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 |
| 2701 | 2020.03.05 21:00 | buy | 1351 | 0.05 | 119.219 | 0.000 | 0.000 | ||
| 2702 | 2020.03.09 03:00 | buy | 1352 | 0.05 | 118.368 | 0.000 | 0.000 | ||
| 2703 | 2020.03.09 04:44 | buy | 1353 | 0.05 | 117.773 | 0.000 | 0.000 | ||
| 2704 | 2020.03.09 04:49 | buy | 1354 | 0.05 | 117.187 | 0.000 | 0.000 | ||
| 2705 | 2020.03.09 04:50 | buy | 1355 | 0.05 | 116.581 | 0.000 | 0.000 | ||
| 2706 | 2020.03.10 03:57 | close | 1355 | 0.05 | 117.828 | 0.000 | 0.000 | 6211.50 | 1304856.50 |
| 2707 | 2020.03.10 03:57 | close | 1354 | 0.05 | 117.828 | 0.000 | 0.000 | 3181.50 | 1308038.00 |
| 2708 | 2020.03.10 03:57 | close | 1353 | 0.05 | 117.828 | 0.000 | 0.000 | 251.50 | 1308289.50 |
| 2709 | 2020.03.10 03:57 | close | 1352 | 0.05 | 117.828 | 0.000 | 0.000 | -2723.50 | 1305566.00 |
| 2710 | 2020.03.10 03:57 | close | 1351 | 0.05 | 117.828 | 0.000 | 0.000 | -7025.50 | 1298540.50 |
| 2711 | 2020.03.10 05:45 | sell | 1356 | 0.05 | 117.685 | 0.000 | 0.000 | ||
| 2712 | 2020.03.10 07:07 | sell | 1357 | 0.05 | 118.277 | 0.000 | 0.000 | ||
| 2713 | 2020.03.10 08:15 | sell | 1358 | 0.05 | 118.868 | 0.000 | 0.000 | ||
| 2714 | 2020.03.10 17:48 | close | 1358 | 0.05 | 118.275 | 0.000 | 0.000 | 2965.00 | 1301505.50 |
| 2715 | 2020.03.10 17:48 | close | 1357 | 0.05 | 118.275 | 0.000 | 0.000 | 10.00 | 1301515.50 |
| 2716 | 2020.03.10 17:48 | close | 1356 | 0.05 | 118.275 | 0.000 | 0.000 | -2950.00 | 1298565.50 |
| 2717 | 2020.03.11 19:30 | buy | 1359 | 0.05 | 118.369 | 0.000 | 0.000 | ||
| 2718 | 2020.03.11 22:06 | buy | 1360 | 0.05 | 117.777 | 0.000 | 0.000 | ||
| 2719 | 2020.03.12 04:51 | buy | 1361 | 0.05 | 117.190 | 0.000 | 0.000 | ||
| 2720 | 2020.03.12 11:35 | buy | 1362 | 0.05 | 116.598 | 0.000 | 0.000 | ||
| 2721 | 2020.03.12 16:58 | close | 1362 | 0.05 | 117.487 | 0.000 | 0.000 | 4445.00 | 1303010.50 |
| 2722 | 2020.03.12 16:58 | close | 1361 | 0.05 | 117.487 | 0.000 | 0.000 | 1485.00 | 1304495.50 |
| 2723 | 2020.03.12 16:58 | close | 1360 | 0.05 | 117.487 | 0.000 | 0.000 | -1520.50 | 1302975.00 |
| 2724 | 2020.03.12 16:58 | close | 1359 | 0.05 | 117.487 | 0.000 | 0.000 | -4480.50 | 1298494.50 |
| 2725 | 2020.03.12 19:01 | sell | 1363 | 0.05 | 117.059 | 0.000 | 0.000 | ||
| 2726 | 2020.03.12 20:36 | sell | 1364 | 0.05 | 117.759 | 0.000 | 0.000 | ||
| 2727 | 2020.03.13 04:00 | close | 1364 | 0.05 | 117.361 | 0.000 | 0.000 | 1980.00 | 1300474.50 |
| 2728 | 2020.03.13 04:00 | close | 1363 | 0.05 | 117.361 | 0.000 | 0.000 | -1520.00 | 1298954.50 |
| 2729 | 2020.03.13 09:30 | sell | 1365 | 0.05 | 118.209 | 0.000 | 0.000 | ||
| 2730 | 2020.03.13 13:10 | sell | 1366 | 0.05 | 118.802 | 0.000 | 0.000 | ||
| 2731 | 2020.03.13 15:04 | sell | 1367 | 0.05 | 119.401 | 0.000 | 0.000 | ||
| 2732 | 2020.03.13 22:52 | sell | 1368 | 0.05 | 119.994 | 0.000 | 0.000 | ||
| 2733 | 2020.03.16 04:00 | close | 1368 | 0.05 | 118.883 | 0.000 | 0.000 | 5545.00 | 1304499.50 |
| 2734 | 2020.03.16 04:00 | close | 1367 | 0.05 | 118.883 | 0.000 | 0.000 | 2580.00 | 1307079.50 |
| 2735 | 2020.03.16 04:00 | close | 1366 | 0.05 | 118.883 | 0.000 | 0.000 | -415.00 | 1306664.50 |
| 2736 | 2020.03.16 04:00 | close | 1365 | 0.05 | 118.883 | 0.000 | 0.000 | -3380.00 | 1303284.50 |
| 2737 | 2020.03.16 09:26 | buy | 1369 | 0.05 | 118.438 | 0.000 | 0.000 | ||
| 2738 | 2020.03.17 04:45 | close | 1369 | 0.05 | 119.316 | 0.000 | 0.000 | 4366.50 | 1307651.00 |
| 2739 | 2020.03.17 04:45 | sell | 1370 | 0.05 | 119.316 | 0.000 | 0.000 | ||
| 2740 | 2020.03.17 12:00 | close | 1370 | 0.05 | 118.711 | 0.000 | 0.000 | 3025.00 | 1310676.00 |
| 2741 | 2020.03.17 16:32 | buy | 1371 | 0.05 | 117.580 | 0.000 | 0.000 | ||
| 2742 | 2020.03.18 00:00 | close | 1371 | 0.05 | 118.411 | 0.000 | 0.000 | 4131.50 | 1314807.50 |
| 2743 | 2020.03.18 05:45 | buy | 1372 | 0.05 | 118.187 | 0.000 | 0.000 | ||
| 2744 | 2020.03.18 20:30 | buy | 1373 | 0.05 | 117.422 | 0.000 | 0.000 | ||
| 2745 | 2020.03.19 04:00 | close | 1373 | 0.05 | 118.599 | 0.000 | 0.000 | 5814.50 | 1320622.00 |
| 2746 | 2020.03.19 04:00 | close | 1372 | 0.05 | 118.599 | 0.000 | 0.000 | 1989.50 | 1322611.50 |
| 2747 | 2020.03.19 04:43 | sell | 1374 | 0.05 | 118.451 | 0.000 | 0.000 | ||
| 2748 | 2020.03.19 05:35 | sell | 1375 | 0.05 | 119.041 | 0.000 | 0.000 | ||
| 2749 | 2020.03.19 12:00 | close | 1375 | 0.05 | 118.053 | 0.000 | 0.000 | 4940.00 | 1327551.50 |
| 2750 | 2020.03.19 12:00 | close | 1374 | 0.05 | 118.053 | 0.000 | 0.000 | 1990.00 | 1329541.50 |
| 2751 | 2020.03.19 14:55 | buy | 1376 | 0.05 | 118.167 | 0.000 | 0.000 | ||
| 2752 | 2020.03.20 03:04 | close | 1376 | 0.05 | 118.497 | 0.000 | 0.000 | 1626.50 | 1331168.00 |
| 2753 | 2020.03.20 04:31 | sell | 1377 | 0.05 | 118.463 | 0.000 | 0.000 | ||
| 2754 | 2020.03.20 12:43 | close | 1377 | 0.05 | 118.302 | 0.000 | 0.000 | 805.00 | 1331973.00 |
| 2755 | 2020.03.20 15:34 | buy | 1378 | 0.05 | 118.210 | 0.000 | 0.000 | ||
| 2756 | 2020.03.20 20:00 | close | 1378 | 0.05 | 118.826 | 0.000 | 0.000 | 3080.00 | 1335053.00 |
| 2757 | 2020.03.23 04:45 | buy | 1379 | 0.05 | 118.130 | 0.000 | 0.000 | ||
| 2758 | 2020.03.23 16:40 | close | 1379 | 0.05 | 119.003 | 0.000 | 0.000 | 4365.00 | 1339418.00 |
| 2759 | 2020.03.23 19:30 | sell | 1380 | 0.05 | 119.762 | 0.000 | 0.000 | ||
| 2760 | 2020.03.24 00:00 | close | 1380 | 0.05 | 119.342 | 0.000 | 0.000 | 2090.00 | 1341508.00 |
| 2761 | 2020.03.24 09:19 | buy | 1381 | 0.05 | 119.126 | 0.000 | 0.000 | ||
| 2762 | 2020.03.24 16:00 | close | 1381 | 0.05 | 119.893 | 0.000 | 0.000 | 3835.00 | 1345343.00 |
| 2763 | 2020.03.24 19:40 | sell | 1382 | 0.05 | 120.306 | 0.000 | 0.000 | ||
| 2764 | 2020.03.25 00:02 | close | 1382 | 0.05 | 119.927 | 0.000 | 0.000 | 1885.00 | 1347228.00 |
| 2765 | 2020.03.25 13:15 | sell | 1383 | 0.05 | 120.592 | 0.000 | 0.000 | ||
| 2766 | 2020.03.26 11:54 | close | 1383 | 0.05 | 120.429 | 0.000 | 0.000 | 785.00 | 1348013.00 |
| 2767 | 2020.03.26 15:05 | buy | 1384 | 0.05 | 120.278 | 0.000 | 0.000 | ||
| 2768 | 2020.03.26 20:13 | close | 1384 | 0.05 | 120.703 | 0.000 | 0.000 | 2125.00 | 1350138.00 |
| 2769 | 2020.03.26 21:00 | sell | 1385 | 0.05 | 120.704 | 0.000 | 0.000 | ||
| 2770 | 2020.03.27 04:00 | close | 1385 | 0.05 | 120.372 | 0.000 | 0.000 | 1650.00 | 1351788.00 |
| 2771 | 2020.03.27 06:30 | buy | 1386 | 0.05 | 119.940 | 0.000 | 0.000 | ||
| 2772 | 2020.03.27 16:05 | buy | 1387 | 0.05 | 119.350 | 0.000 | 0.000 | ||
| 2773 | 2020.03.30 00:07 | close | 1387 | 0.05 | 119.649 | 0.000 | 0.000 | 1471.50 | 1353259.50 |
| 2774 | 2020.03.30 00:07 | close | 1386 | 0.05 | 119.649 | 0.000 | 0.000 | -1478.50 | 1351781.00 |
| 2775 | 2020.03.30 00:07 | sell | 1388 | 0.05 | 119.649 | 0.000 | 0.000 | ||
| 2776 | 2020.03.30 08:00 | close | 1388 | 0.05 | 119.247 | 0.000 | 0.000 | 2010.00 | 1353791.00 |
| 2777 | 2020.03.30 20:00 | buy | 1389 | 0.05 | 118.935 | 0.000 | 0.000 | ||
| 2778 | 2020.03.31 04:55 | close | 1389 | 0.05 | 119.500 | 0.000 | 0.000 | 2801.50 | 1356592.50 |
| 2779 | 2020.03.31 06:30 | sell | 1390 | 0.05 | 119.519 | 0.000 | 0.000 | ||
| 2780 | 2020.03.31 12:00 | close | 1390 | 0.05 | 119.149 | 0.000 | 0.000 | 1850.00 | 1358442.50 |
| 2781 | 2020.03.31 15:02 | buy | 1391 | 0.05 | 118.962 | 0.000 | 0.000 | ||
| 2782 | 2020.03.31 18:16 | buy | 1392 | 0.05 | 118.370 | 0.000 | 0.000 | ||
| 2783 | 2020.04.01 00:11 | close | 1392 | 0.05 | 118.681 | 0.000 | 0.000 | 1531.50 | 1359974.00 |
| 2784 | 2020.04.01 00:11 | close | 1391 | 0.05 | 118.681 | 0.000 | 0.000 | -1428.50 | 1358545.50 |
| 2785 | 2020.04.01 13:30 | buy | 1393 | 0.05 | 117.683 | 0.000 | 0.000 | ||
| 2786 | 2020.04.01 17:05 | buy | 1394 | 0.05 | 117.095 | 0.000 | 0.000 | ||
| 2787 | 2020.04.02 00:00 | close | 1394 | 0.05 | 117.475 | 0.000 | 0.000 | 1829.50 | 1360375.00 |
| 2788 | 2020.04.02 00:00 | close | 1393 | 0.05 | 117.475 | 0.000 | 0.000 | -1110.50 | 1359264.50 |
| 2789 | 2020.04.02 05:45 | sell | 1395 | 0.05 | 117.534 | 0.000 | 0.000 | ||
| 2790 | 2020.04.02 12:20 | close | 1395 | 0.05 | 117.215 | 0.000 | 0.000 | 1595.00 | 1360859.50 |
| 2791 | 2020.04.02 12:45 | buy | 1396 | 0.05 | 117.312 | 0.000 | 0.000 | ||
| 2792 | 2020.04.02 15:36 | buy | 1397 | 0.05 | 116.722 | 0.000 | 0.000 | ||
| 2793 | 2020.04.02 20:00 | close | 1397 | 0.05 | 117.052 | 0.000 | 0.000 | 1650.00 | 1362509.50 |
| 2794 | 2020.04.02 20:00 | close | 1396 | 0.05 | 117.052 | 0.000 | 0.000 | -1300.00 | 1361209.50 |
| 2795 | 2020.04.06 05:15 | sell | 1398 | 0.05 | 117.769 | 0.000 | 0.000 | ||
| 2796 | 2020.04.06 15:25 | close | 1398 | 0.05 | 117.604 | 0.000 | 0.000 | 825.00 | 1362034.50 |
| 2797 | 2020.04.07 14:15 | sell | 1399 | 0.05 | 118.619 | 0.000 | 0.000 | ||
| 2798 | 2020.04.08 00:29 | close | 1399 | 0.05 | 118.450 | 0.000 | 0.000 | 835.00 | 1362869.50 |
| 2799 | 2020.04.08 02:40 | buy | 1400 | 0.05 | 118.465 | 0.000 | 0.000 | ||
| 2800 | 2020.04.09 16:45 | close | 1400 | 0.05 | 118.865 | 0.000 | 0.000 | 1929.50 | 1364799.00 |
| 2801 | 2020.04.09 18:00 | sell | 1401 | 0.05 | 118.689 | 0.000 | 0.000 | ||
| 2802 | 2020.04.10 03:32 | close | 1401 | 0.05 | 118.523 | 0.000 | 0.000 | 820.00 | 1365619.00 |
| 2803 | 2020.04.13 06:15 | buy | 1402 | 0.05 | 118.165 | 0.000 | 0.000 | ||
| 2804 | 2020.04.13 17:27 | buy | 1403 | 0.05 | 117.572 | 0.000 | 0.000 | ||
| 2805 | 2020.04.14 05:59 | close | 1403 | 0.05 | 117.870 | 0.000 | 0.000 | 1466.50 | 1367085.50 |
| 2806 | 2020.04.14 05:59 | close | 1402 | 0.05 | 117.870 | 0.000 | 0.000 | -1498.50 | 1365587.00 |
| 2807 | 2020.04.14 08:04 | sell | 1404 | 0.05 | 117.818 | 0.000 | 0.000 | ||
| 2808 | 2020.04.14 17:05 | close | 1404 | 0.05 | 117.654 | 0.000 | 0.000 | 820.00 | 1366407.00 |
| 2809 | 2020.04.15 14:13 | buy | 1405 | 0.05 | 117.165 | 0.000 | 0.000 | ||
| 2810 | 2020.04.15 22:58 | close | 1405 | 0.05 | 117.376 | 0.000 | 0.000 | 1055.00 | 1367462.00 |
| 2811 | 2020.04.16 18:00 | buy | 1406 | 0.05 | 116.699 | 0.000 | 0.000 | ||
| 2812 | 2020.04.17 01:10 | close | 1406 | 0.05 | 117.208 | 0.000 | 0.000 | 2521.50 | 1369983.50 |
| 2813 | 2020.04.17 12:50 | buy | 1407 | 0.05 | 116.702 | 0.000 | 0.000 | ||
| 2814 | 2020.04.17 20:00 | close | 1407 | 0.05 | 116.927 | 0.000 | 0.000 | 1125.00 | 1371108.50 |
| 2815 | 2020.04.21 08:00 | buy | 1408 | 0.05 | 116.484 | 0.000 | 0.000 | ||
| 2816 | 2020.04.21 17:37 | close | 1408 | 0.05 | 117.007 | 0.000 | 0.000 | 2615.00 | 1373723.50 |
| 2817 | 2020.04.21 19:45 | sell | 1409 | 0.05 | 116.897 | 0.000 | 0.000 | ||
| 2818 | 2020.04.22 07:58 | close | 1409 | 0.05 | 116.736 | 0.000 | 0.000 | 795.00 | 1374518.50 |
| 2819 | 2020.04.22 21:48 | buy | 1410 | 0.05 | 116.561 | 0.000 | 0.000 | ||
| 2820 | 2020.04.23 09:30 | close | 1410 | 0.05 | 116.771 | 0.000 | 0.000 | 979.50 | 1375498.00 |
| 2821 | 2020.04.23 14:15 | buy | 1411 | 0.05 | 116.036 | 0.000 | 0.000 | ||
| 2822 | 2020.04.23 20:00 | close | 1411 | 0.05 | 116.266 | 0.000 | 0.000 | 1150.00 | 1376648.00 |
| 2823 | 2020.04.23 23:50 | buy | 1412 | 0.05 | 115.980 | 0.000 | 0.000 | ||
| 2824 | 2020.04.24 16:05 | close | 1412 | 0.05 | 116.197 | 0.000 | 0.000 | 1061.50 | 1377709.50 |
| 2825 | 2020.04.24 16:42 | sell | 1413 | 0.05 | 116.100 | 0.000 | 0.000 | ||
| 2826 | 2020.04.28 10:18 | close | 1413 | 0.05 | 115.939 | 0.000 | 0.000 | 785.00 | 1378494.50 |
| 2827 | 2020.04.28 18:38 | buy | 1414 | 0.05 | 115.857 | 0.000 | 0.000 | ||
| 2828 | 2020.04.30 10:46 | close | 1414 | 0.05 | 116.068 | 0.000 | 0.000 | 961.00 | 1379455.50 |
| 2829 | 2020.04.30 21:00 | sell | 1415 | 0.05 | 117.132 | 0.000 | 0.000 | ||
| 2830 | 2020.04.30 22:30 | sell | 1416 | 0.05 | 117.728 | 0.000 | 0.000 | ||
| 2831 | 2020.05.01 04:00 | close | 1416 | 0.05 | 117.349 | 0.000 | 0.000 | 1885.00 | 1381340.50 |
| 2832 | 2020.05.01 04:00 | close | 1415 | 0.05 | 117.349 | 0.000 | 0.000 | -1095.00 | 1380245.50 |
| 2833 | 2020.05.04 05:00 | buy | 1417 | 0.05 | 116.903 | 0.000 | 0.000 | ||
| 2834 | 2020.05.04 22:50 | buy | 1418 | 0.05 | 116.309 | 0.000 | 0.000 | ||
| 2835 | 2020.05.05 18:30 | buy | 1419 | 0.05 | 115.531 | 0.000 | 0.000 | ||
| 2836 | 2020.05.06 11:11 | buy | 1420 | 0.05 | 114.935 | 0.000 | 0.000 | ||
| 2837 | 2020.05.11 03:13 | close | 1420 | 0.05 | 115.921 | 0.000 | 0.000 | 4812.50 | 1385058.00 |
| 2838 | 2020.05.11 03:13 | close | 1419 | 0.05 | 115.921 | 0.000 | 0.000 | 1809.00 | 1386867.00 |
| 2839 | 2020.05.11 03:13 | close | 1418 | 0.05 | 115.921 | 0.000 | 0.000 | -2104.50 | 1384762.50 |
| 2840 | 2020.05.11 03:13 | close | 1417 | 0.05 | 115.921 | 0.000 | 0.000 | -5074.50 | 1379688.00 |
| 2841 | 2020.05.11 05:00 | sell | 1421 | 0.05 | 115.952 | 0.000 | 0.000 | ||
| 2842 | 2020.05.12 15:14 | sell | 1422 | 0.05 | 116.547 | 0.000 | 0.000 | ||
| 2843 | 2020.05.12 23:36 | close | 1422 | 0.05 | 116.249 | 0.000 | 0.000 | 1490.00 | 1381178.00 |
| 2844 | 2020.05.12 23:36 | close | 1421 | 0.05 | 116.249 | 0.000 | 0.000 | -1495.00 | 1379683.00 |
| 2845 | 2020.05.13 12:44 | buy | 1423 | 0.05 | 116.098 | 0.000 | 0.000 | ||
| 2846 | 2020.05.14 07:43 | buy | 1424 | 0.05 | 115.504 | 0.000 | 0.000 | ||
| 2847 | 2020.05.14 18:18 | close | 1424 | 0.05 | 115.802 | 0.000 | 0.000 | 1490.00 | 1381173.00 |
| 2848 | 2020.05.14 18:18 | close | 1423 | 0.05 | 115.802 | 0.000 | 0.000 | -1550.50 | 1379622.50 |
| 2849 | 2020.05.15 00:34 | sell | 1425 | 0.05 | 115.854 | 0.000 | 0.000 | ||
| 2850 | 2020.05.15 14:43 | close | 1425 | 0.05 | 115.629 | 0.000 | 0.000 | 1125.00 | 1380747.50 |