06.12 15:30 | sell | 1040 | 0.05 | 130.078 | 0.000 | 0.000 | ||
| 2079 | 2018.06.12 20:09 | close | 1040 | 0.05 | 129.771 | 0.000 | 0.000 | 1535.00 | 1145315.00 |
| 2080 | 2018.06.12 20:09 | close | 1039 | 0.05 | 129.771 | 0.000 | 0.000 | -1485.00 | 1143830.00 |
| 2081 | 2018.06.12 22:45 | buy | 1041 | 0.05 | 129.668 | 0.000 | 0.000 | ||
| 2082 | 2018.06.13 06:25 | close | 1041 | 0.05 | 129.942 | 0.000 | 0.000 | 1346.50 | 1145176.50 |
| 2083 | 2018.06.14 18:30 | buy | 1042 | 0.05 | 128.527 | 0.000 | 0.000 | ||
| 2084 | 2018.06.14 23:58 | buy | 1043 | 0.05 | 127.936 | 0.000 | 0.000 | ||
| 2085 | 2018.06.15 08:29 | close | 1043 | 0.05 | 128.233 | 0.000 | 0.000 | 1461.50 | 1146638.00 |
| 2086 | 2018.06.15 08:29 | close | 1042 | 0.05 | 128.233 | 0.000 | 0.000 | -1493.50 | 1145144.50 |
| 2087 | 2018.06.18 06:00 | buy | 1044 | 0.05 | 127.962 | 0.000 | 0.000 | ||
| 2088 | 2018.06.18 12:40 | close | 1044 | 0.05 | 128.248 | 0.000 | 0.000 | 1430.00 | 1146574.50 |
| 2089 | 2018.06.18 15:00 | sell | 1045 | 0.05 | 128.248 | 0.000 | 0.000 | ||
| 2090 | 2018.06.19 02:54 | close | 1045 | 0.05 | 128.085 | 0.000 | 0.000 | 805.00 | 1147379.50 |
| 2091 | 2018.06.19 06:45 | buy | 1046 | 0.05 | 127.874 | 0.000 | 0.000 | ||
| 2092 | 2018.06.19 09:03 | buy | 1047 | 0.05 | 127.277 | 0.000 | 0.000 | ||
| 2093 | 2018.06.19 11:31 | buy | 1048 | 0.05 | 126.681 | 0.000 | 0.000 | ||
| 2094 | 2018.06.19 18:23 | close | 1048 | 0.05 | 127.281 | 0.000 | 0.000 | 3000.00 | 1150379.50 |
| 2095 | 2018.06.19 18:23 | close | 1047 | 0.05 | 127.281 | 0.000 | 0.000 | 20.00 | 1150399.50 |
| 2096 | 2018.06.19 18:23 | close | 1046 | 0.05 | 127.281 | 0.000 | 0.000 | -2965.00 | 1147434.50 |
| 2097 | 2018.06.19 20:30 | sell | 1049 | 0.05 | 127.213 | 0.000 | 0.000 | ||
| 2098 | 2018.06.20 23:00 | sell | 1050 | 0.05 | 127.848 | 0.000 | 0.000 | ||
| 2099 | 2018.06.21 11:43 | close | 1050 | 0.05 | 127.528 | 0.000 | 0.000 | 1570.00 | 1149004.50 |
| 2100 | 2018.06.21 11:43 | close | 1049 | 0.05 | 127.528 | 0.000 | 0.000 | -1615.00 | 1147389.50 |