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 |
| 2251 | 2018.11.14 13:15 | buy | 1126 | 0.05 | 128.401 | 0.000 | 0.000 | ||
| 2252 | 2018.11.14 22:27 | close | 1126 | 0.05 | 128.637 | 0.000 | 0.000 | 1180.00 | 1188989.00 |
| 2253 | 2018.11.15 16:35 | buy | 1127 | 0.05 | 127.909 | 0.000 | 0.000 | ||
| 2254 | 2018.11.16 00:07 | close | 1127 | 0.05 | 128.615 | 0.000 | 0.000 | 3506.50 | 1192495.50 |
| 2255 | 2018.11.16 15:14 | buy | 1128 | 0.05 | 128.381 | 0.000 | 0.000 | ||
| 2256 | 2018.11.16 20:39 | close | 1128 | 0.05 | 128.710 | 0.000 | 0.000 | 1645.00 | 1194140.50 |
| 2257 | 2018.11.16 21:15 | sell | 1129 | 0.05 | 128.700 | 0.000 | 0.000 | ||
| 2258 | 2018.11.19 05:22 | close | 1129 | 0.05 | 128.538 | 0.000 | 0.000 | 800.00 | 1194940.50 |
| 2259 | 2018.11.20 12:48 | buy | 1130 | 0.05 | 128.667 | 0.000 | 0.000 | ||
| 2260 | 2018.11.20 17:02 | buy | 1131 | 0.05 | 128.063 | 0.000 | 0.000 | ||
| 2261 | 2018.11.21 03:41 | close | 1131 | 0.05 | 128.366 | 0.000 | 0.000 | 1491.50 | 1196432.00 |
| 2262 | 2018.11.21 03:41 | close | 1130 | 0.05 | 128.366 | 0.000 | 0.000 | -1528.50 | 1194903.50 |
| 2263 | 2018.11.21 09:56 | sell | 1132 | 0.05 | 128.606 | 0.000 | 0.000 | ||
| 2264 | 2018.11.23 10:33 | close | 1132 | 0.05 | 128.444 | 0.000 | 0.000 | 770.00 | 1195673.50 |
| 2265 | 2018.11.23 14:30 | buy | 1133 | 0.05 | 128.123 | 0.000 | 0.000 | ||
| 2266 | 2018.11.26 07:30 | close | 1133 | 0.05 | 128.458 | 0.000 | 0.000 | 1651.50 | 1197325.00 |
| 2267 | 2018.11.26 07:30 | sell | 1134 | 0.05 | 128.458 | 0.000 | 0.000 | ||
| 2268 | 2018.11.28 10:43 | close | 1134 | 0.05 | 128.295 | 0.000 | 0.000 | 795.00 | 1198120.00 |
| 2269 | 2018.11.28 22:00 | sell | 1135 | 0.05 | 129.137 | 0.000 | 0.000 | ||
| 2270 | 2018.11.29 07:17 | close | 1135 | 0.05 | 128.976 | 0.000 | 0.000 | 775.00 | 1198895.00 |
| 2271 | 2018.11.30 19:45 | buy | 1136 | 0.05 | 128.539 | 0.000 | 0.000 | ||
| 2272 | 2018.12.03 02:39 | close | 1136 | 0.05 | 128.849 | 0.000 | 0.000 | 1526.50 | 1200421.50 |
| 2273 | 2018.12.03 09:56 | sell | 1137 | 0.05 | 129.021 | 0.000 | 0.000 | ||
| 2274 | 2018.12.03 16:12 | close | 1137 | 0.05 | 128.726 | 0.000 | 0.000 | 1475.00 | 1201896.50 |
| 2275 | 2018.12.03 21:00 | sell | 1138 | 0.05 | 129.005 | 0.000 | 0.000 | ||
| 2276 | 2018.12.04 04:00 | close | 1138 | 0.05 | 128.807 | 0.000 | 0.000 | 980.00 | 1202876.50 |
| 2277 | 2018.12.04 18:50 | buy | 1139 | 0.05 | 128.211 | 0.000 | 0.000 | ||
| 2278 | 2018.12.05 20:24 | close | 1139 | 0.05 | 128.422 | 0.000 | 0.000 | 1031.50 | 1203908.00 |
| 2279 | 2018.12.06 07:04 | buy | 1140 | 0.05 | 127.843 | 0.000 | 0.000 | ||
| 2280 | 2018.12.06 15:42 | close | 1140 | 0.05 | 128.094 | 0.000 | 0.000 | 1255.00 | 1205163.00 |
| 2281 | 2018.12.07 22:52 | sell | 1141 | 0.05 | 128.524 | 0.000 | 0.000 | ||
| 2282 | 2018.12.10 18:04 | close | 1141 | 0.05 | 128.362 | 0.000 | 0.000 | 800.00 | 1205963.00 |
| 2283 | 2018.12.10 20:15 | buy | 1142 | 0.05 | 128.513 | 0.000 | 0.000 | ||
| 2284 | 2018.12.11 12:08 | close | 1142 | 0.05 | 128.724 | 0.000 | 0.000 | 1031.50 | 1206994.50 |
| 2285 | 2018.12.11 20:19 | buy | 1143 | 0.05 | 128.283 | 0.000 | 0.000 | ||
| 2286 | 2018.12.12 04:43 | close | 1143 | 0.05 | 128.531 | 0.000 | 0.000 | 1216.50 | 1208211.00 |
| 2287 | 2018.12.14 14:10 | buy | 1144 | 0.05 | 128.256 | 0.000 | 0.000 | ||
| 2288 | 2018.12.17 12:54 | close | 1144 | 0.05 | 128.468 | 0.000 | 0.000 | 1036.50 | 1209247.50 |
| 2289 | 2018.12.17 19:30 | buy | 1145 | 0.05 | 128.095 | 0.000 | 0.000 | ||
| 2290 | 2018.12.19 17:43 | close | 1145 | 0.05 | 128.309 | 0.000 | 0.000 | 1023.00 | 1210270.50 |
| 2291 | 2018.12.19 17:55 | sell | 1146 | 0.05 | 128.305 | 0.000 | 0.000 | ||
| 2292 | 2018.12.20 00:01 | close | 1146 | 0.05 | 127.871 | 0.000 | 0.000 | 2140.00 | 1212410.50 |
| 2293 | 2018.12.20 09:16 | buy | 1147 | 0.05 | 127.700 | 0.000 | 0.000 | ||
| 2294 | 2018.12.21 13:45 | buy | 1148 | 0.05 | 127.060 | 0.000 | 0.000 | ||
| 2295 | 2018.12.21 22:16 | buy | 1149 | 0.05 | 126.462 | 0.000 | 0.000 | ||
| 2296 | 2018.12.24 20:30 | buy | 1150 | 0.05 | 125.892 | 0.000 | 0.000 | ||
| 2297 | 2018.12.27 21:53 | close | 1150 | 0.05 | 126.784 | 0.000 | 0.000 | 4342.50 | 1216753.00 |
| 2298 | 2018.12.27 21:53 | close | 1149 | 0.05 | 126.784 | 0.000 | 0.000 | 1469.00 | 1218222.00 |
| 2299 | 2018.12.27 21:53 | close | 1148 | 0.05 | 126.784 | 0.000 | 0.000 | -1521.00 | 1216701.00 |
| 2300 | 2018.12.27 21:53 | close | 1147 | 0.05 | 126.784 | 0.000 | 0.000 | -4744.50 | 1211956.50 |
| 2301 | 2018.12.28 00:06 | sell | 1151 | 0.05 | 126.868 | 0.000 | 0.000 | ||
| 2302 | 2018.12.28 08:42 | close | 1151 | 0.05 | 126.705 | 0.000 | 0.000 | 815.00 | 1212771.50 |
| 2303 | 2018.12.28 12:45 | buy | 1152 | 0.05 | 126.496 | 0.000 | 0.000 | ||
| 2304 | 2018.12.31 14:30 | buy | 1153 | 0.05 | 125.852 | 0.000 | 0.000 | ||
| 2305 | 2019.01.02 07:00 | buy | 1154 | 0.05 | 125.231 | 0.000 | 0.000 | ||
| 2306 | 2019.01.02 15:18 | buy | 1155 | 0.05 | 124.355 | 0.000 | 0.000 | ||
| 2307 | 2019.01.02 22:05 | buy | 1156 | 0.05 | 123.762 | 0.000 | 0.000 | ||
| 2308 | 2019.01.03 00:28 | buy | 1157 | 0.05 | 123.200 | 0.000 | 0.000 | ||
| 2309 | 2019.01.08 02:11 | close | 1157 | 0.05 | 124.817 | 0.000 | 0.000 | 8014.50 | 1220786.00 |
| 2310 | 2019.01.08 02:11 | close | 1156 | 0.05 | 124.817 | 0.000 | 0.000 | 5134.00 | 1225920.00 |
| 2311 | 2019.01.08 02:11 | close | 1155 | 0.05 | 124.817 | 0.000 | 0.000 | 2169.00 | 1228089.00 |
| 2312 | 2019.01.08 02:11 | close | 1154 | 0.05 | 124.817 | 0.000 | 0.000 | -2211.00 | 1225878.00 |
| 2313 | 2019.01.08 02:11 | close | 1153 | 0.05 | 124.817 | 0.000 | 0.000 | -5363.00 | 1220515.00 |
| 2314 | 2019.01.08 02:11 | close | 1152 | 0.05 | 124.817 | 0.000 | 0.000 | -8606.50 | 1211908.50 |
| 2315 | 2019.01.08 05:49 | buy | 1158 | 0.05 | 124.490 | 0.000 | 0.000 | ||
| 2316 | 2019.01.09 04:52 | close | 1158 | 0.05 | 124.723 | 0.000 | 0.000 | 1141.50 | 1213050.00 |
| 2317 | 2019.01.14 05:45 | buy | 1159 | 0.05 | 124.011 | 0.000 | 0.000 | ||
| 2318 | 2019.01.14 18:23 | close | 1159 | 0.05 | 124.221 | 0.000 | 0.000 | 1050.00 | 1214100.00 |
| 2319 | 2019.01.15 06:15 | sell | 1160 | 0.05 | 124.630 | 0.000 | 0.000 | ||
| 2320 | 2019.01.15 12:00 | close | 1160 | 0.05 | 124.138 | 0.000 | 0.000 | 2460.00 | 1216560.00 |
| 2321 | 2019.01.15 21:40 | buy | 1161 | 0.05 | 123.545 | 0.000 | 0.000 | ||
| 2322 | 2019.01.16 06:48 | close | 1161 | 0.05 | 123.756 | 0.000 | 0.000 | 1031.50 | 1217591.50 |
| 2323 | 2019.01.16 13:15 | sell | 1162 | 0.05 | 123.976 | 0.000 | 0.000 | ||
| 2324 | 2019.01.17 09:23 | close | 1162 | 0.05 | 123.813 | 0.000 | 0.000 | 785.00 | 1218376.50 |
| 2325 | 2019.01.17 10:46 | buy | 1163 | 0.05 | 123.943 | 0.000 | 0.000 | ||
| 2326 | 2019.01.17 20:16 | close | 1163 | 0.05 | 124.153 | 0.000 | 0.000 | 1050.00 | 1219426.50 |
| 2327 | 2019.01.17 23:45 | sell | 1164 | 0.05 | 124.343 | 0.000 | 0.000 | ||
| 2328 | 2019.01.18 12:02 | sell | 1165 | 0.05 | 124.940 | 0.000 | 0.000 | ||
| 2329 | 2019.01.21 01:58 | close | 1165 | 0.05 | 124.641 | 0.000 | 0.000 | 1485.00 | 1220911.50 |
| 2330 | 2019.01.21 01:58 | close | 1164 | 0.05 | 124.641 | 0.000 | 0.000 | -1510.00 | 1219401.50 |
| 2331 | 2019.01.22 08:45 | buy | 1166 | 0.05 | 124.279 | 0.000 | 0.000 | ||
| 2332 | 2019.01.23 04:59 | close | 1166 | 0.05 | 124.609 | 0.000 | 0.000 | 1626.50 | 1221028.00 |
| 2333 | 2019.01.23 06:15 | sell | 1167 | 0.05 | 124.665 | 0.000 | 0.000 | ||
| 2334 | 2019.01.24 10:15 | close | 1167 | 0.05 | 124.490 | 0.000 | 0.000 | 845.00 | 1221873.00 |
| 2335 | 2019.01.24 13:57 | buy | 1168 | 0.05 | 124.530 | 0.000 | 0.000 | ||
| 2336 | 2019.01.24 19:30 | buy | 1169 | 0.05 | 123.931 | 0.000 | 0.000 | ||
| 2337 | 2019.01.25 05:30 | close | 1169 | 0.05 | 124.232 | 0.000 | 0.000 | 1481.50 | 1223354.50 |
| 2338 | 2019.01.25 05:30 | close | 1168 | 0.05 | 124.232 | 0.000 | 0.000 | -1513.50 | 1221841.00 |
| 2339 | 2019.01.25 07:00 | sell | 1170 | 0.05 | 124.236 | 0.000 | 0.000 | ||
| 2340 | 2019.01.25 15:38 | sell | 1171 | 0.05 | 124.832 | 0.000 | 0.000 | ||
| 2341 | 2019.01.31 19:17 | close | 1171 | 0.05 | 124.531 | 0.000 | 0.000 | 1445.00 | 1223286.00 |
| 2342 | 2019.01.31 19:17 | close | 1170 | 0.05 | 124.531 | 0.000 | 0.000 | -1535.00 | 1221751.00 |
| 2343 | 2019.01.31 20:15 | buy | 1172 | 0.05 | 124.614 | 0.000 | 0.000 | ||
| 2344 | 2019.02.01 12:40 | close | 1172 | 0.05 | 124.878 | 0.000 | 0.000 | 1296.50 | 1223047.50 |
| 2345 | 2019.02.01 13:45 | sell | 1173 | 0.05 | 124.895 | 0.000 | 0.000 | ||
| 2346 | 2019.02.01 18:06 | sell | 1174 | 0.05 | 125.490 | 0.000 | 0.000 | ||
| 2347 | 2019.02.06 03:31 | close | 1174 | 0.05 | 125.192 | 0.000 | 0.000 | 1460.00 | 1224507.50 |
| 2348 | 2019.02.06 03:31 | close | 1173 | 0.05 | 125.192 | 0.000 | 0.000 | -1515.00 | 1222992.50 |
| 2349 | 2019.02.06 06:15 | buy | 1175 | 0.05 | 125.197 | 0.000 | 0.000 | ||
| 2350 | 2019.02.07 15:30 | buy | 1176 | 0.05 | 124.425 | 0.000 | 0.000 | ||
| 2351 | 2019.02.11 15:39 | close | 1176 | 0.05 | 124.812 | 0.000 | 0.000 | 1888.00 | 1224880.50 |
| 2352 | 2019.02.11 15:39 | close | 1175 | 0.05 | 124.812 | 0.000 | 0.000 | -2042.50 | 1222838.00 |
| 2353 | 2019.02.12 21:45 | sell | 1177 | 0.05 | 125.241 | 0.000 | 0.000 | ||
| 2354 | 2019.02.13 19:22 | close | 1177 | 0.05 | 125.074 | 0.000 | 0.000 | 825.00 | 1223663.00 |
| 2355 | 2019.02.14 08:50 | sell | 1178 | 0.05 | 125.214 | 0.000 | 0.000 | ||
| 2356 | 2019.02.14 16:00 | close | 1178 | 0.05 | 124.998 | 0.000 | 0.000 | 1080.00 | 1224743.00 |
| 2357 | 2019.02.14 19:06 | buy | 1179 | 0.05 | 124.928 | 0.000 | 0.000 | ||
| 2358 | 2019.02.15 10:20 | buy | 1180 | 0.05 | 124.331 | 0.000 | 0.000 | ||
| 2359 | 2019.02.15 16:28 | close | 1180 | 0.05 | 124.631 | 0.000 | 0.000 | 1500.00 | 1226243.00 |
| 2360 | 2019.02.15 16:28 | close | 1179 | 0.05 | 124.631 | 0.000 | 0.000 | -1508.50 | 1224734.50 |
| 2361 | 2019.02.15 22:30 | sell | 1181 | 0.05 | 124.748 | 0.000 | 0.000 | ||
| 2362 | 2019.02.19 21:14 | sell | 1182 | 0.05 | 125.437 | 0.000 | 0.000 | ||
| 2363 | 2019.02.25 19:15 | sell | 1183 | 0.05 | 126.033 | 0.000 | 0.000 | ||
| 2364 | 2019.02.28 16:47 | sell | 1184 | 0.05 | 126.629 | 0.000 | 0.000 | ||
| 2365 | 2019.03.01 12:37 | sell | 1185 | 0.05 | 127.230 | 0.000 | 0.000 | ||
| 2366 | 2019.03.07 15:11 | close | 1185 | 0.05 | 126.013 | 0.000 | 0.000 | 6025.00 | 1230759.50 |
| 2367 | 2019.03.07 15:11 | close | 1184 | 0.05 | 126.013 | 0.000 | 0.000 | 3010.00 | 1233769.50 |
| 2368 | 2019.03.07 15:11 | close | 1183 | 0.05 | 126.013 | 0.000 | 0.000 | -20.00 | 1233749.50 |
| 2369 | 2019.03.07 15:11 | close | 1182 | 0.05 | 126.013 | 0.000 | 0.000 | -3060.00 | 1230689.50 |
| 2370 | 2019.03.07 15:11 | close | 1181 | 0.05 | 126.013 | 0.000 | 0.000 | -6525.00 | 1224164.50 |
| 2371 | 2019.03.07 19:30 | buy | 1186 | 0.05 | 125.214 | 0.000 | 0.000 | ||
| 2372 | 2019.03.08 06:32 | buy | 1187 | 0.05 | 124.607 | 0.000 | 0.000 | ||
| 2373 | 2019.03.08 17:49 | close | 1187 | 0.05 | 124.912 | 0.000 | 0.000 | 1525.00 | 1225689.50 |
| 2374 | 2019.03.08 17:49 | close | 1186 | 0.05 | 124.912 | 0.000 | 0.000 | -1533.50 | 1224156.00 |
| 2375 | 2019.03.08 19:45 | sell | 1188 | 0.05 | 124.856 | 0.000 | 0.000 | ||
| 2376 | 2019.03.11 01:38 | close | 1188 | 0.05 | 124.686 | 0.000 | 0.000 | 840.00 | 1224996.00 |
| 2377 | 2019.03.11 12:15 | sell | 1189 | 0.05 | 125.031 | 0.000 | 0.000 | ||
| 2378 | 2019.03.12 21:15 | sell | 1190 | 0.05 | 125.693 | 0.000 | 0.000 | ||
| 2379 | 2019.03.14 06:16 | sell | 1191 | 0.05 | 126.290 | 0.000 | 0.000 | ||
| 2380 | 2019.03.22 11:30 | close | 1191 | 0.05 | 125.668 | 0.000 | 0.000 | 3030.00 | 1228026.00 |
| 2381 | 2019.03.22 11:30 | close | 1190 | 0.05 | 125.668 | 0.000 | 0.000 | 5.00 | 1228031.00 |
| 2382 | 2019.03.22 11:30 | close | 1189 | 0.05 | 125.668 | 0.000 | 0.000 | -3315.00 | 1224716.00 |
| 2383 | 2019.03.22 15:45 | buy | 1192 | 0.05 | 124.671 | 0.000 | 0.000 | ||
| 2384 | 2019.03.22 17:42 | buy | 1193 | 0.05 | 124.077 | 0.000 | 0.000 | ||
| 2385 | 2019.03.25 02:27 | close | 1193 | 0.05 | 124.375 | 0.000 | 0.000 | 1466.50 | 1226182.50 |
| 2386 | 2019.03.25 02:27 | close | 1192 | 0.05 | 124.375 | 0.000 | 0.000 | -1503.50 | 1224679.00 |
| 2387 | 2019.03.25 06:30 | buy | 1194 | 0.05 | 124.041 | 0.000 | 0.000 | ||
| 2388 | 2019.03.25 13:29 | close | 1194 | 0.05 | 124.712 | 0.000 | 0.000 | 3355.00 | 1228034.00 |
| 2389 | 2019.03.25 14:00 | sell | 1195 | 0.05 | 124.621 | 0.000 | 0.000 | ||
| 2390 | 2019.03.25 20:40 | close | 1195 | 0.05 | 124.392 | 0.000 | 0.000 | 1145.00 | 1229179.00 |
| 2391 | 2019.03.26 15:00 | sell | 1196 | 0.05 | 124.884 | 0.000 | 0.000 | ||
| 2392 | 2019.03.26 20:13 | close | 1196 | 0.05 | 124.723 | 0.000 | 0.000 | 805.00 | 1229984.00 |
| 2393 | 2019.03.27 06:45 | buy | 1197 | 0.05 | 124.435 | 0.000 | 0.000 | ||
| 2394 | 2019.03.27 12:47 | close | 1197 | 0.05 | 124.646 | 0.000 | 0.000 | 1055.00 | 1231039.00 |
| 2395 | 2019.03.27 19:22 | buy | 1198 | 0.05 | 124.257 | 0.000 | 0.000 | ||
| 2396 | 2019.03.29 16:17 | close | 1198 | 0.05 | 124.468 | 0.000 | 0.000 | 961.00 | 1232000.00 |
| 2397 | 2019.04.03 06:47 | sell | 1199 | 0.05 | 125.092 | 0.000 | 0.000 | ||
| 2398 | 2019.04.10 16:08 | close | 1199 | 0.05 | 124.931 | 0.000 | 0.000 | 735.00 | 1232735.00 |
| 2399 | 2019.04.12 04:30 | sell | 1200 | 0.05 | 126.063 | 0.000 | 0.000 | ||
| 2400 | 2019.04.12 13:09 | sell | 1201 | 0.05 | 126.659 | 0.000 | 0.000 | ||