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 |
| 151 | 2014.03.27 20:30 | buy | 76 | 0.05 | 140.458 | 0.000 | 0.000 | ||
| 152 | 2014.03.28 17:33 | close | 76 | 0.05 | 141.348 | 0.000 | 0.000 | 4426.50 | 264604.50 |
| 153 | 2014.03.28 19:30 | sell | 77 | 0.05 | 141.500 | 0.000 | 0.000 | ||
| 154 | 2014.03.31 14:45 | sell | 78 | 0.05 | 142.330 | 0.000 | 0.000 | ||
| 155 | 2014.03.31 20:04 | close | 78 | 0.05 | 141.913 | 0.000 | 0.000 | 2085.00 | 266689.50 |
| 156 | 2014.03.31 20:04 | close | 77 | 0.05 | 141.913 | 0.000 | 0.000 | -2075.00 | 264614.50 |
| 157 | 2014.04.01 13:15 | sell | 79 | 0.05 | 142.541 | 0.000 | 0.000 | ||
| 158 | 2014.04.02 03:57 | sell | 80 | 0.05 | 143.136 | 0.000 | 0.000 | ||
| 159 | 2014.04.02 15:29 | close | 80 | 0.05 | 142.836 | 0.000 | 0.000 | 1500.00 | 266114.50 |
| 160 | 2014.04.02 15:29 | close | 79 | 0.05 | 142.836 | 0.000 | 0.000 | -1485.00 | 264629.50 |
| 161 | 2014.04.03 19:15 | buy | 81 | 0.05 | 142.536 | 0.000 | 0.000 | ||
| 162 | 2014.04.04 20:30 | buy | 82 | 0.05 | 141.591 | 0.000 | 0.000 | ||
| 163 | 2014.04.08 14:14 | buy | 83 | 0.05 | 140.991 | 0.000 | 0.000 | ||
| 164 | 2014.04.08 21:17 | buy | 84 | 0.05 | 140.395 | 0.000 | 0.000 | ||
| 165 | 2014.04.10 01:22 | close | 84 | 0.05 | 141.381 | 0.000 | 0.000 | 4836.00 | 269465.50 |
| 166 | 2014.04.10 01:22 | close | 83 | 0.05 | 141.381 | 0.000 | 0.000 | 1856.00 | 271321.50 |
| 167 | 2014.04.10 01:22 | close | 82 | 0.05 | 141.381 | 0.000 | 0.000 | -1191.00 | 270130.50 |
| 168 | 2014.04.10 01:22 | close | 81 | 0.05 | 141.381 | 0.000 | 0.000 | -5939.50 | 264191.00 |
| 169 | 2014.04.10 01:22 | sell | 85 | 0.05 | 141.381 | 0.000 | 0.000 | ||
| 170 | 2014.04.10 08:05 | close | 85 | 0.05 | 140.879 | 0.000 | 0.000 | 2510.00 | 266701.00 |
| 171 | 2014.04.10 10:04 | buy | 86 | 0.05 | 140.871 | 0.000 | 0.000 | ||
| 172 | 2014.04.10 16:48 | close | 86 | 0.05 | 141.148 | 0.000 | 0.000 | 1385.00 | 268086.00 |
| 173 | 2014.04.11 07:15 | sell | 87 | 0.05 | 141.167 | 0.000 | 0.000 | ||
| 174 | 2014.04.11 14:10 | close | 87 | 0.05 | 140.917 | 0.000 | 0.000 | 1250.00 | 269336.00 |
| 175 | 2014.04.11 16:00 | buy | 88 | 0.05 | 140.940 | 0.000 | 0.000 | ||
| 176 | 2014.04.16 06:25 | close | 88 | 0.05 | 141.211 | 0.000 | 0.000 | 1284.50 | 270620.50 |
| 177 | 2014.04.16 06:25 | sell | 89 | 0.05 | 141.211 | 0.000 | 0.000 | ||
| 178 | 2014.04.17 05:09 | close | 89 | 0.05 | 141.049 | 0.000 | 0.000 | 780.00 | 271400.50 |
| 179 | 2014.04.17 15:45 | sell | 90 | 0.05 | 141.518 | 0.000 | 0.000 | ||
| 180 | 2014.04.22 09:31 | close | 90 | 0.05 | 141.319 | 0.000 | 0.000 | 965.00 | 272365.50 |
| 181 | 2014.04.23 19:05 | buy | 91 | 0.05 | 141.346 | 0.000 | 0.000 | ||
| 182 | 2014.04.24 00:11 | close | 91 | 0.05 | 141.607 | 0.000 | 0.000 | 1234.50 | 273600.00 |
| 183 | 2014.04.28 13:35 | sell | 92 | 0.05 | 141.892 | 0.000 | 0.000 | ||
| 184 | 2014.04.29 17:22 | close | 92 | 0.05 | 141.728 | 0.000 | 0.000 | 810.00 | 274410.00 |
| 185 | 2014.04.29 19:30 | buy | 93 | 0.05 | 141.695 | 0.000 | 0.000 | ||
| 186 | 2014.04.30 14:07 | close | 93 | 0.05 | 141.906 | 0.000 | 0.000 | 1031.50 | 275441.50 |
| 187 | 2014.04.30 15:30 | sell | 94 | 0.05 | 141.869 | 0.000 | 0.000 | ||
| 188 | 2014.04.30 20:00 | close | 94 | 0.05 | 141.623 | 0.000 | 0.000 | 1230.00 | 276671.50 |
| 189 | 2014.05.02 20:48 | buy | 95 | 0.05 | 141.865 | 0.000 | 0.000 | ||
| 190 | 2014.05.08 19:15 | buy | 96 | 0.05 | 140.966 | 0.000 | 0.000 | ||
| 191 | 2014.05.09 16:00 | buy | 97 | 0.05 | 140.302 | 0.000 | 0.000 | ||
| 192 | 2014.05.14 14:16 | buy | 98 | 0.05 | 139.678 | 0.000 | 0.000 | ||
| 193 | 2014.05.15 16:50 | buy | 99 | 0.05 | 139.078 | 0.000 | 0.000 | ||
| 194 | 2014.05.21 12:15 | buy | 100 | 0.05 | 138.417 | 0.000 | 0.000 | ||
| 195 | 2014.06.09 02:52 | close | 100 | 0.05 | 140.052 | 0.000 | 0.000 | 7728.50 | 284400.00 |
| 196 | 2014.06.09 02:52 | close | 99 | 0.05 | 140.052 | 0.000 | 0.000 | 4329.50 | 288729.50 |
| 197 | 2014.06.09 02:52 | close | 98 | 0.05 | 140.052 | 0.000 | 0.000 | 1259.00 | 289988.50 |
| 198 | 2014.06.09 02:52 | close | 97 | 0.05 | 140.052 | 0.000 | 0.000 | -1931.50 | 288057.00 |
| 199 | 2014.06.09 02:52 | close | 96 | 0.05 | 140.052 | 0.000 | 0.000 | -5275.00 | 282782.00 |
| 200 | 2014.06.09 02:52 | close | 95 | 0.05 | 140.052 | 0.000 | 0.000 | -9911.00 | 272871.00 |
| 201 | 2014.06.09 16:30 | buy | 101 | 0.05 | 139.398 | 0.000 | 0.000 | ||
| 202 | 2014.06.10 11:31 | buy | 102 | 0.05 | 138.801 | 0.000 | 0.000 | ||
| 203 | 2014.06.11 15:05 | buy | 103 | 0.05 | 138.142 | 0.000 | 0.000 | ||
| 204 | 2014.06.19 11:16 | close | 103 | 0.05 | 138.781 | 0.000 | 0.000 | 2960.00 | 275831.00 |
| 205 | 2014.06.19 11:16 | close | 102 | 0.05 | 138.781 | 0.000 | 0.000 | -358.50 | 275472.50 |
| 206 | 2014.06.19 11:16 | close | 101 | 0.05 | 138.781 | 0.000 | 0.000 | -3367.00 | 272105.50 |
| 207 | 2014.06.19 13:20 | sell | 104 | 0.05 | 138.746 | 0.000 | 0.000 | ||
| 208 | 2014.06.20 16:02 | close | 104 | 0.05 | 138.585 | 0.000 | 0.000 | 795.00 | 272900.50 |
| 209 | 2014.06.23 13:15 | buy | 105 | 0.05 | 138.360 | 0.000 | 0.000 | ||
| 210 | 2014.06.23 21:34 | close | 105 | 0.05 | 138.600 | 0.000 | 0.000 | 1200.00 | 274100.50 |
| 211 | 2014.06.24 12:16 | sell | 106 | 0.05 | 138.767 | 0.000 | 0.000 | ||
| 212 | 2014.06.26 11:56 | close | 106 | 0.05 | 138.585 | 0.000 | 0.000 | 870.00 | 274970.50 |
| 213 | 2014.06.26 17:25 | buy | 107 | 0.05 | 138.075 | 0.000 | 0.000 | ||
| 214 | 2014.06.27 00:00 | close | 107 | 0.05 | 138.454 | 0.000 | 0.000 | 1871.50 | 276842.00 |
| 215 | 2014.06.30 19:30 | sell | 108 | 0.05 | 138.647 | 0.000 | 0.000 | ||
| 216 | 2014.07.07 16:30 | close | 108 | 0.05 | 138.485 | 0.000 | 0.000 | 740.00 | 277582.00 |
| 217 | 2014.07.09 19:15 | sell | 109 | 0.05 | 138.618 | 0.000 | 0.000 | ||
| 218 | 2014.07.10 10:55 | close | 109 | 0.05 | 138.412 | 0.000 | 0.000 | 1000.00 | 278582.00 |
| 219 | 2014.07.10 15:45 | buy | 110 | 0.05 | 137.856 | 0.000 | 0.000 | ||
| 220 | 2014.07.14 11:20 | close | 110 | 0.05 | 138.359 | 0.000 | 0.000 | 2468.00 | 281050.00 |
| 221 | 2014.07.14 13:45 | sell | 111 | 0.05 | 138.259 | 0.000 | 0.000 | ||
| 222 | 2014.07.15 11:33 | close | 111 | 0.05 | 138.097 | 0.000 | 0.000 | 800.00 | 281850.00 |
| 223 | 2014.07.15 13:45 | buy | 112 | 0.05 | 138.155 | 0.000 | 0.000 | ||
| 224 | 2014.07.16 16:51 | buy | 113 | 0.05 | 137.559 | 0.000 | 0.000 | ||
| 225 | 2014.07.17 21:28 | buy | 114 | 0.05 | 136.965 | 0.000 | 0.000 | ||
| 226 | 2014.07.30 18:11 | close | 114 | 0.05 | 137.564 | 0.000 | 0.000 | 2736.50 | 284586.50 |
| 227 | 2014.07.30 18:11 | close | 113 | 0.05 | 137.564 | 0.000 | 0.000 | -304.00 | 284282.50 |
| 228 | 2014.07.30 18:11 | close | 112 | 0.05 | 137.564 | 0.000 | 0.000 | -3307.50 | 280975.00 |
| 229 | 2014.07.30 20:30 | sell | 115 | 0.05 | 137.669 | 0.000 | 0.000 | ||
| 230 | 2014.08.04 18:24 | close | 115 | 0.05 | 137.509 | 0.000 | 0.000 | 750.00 | 281725.00 |
| 231 | 2014.08.05 22:30 | buy | 116 | 0.05 | 137.195 | 0.000 | 0.000 | ||
| 232 | 2014.08.06 13:24 | buy | 117 | 0.05 | 136.598 | 0.000 | 0.000 | ||
| 233 | 2014.08.07 08:10 | close | 117 | 0.05 | 136.901 | 0.000 | 0.000 | 1444.50 | 283169.50 |
| 234 | 2014.08.07 08:10 | close | 116 | 0.05 | 136.901 | 0.000 | 0.000 | -1564.00 | 281605.50 |
| 235 | 2014.08.07 09:30 | sell | 118 | 0.05 | 136.889 | 0.000 | 0.000 | ||
| 236 | 2014.08.07 16:28 | close | 118 | 0.05 | 136.729 | 0.000 | 0.000 | 800.00 | 282405.50 |
| 237 | 2014.08.07 20:30 | buy | 119 | 0.05 | 136.340 | 0.000 | 0.000 | ||
| 238 | 2014.08.08 05:16 | buy | 120 | 0.05 | 135.746 | 0.000 | 0.000 | ||
| 239 | 2014.08.08 12:00 | close | 120 | 0.05 | 136.271 | 0.000 | 0.000 | 2625.00 | 285030.50 |
| 240 | 2014.08.08 12:00 | close | 119 | 0.05 | 136.271 | 0.000 | 0.000 | -368.50 | 284662.00 |
| 241 | 2014.08.08 15:51 | sell | 121 | 0.05 | 136.496 | 0.000 | 0.000 | ||
| 242 | 2014.08.15 12:59 | sell | 122 | 0.05 | 137.103 | 0.000 | 0.000 | ||
| 243 | 2014.08.21 04:16 | sell | 123 | 0.05 | 137.701 | 0.000 | 0.000 | ||
| 244 | 2014.08.25 13:51 | close | 123 | 0.05 | 137.098 | 0.000 | 0.000 | 2995.00 | 287657.00 |
| 245 | 2014.08.25 13:51 | close | 122 | 0.05 | 137.098 | 0.000 | 0.000 | -55.00 | 287602.00 |
| 246 | 2014.08.25 13:51 | close | 121 | 0.05 | 137.098 | 0.000 | 0.000 | -3160.00 | 284442.00 |
| 247 | 2014.08.25 14:01 | buy | 124 | 0.05 | 137.155 | 0.000 | 0.000 | ||
| 248 | 2014.09.02 06:10 | close | 124 | 0.05 | 137.453 | 0.000 | 0.000 | 1302.00 | 285744.00 |
| 249 | 2014.09.02 07:30 | sell | 125 | 0.05 | 137.500 | 0.000 | 0.000 | ||
| 250 | 2014.09.02 19:25 | sell | 126 | 0.05 | 138.094 | 0.000 | 0.000 | ||
| 251 | 2014.09.03 08:09 | close | 126 | 0.05 | 137.796 | 0.000 | 0.000 | 1480.00 | 287224.00 |
| 252 | 2014.09.03 08:09 | close | 125 | 0.05 | 137.796 | 0.000 | 0.000 | -1490.00 | 285734.00 |
| 253 | 2014.09.03 20:15 | buy | 127 | 0.05 | 137.829 | 0.000 | 0.000 | ||
| 254 | 2014.09.04 19:18 | buy | 128 | 0.05 | 136.270 | 0.000 | 0.000 | ||
| 255 | 2014.09.09 17:45 | close | 128 | 0.05 | 137.052 | 0.000 | 0.000 | 3839.50 | 289573.50 |
| 256 | 2014.09.09 17:45 | close | 127 | 0.05 | 137.052 | 0.000 | 0.000 | -4026.00 | 285547.50 |
| 257 | 2014.09.09 21:18 | sell | 129 | 0.05 | 137.442 | 0.000 | 0.000 | ||
| 258 | 2014.09.10 11:16 | sell | 130 | 0.05 | 138.038 | 0.000 | 0.000 | ||
| 259 | 2014.09.10 16:01 | close | 130 | 0.05 | 137.739 | 0.000 | 0.000 | 1495.00 | 287042.50 |
| 260 | 2014.09.10 16:01 | close | 129 | 0.05 | 137.739 | 0.000 | 0.000 | -1495.00 | 285547.50 |
| 261 | 2014.09.11 13:00 | sell | 131 | 0.05 | 138.183 | 0.000 | 0.000 | ||
| 262 | 2014.09.12 20:30 | sell | 132 | 0.05 | 138.999 | 0.000 | 0.000 | ||
| 263 | 2014.09.15 12:47 | close | 132 | 0.05 | 138.590 | 0.000 | 0.000 | 2035.00 | 287582.50 |
| 264 | 2014.09.15 12:47 | close | 131 | 0.05 | 138.590 | 0.000 | 0.000 | -2055.00 | 285527.50 |
| 265 | 2014.09.15 14:15 | buy | 133 | 0.05 | 138.593 | 0.000 | 0.000 | ||
| 266 | 2014.09.16 20:35 | close | 133 | 0.05 | 138.873 | 0.000 | 0.000 | 1376.50 | 286904.00 |
| 267 | 2014.09.17 19:26 | sell | 134 | 0.05 | 139.411 | 0.000 | 0.000 | ||
| 268 | 2014.09.18 00:40 | close | 134 | 0.05 | 139.249 | 0.000 | 0.000 | 780.00 | 287684.00 |
| 269 | 2014.09.18 05:52 | sell | 135 | 0.05 | 139.714 | 0.000 | 0.000 | ||
| 270 | 2014.09.18 17:21 | sell | 136 | 0.05 | 140.309 | 0.000 | 0.000 | ||
| 271 | 2014.09.19 04:45 | sell | 137 | 0.05 | 141.081 | 0.000 | 0.000 | ||
| 272 | 2014.09.19 12:00 | close | 137 | 0.05 | 140.190 | 0.000 | 0.000 | 4455.00 | 292139.00 |
| 273 | 2014.09.19 12:00 | close | 136 | 0.05 | 140.190 | 0.000 | 0.000 | 585.00 | 292724.00 |
| 274 | 2014.09.19 12:00 | close | 135 | 0.05 | 140.190 | 0.000 | 0.000 | -2390.00 | 290334.00 |
| 275 | 2014.09.19 16:00 | buy | 138 | 0.05 | 139.836 | 0.000 | 0.000 | ||
| 276 | 2014.09.22 04:43 | close | 138 | 0.05 | 140.060 | 0.000 | 0.000 | 1096.50 | 291430.50 |
| 277 | 2014.09.22 20:27 | buy | 139 | 0.05 | 139.740 | 0.000 | 0.000 | ||
| 278 | 2014.09.23 17:09 | close | 139 | 0.05 | 140.037 | 0.000 | 0.000 | 1461.50 | 292892.00 |
| 279 | 2014.09.23 17:49 | sell | 140 | 0.05 | 139.946 | 0.000 | 0.000 | ||
| 280 | 2014.09.24 02:47 | close | 140 | 0.05 | 139.497 | 0.000 | 0.000 | 2235.00 | 295127.00 |
| 281 | 2014.09.24 17:40 | buy | 141 | 0.05 | 139.118 | 0.000 | 0.000 | ||
| 282 | 2014.09.25 00:00 | close | 141 | 0.05 | 139.350 | 0.000 | 0.000 | 1089.50 | 296216.50 |
| 283 | 2014.09.25 04:00 | sell | 142 | 0.05 | 139.503 | 0.000 | 0.000 | ||
| 284 | 2014.09.25 12:00 | close | 142 | 0.05 | 139.017 | 0.000 | 0.000 | 2430.00 | 298646.50 |
| 285 | 2014.09.25 12:31 | buy | 143 | 0.05 | 139.093 | 0.000 | 0.000 | ||
| 286 | 2014.09.25 17:51 | buy | 144 | 0.05 | 138.500 | 0.000 | 0.000 | ||
| 287 | 2014.09.26 05:11 | close | 144 | 0.05 | 138.798 | 0.000 | 0.000 | 1466.50 | 300113.00 |
| 288 | 2014.09.26 05:11 | close | 143 | 0.05 | 138.798 | 0.000 | 0.000 | -1498.50 | 298614.50 |
| 289 | 2014.09.26 08:40 | sell | 145 | 0.05 | 138.905 | 0.000 | 0.000 | ||
| 290 | 2014.09.26 16:58 | close | 145 | 0.05 | 138.645 | 0.000 | 0.000 | 1300.00 | 299914.50 |
| 291 | 2014.09.26 19:00 | buy | 146 | 0.05 | 138.682 | 0.000 | 0.000 | ||
| 292 | 2014.09.29 09:03 | close | 146 | 0.05 | 138.899 | 0.000 | 0.000 | 1061.50 | 300976.00 |
| 293 | 2014.09.29 11:45 | sell | 147 | 0.05 | 139.039 | 0.000 | 0.000 | ||
| 294 | 2014.09.29 16:02 | close | 147 | 0.05 | 138.775 | 0.000 | 0.000 | 1320.00 | 302296.00 |
| 295 | 2014.09.30 15:30 | buy | 148 | 0.05 | 138.223 | 0.000 | 0.000 | ||
| 296 | 2014.09.30 20:47 | close | 148 | 0.05 | 138.451 | 0.000 | 0.000 | 1140.00 | 303436.00 |
| 297 | 2014.10.01 13:00 | buy | 149 | 0.05 | 138.431 | 0.000 | 0.000 | ||
| 298 | 2014.10.01 19:07 | buy | 150 | 0.05 | 137.833 | 0.000 | 0.000 | ||
| 299 | 2014.10.02 14:00 | buy | 151 | 0.05 | 137.229 | 0.000 | 0.000 | ||
| 300 | 2014.10.03 04:57 | close | 151 | 0.05 | 137.832 | 0.000 | 0.000 | 2991.50 | 306427.50 |