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 |
| 2851 | 2020.05.15 18:45 | sell | 1426 | 0.05 | 115.996 | 0.000 | 0.000 | ||
| 2852 | 2020.05.18 21:06 | sell | 1427 | 0.05 | 117.171 | 0.000 | 0.000 | ||
| 2853 | 2020.05.19 12:55 | sell | 1428 | 0.05 | 117.780 | 0.000 | 0.000 | ||
| 2854 | 2020.05.21 15:58 | sell | 1429 | 0.05 | 118.380 | 0.000 | 0.000 | ||
| 2855 | 2020.05.22 08:09 | close | 1429 | 0.05 | 117.331 | 0.000 | 0.000 | 5235.00 | 1385982.50 |
| 2856 | 2020.05.22 08:09 | close | 1428 | 0.05 | 117.331 | 0.000 | 0.000 | 2195.00 | 1388177.50 |
| 2857 | 2020.05.22 08:09 | close | 1427 | 0.05 | 117.331 | 0.000 | 0.000 | -860.00 | 1387317.50 |
| 2858 | 2020.05.22 08:09 | close | 1426 | 0.05 | 117.331 | 0.000 | 0.000 | -6745.00 | 1380572.50 |
| 2859 | 2020.05.22 08:15 | buy | 1430 | 0.05 | 117.379 | 0.000 | 0.000 | ||
| 2860 | 2020.05.26 05:01 | close | 1430 | 0.05 | 117.697 | 0.000 | 0.000 | 1543.00 | 1382115.50 |
| 2861 | 2020.05.26 06:15 | sell | 1431 | 0.05 | 117.662 | 0.000 | 0.000 | ||
| 2862 | 2020.05.26 18:10 | sell | 1432 | 0.05 | 118.264 | 0.000 | 0.000 | ||
| 2863 | 2020.05.27 03:07 | close | 1432 | 0.05 | 117.962 | 0.000 | 0.000 | 1500.00 | 1383615.50 |
| 2864 | 2020.05.27 03:07 | close | 1431 | 0.05 | 117.962 | 0.000 | 0.000 | -1510.00 | 1382105.50 |
| 2865 | 2020.05.27 06:48 | buy | 1433 | 0.05 | 117.883 | 0.000 | 0.000 | ||
| 2866 | 2020.05.27 12:59 | close | 1433 | 0.05 | 118.730 | 0.000 | 0.000 | 4235.00 | 1386340.50 |
| 2867 | 2020.05.27 15:55 | sell | 1434 | 0.05 | 118.638 | 0.000 | 0.000 | ||
| 2868 | 2020.05.27 20:00 | close | 1434 | 0.05 | 118.250 | 0.000 | 0.000 | 1940.00 | 1388280.50 |
| 2869 | 2020.05.28 05:25 | sell | 1435 | 0.05 | 118.861 | 0.000 | 0.000 | ||
| 2870 | 2020.05.28 12:00 | close | 1435 | 0.05 | 118.601 | 0.000 | 0.000 | 1300.00 | 1389580.50 |
| 2871 | 2020.05.28 21:00 | sell | 1436 | 0.05 | 119.286 | 0.000 | 0.000 | ||
| 2872 | 2020.05.29 04:00 | close | 1436 | 0.05 | 119.049 | 0.000 | 0.000 | 1175.00 | 1390755.50 |
| 2873 | 2020.05.29 14:58 | sell | 1437 | 0.05 | 119.288 | 0.000 | 0.000 | ||
| 2874 | 2020.05.29 17:52 | sell | 1438 | 0.05 | 119.884 | 0.000 | 0.000 | ||
| 2875 | 2020.06.01 11:08 | close | 1438 | 0.05 | 119.584 | 0.000 | 0.000 | 1490.00 | 1392245.50 |
| 2876 | 2020.06.01 11:08 | close | 1437 | 0.05 | 119.584 | 0.000 | 0.000 | -1490.00 | 1390755.50 |
| 2877 | 2020.06.01 14:02 | buy | 1439 | 0.05 | 119.671 | 0.000 | 0.000 | ||
| 2878 | 2020.06.02 08:51 | close | 1439 | 0.05 | 119.896 | 0.000 | 0.000 | 1101.50 | 1391857.00 |
| 2879 | 2020.06.02 13:45 | sell | 1440 | 0.05 | 120.354 | 0.000 | 0.000 | ||
| 2880 | 2020.06.02 15:39 | sell | 1441 | 0.05 | 121.001 | 0.000 | 0.000 | ||
| 2881 | 2020.06.02 17:32 | sell | 1442 | 0.05 | 121.599 | 0.000 | 0.000 | ||
| 2882 | 2020.06.03 20:30 | sell | 1443 | 0.05 | 122.412 | 0.000 | 0.000 | ||
| 2883 | 2020.06.04 19:45 | sell | 1444 | 0.05 | 123.366 | 0.000 | 0.000 | ||
| 2884 | 2020.06.04 21:33 | sell | 1445 | 0.05 | 123.959 | 0.000 | 0.000 | ||
| 2885 | 2020.06.09 03:55 | close | 1445 | 0.05 | 122.114 | 0.000 | 0.000 | 9195.00 | 1401052.00 |
| 2886 | 2020.06.09 03:55 | close | 1444 | 0.05 | 122.114 | 0.000 | 0.000 | 6230.00 | 1407282.00 |
| 2887 | 2020.06.09 03:55 | close | 1443 | 0.05 | 122.114 | 0.000 | 0.000 | 1430.00 | 1408712.00 |
| 2888 | 2020.06.09 03:55 | close | 1442 | 0.05 | 122.114 | 0.000 | 0.000 | -2645.00 | 1406067.00 |
| 2889 | 2020.06.09 03:55 | close | 1441 | 0.05 | 122.114 | 0.000 | 0.000 | -5635.00 | 1400432.00 |
| 2890 | 2020.06.09 03:55 | close | 1440 | 0.05 | 122.114 | 0.000 | 0.000 | -8870.00 | 1391562.00 |
| 2891 | 2020.06.09 05:00 | buy | 1446 | 0.05 | 122.144 | 0.000 | 0.000 | ||
| 2892 | 2020.06.09 10:28 | buy | 1447 | 0.05 | 121.548 | 0.000 | 0.000 | ||
| 2893 | 2020.06.09 16:00 | close | 1447 | 0.05 | 121.937 | 0.000 | 0.000 | 1945.00 | 1393507.00 |
| 2894 | 2020.06.09 16:00 | close | 1446 | 0.05 | 121.937 | 0.000 | 0.000 | -1035.00 | 1392472.00 |
| 2895 | 2020.06.09 18:45 | sell | 1448 | 0.05 | 122.195 | 0.000 | 0.000 | ||
| 2896 | 2020.06.10 09:29 | close | 1448 | 0.05 | 122.019 | 0.000 | 0.000 | 870.00 | 1393342.00 |
| 2897 | 2020.06.10 11:26 | buy | 1449 | 0.05 | 122.048 | 0.000 | 0.000 | ||
| 2898 | 2020.06.11 19:32 | buy | 1450 | 0.05 | 121.435 | 0.000 | 0.000 | ||
| 2899 | 2020.06.11 20:40 | buy | 1451 | 0.05 | 120.831 | 0.000 | 0.000 | ||
| 2900 | 2020.06.12 11:07 | close | 1451 | 0.05 | 121.439 | 0.000 | 0.000 | 3016.50 | 1396358.50 |
| 2901 | 2020.06.12 11:07 | close | 1450 | 0.05 | 121.439 | 0.000 | 0.000 | -3.50 | 1396355.00 |
| 2902 | 2020.06.12 11:07 | close | 1449 | 0.05 | 121.439 | 0.000 | 0.000 | -3139.00 | 1393216.00 |
| 2903 | 2020.06.12 11:07 | sell | 1452 | 0.05 | 121.439 | 0.000 | 0.000 | ||
| 2904 | 2020.06.12 16:06 | close | 1452 | 0.05 | 121.275 | 0.000 | 0.000 | 820.00 | 1394036.00 |
| 2905 | 2020.06.12 19:45 | buy | 1453 | 0.05 | 120.907 | 0.000 | 0.000 | ||
| 2906 | 2020.06.15 17:58 | close | 1453 | 0.05 | 121.118 | 0.000 | 0.000 | 1031.50 | 1395067.50 |
| 2907 | 2020.06.15 18:45 | sell | 1454 | 0.05 | 120.942 | 0.000 | 0.000 | ||
| 2908 | 2020.06.15 21:13 | sell | 1455 | 0.05 | 121.537 | 0.000 | 0.000 | ||
| 2909 | 2020.06.16 14:40 | close | 1455 | 0.05 | 121.238 | 0.000 | 0.000 | 1485.00 | 1396552.50 |
| 2910 | 2020.06.16 14:40 | close | 1454 | 0.05 | 121.238 | 0.000 | 0.000 | -1490.00 | 1395062.50 |
| 2911 | 2020.06.16 15:45 | buy | 1456 | 0.05 | 121.480 | 0.000 | 0.000 | ||
| 2912 | 2020.06.16 17:38 | buy | 1457 | 0.05 | 120.887 | 0.000 | 0.000 | ||
| 2913 | 2020.06.17 10:29 | close | 1457 | 0.05 | 121.185 | 0.000 | 0.000 | 1466.50 | 1396529.00 |
| 2914 | 2020.06.17 10:29 | close | 1456 | 0.05 | 121.185 | 0.000 | 0.000 | -1498.50 | 1395030.50 |
| 2915 | 2020.06.17 17:45 | buy | 1458 | 0.05 | 120.349 | 0.000 | 0.000 | ||
| 2916 | 2020.06.18 19:16 | buy | 1459 | 0.05 | 119.750 | 0.000 | 0.000 | ||
| 2917 | 2020.06.19 15:30 | close | 1459 | 0.05 | 120.052 | 0.000 | 0.000 | 1486.50 | 1396517.00 |
| 2918 | 2020.06.19 15:30 | close | 1458 | 0.05 | 120.052 | 0.000 | 0.000 | -1579.00 | 1394938.00 |
| 2919 | 2020.06.19 20:45 | buy | 1460 | 0.05 | 119.629 | 0.000 | 0.000 | ||
| 2920 | 2020.06.22 12:19 | close | 1460 | 0.05 | 119.971 | 0.000 | 0.000 | 1686.50 | 1396624.50 |
| 2921 | 2020.06.22 12:20 | sell | 1461 | 0.05 | 119.959 | 0.000 | 0.000 | ||
| 2922 | 2020.06.23 02:23 | sell | 1462 | 0.05 | 120.555 | 0.000 | 0.000 | ||
| 2923 | 2020.06.23 17:44 | close | 1462 | 0.05 | 120.256 | 0.000 | 0.000 | 1495.00 | 1398119.50 |
| 2924 | 2020.06.23 17:44 | close | 1461 | 0.05 | 120.256 | 0.000 | 0.000 | -1495.00 | 1396624.50 |
| 2925 | 2020.06.26 21:46 | sell | 1463 | 0.05 | 120.325 | 0.000 | 0.000 | ||
| 2926 | 2020.06.29 13:49 | sell | 1464 | 0.05 | 120.918 | 0.000 | 0.000 | ||
| 2927 | 2020.06.30 14:58 | close | 1464 | 0.05 | 120.621 | 0.000 | 0.000 | 1475.00 | 1398099.50 |
| 2928 | 2020.06.30 14:58 | close | 1463 | 0.05 | 120.621 | 0.000 | 0.000 | -1500.00 | 1396599.50 |
| 2929 | 2020.06.30 21:00 | sell | 1465 | 0.05 | 121.242 | 0.000 | 0.000 | ||
| 2930 | 2020.07.01 05:31 | close | 1465 | 0.05 | 121.082 | 0.000 | 0.000 | 790.00 | 1397389.50 |
| 2931 | 2020.07.01 09:14 | buy | 1466 | 0.05 | 120.848 | 0.000 | 0.000 | ||
| 2932 | 2020.07.01 17:58 | close | 1466 | 0.05 | 121.058 | 0.000 | 0.000 | 1050.00 | 1398439.50 |
| 2933 | 2020.07.01 19:45 | sell | 1467 | 0.05 | 121.011 | 0.000 | 0.000 | ||
| 2934 | 2020.07.02 03:11 | close | 1467 | 0.05 | 120.850 | 0.000 | 0.000 | 775.00 | 1399214.50 |
| 2935 | 2020.07.02 20:30 | buy | 1468 | 0.05 | 120.845 | 0.000 | 0.000 | ||
| 2936 | 2020.07.06 03:50 | close | 1468 | 0.05 | 121.202 | 0.000 | 0.000 | 1738.00 | 1400952.50 |
| 2937 | 2020.07.06 06:30 | sell | 1469 | 0.05 | 121.439 | 0.000 | 0.000 | ||
| 2938 | 2020.07.07 12:04 | close | 1469 | 0.05 | 121.271 | 0.000 | 0.000 | 830.00 | 1401782.50 |
| 2939 | 2020.07.08 18:30 | sell | 1470 | 0.05 | 121.677 | 0.000 | 0.000 | ||
| 2940 | 2020.07.09 12:01 | close | 1470 | 0.05 | 121.517 | 0.000 | 0.000 | 770.00 | 1402552.50 |
| 2941 | 2020.07.09 13:30 | buy | 1471 | 0.05 | 121.588 | 0.000 | 0.000 | ||
| 2942 | 2020.07.09 22:56 | buy | 1472 | 0.05 | 120.992 | 0.000 | 0.000 | ||
| 2943 | 2020.07.10 09:16 | buy | 1473 | 0.05 | 120.397 | 0.000 | 0.000 | ||
| 2944 | 2020.07.13 04:35 | close | 1473 | 0.05 | 120.993 | 0.000 | 0.000 | 2956.50 | 1405509.00 |
| 2945 | 2020.07.13 04:35 | close | 1472 | 0.05 | 120.993 | 0.000 | 0.000 | -42.00 | 1405467.00 |
| 2946 | 2020.07.13 04:35 | close | 1471 | 0.05 | 120.993 | 0.000 | 0.000 | -3022.00 | 1402445.00 |
| 2947 | 2020.07.13 13:45 | sell | 1474 | 0.05 | 121.263 | 0.000 | 0.000 | ||
| 2948 | 2020.07.13 17:44 | sell | 1475 | 0.05 | 121.859 | 0.000 | 0.000 | ||
| 2949 | 2020.07.14 04:33 | close | 1475 | 0.05 | 121.561 | 0.000 | 0.000 | 1480.00 | 1403925.00 |
| 2950 | 2020.07.14 04:33 | close | 1474 | 0.05 | 121.561 | 0.000 | 0.000 | -1500.00 | 1402425.00 |
| 2951 | 2020.07.14 15:38 | sell | 1476 | 0.05 | 122.046 | 0.000 | 0.000 | ||
| 2952 | 2020.07.15 17:17 | close | 1476 | 0.05 | 121.886 | 0.000 | 0.000 | 790.00 | 1403215.00 |
| 2953 | 2020.07.15 18:30 | buy | 1477 | 0.05 | 122.084 | 0.000 | 0.000 | ||
| 2954 | 2020.07.16 16:05 | close | 1477 | 0.05 | 122.294 | 0.000 | 0.000 | 979.50 | 1404194.50 |
| 2955 | 2020.07.16 18:15 | sell | 1478 | 0.05 | 122.385 | 0.000 | 0.000 | ||
| 2956 | 2020.07.17 00:00 | close | 1478 | 0.05 | 122.154 | 0.000 | 0.000 | 1145.00 | 1405339.50 |
| 2957 | 2020.07.17 16:00 | sell | 1479 | 0.05 | 122.457 | 0.000 | 0.000 | ||
| 2958 | 2020.07.20 01:00 | close | 1479 | 0.05 | 122.290 | 0.000 | 0.000 | 825.00 | 1406164.50 |
| 2959 | 2020.07.20 09:32 | sell | 1480 | 0.05 | 122.904 | 0.000 | 0.000 | ||
| 2960 | 2020.07.20 16:33 | close | 1480 | 0.05 | 122.413 | 0.000 | 0.000 | 2455.00 | 1408619.50 |
| 2961 | 2020.07.20 17:45 | buy | 1481 | 0.05 | 122.467 | 0.000 | 0.000 | ||
| 2962 | 2020.07.21 00:00 | close | 1481 | 0.05 | 122.792 | 0.000 | 0.000 | 1601.50 | 1410221.00 |
| 2963 | 2020.07.21 22:36 | sell | 1482 | 0.05 | 123.070 | 0.000 | 0.000 | ||
| 2964 | 2020.07.22 17:15 | sell | 1483 | 0.05 | 124.104 | 0.000 | 0.000 | ||
| 2965 | 2020.07.24 06:33 | close | 1483 | 0.05 | 123.586 | 0.000 | 0.000 | 2550.00 | 1412771.00 |
| 2966 | 2020.07.24 06:33 | close | 1482 | 0.05 | 123.586 | 0.000 | 0.000 | -2630.00 | 1410141.00 |
| 2967 | 2020.07.24 06:33 | buy | 1484 | 0.05 | 123.586 | 0.000 | 0.000 | ||
| 2968 | 2020.07.24 16:31 | buy | 1485 | 0.05 | 122.988 | 0.000 | 0.000 | ||
| 2969 | 2020.07.27 00:00 | close | 1485 | 0.05 | 123.457 | 0.000 | 0.000 | 2321.50 | 1412462.50 |
| 2970 | 2020.07.27 00:00 | close | 1484 | 0.05 | 123.457 | 0.000 | 0.000 | -668.50 | 1411794.00 |
| 2971 | 2020.07.27 01:00 | sell | 1486 | 0.05 | 123.481 | 0.000 | 0.000 | ||
| 2972 | 2020.07.27 12:55 | close | 1486 | 0.05 | 123.282 | 0.000 | 0.000 | 995.00 | 1412789.00 |
| 2973 | 2020.07.28 14:00 | buy | 1487 | 0.05 | 123.500 | 0.000 | 0.000 | ||
| 2974 | 2020.07.29 23:59 | close | 1487 | 0.05 | 123.713 | 0.000 | 0.000 | 1041.50 | 1413830.50 |
| 2975 | 2020.07.30 13:14 | buy | 1488 | 0.05 | 123.527 | 0.000 | 0.000 | ||
| 2976 | 2020.07.30 21:30 | close | 1488 | 0.05 | 124.051 | 0.000 | 0.000 | 2620.00 | 1416450.50 |
| 2977 | 2020.07.30 21:30 | sell | 1489 | 0.05 | 124.051 | 0.000 | 0.000 | ||
| 2978 | 2020.07.31 05:07 | close | 1489 | 0.05 | 123.891 | 0.000 | 0.000 | 790.00 | 1417240.50 |
| 2979 | 2020.07.31 19:00 | sell | 1490 | 0.05 | 125.031 | 0.000 | 0.000 | ||
| 2980 | 2020.08.03 00:46 | close | 1490 | 0.05 | 124.639 | 0.000 | 0.000 | 1950.00 | 1419190.50 |
| 2981 | 2020.08.03 19:00 | sell | 1491 | 0.05 | 124.655 | 0.000 | 0.000 | ||
| 2982 | 2020.08.04 15:53 | close | 1491 | 0.05 | 124.494 | 0.000 | 0.000 | 795.00 | 1419985.50 |
| 2983 | 2020.08.05 14:45 | sell | 1492 | 0.05 | 125.337 | 0.000 | 0.000 | ||
| 2984 | 2020.08.06 10:26 | close | 1492 | 0.05 | 125.176 | 0.000 | 0.000 | 775.00 | 1420760.50 |
| 2985 | 2020.08.06 15:33 | buy | 1493 | 0.05 | 125.065 | 0.000 | 0.000 | ||
| 2986 | 2020.08.06 20:44 | close | 1493 | 0.05 | 125.276 | 0.000 | 0.000 | 1055.00 | 1421815.50 |
| 2987 | 2020.08.06 22:45 | sell | 1494 | 0.05 | 125.304 | 0.000 | 0.000 | ||
| 2988 | 2020.08.07 05:33 | close | 1494 | 0.05 | 125.079 | 0.000 | 0.000 | 1115.00 | 1422930.50 |
| 2989 | 2020.08.07 08:15 | buy | 1495 | 0.05 | 124.940 | 0.000 | 0.000 | ||
| 2990 | 2020.08.11 00:00 | buy | 1496 | 0.05 | 124.414 | 0.000 | 0.000 | ||
| 2991 | 2020.08.11 08:05 | close | 1496 | 0.05 | 124.679 | 0.000 | 0.000 | 1325.00 | 1424255.50 |
| 2992 | 2020.08.11 08:05 | close | 1495 | 0.05 | 124.679 | 0.000 | 0.000 | -1352.00 | 1422903.50 |
| 2993 | 2020.08.11 12:25 | sell | 1497 | 0.05 | 124.921 | 0.000 | 0.000 | ||
| 2994 | 2020.08.12 14:45 | sell | 1498 | 0.05 | 125.783 | 0.000 | 0.000 | ||
| 2995 | 2020.08.13 12:00 | sell | 1499 | 0.05 | 126.376 | 0.000 | 0.000 | ||
| 2996 | 2020.08.17 19:23 | close | 1499 | 0.05 | 125.692 | 0.000 | 0.000 | 3400.00 | 1426303.50 |
| 2997 | 2020.08.17 19:23 | close | 1498 | 0.05 | 125.692 | 0.000 | 0.000 | 405.00 | 1426708.50 |
| 2998 | 2020.08.17 19:23 | close | 1497 | 0.05 | 125.692 | 0.000 | 0.000 | -3915.00 | 1422793.50 |
| 2999 | 2020.08.18 17:32 | sell | 1500 | 0.05 | 125.787 | 0.000 | 0.000 | ||
| 3000 | 2020.08.19 14:13 | close | 1500 | 0.05 | 125.626 | 0.000 | 0.000 | 795.00 | 1423588.50 |