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 |
| 2401 | 2019.04.16 12:14 | close | 1201 | 0.05 | 126.359 | 0.000 | 0.000 | 1480.00 | 1234215.00 |
| 2402 | 2019.04.16 12:14 | close | 1200 | 0.05 | 126.359 | 0.000 | 0.000 | -1500.00 | 1232715.00 |
| 2403 | 2019.04.18 13:50 | buy | 1202 | 0.05 | 125.955 | 0.000 | 0.000 | ||
| 2404 | 2019.04.23 20:30 | buy | 1203 | 0.05 | 125.355 | 0.000 | 0.000 | ||
| 2405 | 2019.04.25 12:00 | buy | 1204 | 0.05 | 124.762 | 0.000 | 0.000 | ||
| 2406 | 2019.04.26 03:46 | buy | 1205 | 0.05 | 124.168 | 0.000 | 0.000 | ||
| 2407 | 2019.04.29 19:37 | close | 1205 | 0.05 | 125.063 | 0.000 | 0.000 | 4451.50 | 1237166.50 |
| 2408 | 2019.04.29 19:37 | close | 1204 | 0.05 | 125.063 | 0.000 | 0.000 | 1458.00 | 1238624.50 |
| 2409 | 2019.04.29 19:37 | close | 1203 | 0.05 | 125.063 | 0.000 | 0.000 | -1601.00 | 1237023.50 |
| 2410 | 2019.04.29 19:37 | close | 1202 | 0.05 | 125.063 | 0.000 | 0.000 | -4671.50 | 1232352.00 |
| 2411 | 2019.04.30 11:15 | buy | 1206 | 0.05 | 124.624 | 0.000 | 0.000 | ||
| 2412 | 2019.04.30 16:10 | close | 1206 | 0.05 | 124.972 | 0.000 | 0.000 | 1740.00 | 1234092.00 |
| 2413 | 2019.05.02 00:52 | buy | 1207 | 0.05 | 124.810 | 0.000 | 0.000 | ||
| 2414 | 2019.05.02 08:46 | close | 1207 | 0.05 | 125.022 | 0.000 | 0.000 | 1060.00 | 1235152.00 |
| 2415 | 2019.05.02 20:00 | buy | 1208 | 0.05 | 124.655 | 0.000 | 0.000 | ||
| 2416 | 2019.05.06 02:00 | buy | 1209 | 0.05 | 124.052 | 0.000 | 0.000 | ||
| 2417 | 2019.05.06 04:10 | buy | 1210 | 0.05 | 123.442 | 0.000 | 0.000 | ||
| 2418 | 2019.05.06 13:50 | close | 1210 | 0.05 | 124.053 | 0.000 | 0.000 | 3055.00 | 1238207.00 |
| 2419 | 2019.05.06 13:50 | close | 1209 | 0.05 | 124.053 | 0.000 | 0.000 | 5.00 | 1238212.00 |
| 2420 | 2019.05.06 13:50 | close | 1208 | 0.05 | 124.053 | 0.000 | 0.000 | -3057.00 | 1235155.00 |
| 2421 | 2019.05.07 17:23 | buy | 1211 | 0.05 | 123.590 | 0.000 | 0.000 | ||
| 2422 | 2019.05.09 06:48 | buy | 1212 | 0.05 | 122.995 | 0.000 | 0.000 | ||
| 2423 | 2019.05.10 03:02 | close | 1212 | 0.05 | 123.294 | 0.000 | 0.000 | 1471.50 | 1236626.50 |
| 2424 | 2019.05.10 03:02 | close | 1211 | 0.05 | 123.294 | 0.000 | 0.000 | -1597.50 | 1235029.00 |
| 2425 | 2019.05.13 19:45 | buy | 1213 | 0.05 | 122.646 | 0.000 | 0.000 | ||
| 2426 | 2019.05.14 05:10 | close | 1213 | 0.05 | 123.053 | 0.000 | 0.000 | 2011.50 | 1237040.50 |
| 2427 | 2019.05.14 08:30 | sell | 1214 | 0.05 | 123.214 | 0.000 | 0.000 | ||
| 2428 | 2019.05.14 16:00 | close | 1214 | 0.05 | 122.856 | 0.000 | 0.000 | 1790.00 | 1238830.50 |
| 2429 | 2019.05.14 18:10 | buy | 1215 | 0.05 | 122.888 | 0.000 | 0.000 | ||
| 2430 | 2019.05.15 16:30 | buy | 1216 | 0.05 | 122.238 | 0.000 | 0.000 | ||
| 2431 | 2019.05.16 00:00 | close | 1216 | 0.05 | 122.741 | 0.000 | 0.000 | 2444.50 | 1241275.00 |
| 2432 | 2019.05.16 00:00 | close | 1215 | 0.05 | 122.741 | 0.000 | 0.000 | -829.00 | 1240446.00 |
| 2433 | 2019.05.17 10:02 | buy | 1217 | 0.05 | 122.599 | 0.000 | 0.000 | ||
| 2434 | 2019.05.17 20:49 | close | 1217 | 0.05 | 122.888 | 0.000 | 0.000 | 1445.00 | 1241891.00 |
| 2435 | 2019.05.17 22:00 | sell | 1218 | 0.05 | 122.872 | 0.000 | 0.000 | ||
| 2436 | 2019.05.20 11:59 | close | 1218 | 0.05 | 122.712 | 0.000 | 0.000 | 790.00 | 1242681.00 |
| 2437 | 2019.05.20 15:15 | buy | 1219 | 0.05 | 122.676 | 0.000 | 0.000 | ||
| 2438 | 2019.05.21 00:59 | close | 1219 | 0.05 | 122.923 | 0.000 | 0.000 | 1211.50 | 1243892.50 |
| 2439 | 2019.05.21 17:30 | sell | 1220 | 0.05 | 123.264 | 0.000 | 0.000 | ||
| 2440 | 2019.05.22 17:44 | close | 1220 | 0.05 | 123.102 | 0.000 | 0.000 | 800.00 | 1244692.50 |
| 2441 | 2019.05.22 20:30 | buy | 1221 | 0.05 | 123.027 | 0.000 | 0.000 | ||
| 2442 | 2019.05.23 16:03 | buy | 1222 | 0.05 | 122.429 | 0.000 | 0.000 | ||
| 2443 | 2019.05.24 09:39 | close | 1222 | 0.05 | 122.729 | 0.000 | 0.000 | 1476.50 | 1246169.00 |
| 2444 | 2019.05.24 09:39 | close | 1221 | 0.05 | 122.729 | 0.000 | 0.000 | -1584.00 | 1244585.00 |
| 2445 | 2019.05.29 00:30 | buy | 1223 | 0.05 | 122.089 | 0.000 | 0.000 | ||
| 2446 | 2019.05.31 07:07 | buy | 1224 | 0.05 | 121.494 | 0.000 | 0.000 | ||
| 2447 | 2019.06.03 00:00 | buy | 1225 | 0.05 | 120.952 | 0.000 | 0.000 | ||
| 2448 | 2019.06.03 18:34 | close | 1225 | 0.05 | 121.514 | 0.000 | 0.000 | 2810.00 | 1247395.00 |
| 2449 | 2019.06.03 18:34 | close | 1224 | 0.05 | 121.514 | 0.000 | 0.000 | 76.50 | 1247471.50 |
| 2450 | 2019.06.03 18:34 | close | 1223 | 0.05 | 121.514 | 0.000 | 0.000 | -2992.50 | 1244479.00 |
| 2451 | 2019.06.05 19:45 | buy | 1226 | 0.05 | 121.698 | 0.000 | 0.000 | ||
| 2452 | 2019.06.06 14:57 | close | 1226 | 0.05 | 121.939 | 0.000 | 0.000 | 1134.50 | 1245613.50 |
| 2453 | 2019.06.06 20:00 | sell | 1227 | 0.05 | 122.193 | 0.000 | 0.000 | ||
| 2454 | 2019.06.10 00:00 | sell | 1228 | 0.05 | 122.835 | 0.000 | 0.000 | ||
| 2455 | 2019.06.12 20:37 | close | 1228 | 0.05 | 122.513 | 0.000 | 0.000 | 1590.00 | 1247203.50 |
| 2456 | 2019.06.12 20:37 | close | 1227 | 0.05 | 122.513 | 0.000 | 0.000 | -1640.00 | 1245563.50 |
| 2457 | 2019.06.13 06:15 | buy | 1229 | 0.05 | 122.307 | 0.000 | 0.000 | ||
| 2458 | 2019.06.14 17:53 | buy | 1230 | 0.05 | 121.711 | 0.000 | 0.000 | ||
| 2459 | 2019.06.17 14:32 | close | 1230 | 0.05 | 122.011 | 0.000 | 0.000 | 1476.50 | 1247040.00 |
| 2460 | 2019.06.17 14:32 | close | 1229 | 0.05 | 122.011 | 0.000 | 0.000 | -1527.00 | 1245513.00 |
| 2461 | 2019.06.17 16:15 | sell | 1231 | 0.05 | 121.955 | 0.000 | 0.000 | ||
| 2462 | 2019.06.18 00:00 | close | 1231 | 0.05 | 121.794 | 0.000 | 0.000 | 795.00 | 1246308.00 |
| 2463 | 2019.06.18 13:30 | buy | 1232 | 0.05 | 121.248 | 0.000 | 0.000 | ||
| 2464 | 2019.06.18 20:21 | close | 1232 | 0.05 | 121.470 | 0.000 | 0.000 | 1110.00 | 1247418.00 |
| 2465 | 2019.06.20 14:00 | sell | 1233 | 0.05 | 121.800 | 0.000 | 0.000 | ||
| 2466 | 2019.06.20 20:02 | close | 1233 | 0.05 | 121.240 | 0.000 | 0.000 | 2800.00 | 1250218.00 |
| 2467 | 2019.06.20 20:57 | buy | 1234 | 0.05 | 121.252 | 0.000 | 0.000 | ||
| 2468 | 2019.06.21 11:00 | close | 1234 | 0.05 | 121.473 | 0.000 | 0.000 | 1081.50 | 1251299.50 |
| 2469 | 2019.06.21 14:30 | sell | 1235 | 0.05 | 121.579 | 0.000 | 0.000 | ||
| 2470 | 2019.06.24 02:47 | sell | 1236 | 0.05 | 122.173 | 0.000 | 0.000 | ||
| 2471 | 2019.06.25 07:38 | close | 1236 | 0.05 | 121.876 | 0.000 | 0.000 | 1475.00 | 1252774.50 |
| 2472 | 2019.06.25 07:38 | close | 1235 | 0.05 | 121.876 | 0.000 | 0.000 | -1505.00 | 1251269.50 |
| 2473 | 2019.06.25 08:55 | buy | 1237 | 0.05 | 121.986 | 0.000 | 0.000 | ||
| 2474 | 2019.06.26 14:37 | close | 1237 | 0.05 | 122.377 | 0.000 | 0.000 | 1931.50 | 1253201.00 |
| 2475 | 2019.06.26 15:04 | sell | 1238 | 0.05 | 122.371 | 0.000 | 0.000 | ||
| 2476 | 2019.07.01 03:00 | sell | 1239 | 0.05 | 123.118 | 0.000 | 0.000 | ||
| 2477 | 2019.07.01 08:05 | close | 1239 | 0.05 | 122.744 | 0.000 | 0.000 | 1870.00 | 1255071.00 |
| 2478 | 2019.07.01 08:05 | close | 1238 | 0.05 | 122.744 | 0.000 | 0.000 | -1915.00 | 1253156.00 |
| 2479 | 2019.07.01 22:00 | buy | 1240 | 0.05 | 122.413 | 0.000 | 0.000 | ||
| 2480 | 2019.07.02 22:30 | buy | 1241 | 0.05 | 121.809 | 0.000 | 0.000 | ||
| 2481 | 2019.07.09 03:39 | close | 1241 | 0.05 | 122.112 | 0.000 | 0.000 | 1350.50 | 1254506.50 |
| 2482 | 2019.07.09 03:39 | close | 1240 | 0.05 | 122.112 | 0.000 | 0.000 | -1693.00 | 1252813.50 |
| 2483 | 2019.07.11 06:30 | buy | 1242 | 0.05 | 121.706 | 0.000 | 0.000 | ||
| 2484 | 2019.07.11 13:17 | close | 1242 | 0.05 | 121.917 | 0.000 | 0.000 | 1055.00 | 1253868.50 |
| 2485 | 2019.07.12 18:22 | buy | 1243 | 0.05 | 121.584 | 0.000 | 0.000 | ||
| 2486 | 2019.07.15 07:33 | close | 1243 | 0.05 | 121.794 | 0.000 | 0.000 | 1026.50 | 1254895.00 |
| 2487 | 2019.07.16 15:27 | buy | 1244 | 0.05 | 121.180 | 0.000 | 0.000 | ||
| 2488 | 2019.07.16 20:00 | close | 1244 | 0.05 | 121.390 | 0.000 | 0.000 | 1050.00 | 1255945.00 |
| 2489 | 2019.07.19 15:30 | buy | 1245 | 0.05 | 120.965 | 0.000 | 0.000 | ||
| 2490 | 2019.07.24 12:35 | buy | 1246 | 0.05 | 120.369 | 0.000 | 0.000 | ||
| 2491 | 2019.07.25 15:52 | close | 1246 | 0.05 | 120.671 | 0.000 | 0.000 | 1439.50 | 1257384.50 |
| 2492 | 2019.07.25 15:52 | close | 1245 | 0.05 | 120.671 | 0.000 | 0.000 | -1611.00 | 1255773.50 |
| 2493 | 2019.07.25 19:40 | sell | 1247 | 0.05 | 121.098 | 0.000 | 0.000 | ||
| 2494 | 2019.07.26 16:57 | close | 1247 | 0.05 | 120.936 | 0.000 | 0.000 | 800.00 | 1256573.50 |
| 2495 | 2019.07.29 20:30 | sell | 1248 | 0.05 | 121.239 | 0.000 | 0.000 | ||
| 2496 | 2019.07.30 08:05 | close | 1248 | 0.05 | 120.963 | 0.000 | 0.000 | 1370.00 | 1257943.50 |
| 2497 | 2019.07.30 09:46 | buy | 1249 | 0.05 | 120.939 | 0.000 | 0.000 | ||
| 2498 | 2019.07.30 22:16 | close | 1249 | 0.05 | 121.151 | 0.000 | 0.000 | 1060.00 | 1259003.50 |
| 2499 | 2019.07.31 22:35 | buy | 1250 | 0.05 | 120.568 | 0.000 | 0.000 | ||
| 2500 | 2019.08.01 18:27 | buy | 1251 | 0.05 | 119.751 | 0.000 | 0.000 | ||
| 2501 | 2019.08.01 20:56 | buy | 1252 | 0.05 | 119.151 | 0.000 | 0.000 | ||
| 2502 | 2019.08.02 04:19 | buy | 1253 | 0.05 | 118.553 | 0.000 | 0.000 | ||
| 2503 | 2019.08.05 04:21 | buy | 1254 | 0.05 | 117.961 | 0.000 | 0.000 | ||
| 2504 | 2019.08.06 04:05 | close | 1254 | 0.05 | 119.199 | 0.000 | 0.000 | 6166.50 | 1265170.00 |
| 2505 | 2019.08.06 04:05 | close | 1253 | 0.05 | 119.199 | 0.000 | 0.000 | 3183.00 | 1268353.00 |
| 2506 | 2019.08.06 04:05 | close | 1252 | 0.05 | 119.199 | 0.000 | 0.000 | 169.50 | 1268522.50 |
| 2507 | 2019.08.06 04:05 | close | 1251 | 0.05 | 119.199 | 0.000 | 0.000 | -2830.50 | 1265692.00 |
| 2508 | 2019.08.06 04:05 | close | 1250 | 0.05 | 119.199 | 0.000 | 0.000 | -6986.00 | 1258706.00 |
| 2509 | 2019.08.06 06:15 | sell | 1255 | 0.05 | 119.191 | 0.000 | 0.000 | ||
| 2510 | 2019.08.06 15:19 | close | 1255 | 0.05 | 119.030 | 0.000 | 0.000 | 805.00 | 1259511.00 |
| 2511 | 2019.08.07 07:02 | buy | 1256 | 0.05 | 118.949 | 0.000 | 0.000 | ||
| 2512 | 2019.08.09 01:34 | buy | 1257 | 0.05 | 118.356 | 0.000 | 0.000 | ||
| 2513 | 2019.08.09 08:00 | close | 1257 | 0.05 | 118.664 | 0.000 | 0.000 | 1540.00 | 1261051.00 |
| 2514 | 2019.08.09 08:00 | close | 1256 | 0.05 | 118.664 | 0.000 | 0.000 | -1519.00 | 1259532.00 |
| 2515 | 2019.08.12 04:15 | buy | 1258 | 0.05 | 118.166 | 0.000 | 0.000 | ||
| 2516 | 2019.08.12 11:21 | buy | 1259 | 0.05 | 117.573 | 0.000 | 0.000 | ||
| 2517 | 2019.08.12 16:00 | close | 1259 | 0.05 | 117.933 | 0.000 | 0.000 | 1800.00 | 1261332.00 |
| 2518 | 2019.08.12 16:00 | close | 1258 | 0.05 | 117.933 | 0.000 | 0.000 | -1165.00 | 1260167.00 |
| 2519 | 2019.08.12 19:30 | sell | 1260 | 0.05 | 118.151 | 0.000 | 0.000 | ||
| 2520 | 2019.08.13 09:00 | close | 1260 | 0.05 | 117.986 | 0.000 | 0.000 | 815.00 | 1260982.00 |
| 2521 | 2019.08.13 20:25 | sell | 1261 | 0.05 | 119.065 | 0.000 | 0.000 | ||
| 2522 | 2019.08.14 04:02 | close | 1261 | 0.05 | 118.893 | 0.000 | 0.000 | 850.00 | 1261832.00 |
| 2523 | 2019.08.14 06:49 | buy | 1262 | 0.05 | 118.819 | 0.000 | 0.000 | ||
| 2524 | 2019.08.14 17:04 | buy | 1263 | 0.05 | 118.226 | 0.000 | 0.000 | ||
| 2525 | 2019.08.15 09:38 | close | 1263 | 0.05 | 118.540 | 0.000 | 0.000 | 1499.50 | 1263331.50 |
| 2526 | 2019.08.15 09:38 | close | 1262 | 0.05 | 118.540 | 0.000 | 0.000 | -1465.50 | 1261866.00 |
| 2527 | 2019.08.15 20:30 | buy | 1264 | 0.05 | 117.800 | 0.000 | 0.000 | ||
| 2528 | 2019.08.19 02:16 | close | 1264 | 0.05 | 118.079 | 0.000 | 0.000 | 1348.00 | 1263214.00 |
| 2529 | 2019.08.19 13:00 | sell | 1265 | 0.05 | 118.253 | 0.000 | 0.000 | ||
| 2530 | 2019.08.20 09:47 | close | 1265 | 0.05 | 117.992 | 0.000 | 0.000 | 1295.00 | 1264509.00 |
| 2531 | 2019.08.20 12:47 | buy | 1266 | 0.05 | 117.871 | 0.000 | 0.000 | ||
| 2532 | 2019.08.21 06:15 | close | 1266 | 0.05 | 118.185 | 0.000 | 0.000 | 1546.50 | 1266055.50 |
| 2533 | 2019.08.21 07:07 | sell | 1267 | 0.05 | 118.121 | 0.000 | 0.000 | ||
| 2534 | 2019.08.22 08:45 | close | 1267 | 0.05 | 117.959 | 0.000 | 0.000 | 780.00 | 1266835.50 |
| 2535 | 2019.08.22 10:15 | buy | 1268 | 0.05 | 117.967 | 0.000 | 0.000 | ||
| 2536 | 2019.08.23 21:25 | buy | 1269 | 0.05 | 117.371 | 0.000 | 0.000 | ||
| 2537 | 2019.08.26 01:23 | buy | 1270 | 0.05 | 116.783 | 0.000 | 0.000 | ||
| 2538 | 2019.08.26 09:05 | close | 1270 | 0.05 | 117.375 | 0.000 | 0.000 | 2960.00 | 1269795.50 |
| 2539 | 2019.08.26 09:05 | close | 1269 | 0.05 | 117.375 | 0.000 | 0.000 | -3.50 | 1269792.00 |
| 2540 | 2019.08.26 09:05 | close | 1268 | 0.05 | 117.375 | 0.000 | 0.000 | -3007.00 | 1266785.00 |
| 2541 | 2019.08.26 10:35 | sell | 1271 | 0.05 | 117.518 | 0.000 | 0.000 | ||
| 2542 | 2019.08.26 15:57 | sell | 1272 | 0.05 | 118.120 | 0.000 | 0.000 | ||
| 2543 | 2019.08.26 20:22 | close | 1272 | 0.05 | 117.818 | 0.000 | 0.000 | 1510.00 | 1268295.00 |
| 2544 | 2019.08.26 20:22 | close | 1271 | 0.05 | 117.818 | 0.000 | 0.000 | -1500.00 | 1266795.00 |
| 2545 | 2019.08.27 07:45 | buy | 1273 | 0.05 | 117.350 | 0.000 | 0.000 | ||
| 2546 | 2019.08.27 16:16 | close | 1273 | 0.05 | 117.563 | 0.000 | 0.000 | 1065.00 | 1267860.00 |
| 2547 | 2019.08.29 13:15 | sell | 1274 | 0.05 | 117.626 | 0.000 | 0.000 | ||
| 2548 | 2019.08.30 09:46 | close | 1274 | 0.05 | 117.439 | 0.000 | 0.000 | 925.00 | 1268785.00 |
| 2549 | 2019.08.30 16:15 | buy | 1275 | 0.05 | 117.218 | 0.000 | 0.000 | ||
| 2550 | 2019.09.02 01:00 | buy | 1276 | 0.05 | 116.468 | 0.000 | 0.000 | ||