| 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 |
| 3001 | 2020.08.20 13:55 | buy | 1501 | 0.05 | 125.453 | 0.000 | 0.000 | ||
| 3002 | 2020.08.21 13:00 | buy | 1502 | 0.05 | 124.762 | 0.000 | 0.000 | ||
| 3003 | 2020.08.24 11:37 | close | 1502 | 0.05 | 125.109 | 0.000 | 0.000 | 1711.50 | 1425300.00 |
| 3004 | 2020.08.24 11:37 | close | 1501 | 0.05 | 125.109 | 0.000 | 0.000 | -1767.00 | 1423533.00 |
| 3005 | 2020.08.25 14:15 | sell | 1503 | 0.05 | 125.884 | 0.000 | 0.000 | ||
| 3006 | 2020.08.25 20:10 | close | 1503 | 0.05 | 125.723 | 0.000 | 0.000 | 805.00 | 1424338.00 |
| 3007 | 2020.08.26 09:30 | buy | 1504 | 0.05 | 125.717 | 0.000 | 0.000 | ||
| 3008 | 2020.08.27 19:45 | close | 1504 | 0.05 | 125.927 | 0.000 | 0.000 | 979.50 | 1425317.50 |
| 3009 | 2020.08.27 22:05 | sell | 1505 | 0.05 | 126.023 | 0.000 | 0.000 | ||
| 3010 | 2020.08.28 06:27 | sell | 1506 | 0.05 | 126.614 | 0.000 | 0.000 | ||
| 3011 | 2020.08.28 12:00 | close | 1506 | 0.05 | 126.075 | 0.000 | 0.000 | 2695.00 | 1428012.50 |
| 3012 | 2020.08.28 12:00 | close | 1505 | 0.05 | 126.075 | 0.000 | 0.000 | -270.00 | 1427742.50 |
| 3013 | 2020.08.28 15:32 | buy | 1507 | 0.05 | 125.464 | 0.000 | 0.000 | ||
| 3014 | 2020.08.31 01:39 | close | 1507 | 0.05 | 125.768 | 0.000 | 0.000 | 1496.50 | 1429239.00 |
| 3015 | 2020.08.31 03:02 | sell | 1508 | 0.05 | 125.681 | 0.000 | 0.000 | ||
| 3016 | 2020.08.31 13:35 | sell | 1509 | 0.05 | 126.274 | 0.000 | 0.000 | ||
| 3017 | 2020.09.01 16:36 | sell | 1510 | 0.05 | 126.893 | 0.000 | 0.000 | ||
| 3018 | 2020.09.02 00:00 | close | 1510 | 0.05 | 126.217 | 0.000 | 0.000 | 3370.00 | 1432609.00 |
| 3019 | 2020.09.02 00:00 | close | 1509 | 0.05 | 126.217 | 0.000 | 0.000 | 265.00 | 1432874.00 |
| 3020 | 2020.09.02 00:00 | close | 1508 | 0.05 | 126.217 | 0.000 | 0.000 | -2700.00 | 1430174.00 |
| 3021 | 2020.09.02 11:05 | buy | 1511 | 0.05 | 125.929 | 0.000 | 0.000 | ||
| 3022 | 2020.09.08 18:00 | buy | 1512 | 0.05 | 124.938 | 0.000 | 0.000 | ||
| 3023 | 2020.09.09 15:50 | close | 1512 | 0.05 | 125.435 | 0.000 | 0.000 | 2461.50 | 1432635.50 |
| 3024 | 2020.09.09 15:50 | close | 1511 | 0.05 | 125.435 | 0.000 | 0.000 | -2634.50 | 1430001.00 |
| 3025 | 2020.09.09 18:45 | sell | 1513 | 0.05 | 125.562 | 0.000 | 0.000 | ||
| 3026 | 2020.09.10 00:00 | close | 1513 | 0.05 | 125.401 | 0.000 | 0.000 | 775.00 | 1430776.00 |
| 3027 | 2020.09.11 00:19 | buy | 1514 | 0.05 | 125.473 | 0.000 | 0.000 | ||
| 3028 | 2020.09.11 09:10 | close | 1514 | 0.05 | 125.686 | 0.000 | 0.000 | 1065.00 | 1431841.00 |
| 3029 | 2020.09.11 13:47 | sell | 1515 | 0.05 | 125.920 | 0.000 | 0.000 | ||
| 3030 | 2020.09.11 20:00 | close | 1515 | 0.05 | 125.670 | 0.000 | 0.000 | 1250.00 | 1433091.00 |
| 3031 | 2020.09.14 21:16 | buy | 1516 | 0.05 | 125.379 | 0.000 | 0.000 | ||
| 3032 | 2020.09.15 07:15 | close | 1516 | 0.05 | 125.626 | 0.000 | 0.000 | 1211.50 | 1434302.50 |
| 3033 | 2020.09.15 18:30 | buy | 1517 | 0.05 | 125.008 | 0.000 | 0.000 | ||
| 3034 | 2020.09.16 18:45 | buy | 1518 | 0.05 | 124.183 | 0.000 | 0.000 | ||
| 3035 | 2020.09.17 06:05 | buy | 1519 | 0.05 | 123.589 | 0.000 | 0.000 | ||
| 3036 | 2020.09.18 03:10 | close | 1519 | 0.05 | 124.262 | 0.000 | 0.000 | 3341.50 | 1437644.00 |
| 3037 | 2020.09.18 03:10 | close | 1518 | 0.05 | 124.262 | 0.000 | 0.000 | 301.00 | 1437945.00 |
| 3038 | 2020.09.18 03:10 | close | 1517 | 0.05 | 124.262 | 0.000 | 0.000 | -3847.50 | 1434097.50 |
| 3039 | 2020.09.18 14:45 | buy | 1520 | 0.05 | 123.631 | 0.000 | 0.000 | ||
| 3040 | 2020.09.18 20:39 | close | 1520 | 0.05 | 123.842 | 0.000 | 0.000 | 1055.00 | 1435152.50 |
| 3041 | 2020.09.21 14:11 | buy | 1521 | 0.05 | 122.742 | 0.000 | 0.000 | ||
| 3042 | 2020.09.21 21:48 | close | 1521 | 0.05 | 123.187 | 0.000 | 0.000 | 2225.00 | 1437377.50 |
| 3043 | 2020.09.21 23:20 | sell | 1522 | 0.05 | 123.212 | 0.000 | 0.000 | ||
| 3044 | 2020.09.22 04:14 | close | 1522 | 0.05 | 122.997 | 0.000 | 0.000 | 1065.00 | 1438442.50 |
| 3045 | 2020.09.24 21:54 | sell | 1523 | 0.05 | 123.010 | 0.000 | 0.000 | ||
| 3046 | 2020.09.25 12:57 | close | 1523 | 0.05 | 122.802 | 0.000 | 0.000 | 1030.00 | 1439472.50 |
| 3047 | 2020.09.28 05:50 | buy | 1524 | 0.05 | 122.585 | 0.000 | 0.000 | ||
| 3048 | 2020.09.28 14:17 | close | 1524 | 0.05 | 122.806 | 0.000 | 0.000 | 1105.00 | 1440577.50 |
| 3049 | 2020.09.28 17:10 | sell | 1525 | 0.05 | 123.025 | 0.000 | 0.000 | ||
| 3050 | 2020.09.29 14:34 | sell | 1526 | 0.05 | 123.617 | 0.000 | 0.000 | ||
| 3051 | 2020.09.30 05:15 | sell | 1527 | 0.05 | 124.212 | 0.000 | 0.000 | ||
| 3052 | 2020.09.30 12:29 | close | 1527 | 0.05 | 123.605 | 0.000 | 0.000 | 3035.00 | 1443612.50 |
| 3053 | 2020.09.30 12:29 | close | 1526 | 0.05 | 123.605 | 0.000 | 0.000 | 50.00 | 1443662.50 |
| 3054 | 2020.09.30 12:29 | close | 1525 | 0.05 | 123.605 | 0.000 | 0.000 | -2920.00 | 1440742.50 |
| 3055 | 2020.09.30 12:55 | buy | 1528 | 0.05 | 123.655 | 0.000 | 0.000 | ||
| 3056 | 2020.10.01 06:08 | close | 1528 | 0.05 | 123.866 | 0.000 | 0.000 | 984.50 | 1441727.00 |
| 3057 | 2020.10.02 11:20 | buy | 1529 | 0.05 | 123.345 | 0.000 | 0.000 | ||
| 3058 | 2020.10.05 02:41 | close | 1529 | 0.05 | 123.647 | 0.000 | 0.000 | 1486.50 | 1443213.50 |
| 3059 | 2020.10.05 05:46 | sell | 1530 | 0.05 | 123.813 | 0.000 | 0.000 | ||
| 3060 | 2020.10.05 16:32 | sell | 1531 | 0.05 | 124.406 | 0.000 | 0.000 | ||
| 3061 | 2020.10.06 21:52 | close | 1531 | 0.05 | 124.107 | 0.000 | 0.000 | 1485.00 | 1444698.50 |
| 3062 | 2020.10.06 21:52 | close | 1530 | 0.05 | 124.107 | 0.000 | 0.000 | -1480.00 | 1443218.50 |
| 3063 | 2020.10.07 01:15 | buy | 1532 | 0.05 | 123.941 | 0.000 | 0.000 | ||
| 3064 | 2020.10.07 11:07 | close | 1532 | 0.05 | 124.505 | 0.000 | 0.000 | 2820.00 | 1446038.50 |
| 3065 | 2020.10.07 13:30 | sell | 1533 | 0.05 | 124.683 | 0.000 | 0.000 | ||
| 3066 | 2020.10.08 16:04 | close | 1533 | 0.05 | 124.502 | 0.000 | 0.000 | 875.00 | 1446913.50 |
| 3067 | 2020.10.08 18:00 | buy | 1534 | 0.05 | 124.553 | 0.000 | 0.000 | ||
| 3068 | 2020.10.09 12:07 | close | 1534 | 0.05 | 124.896 | 0.000 | 0.000 | 1691.50 | 1448605.00 |
| 3069 | 2020.10.12 15:45 | buy | 1535 | 0.05 | 124.449 | 0.000 | 0.000 | ||
| 3070 | 2020.10.13 20:30 | buy | 1536 | 0.05 | 123.836 | 0.000 | 0.000 | ||
| 3071 | 2020.10.15 14:54 | buy | 1537 | 0.05 | 123.242 | 0.000 | 0.000 | ||
| 3072 | 2020.10.19 12:29 | close | 1537 | 0.05 | 123.843 | 0.000 | 0.000 | 2958.00 | 1451563.00 |
| 3073 | 2020.10.19 12:29 | close | 1536 | 0.05 | 123.843 | 0.000 | 0.000 | -106.00 | 1451457.00 |
| 3074 | 2020.10.19 12:29 | close | 1535 | 0.05 | 123.843 | 0.000 | 0.000 | -3194.50 | 1448262.50 |
| 3075 | 2020.10.19 16:00 | sell | 1538 | 0.05 | 124.060 | 0.000 | 0.000 | ||
| 3076 | 2020.10.20 16:15 | sell | 1539 | 0.05 | 124.843 | 0.000 | 0.000 | ||
| 3077 | 2020.10.21 11:22 | close | 1539 | 0.05 | 124.450 | 0.000 | 0.000 | 1955.00 | 1450217.50 |
| 3078 | 2020.10.21 11:22 | close | 1538 | 0.05 | 124.450 | 0.000 | 0.000 | -1970.00 | 1448247.50 |
| 3079 | 2020.10.21 14:00 | buy | 1540 | 0.05 | 124.328 | 0.000 | 0.000 | ||
| 3080 | 2020.10.23 06:45 | buy | 1541 | 0.05 | 123.583 | 0.000 | 0.000 | ||
| 3081 | 2020.10.23 12:27 | close | 1541 | 0.05 | 123.957 | 0.000 | 0.000 | 1870.00 | 1450117.50 |
| 3082 | 2020.10.23 12:27 | close | 1540 | 0.05 | 123.957 | 0.000 | 0.000 | -1949.00 | 1448168.50 |
| 3083 | 2020.10.23 15:58 | sell | 1542 | 0.05 | 124.089 | 0.000 | 0.000 | ||
| 3084 | 2020.10.26 12:52 | close | 1542 | 0.05 | 123.849 | 0.000 | 0.000 | 1190.00 | 1449358.50 |
| 3085 | 2020.10.28 00:40 | buy | 1543 | 0.05 | 123.163 | 0.000 | 0.000 | ||
| 3086 | 2020.10.28 11:04 | buy | 1544 | 0.05 | 122.568 | 0.000 | 0.000 | ||
| 3087 | 2020.10.29 04:58 | close | 1544 | 0.05 | 122.868 | 0.000 | 0.000 | 1429.50 | 1450788.00 |
| 3088 | 2020.10.29 04:58 | close | 1543 | 0.05 | 122.868 | 0.000 | 0.000 | -1545.50 | 1449242.50 |
| 3089 | 2020.10.29 15:00 | buy | 1545 | 0.05 | 121.997 | 0.000 | 0.000 | ||
| 3090 | 2020.10.30 16:28 | close | 1545 | 0.05 | 122.212 | 0.000 | 0.000 | 1051.50 | 1450294.00 |
| 3091 | 2020.10.30 18:42 | sell | 1546 | 0.05 | 122.053 | 0.000 | 0.000 | ||
| 3092 | 2020.11.02 00:27 | close | 1546 | 0.05 | 121.883 | 0.000 | 0.000 | 840.00 | 1451134.00 |
| 3093 | 2020.11.03 14:36 | sell | 1547 | 0.05 | 122.518 | 0.000 | 0.000 | ||
| 3094 | 2020.11.03 20:51 | close | 1547 | 0.05 | 122.357 | 0.000 | 0.000 | 805.00 | 1451939.00 |
| 3095 | 2020.11.04 05:15 | buy | 1548 | 0.05 | 122.517 | 0.000 | 0.000 | ||
| 3096 | 2020.11.05 11:23 | close | 1548 | 0.05 | 122.729 | 0.000 | 0.000 | 989.50 | 1452928.50 |
| 3097 | 2020.11.05 14:00 | sell | 1549 | 0.05 | 122.988 | 0.000 | 0.000 | ||
| 3098 | 2020.11.05 20:01 | close | 1549 | 0.05 | 122.448 | 0.000 | 0.000 | 2700.00 | 1455628.50 |
| 3099 | 2020.11.05 20:43 | buy | 1550 | 0.05 | 122.474 | 0.000 | 0.000 | ||
| 3100 | 2020.11.06 14:23 | close | 1550 | 0.05 | 122.685 | 0.000 | 0.000 | 1031.50 | 1456660.00 |
| 3101 | 2020.11.06 17:45 | sell | 1551 | 0.05 | 122.801 | 0.000 | 0.000 | ||
| 3102 | 2020.11.09 13:46 | sell | 1552 | 0.05 | 123.397 | 0.000 | 0.000 | ||
| 3103 | 2020.11.09 14:11 | sell | 1553 | 0.05 | 123.991 | 0.000 | 0.000 | ||
| 3104 | 2020.11.09 14:50 | sell | 1554 | 0.05 | 124.582 | 0.000 | 0.000 | ||
| 3105 | 2020.11.12 08:38 | close | 1554 | 0.05 | 123.692 | 0.000 | 0.000 | 4400.00 | 1461060.00 |
| 3106 | 2020.11.12 08:38 | close | 1553 | 0.05 | 123.692 | 0.000 | 0.000 | 1445.00 | 1462505.00 |
| 3107 | 2020.11.12 08:38 | close | 1552 | 0.05 | 123.692 | 0.000 | 0.000 | -1525.00 | 1460980.00 |
| 3108 | 2020.11.12 08:38 | close | 1551 | 0.05 | 123.692 | 0.000 | 0.000 | -4515.00 | 1456465.00 |
| 3109 | 2020.11.12 13:45 | sell | 1555 | 0.05 | 124.364 | 0.000 | 0.000 | ||
| 3110 | 2020.11.12 20:38 | close | 1555 | 0.05 | 124.123 | 0.000 | 0.000 | 1205.00 | 1457670.00 |
| 3111 | 2020.11.13 13:03 | sell | 1556 | 0.05 | 124.155 | 0.000 | 0.000 | ||
| 3112 | 2020.11.13 20:06 | close | 1556 | 0.05 | 123.754 | 0.000 | 0.000 | 2005.00 | 1459675.00 |
| 3113 | 2020.11.13 20:06 | buy | 1557 | 0.05 | 123.754 | 0.000 | 0.000 | ||
| 3114 | 2020.11.16 13:25 | close | 1557 | 0.05 | 123.964 | 0.000 | 0.000 | 1026.50 | 1460701.50 |
| 3115 | 2020.11.18 19:15 | buy | 1558 | 0.05 | 123.117 | 0.000 | 0.000 | ||
| 3116 | 2020.11.20 03:29 | close | 1558 | 0.05 | 123.328 | 0.000 | 0.000 | 961.00 | 1461662.50 |
| 3117 | 2020.11.23 15:33 | sell | 1559 | 0.05 | 123.416 | 0.000 | 0.000 | ||
| 3118 | 2020.11.24 16:21 | sell | 1560 | 0.05 | 124.032 | 0.000 | 0.000 | ||
| 3119 | 2020.11.30 01:51 | sell | 1561 | 0.05 | 124.623 | 0.000 | 0.000 | ||
| 3120 | 2020.12.01 16:05 | sell | 1562 | 0.05 | 125.217 | 0.000 | 0.000 | ||
| 3121 | 2020.12.01 21:40 | sell | 1563 | 0.05 | 125.810 | 0.000 | 0.000 | ||
| 3122 | 2020.12.02 17:33 | sell | 1564 | 0.05 | 126.406 | 0.000 | 0.000 | ||
| 3123 | 2021.02.12 23:59 | close at stop | 1564 | 0.05 | 127.227 | 0.000 | 0.000 | -4845.00 | 1456817.50 |
| 3124 | 2021.02.12 23:59 | close at stop | 1563 | 0.05 | 127.227 | 0.000 | 0.000 | -7835.00 | 1448982.50 |
| 3125 | 2021.02.12 23:59 | close at stop | 1562 | 0.05 | 127.227 | 0.000 | 0.000 | -10800.00 | 1438182.50 |
| 3126 | 2021.02.12 23:59 | close at stop | 1561 | 0.05 | 127.227 | 0.000 | 0.000 | -13780.00 | 1424402.50 |
| 3127 | 2021.02.12 23:59 | close at stop | 1560 | 0.05 | 127.227 | 0.000 | 0.000 | -16795.00 | 1407607.50 |
| 3128 | 2021.02.12 23:59 | close at stop | 1559 | 0.05 | 127.227 | 0.000 | 0.000 | -19885.00 | 1387722.50 |