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 |
| 2101 | 2018.06.21 13:56 | buy | 1051 | 0.05 | 127.554 | 0.000 | 0.000 | ||
| 2102 | 2018.06.21 22:24 | close | 1051 | 0.05 | 127.766 | 0.000 | 0.000 | 1060.00 | 1148449.50 |
| 2103 | 2018.06.22 12:56 | sell | 1052 | 0.05 | 128.411 | 0.000 | 0.000 | ||
| 2104 | 2018.06.22 20:00 | close | 1052 | 0.05 | 128.067 | 0.000 | 0.000 | 1720.00 | 1150169.50 |
| 2105 | 2018.06.25 06:30 | buy | 1053 | 0.05 | 127.623 | 0.000 | 0.000 | ||
| 2106 | 2018.06.25 15:33 | close | 1053 | 0.05 | 128.099 | 0.000 | 0.000 | 2380.00 | 1152549.50 |
| 2107 | 2018.06.25 16:45 | sell | 1054 | 0.05 | 128.039 | 0.000 | 0.000 | ||
| 2108 | 2018.06.26 12:41 | close | 1054 | 0.05 | 127.876 | 0.000 | 0.000 | 805.00 | 1153354.50 |
| 2109 | 2018.06.26 14:00 | buy | 1055 | 0.05 | 128.007 | 0.000 | 0.000 | ||
| 2110 | 2018.06.26 20:00 | close | 1055 | 0.05 | 128.231 | 0.000 | 0.000 | 1120.00 | 1154474.50 |
| 2111 | 2018.06.26 20:00 | sell | 1056 | 0.05 | 128.222 | 0.000 | 0.000 | ||
| 2112 | 2018.06.27 04:00 | close | 1056 | 0.05 | 128.061 | 0.000 | 0.000 | 795.00 | 1155269.50 |
| 2113 | 2018.06.27 23:15 | buy | 1057 | 0.05 | 127.390 | 0.000 | 0.000 | ||
| 2114 | 2018.06.28 14:09 | close | 1057 | 0.05 | 127.657 | 0.000 | 0.000 | 1264.50 | 1156534.00 |
| 2115 | 2018.06.28 15:15 | sell | 1058 | 0.05 | 127.621 | 0.000 | 0.000 | ||
| 2116 | 2018.06.29 08:43 | sell | 1059 | 0.05 | 128.894 | 0.000 | 0.000 | ||
| 2117 | 2018.07.05 15:08 | sell | 1060 | 0.05 | 129.536 | 0.000 | 0.000 | ||
| 2118 | 2018.07.09 16:59 | sell | 1061 | 0.05 | 130.136 | 0.000 | 0.000 | ||
| 2119 | 2018.07.10 23:40 | sell | 1062 | 0.05 | 130.729 | 0.000 | 0.000 | ||
| 2120 | 2018.07.12 10:18 | sell | 1063 | 0.05 | 131.326 | 0.000 | 0.000 | ||
| 2121 | 2018.07.25 17:42 | close | 1063 | 0.05 | 129.706 | 0.000 | 0.000 | 7990.00 | 1164524.00 |
| 2122 | 2018.07.25 17:42 | close | 1062 | 0.05 | 129.706 | 0.000 | 0.000 | 4965.00 | 1169489.00 |
| 2123 | 2018.07.25 17:42 | close | 1061 | 0.05 | 129.706 | 0.000 | 0.000 | 1990.00 | 1171479.00 |
| 2124 | 2018.07.25 17:42 | close | 1060 | 0.05 | 129.706 | 0.000 | 0.000 | -1030.00 | 1170449.00 |
| 2125 | 2018.07.25 17:42 | close | 1059 | 0.05 | 129.706 | 0.000 | 0.000 | -4300.00 | 1166149.00 |
| 2126 | 2018.07.25 17:42 | close | 1058 | 0.05 | 129.706 | 0.000 | 0.000 | -10675.00 | 1155474.00 |
| 2127 | 2018.07.25 19:48 | buy | 1064 | 0.05 | 129.618 | 0.000 | 0.000 | ||
| 2128 | 2018.07.26 00:00 | close | 1064 | 0.05 | 130.146 | 0.000 | 0.000 | 2569.50 | 1158043.50 |
| 2129 | 2018.07.26 01:45 | sell | 1065 | 0.05 | 130.087 | 0.000 | 0.000 | ||
| 2130 | 2018.07.26 08:03 | close | 1065 | 0.05 | 129.924 | 0.000 | 0.000 | 815.00 | 1158858.50 |
| 2131 | 2018.07.26 19:15 | buy | 1066 | 0.05 | 129.620 | 0.000 | 0.000 | ||
| 2132 | 2018.07.30 17:05 | close | 1066 | 0.05 | 129.888 | 0.000 | 0.000 | 1293.00 | 1160151.50 |
| 2133 | 2018.07.30 17:05 | sell | 1067 | 0.05 | 129.888 | 0.000 | 0.000 | ||
| 2134 | 2018.07.31 13:30 | sell | 1068 | 0.05 | 130.733 | 0.000 | 0.000 | ||
| 2135 | 2018.08.01 19:01 | close | 1068 | 0.05 | 130.305 | 0.000 | 0.000 | 2130.00 | 1162281.50 |
| 2136 | 2018.08.01 19:01 | close | 1067 | 0.05 | 130.305 | 0.000 | 0.000 | -2105.00 | 1160176.50 |
| 2137 | 2018.08.01 22:30 | buy | 1069 | 0.05 | 130.149 | 0.000 | 0.000 | ||
| 2138 | 2018.08.02 12:27 | buy | 1070 | 0.05 | 129.553 | 0.000 | 0.000 | ||
| 2139 | 2018.08.03 18:30 | buy | 1071 | 0.05 | 128.913 | 0.000 | 0.000 | ||
| 2140 | 2018.08.09 20:30 | buy | 1072 | 0.05 | 128.269 | 0.000 | 0.000 | ||
| 2141 | 2018.08.10 07:22 | buy | 1073 | 0.05 | 127.672 | 0.000 | 0.000 | ||
| 2142 | 2018.08.10 08:17 | buy | 1074 | 0.05 | 127.076 | 0.000 | 0.000 | ||
| 2143 | 2018.08.23 16:53 | close | 1074 | 0.05 | 128.610 | 0.000 | 0.000 | 7364.50 | 1167541.00 |
| 2144 | 2018.08.23 16:53 | close | 1073 | 0.05 | 128.610 | 0.000 | 0.000 | 4384.50 | 1171925.50 |
| 2145 | 2018.08.23 16:53 | close | 1072 | 0.05 | 128.610 | 0.000 | 0.000 | 1376.00 | 1173301.50 |
| 2146 | 2018.08.23 16:53 | close | 1071 | 0.05 | 128.610 | 0.000 | 0.000 | -1985.00 | 1171316.50 |
| 2147 | 2018.08.23 16:53 | close | 1070 | 0.05 | 128.610 | 0.000 | 0.000 | -5208.50 | 1166108.00 |
| 2148 | 2018.08.23 16:53 | close | 1069 | 0.05 | 128.610 | 0.000 | 0.000 | -8259.00 | 1157849.00 |
| 2149 | 2018.08.23 19:00 | sell | 1075 | 0.05 | 128.569 | 0.000 | 0.000 | ||
| 2150 | 2018.08.24 16:41 | sell | 1076 | 0.05 | 129.163 | 0.000 | 0.000 | ||
| 2151 | 2018.08.27 09:25 | close | 1076 | 0.05 | 128.865 | 0.000 | 0.000 | 1480.00 | 1159329.00 |
| 2152 | 2018.08.27 09:25 | close | 1075 | 0.05 | 128.865 | 0.000 | 0.000 | -1500.00 | 1157829.00 |
| 2153 | 2018.08.27 10:31 | buy | 1077 | 0.05 | 128.976 | 0.000 | 0.000 | ||
| 2154 | 2018.08.27 16:15 | close | 1077 | 0.05 | 129.191 | 0.000 | 0.000 | 1075.00 | 1158904.00 |
| 2155 | 2018.08.27 20:30 | sell | 1078 | 0.05 | 129.716 | 0.000 | 0.000 | ||
| 2156 | 2018.08.29 20:15 | sell | 1079 | 0.05 | 130.761 | 0.000 | 0.000 | ||
| 2157 | 2018.08.30 14:42 | close | 1079 | 0.05 | 130.237 | 0.000 | 0.000 | 2590.00 | 1161494.00 |
| 2158 | 2018.08.30 14:42 | close | 1078 | 0.05 | 130.237 | 0.000 | 0.000 | -2655.00 | 1158839.00 |
| 2159 | 2018.08.30 15:14 | buy | 1080 | 0.05 | 130.322 | 0.000 | 0.000 | ||
| 2160 | 2018.08.30 16:31 | buy | 1081 | 0.05 | 129.715 | 0.000 | 0.000 | ||
| 2161 | 2018.08.31 17:13 | buy | 1082 | 0.05 | 128.994 | 0.000 | 0.000 | ||
| 2162 | 2018.09.05 16:14 | close | 1082 | 0.05 | 129.678 | 0.000 | 0.000 | 3349.50 | 1162188.50 |
| 2163 | 2018.09.05 16:14 | close | 1081 | 0.05 | 129.678 | 0.000 | 0.000 | -279.00 | 1161909.50 |
| 2164 | 2018.09.05 16:14 | close | 1080 | 0.05 | 129.678 | 0.000 | 0.000 | -3314.00 | 1158595.50 |
| 2165 | 2018.09.05 18:15 | sell | 1083 | 0.05 | 129.634 | 0.000 | 0.000 | ||
| 2166 | 2018.09.06 04:14 | close | 1083 | 0.05 | 129.473 | 0.000 | 0.000 | 775.00 | 1159370.50 |
| 2167 | 2018.09.06 20:43 | buy | 1084 | 0.05 | 128.794 | 0.000 | 0.000 | ||
| 2168 | 2018.09.10 02:50 | buy | 1085 | 0.05 | 128.180 | 0.000 | 0.000 | ||
| 2169 | 2018.09.10 11:49 | close | 1085 | 0.05 | 128.489 | 0.000 | 0.000 | 1545.00 | 1160915.50 |
| 2170 | 2018.09.10 11:49 | close | 1084 | 0.05 | 128.489 | 0.000 | 0.000 | -1572.00 | 1159343.50 |
| 2171 | 2018.09.10 14:02 | sell | 1086 | 0.05 | 128.587 | 0.000 | 0.000 | ||
| 2172 | 2018.09.11 08:15 | sell | 1087 | 0.05 | 129.228 | 0.000 | 0.000 | ||
| 2173 | 2018.09.11 10:17 | sell | 1088 | 0.05 | 129.825 | 0.000 | 0.000 | ||
| 2174 | 2018.09.11 16:00 | close | 1088 | 0.05 | 128.986 | 0.000 | 0.000 | 4195.00 | 1163538.50 |
| 2175 | 2018.09.11 16:00 | close | 1087 | 0.05 | 128.986 | 0.000 | 0.000 | 1210.00 | 1164748.50 |
| 2176 | 2018.09.11 16:00 | close | 1086 | 0.05 | 128.986 | 0.000 | 0.000 | -2005.00 | 1162743.50 |
| 2177 | 2018.09.12 19:47 | sell | 1089 | 0.05 | 129.376 | 0.000 | 0.000 | ||
| 2178 | 2018.09.13 19:00 | sell | 1090 | 0.05 | 130.648 | 0.000 | 0.000 | ||
| 2179 | 2018.09.18 09:35 | sell | 1091 | 0.05 | 131.351 | 0.000 | 0.000 | ||
| 2180 | 2018.09.20 14:59 | sell | 1092 | 0.05 | 131.951 | 0.000 | 0.000 | ||
| 2181 | 2018.09.21 03:59 | sell | 1093 | 0.05 | 132.563 | 0.000 | 0.000 | ||
| 2182 | 2018.10.02 10:03 | close | 1093 | 0.05 | 131.177 | 0.000 | 0.000 | 6840.00 | 1169583.50 |
| 2183 | 2018.10.02 10:03 | close | 1092 | 0.05 | 131.177 | 0.000 | 0.000 | 3770.00 | 1173353.50 |
| 2184 | 2018.10.02 10:03 | close | 1091 | 0.05 | 131.177 | 0.000 | 0.000 | 730.00 | 1174083.50 |
| 2185 | 2018.10.02 10:03 | close | 1090 | 0.05 | 131.177 | 0.000 | 0.000 | -2815.00 | 1171268.50 |
| 2186 | 2018.10.02 10:03 | close | 1089 | 0.05 | 131.177 | 0.000 | 0.000 | -9205.00 | 1162063.50 |
| 2187 | 2018.10.02 10:03 | buy | 1094 | 0.05 | 131.177 | 0.000 | 0.000 | ||
| 2188 | 2018.10.02 20:09 | close | 1094 | 0.05 | 131.388 | 0.000 | 0.000 | 1055.00 | 1163118.50 |
| 2189 | 2018.10.03 17:00 | buy | 1095 | 0.05 | 131.417 | 0.000 | 0.000 | ||
| 2190 | 2018.10.08 14:00 | buy | 1096 | 0.05 | 130.053 | 0.000 | 0.000 | ||
| 2191 | 2018.10.11 01:00 | buy | 1097 | 0.05 | 129.430 | 0.000 | 0.000 | ||
| 2192 | 2018.10.12 06:17 | close | 1097 | 0.05 | 130.306 | 0.000 | 0.000 | 4356.50 | 1167475.00 |
| 2193 | 2018.10.12 06:17 | close | 1096 | 0.05 | 130.306 | 0.000 | 0.000 | 1124.00 | 1168599.00 |
| 2194 | 2018.10.12 06:17 | close | 1095 | 0.05 | 130.306 | 0.000 | 0.000 | -5813.50 | 1162785.50 |
| 2195 | 2018.10.12 08:32 | sell | 1098 | 0.05 | 130.413 | 0.000 | 0.000 | ||
| 2196 | 2018.10.12 16:00 | close | 1098 | 0.05 | 129.758 | 0.000 | 0.000 | 3275.00 | 1166060.50 |
| 2197 | 2018.10.12 16:00 | buy | 1099 | 0.05 | 129.758 | 0.000 | 0.000 | ||
| 2198 | 2018.10.15 11:18 | buy | 1100 | 0.05 | 129.164 | 0.000 | 0.000 | ||
| 2199 | 2018.10.15 16:00 | close | 1100 | 0.05 | 129.784 | 0.000 | 0.000 | 3100.00 | 1169160.50 |
| 2200 | 2018.10.15 16:00 | close | 1099 | 0.05 | 129.784 | 0.000 | 0.000 | 106.50 | 1169267.00 |
| 2201 | 2018.10.16 12:05 | sell | 1101 | 0.05 | 129.792 | 0.000 | 0.000 | ||
| 2202 | 2018.10.17 14:21 | close | 1101 | 0.05 | 129.514 | 0.000 | 0.000 | 1380.00 | 1170647.00 |
| 2203 | 2018.10.17 15:30 | buy | 1102 | 0.05 | 129.459 | 0.000 | 0.000 | ||
| 2204 | 2018.10.18 11:23 | close | 1102 | 0.05 | 129.671 | 0.000 | 0.000 | 989.50 | 1171636.50 |
| 2205 | 2018.10.18 13:33 | sell | 1103 | 0.05 | 129.594 | 0.000 | 0.000 | ||
| 2206 | 2018.10.18 20:06 | close | 1103 | 0.05 | 128.696 | 0.000 | 0.000 | 4490.00 | 1176126.50 |
| 2207 | 2018.10.18 21:37 | buy | 1104 | 0.05 | 128.613 | 0.000 | 0.000 | ||
| 2208 | 2018.10.19 09:23 | close | 1104 | 0.05 | 128.895 | 0.000 | 0.000 | 1386.50 | 1177513.00 |
| 2209 | 2018.10.19 17:25 | sell | 1105 | 0.05 | 129.175 | 0.000 | 0.000 | ||
| 2210 | 2018.10.22 09:02 | sell | 1106 | 0.05 | 129.772 | 0.000 | 0.000 | ||
| 2211 | 2018.10.22 16:00 | close | 1106 | 0.05 | 129.473 | 0.000 | 0.000 | 1495.00 | 1179008.00 |
| 2212 | 2018.10.22 16:00 | close | 1105 | 0.05 | 129.473 | 0.000 | 0.000 | -1500.00 | 1177508.00 |
| 2213 | 2018.10.22 18:17 | buy | 1107 | 0.05 | 129.427 | 0.000 | 0.000 | ||
| 2214 | 2018.10.23 09:25 | buy | 1108 | 0.05 | 128.719 | 0.000 | 0.000 | ||
| 2215 | 2018.10.23 21:33 | close | 1108 | 0.05 | 129.076 | 0.000 | 0.000 | 1785.00 | 1179293.00 |
| 2216 | 2018.10.23 21:33 | close | 1107 | 0.05 | 129.076 | 0.000 | 0.000 | -1778.50 | 1177514.50 |
| 2217 | 2018.10.23 23:00 | sell | 1109 | 0.05 | 128.899 | 0.000 | 0.000 | ||
| 2218 | 2018.10.24 10:30 | close | 1109 | 0.05 | 128.735 | 0.000 | 0.000 | 810.00 | 1178324.50 |
| 2219 | 2018.10.24 13:50 | buy | 1110 | 0.05 | 128.520 | 0.000 | 0.000 | ||
| 2220 | 2018.10.24 21:09 | buy | 1111 | 0.05 | 127.922 | 0.000 | 0.000 | ||
| 2221 | 2018.10.25 12:29 | close | 1111 | 0.05 | 128.224 | 0.000 | 0.000 | 1439.50 | 1179764.00 |
| 2222 | 2018.10.25 12:29 | close | 1110 | 0.05 | 128.224 | 0.000 | 0.000 | -1550.50 | 1178213.50 |
| 2223 | 2018.10.26 08:00 | buy | 1112 | 0.05 | 127.581 | 0.000 | 0.000 | ||
| 2224 | 2018.10.26 14:01 | buy | 1113 | 0.05 | 126.976 | 0.000 | 0.000 | ||
| 2225 | 2018.10.26 20:00 | close | 1113 | 0.05 | 127.579 | 0.000 | 0.000 | 3015.00 | 1181228.50 |
| 2226 | 2018.10.26 20:00 | close | 1112 | 0.05 | 127.579 | 0.000 | 0.000 | -10.00 | 1181218.50 |
| 2227 | 2018.10.26 22:35 | sell | 1114 | 0.05 | 127.518 | 0.000 | 0.000 | ||
| 2228 | 2018.10.29 04:43 | close | 1114 | 0.05 | 127.337 | 0.000 | 0.000 | 895.00 | 1182113.50 |
| 2229 | 2018.10.30 08:08 | sell | 1115 | 0.05 | 128.255 | 0.000 | 0.000 | ||
| 2230 | 2018.10.30 17:43 | close | 1115 | 0.05 | 128.091 | 0.000 | 0.000 | 820.00 | 1182933.50 |
| 2231 | 2018.10.31 21:10 | buy | 1116 | 0.05 | 127.864 | 0.000 | 0.000 | ||
| 2232 | 2018.11.01 12:20 | close | 1116 | 0.05 | 128.461 | 0.000 | 0.000 | 2914.50 | 1185848.00 |
| 2233 | 2018.11.01 12:20 | sell | 1117 | 0.05 | 128.461 | 0.000 | 0.000 | ||
| 2234 | 2018.11.02 14:20 | sell | 1118 | 0.05 | 129.213 | 0.000 | 0.000 | ||
| 2235 | 2018.11.02 20:00 | close | 1118 | 0.05 | 128.806 | 0.000 | 0.000 | 2035.00 | 1187883.00 |
| 2236 | 2018.11.02 20:00 | close | 1117 | 0.05 | 128.806 | 0.000 | 0.000 | -1735.00 | 1186148.00 |
| 2237 | 2018.11.05 22:30 | sell | 1119 | 0.05 | 129.176 | 0.000 | 0.000 | ||
| 2238 | 2018.11.06 12:12 | close | 1119 | 0.05 | 128.995 | 0.000 | 0.000 | 895.00 | 1187043.00 |
| 2239 | 2018.11.06 18:58 | sell | 1120 | 0.05 | 129.379 | 0.000 | 0.000 | ||
| 2240 | 2018.11.07 14:35 | sell | 1121 | 0.05 | 129.974 | 0.000 | 0.000 | ||
| 2241 | 2018.11.07 21:44 | close | 1121 | 0.05 | 129.676 | 0.000 | 0.000 | 1490.00 | 1188533.00 |
| 2242 | 2018.11.07 21:44 | close | 1120 | 0.05 | 129.676 | 0.000 | 0.000 | -1495.00 | 1187038.00 |
| 2243 | 2018.11.09 20:30 | buy | 1122 | 0.05 | 128.957 | 0.000 | 0.000 | ||
| 2244 | 2018.11.12 12:45 | buy | 1123 | 0.05 | 128.309 | 0.000 | 0.000 | ||
| 2245 | 2018.11.12 23:25 | buy | 1124 | 0.05 | 127.712 | 0.000 | 0.000 | ||
| 2246 | 2018.11.13 10:37 | close | 1124 | 0.05 | 128.330 | 0.000 | 0.000 | 3066.50 | 1190104.50 |
| 2247 | 2018.11.13 10:37 | close | 1123 | 0.05 | 128.330 | 0.000 | 0.000 | 81.50 | 1190186.00 |
| 2248 | 2018.11.13 10:37 | close | 1122 | 0.05 | 128.330 | 0.000 | 0.000 | -3182.00 | 1187004.00 |
| 2249 | 2018.11.13 18:55 | sell | 1125 | 0.05 | 128.644 | 0.000 | 0.000 | ||
| 2250 | 2018.11.14 09:10 | close | 1125 | 0.05 | 128.481 | 0.000 | 0.000 | 805.00 | 1187809.00 |