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 |
| 2551 | 2019.09.04 11:49 | close | 1276 | 0.05 | 116.846 | 0.000 | 0.000 | 1843.00 | 1270628.00 |
| 2552 | 2019.09.04 11:49 | close | 1275 | 0.05 | 116.846 | 0.000 | 0.000 | -1930.50 | 1268697.50 |
| 2553 | 2019.09.04 14:00 | sell | 1277 | 0.05 | 117.023 | 0.000 | 0.000 | ||
| 2554 | 2019.09.05 04:33 | sell | 1278 | 0.05 | 117.614 | 0.000 | 0.000 | ||
| 2555 | 2019.09.05 17:59 | sell | 1279 | 0.05 | 118.212 | 0.000 | 0.000 | ||
| 2556 | 2019.09.11 02:25 | sell | 1280 | 0.05 | 118.812 | 0.000 | 0.000 | ||
| 2557 | 2019.09.12 15:34 | close | 1280 | 0.05 | 117.915 | 0.000 | 0.000 | 4455.00 | 1273152.50 |
| 2558 | 2019.09.12 15:34 | close | 1279 | 0.05 | 117.915 | 0.000 | 0.000 | 1415.00 | 1274567.50 |
| 2559 | 2019.09.12 15:34 | close | 1278 | 0.05 | 117.915 | 0.000 | 0.000 | -1575.00 | 1272992.50 |
| 2560 | 2019.09.12 15:34 | close | 1277 | 0.05 | 117.915 | 0.000 | 0.000 | -4560.00 | 1268432.50 |
| 2561 | 2019.09.12 21:15 | sell | 1281 | 0.05 | 119.672 | 0.000 | 0.000 | ||
| 2562 | 2019.09.16 00:00 | close | 1281 | 0.05 | 119.019 | 0.000 | 0.000 | 3245.00 | 1271677.50 |
| 2563 | 2019.09.16 02:00 | buy | 1282 | 0.05 | 119.462 | 0.000 | 0.000 | ||
| 2564 | 2019.09.16 17:02 | buy | 1283 | 0.05 | 118.867 | 0.000 | 0.000 | ||
| 2565 | 2019.09.17 04:39 | close | 1283 | 0.05 | 119.169 | 0.000 | 0.000 | 1486.50 | 1273164.00 |
| 2566 | 2019.09.17 04:39 | close | 1282 | 0.05 | 119.169 | 0.000 | 0.000 | -1488.50 | 1271675.50 |
| 2567 | 2019.09.17 19:45 | sell | 1284 | 0.05 | 119.599 | 0.000 | 0.000 | ||
| 2568 | 2019.09.18 21:15 | close | 1284 | 0.05 | 119.435 | 0.000 | 0.000 | 810.00 | 1272485.50 |
| 2569 | 2019.09.19 08:00 | buy | 1285 | 0.05 | 119.122 | 0.000 | 0.000 | ||
| 2570 | 2019.09.19 16:54 | close | 1285 | 0.05 | 119.455 | 0.000 | 0.000 | 1665.00 | 1274150.50 |
| 2571 | 2019.09.20 19:30 | buy | 1286 | 0.05 | 118.811 | 0.000 | 0.000 | ||
| 2572 | 2019.09.23 14:32 | buy | 1287 | 0.05 | 118.016 | 0.000 | 0.000 | ||
| 2573 | 2019.09.24 12:13 | close | 1287 | 0.05 | 118.415 | 0.000 | 0.000 | 1971.50 | 1276122.00 |
| 2574 | 2019.09.24 12:13 | close | 1286 | 0.05 | 118.415 | 0.000 | 0.000 | -2027.00 | 1274095.00 |
| 2575 | 2019.09.24 21:00 | buy | 1288 | 0.05 | 117.971 | 0.000 | 0.000 | ||
| 2576 | 2019.09.27 14:11 | close | 1288 | 0.05 | 118.181 | 0.000 | 0.000 | 932.50 | 1275027.50 |
| 2577 | 2019.09.27 15:30 | sell | 1289 | 0.05 | 118.182 | 0.000 | 0.000 | ||
| 2578 | 2019.09.27 22:07 | close | 1289 | 0.05 | 118.006 | 0.000 | 0.000 | 880.00 | 1275907.50 |
| 2579 | 2019.10.01 13:27 | sell | 1290 | 0.05 | 118.056 | 0.000 | 0.000 | ||
| 2580 | 2019.10.01 20:00 | close | 1290 | 0.05 | 117.796 | 0.000 | 0.000 | 1300.00 | 1277207.50 |
| 2581 | 2019.10.01 20:50 | buy | 1291 | 0.05 | 117.750 | 0.000 | 0.000 | ||
| 2582 | 2019.10.08 17:51 | buy | 1292 | 0.05 | 117.153 | 0.000 | 0.000 | ||
| 2583 | 2019.10.09 04:57 | close | 1292 | 0.05 | 117.455 | 0.000 | 0.000 | 1486.50 | 1278694.00 |
| 2584 | 2019.10.09 04:57 | close | 1291 | 0.05 | 117.455 | 0.000 | 0.000 | -1663.00 | 1277031.00 |
| 2585 | 2019.10.09 13:15 | sell | 1293 | 0.05 | 117.855 | 0.000 | 0.000 | ||
| 2586 | 2019.10.10 01:21 | close | 1293 | 0.05 | 117.694 | 0.000 | 0.000 | 775.00 | 1277806.00 |
| 2587 | 2019.10.10 07:15 | sell | 1294 | 0.05 | 118.077 | 0.000 | 0.000 | ||
| 2588 | 2019.10.10 16:26 | sell | 1295 | 0.05 | 118.671 | 0.000 | 0.000 | ||
| 2589 | 2019.10.11 16:00 | sell | 1296 | 0.05 | 119.706 | 0.000 | 0.000 | ||
| 2590 | 2019.10.16 20:38 | sell | 1297 | 0.05 | 120.380 | 0.000 | 0.000 | ||
| 2591 | 2019.10.17 14:49 | sell | 1298 | 0.05 | 120.973 | 0.000 | 0.000 | ||
| 2592 | 2019.11.14 06:04 | close | 1298 | 0.05 | 119.561 | 0.000 | 0.000 | 6780.00 | 1284586.00 |
| 2593 | 2019.11.14 06:04 | close | 1297 | 0.05 | 119.561 | 0.000 | 0.000 | 3785.00 | 1288371.00 |
| 2594 | 2019.11.14 06:04 | close | 1296 | 0.05 | 119.561 | 0.000 | 0.000 | 385.00 | 1288756.00 |
| 2595 | 2019.11.14 06:04 | close | 1295 | 0.05 | 119.561 | 0.000 | 0.000 | -4800.00 | 1283956.00 |
| 2596 | 2019.11.14 06:04 | close | 1294 | 0.05 | 119.561 | 0.000 | 0.000 | -7770.00 | 1276186.00 |
| 2597 | 2019.11.15 05:30 | sell | 1299 | 0.05 | 119.737 | 0.000 | 0.000 | ||
| 2598 | 2019.11.18 13:00 | sell | 1300 | 0.05 | 120.584 | 0.000 | 0.000 | ||
| 2599 | 2019.11.19 02:40 | close | 1300 | 0.05 | 120.160 | 0.000 | 0.000 | 2110.00 | 1278296.00 |
| 2600 | 2019.11.19 02:40 | close | 1299 | 0.05 | 120.160 | 0.000 | 0.000 | -2135.00 | 1276161.00 |
| 2601 | 2019.11.19 03:30 | buy | 1301 | 0.05 | 120.115 | 0.000 | 0.000 | ||
| 2602 | 2019.11.19 08:42 | close | 1301 | 0.05 | 120.326 | 0.000 | 0.000 | 1055.00 | 1277216.00 |
| 2603 | 2019.11.20 12:00 | buy | 1302 | 0.05 | 119.962 | 0.000 | 0.000 | ||
| 2604 | 2019.11.20 20:52 | close | 1302 | 0.05 | 120.172 | 0.000 | 0.000 | 1050.00 | 1278266.00 |
| 2605 | 2019.11.22 22:17 | buy | 1303 | 0.05 | 119.737 | 0.000 | 0.000 | ||
| 2606 | 2019.11.25 08:35 | close | 1303 | 0.05 | 120.031 | 0.000 | 0.000 | 1446.50 | 1279712.50 |
| 2607 | 2019.12.03 16:28 | buy | 1304 | 0.05 | 120.471 | 0.000 | 0.000 | ||
| 2608 | 2019.12.04 17:00 | close | 1304 | 0.05 | 120.684 | 0.000 | 0.000 | 1041.50 | 1280754.00 |
| 2609 | 2019.12.04 18:00 | sell | 1305 | 0.05 | 120.644 | 0.000 | 0.000 | ||
| 2610 | 2019.12.06 13:20 | close | 1305 | 0.05 | 120.481 | 0.000 | 0.000 | 775.00 | 1281529.00 |
| 2611 | 2019.12.06 18:15 | buy | 1306 | 0.05 | 120.115 | 0.000 | 0.000 | ||
| 2612 | 2019.12.10 15:58 | close | 1306 | 0.05 | 120.326 | 0.000 | 0.000 | 1008.00 | 1282537.00 |
| 2613 | 2019.12.10 20:00 | sell | 1307 | 0.05 | 120.556 | 0.000 | 0.000 | ||
| 2614 | 2019.12.12 19:04 | sell | 1308 | 0.05 | 121.282 | 0.000 | 0.000 | ||
| 2615 | 2019.12.13 00:00 | sell | 1309 | 0.05 | 121.877 | 0.000 | 0.000 | ||
| 2616 | 2019.12.13 00:27 | sell | 1310 | 0.05 | 122.457 | 0.000 | 0.000 | ||
| 2617 | 2019.12.13 18:11 | close | 1310 | 0.05 | 121.542 | 0.000 | 0.000 | 4575.00 | 1287112.00 |
| 2618 | 2019.12.13 18:11 | close | 1309 | 0.05 | 121.542 | 0.000 | 0.000 | 1675.00 | 1288787.00 |
| 2619 | 2019.12.13 18:11 | close | 1308 | 0.05 | 121.542 | 0.000 | 0.000 | -1310.00 | 1287477.00 |
| 2620 | 2019.12.13 18:11 | close | 1307 | 0.05 | 121.542 | 0.000 | 0.000 | -4980.00 | 1282497.00 |
| 2621 | 2019.12.13 20:00 | buy | 1311 | 0.05 | 121.521 | 0.000 | 0.000 | ||
| 2622 | 2019.12.16 04:51 | close | 1311 | 0.05 | 121.739 | 0.000 | 0.000 | 1066.50 | 1283563.50 |
| 2623 | 2019.12.18 06:45 | buy | 1312 | 0.05 | 121.857 | 0.000 | 0.000 | ||
| 2624 | 2019.12.20 17:00 | buy | 1313 | 0.05 | 121.246 | 0.000 | 0.000 | ||
| 2625 | 2019.12.26 10:27 | close | 1313 | 0.05 | 121.553 | 0.000 | 0.000 | 1394.00 | 1284957.50 |
| 2626 | 2019.12.26 10:27 | close | 1312 | 0.05 | 121.553 | 0.000 | 0.000 | -1755.00 | 1283202.50 |
| 2627 | 2019.12.30 18:01 | buy | 1314 | 0.05 | 122.163 | 0.000 | 0.000 | ||
| 2628 | 2020.01.02 19:30 | buy | 1315 | 0.05 | 121.229 | 0.000 | 0.000 | ||
| 2629 | 2020.01.03 09:14 | buy | 1316 | 0.05 | 120.634 | 0.000 | 0.000 | ||
| 2630 | 2020.01.06 21:15 | close | 1316 | 0.05 | 121.343 | 0.000 | 0.000 | 3521.50 | 1286724.00 |
| 2631 | 2020.01.06 21:15 | close | 1315 | 0.05 | 121.343 | 0.000 | 0.000 | 523.00 | 1287247.00 |
| 2632 | 2020.01.06 21:15 | close | 1314 | 0.05 | 121.343 | 0.000 | 0.000 | -4264.50 | 1282982.50 |
| 2633 | 2020.01.06 21:15 | sell | 1317 | 0.05 | 121.343 | 0.000 | 0.000 | ||
| 2634 | 2020.01.07 08:01 | close | 1317 | 0.05 | 121.182 | 0.000 | 0.000 | 795.00 | 1283777.50 |
| 2635 | 2020.01.07 18:00 | buy | 1318 | 0.05 | 121.008 | 0.000 | 0.000 | ||
| 2636 | 2020.01.08 01:39 | buy | 1319 | 0.05 | 120.407 | 0.000 | 0.000 | ||
| 2637 | 2020.01.08 08:00 | close | 1319 | 0.05 | 120.754 | 0.000 | 0.000 | 1735.00 | 1285512.50 |
| 2638 | 2020.01.08 08:00 | close | 1318 | 0.05 | 120.754 | 0.000 | 0.000 | -1293.50 | 1284219.00 |
| 2639 | 2020.01.08 21:30 | sell | 1320 | 0.05 | 121.315 | 0.000 | 0.000 | ||
| 2640 | 2020.01.13 07:00 | sell | 1321 | 0.05 | 121.986 | 0.000 | 0.000 | ||
| 2641 | 2020.01.14 02:07 | sell | 1322 | 0.05 | 122.582 | 0.000 | 0.000 | ||
| 2642 | 2020.01.21 03:33 | close | 1322 | 0.05 | 121.960 | 0.000 | 0.000 | 3040.00 | 1287259.00 |
| 2643 | 2020.01.21 03:33 | close | 1321 | 0.05 | 121.960 | 0.000 | 0.000 | 50.00 | 1287309.00 |
| 2644 | 2020.01.21 03:33 | close | 1320 | 0.05 | 121.960 | 0.000 | 0.000 | -3355.00 | 1283954.00 |
| 2645 | 2020.01.21 16:45 | sell | 1323 | 0.05 | 122.242 | 0.000 | 0.000 | ||
| 2646 | 2020.01.22 00:00 | close | 1323 | 0.05 | 121.784 | 0.000 | 0.000 | 2280.00 | 1286234.00 |
| 2647 | 2020.01.22 00:00 | buy | 1324 | 0.05 | 121.784 | 0.000 | 0.000 | ||
| 2648 | 2020.01.23 19:30 | buy | 1325 | 0.05 | 120.848 | 0.000 | 0.000 | ||
| 2649 | 2020.01.27 00:00 | buy | 1326 | 0.05 | 120.217 | 0.000 | 0.000 | ||
| 2650 | 2020.02.04 21:37 | close | 1326 | 0.05 | 120.951 | 0.000 | 0.000 | 3482.00 | 1289716.00 |
| 2651 | 2020.02.04 21:37 | close | 1325 | 0.05 | 120.951 | 0.000 | 0.000 | 280.00 | 1289996.00 |
| 2652 | 2020.02.04 21:37 | close | 1324 | 0.05 | 120.951 | 0.000 | 0.000 | -4470.50 | 1285525.50 |
| 2653 | 2020.02.07 13:30 | buy | 1327 | 0.05 | 120.361 | 0.000 | 0.000 | ||
| 2654 | 2020.02.10 20:45 | buy | 1328 | 0.05 | 119.736 | 0.000 | 0.000 | ||
| 2655 | 2020.02.12 10:27 | close | 1328 | 0.05 | 120.051 | 0.000 | 0.000 | 1528.00 | 1287053.50 |
| 2656 | 2020.02.12 10:27 | close | 1327 | 0.05 | 120.051 | 0.000 | 0.000 | -1620.50 | 1285433.00 |
| 2657 | 2020.02.12 12:30 | sell | 1329 | 0.05 | 120.080 | 0.000 | 0.000 | ||
| 2658 | 2020.02.12 20:56 | close | 1329 | 0.05 | 119.694 | 0.000 | 0.000 | 1930.00 | 1287363.00 |
| 2659 | 2020.02.12 21:15 | buy | 1330 | 0.05 | 119.705 | 0.000 | 0.000 | ||
| 2660 | 2020.02.13 17:40 | buy | 1331 | 0.05 | 118.933 | 0.000 | 0.000 | ||
| 2661 | 2020.02.19 14:52 | close | 1331 | 0.05 | 119.321 | 0.000 | 0.000 | 1846.00 | 1289209.00 |
| 2662 | 2020.02.19 14:52 | close | 1330 | 0.05 | 119.321 | 0.000 | 0.000 | -2084.50 | 1287124.50 |
| 2663 | 2020.02.19 14:52 | sell | 1332 | 0.05 | 119.321 | 0.000 | 0.000 | ||
| 2664 | 2020.02.19 18:23 | sell | 1333 | 0.05 | 119.921 | 0.000 | 0.000 | ||
| 2665 | 2020.02.20 09:22 | sell | 1334 | 0.05 | 120.516 | 0.000 | 0.000 | ||
| 2666 | 2020.02.20 16:59 | sell | 1335 | 0.05 | 121.299 | 0.000 | 0.000 | ||
| 2667 | 2020.02.24 16:07 | close | 1335 | 0.05 | 120.263 | 0.000 | 0.000 | 5160.00 | 1292284.50 |
| 2668 | 2020.02.24 16:07 | close | 1334 | 0.05 | 120.263 | 0.000 | 0.000 | 1245.00 | 1293529.50 |
| 2669 | 2020.02.24 16:07 | close | 1333 | 0.05 | 120.263 | 0.000 | 0.000 | -1760.00 | 1291769.50 |
| 2670 | 2020.02.24 16:07 | close | 1332 | 0.05 | 120.263 | 0.000 | 0.000 | -4760.00 | 1287009.50 |
| 2671 | 2020.02.24 16:50 | buy | 1336 | 0.05 | 120.233 | 0.000 | 0.000 | ||
| 2672 | 2020.02.25 04:10 | close | 1336 | 0.05 | 120.453 | 0.000 | 0.000 | 1076.50 | 1288086.00 |
| 2673 | 2020.02.25 05:03 | sell | 1337 | 0.05 | 120.425 | 0.000 | 0.000 | ||
| 2674 | 2020.02.25 12:49 | close | 1337 | 0.05 | 119.679 | 0.000 | 0.000 | 3730.00 | 1291816.00 |
| 2675 | 2020.02.25 13:45 | buy | 1338 | 0.05 | 119.793 | 0.000 | 0.000 | ||
| 2676 | 2020.02.26 05:30 | close | 1338 | 0.05 | 120.063 | 0.000 | 0.000 | 1326.50 | 1293142.50 |
| 2677 | 2020.02.26 06:34 | sell | 1339 | 0.05 | 120.018 | 0.000 | 0.000 | ||
| 2678 | 2020.02.27 15:55 | sell | 1340 | 0.05 | 120.615 | 0.000 | 0.000 | ||
| 2679 | 2020.02.28 02:55 | close | 1340 | 0.05 | 120.312 | 0.000 | 0.000 | 1505.00 | 1294647.50 |
| 2680 | 2020.02.28 02:55 | close | 1339 | 0.05 | 120.312 | 0.000 | 0.000 | -1510.00 | 1293137.50 |
| 2681 | 2020.02.28 02:55 | buy | 1341 | 0.05 | 120.312 | 0.000 | 0.000 | ||
| 2682 | 2020.02.28 05:41 | buy | 1342 | 0.05 | 119.716 | 0.000 | 0.000 | ||
| 2683 | 2020.02.28 12:00 | close | 1342 | 0.05 | 120.033 | 0.000 | 0.000 | 1585.00 | 1294722.50 |
| 2684 | 2020.02.28 12:00 | close | 1341 | 0.05 | 120.033 | 0.000 | 0.000 | -1395.00 | 1293327.50 |
| 2685 | 2020.02.28 15:56 | buy | 1343 | 0.05 | 119.300 | 0.000 | 0.000 | ||
| 2686 | 2020.02.28 17:04 | buy | 1344 | 0.05 | 118.704 | 0.000 | 0.000 | ||
| 2687 | 2020.03.02 00:06 | close | 1344 | 0.05 | 119.003 | 0.000 | 0.000 | 1471.50 | 1294799.00 |
| 2688 | 2020.03.02 00:06 | close | 1343 | 0.05 | 119.003 | 0.000 | 0.000 | -1508.50 | 1293290.50 |
| 2689 | 2020.03.02 06:31 | sell | 1345 | 0.05 | 119.570 | 0.000 | 0.000 | ||
| 2690 | 2020.03.02 09:47 | sell | 1346 | 0.05 | 120.165 | 0.000 | 0.000 | ||
| 2691 | 2020.03.02 16:00 | close | 1346 | 0.05 | 119.770 | 0.000 | 0.000 | 1975.00 | 1295265.50 |
| 2692 | 2020.03.02 16:00 | close | 1345 | 0.05 | 119.770 | 0.000 | 0.000 | -1000.00 | 1294265.50 |
| 2693 | 2020.03.02 19:16 | sell | 1347 | 0.05 | 120.572 | 0.000 | 0.000 | ||
| 2694 | 2020.03.03 03:14 | close | 1347 | 0.05 | 120.412 | 0.000 | 0.000 | 790.00 | 1295055.50 |
| 2695 | 2020.03.03 08:22 | buy | 1348 | 0.05 | 120.152 | 0.000 | 0.000 | ||
| 2696 | 2020.03.03 17:03 | close | 1348 | 0.05 | 120.410 | 0.000 | 0.000 | 1290.00 | 1296345.50 |
| 2697 | 2020.03.04 01:45 | buy | 1349 | 0.05 | 119.577 | 0.000 | 0.000 | ||
| 2698 | 2020.03.04 08:00 | close | 1349 | 0.05 | 119.821 | 0.000 | 0.000 | 1220.00 | 1297565.50 |
| 2699 | 2020.03.04 17:55 | buy | 1350 | 0.05 | 119.478 | 0.000 | 0.000 | ||
| 2700 | 2020.03.05 01:00 | close | 1350 | 0.05 | 119.708 | 0.000 | 0.000 | 1079.50 | 1298645.00 |