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 |
| 301 | 2014.10.03 04:57 | close | 150 | 0.05 | 137.832 | 0.000 | 0.000 | -99.00 | 306328.50 |
| 302 | 2014.10.03 04:57 | close | 149 | 0.05 | 137.832 | 0.000 | 0.000 | -3089.00 | 303239.50 |
| 303 | 2014.10.03 06:00 | sell | 152 | 0.05 | 137.707 | 0.000 | 0.000 | ||
| 304 | 2014.10.03 12:04 | close | 152 | 0.05 | 137.546 | 0.000 | 0.000 | 805.00 | 304044.50 |
| 305 | 2014.10.03 17:00 | buy | 153 | 0.05 | 137.411 | 0.000 | 0.000 | ||
| 306 | 2014.10.06 22:23 | close | 153 | 0.05 | 137.625 | 0.000 | 0.000 | 1046.50 | 305091.00 |
| 307 | 2014.10.07 00:22 | sell | 154 | 0.05 | 137.602 | 0.000 | 0.000 | ||
| 308 | 2014.10.07 08:12 | close | 154 | 0.05 | 137.351 | 0.000 | 0.000 | 1255.00 | 306346.00 |
| 309 | 2014.10.07 12:20 | buy | 155 | 0.05 | 137.012 | 0.000 | 0.000 | ||
| 310 | 2014.10.08 19:28 | close | 155 | 0.05 | 137.514 | 0.000 | 0.000 | 2486.50 | 308832.50 |
| 311 | 2014.10.08 20:15 | sell | 156 | 0.05 | 137.467 | 0.000 | 0.000 | ||
| 312 | 2014.10.09 15:18 | close | 156 | 0.05 | 137.300 | 0.000 | 0.000 | 805.00 | 309637.50 |
| 313 | 2014.10.09 17:30 | buy | 157 | 0.05 | 137.259 | 0.000 | 0.000 | ||
| 314 | 2014.10.09 21:32 | buy | 158 | 0.05 | 136.661 | 0.000 | 0.000 | ||
| 315 | 2014.10.10 04:48 | close | 158 | 0.05 | 136.964 | 0.000 | 0.000 | 1491.50 | 311129.00 |
| 316 | 2014.10.10 04:48 | close | 157 | 0.05 | 136.964 | 0.000 | 0.000 | -1498.50 | 309630.50 |
| 317 | 2014.10.10 16:40 | buy | 159 | 0.05 | 136.448 | 0.000 | 0.000 | ||
| 318 | 2014.10.10 23:17 | buy | 160 | 0.05 | 135.849 | 0.000 | 0.000 | ||
| 319 | 2014.10.13 11:25 | close | 160 | 0.05 | 136.151 | 0.000 | 0.000 | 1486.50 | 311117.00 |
| 320 | 2014.10.13 11:25 | close | 159 | 0.05 | 136.151 | 0.000 | 0.000 | -1508.50 | 309608.50 |
| 321 | 2014.10.13 12:47 | sell | 161 | 0.05 | 136.023 | 0.000 | 0.000 | ||
| 322 | 2014.10.14 11:47 | close | 161 | 0.05 | 135.858 | 0.000 | 0.000 | 815.00 | 310423.50 |
| 323 | 2014.10.14 14:45 | buy | 162 | 0.05 | 135.166 | 0.000 | 0.000 | ||
| 324 | 2014.10.14 20:00 | close | 162 | 0.05 | 135.538 | 0.000 | 0.000 | 1860.00 | 312283.50 |
| 325 | 2014.10.15 21:15 | buy | 163 | 0.05 | 135.409 | 0.000 | 0.000 | ||
| 326 | 2014.10.16 05:48 | close | 163 | 0.05 | 135.997 | 0.000 | 0.000 | 2869.50 | 315153.00 |
| 327 | 2014.10.16 05:48 | sell | 164 | 0.05 | 135.997 | 0.000 | 0.000 | ||
| 328 | 2014.10.16 12:00 | close | 164 | 0.05 | 135.582 | 0.000 | 0.000 | 2075.00 | 317228.00 |
| 329 | 2014.10.16 14:45 | buy | 165 | 0.05 | 134.959 | 0.000 | 0.000 | ||
| 330 | 2014.10.16 20:51 | close | 165 | 0.05 | 136.138 | 0.000 | 0.000 | 5895.00 | 323123.00 |
| 331 | 2014.10.16 21:15 | sell | 166 | 0.05 | 135.901 | 0.000 | 0.000 | ||
| 332 | 2014.10.17 14:01 | sell | 167 | 0.05 | 136.495 | 0.000 | 0.000 | ||
| 333 | 2014.10.17 21:07 | close | 167 | 0.05 | 136.198 | 0.000 | 0.000 | 1485.00 | 324608.00 |
| 334 | 2014.10.17 21:07 | close | 166 | 0.05 | 136.198 | 0.000 | 0.000 | -1495.00 | 323113.00 |
| 335 | 2014.10.20 02:00 | sell | 168 | 0.05 | 136.543 | 0.000 | 0.000 | ||
| 336 | 2014.10.20 16:16 | close | 168 | 0.05 | 136.382 | 0.000 | 0.000 | 805.00 | 323918.00 |
| 337 | 2014.10.20 17:32 | buy | 169 | 0.05 | 136.544 | 0.000 | 0.000 | ||
| 338 | 2014.10.21 00:58 | close | 169 | 0.05 | 136.845 | 0.000 | 0.000 | 1481.50 | 325399.50 |
| 339 | 2014.10.21 09:30 | buy | 170 | 0.05 | 136.435 | 0.000 | 0.000 | ||
| 340 | 2014.10.21 19:03 | buy | 171 | 0.05 | 135.831 | 0.000 | 0.000 | ||
| 341 | 2014.10.22 00:32 | close | 171 | 0.05 | 136.134 | 0.000 | 0.000 | 1491.50 | 326891.00 |
| 342 | 2014.10.22 00:32 | close | 170 | 0.05 | 136.134 | 0.000 | 0.000 | -1528.50 | 325362.50 |
| 343 | 2014.10.22 13:15 | buy | 172 | 0.05 | 135.780 | 0.000 | 0.000 | ||
| 344 | 2014.10.23 11:04 | close | 172 | 0.05 | 135.994 | 0.000 | 0.000 | 999.50 | 326362.00 |
| 345 | 2014.10.23 13:55 | sell | 173 | 0.05 | 136.105 | 0.000 | 0.000 | ||
| 346 | 2014.10.23 17:45 | sell | 174 | 0.05 | 136.699 | 0.000 | 0.000 | ||
| 347 | 2014.10.27 00:00 | sell | 175 | 0.05 | 137.337 | 0.000 | 0.000 | ||
| 348 | 2014.10.27 13:03 | close | 175 | 0.05 | 136.710 | 0.000 | 0.000 | 3135.00 | 329497.00 |
| 349 | 2014.10.27 13:03 | close | 174 | 0.05 | 136.710 | 0.000 | 0.000 | -75.00 | 329422.00 |
| 350 | 2014.10.27 13:03 | close | 173 | 0.05 | 136.710 | 0.000 | 0.000 | -3045.00 | 326377.00 |
| 351 | 2014.10.27 14:45 | buy | 176 | 0.05 | 136.740 | 0.000 | 0.000 | ||
| 352 | 2014.10.28 02:10 | close | 176 | 0.05 | 136.951 | 0.000 | 0.000 | 1031.50 | 327408.50 |
| 353 | 2014.10.28 18:16 | sell | 177 | 0.05 | 137.600 | 0.000 | 0.000 | ||
| 354 | 2014.10.30 08:03 | close | 177 | 0.05 | 137.367 | 0.000 | 0.000 | 1125.00 | 328533.50 |
| 355 | 2014.10.30 13:15 | buy | 178 | 0.05 | 137.320 | 0.000 | 0.000 | ||
| 356 | 2014.10.30 21:16 | close | 178 | 0.05 | 137.953 | 0.000 | 0.000 | 3165.00 | 331698.50 |
| 357 | 2014.10.30 22:28 | sell | 179 | 0.05 | 137.720 | 0.000 | 0.000 | ||
| 358 | 2014.10.31 08:25 | sell | 180 | 0.05 | 139.110 | 0.000 | 0.000 | ||
| 359 | 2014.10.31 09:38 | sell | 181 | 0.05 | 139.706 | 0.000 | 0.000 | ||
| 360 | 2014.10.31 13:00 | sell | 182 | 0.05 | 140.280 | 0.000 | 0.000 | ||
| 361 | 2014.11.03 00:00 | sell | 183 | 0.05 | 140.945 | 0.000 | 0.000 | ||
| 362 | 2014.11.03 16:15 | sell | 184 | 0.05 | 142.240 | 0.000 | 0.000 | ||
| 363 | 2015.01.12 17:02 | close | 184 | 0.05 | 139.999 | 0.000 | 0.000 | 10505.00 | 342203.50 |
| 364 | 2015.01.12 17:02 | close | 183 | 0.05 | 139.999 | 0.000 | 0.000 | 4030.00 | 346233.50 |
| 365 | 2015.01.12 17:02 | close | 182 | 0.05 | 139.999 | 0.000 | 0.000 | 695.00 | 346928.50 |
| 366 | 2015.01.12 17:02 | close | 181 | 0.05 | 139.999 | 0.000 | 0.000 | -2175.00 | 344753.50 |
| 367 | 2015.01.12 17:02 | close | 180 | 0.05 | 139.999 | 0.000 | 0.000 | -5155.00 | 339598.50 |
| 368 | 2015.01.12 17:02 | close | 179 | 0.05 | 139.999 | 0.000 | 0.000 | -12115.00 | 327483.50 |
| 369 | 2015.01.12 20:33 | buy | 185 | 0.05 | 139.990 | 0.000 | 0.000 | ||
| 370 | 2015.01.13 08:27 | close | 185 | 0.05 | 140.384 | 0.000 | 0.000 | 1946.50 | 329430.00 |
| 371 | 2015.01.13 09:30 | sell | 186 | 0.05 | 140.188 | 0.000 | 0.000 | ||
| 372 | 2015.01.13 16:00 | close | 186 | 0.05 | 139.430 | 0.000 | 0.000 | 3790.00 | 333220.00 |
| 373 | 2015.01.13 16:45 | buy | 187 | 0.05 | 139.579 | 0.000 | 0.000 | ||
| 374 | 2015.01.13 20:09 | buy | 188 | 0.05 | 138.984 | 0.000 | 0.000 | ||
| 375 | 2015.01.13 21:02 | buy | 189 | 0.05 | 138.374 | 0.000 | 0.000 | ||
| 376 | 2015.01.14 08:37 | buy | 190 | 0.05 | 137.777 | 0.000 | 0.000 | ||
| 377 | 2015.01.14 11:36 | buy | 191 | 0.05 | 137.173 | 0.000 | 0.000 | ||
| 378 | 2015.01.14 22:20 | close | 191 | 0.05 | 138.378 | 0.000 | 0.000 | 6025.00 | 339245.00 |
| 379 | 2015.01.14 22:20 | close | 190 | 0.05 | 138.378 | 0.000 | 0.000 | 3005.00 | 342250.00 |
| 380 | 2015.01.14 22:20 | close | 189 | 0.05 | 138.378 | 0.000 | 0.000 | -3.50 | 342246.50 |
| 381 | 2015.01.14 22:20 | close | 188 | 0.05 | 138.378 | 0.000 | 0.000 | -3053.50 | 339193.00 |
| 382 | 2015.01.14 22:20 | close | 187 | 0.05 | 138.378 | 0.000 | 0.000 | -6028.50 | 333164.50 |
| 383 | 2015.01.14 22:20 | sell | 192 | 0.05 | 138.378 | 0.000 | 0.000 | ||
| 384 | 2015.01.15 11:06 | close | 192 | 0.05 | 138.216 | 0.000 | 0.000 | 780.00 | 333944.50 |
| 385 | 2015.01.15 14:31 | buy | 193 | 0.05 | 136.532 | 0.000 | 0.000 | ||
| 386 | 2015.01.15 17:10 | buy | 194 | 0.05 | 135.820 | 0.000 | 0.000 | ||
| 387 | 2015.01.15 19:37 | buy | 195 | 0.05 | 135.226 | 0.000 | 0.000 | ||
| 388 | 2015.01.16 09:43 | close | 195 | 0.05 | 135.866 | 0.000 | 0.000 | 3176.50 | 337121.00 |
| 389 | 2015.01.16 09:43 | close | 194 | 0.05 | 135.866 | 0.000 | 0.000 | 206.50 | 337327.50 |
| 390 | 2015.01.16 09:43 | close | 193 | 0.05 | 135.866 | 0.000 | 0.000 | -3353.50 | 333974.00 |
| 391 | 2015.01.16 10:35 | sell | 196 | 0.05 | 135.616 | 0.000 | 0.000 | ||
| 392 | 2015.01.16 16:00 | close | 196 | 0.05 | 135.169 | 0.000 | 0.000 | 2235.00 | 336209.00 |
| 393 | 2015.01.16 23:45 | sell | 197 | 0.05 | 135.962 | 0.000 | 0.000 | ||
| 394 | 2015.01.19 04:00 | close | 197 | 0.05 | 135.566 | 0.000 | 0.000 | 1970.00 | 338179.00 |
| 395 | 2015.01.19 07:00 | buy | 198 | 0.05 | 135.327 | 0.000 | 0.000 | ||
| 396 | 2015.01.19 12:00 | close | 198 | 0.05 | 136.175 | 0.000 | 0.000 | 4240.00 | 342419.00 |
| 397 | 2015.01.19 13:25 | sell | 199 | 0.05 | 136.051 | 0.000 | 0.000 | ||
| 398 | 2015.01.19 17:25 | sell | 200 | 0.05 | 136.648 | 0.000 | 0.000 | ||
| 399 | 2015.01.20 09:18 | sell | 201 | 0.05 | 137.240 | 0.000 | 0.000 | ||
| 400 | 2015.01.21 05:29 | close | 201 | 0.05 | 136.645 | 0.000 | 0.000 | 2965.00 | 345384.00 |
| 401 | 2015.01.21 05:29 | close | 200 | 0.05 | 136.645 | 0.000 | 0.000 | -5.00 | 345379.00 |
| 402 | 2015.01.21 05:29 | close | 199 | 0.05 | 136.645 | 0.000 | 0.000 | -2990.00 | 342389.00 |
| 403 | 2015.01.21 07:45 | buy | 202 | 0.05 | 136.328 | 0.000 | 0.000 | ||
| 404 | 2015.01.21 16:46 | close | 202 | 0.05 | 136.549 | 0.000 | 0.000 | 1105.00 | 343494.00 |
| 405 | 2015.01.21 18:45 | sell | 203 | 0.05 | 136.503 | 0.000 | 0.000 | ||
| 406 | 2015.01.22 05:01 | sell | 204 | 0.05 | 137.097 | 0.000 | 0.000 | ||
| 407 | 2015.01.22 12:00 | close | 204 | 0.05 | 136.788 | 0.000 | 0.000 | 1545.00 | 345039.00 |
| 408 | 2015.01.22 12:00 | close | 203 | 0.05 | 136.788 | 0.000 | 0.000 | -1455.00 | 343584.00 |
| 409 | 2015.01.22 18:17 | buy | 205 | 0.05 | 134.593 | 0.000 | 0.000 | ||
| 410 | 2015.01.23 01:41 | close | 205 | 0.05 | 134.933 | 0.000 | 0.000 | 1676.50 | 345260.50 |
| 411 | 2015.01.23 08:46 | buy | 206 | 0.05 | 134.105 | 0.000 | 0.000 | ||
| 412 | 2015.01.23 10:50 | buy | 207 | 0.05 | 133.512 | 0.000 | 0.000 | ||
| 413 | 2015.01.23 12:39 | buy | 208 | 0.05 | 132.922 | 0.000 | 0.000 | ||
| 414 | 2015.01.23 13:50 | buy | 209 | 0.05 | 132.329 | 0.000 | 0.000 | ||
| 415 | 2015.01.23 14:06 | buy | 210 | 0.05 | 131.734 | 0.000 | 0.000 | ||
| 416 | 2015.01.23 14:13 | buy | 211 | 0.05 | 131.146 | 0.000 | 0.000 | ||
| 417 | 2015.01.23 20:00 | close | 211 | 0.05 | 132.628 | 0.000 | 0.000 | 7410.00 | 352670.50 |
| 418 | 2015.01.23 20:00 | close | 210 | 0.05 | 132.628 | 0.000 | 0.000 | 4470.00 | 357140.50 |
| 419 | 2015.01.23 20:00 | close | 209 | 0.05 | 132.628 | 0.000 | 0.000 | 1495.00 | 358635.50 |
| 420 | 2015.01.23 20:00 | close | 208 | 0.05 | 132.628 | 0.000 | 0.000 | -1470.00 | 357165.50 |
| 421 | 2015.01.23 20:00 | close | 207 | 0.05 | 132.628 | 0.000 | 0.000 | -4420.00 | 352745.50 |
| 422 | 2015.01.23 20:00 | close | 206 | 0.05 | 132.628 | 0.000 | 0.000 | -7385.00 | 345360.50 |
| 423 | 2015.01.26 00:45 | buy | 212 | 0.05 | 131.260 | 0.000 | 0.000 | ||
| 424 | 2015.01.26 01:40 | buy | 213 | 0.05 | 130.561 | 0.000 | 0.000 | ||
| 425 | 2015.01.26 08:00 | close | 213 | 0.05 | 131.614 | 0.000 | 0.000 | 5265.00 | 350625.50 |
| 426 | 2015.01.26 08:00 | close | 212 | 0.05 | 131.614 | 0.000 | 0.000 | 1770.00 | 352395.50 |
| 427 | 2015.01.26 12:15 | sell | 214 | 0.05 | 132.933 | 0.000 | 0.000 | ||
| 428 | 2015.01.26 18:15 | sell | 215 | 0.05 | 133.533 | 0.000 | 0.000 | ||
| 429 | 2015.01.27 00:00 | close | 215 | 0.05 | 133.130 | 0.000 | 0.000 | 2005.00 | 354400.50 |
| 430 | 2015.01.27 00:00 | close | 214 | 0.05 | 133.130 | 0.000 | 0.000 | -995.00 | 353405.50 |
| 431 | 2015.01.27 09:25 | buy | 216 | 0.05 | 132.646 | 0.000 | 0.000 | ||
| 432 | 2015.01.27 16:00 | close | 216 | 0.05 | 133.156 | 0.000 | 0.000 | 2550.00 | 355955.50 |
| 433 | 2015.01.27 19:22 | sell | 217 | 0.05 | 133.770 | 0.000 | 0.000 | ||
| 434 | 2015.01.28 10:49 | close | 217 | 0.05 | 133.610 | 0.000 | 0.000 | 790.00 | 356745.50 |
| 435 | 2015.01.28 17:35 | buy | 218 | 0.05 | 133.324 | 0.000 | 0.000 | ||
| 436 | 2015.01.29 01:00 | buy | 219 | 0.05 | 132.492 | 0.000 | 0.000 | ||
| 437 | 2015.01.29 09:12 | close | 219 | 0.05 | 132.909 | 0.000 | 0.000 | 2085.00 | 358830.50 |
| 438 | 2015.01.29 09:12 | close | 218 | 0.05 | 132.909 | 0.000 | 0.000 | -2145.50 | 356685.00 |
| 439 | 2015.01.29 15:15 | sell | 220 | 0.05 | 133.418 | 0.000 | 0.000 | ||
| 440 | 2015.01.29 17:31 | sell | 221 | 0.05 | 134.009 | 0.000 | 0.000 | ||
| 441 | 2015.01.30 04:04 | close | 221 | 0.05 | 133.712 | 0.000 | 0.000 | 1475.00 | 358160.00 |
| 442 | 2015.01.30 04:04 | close | 220 | 0.05 | 133.712 | 0.000 | 0.000 | -1480.00 | 356680.00 |
| 443 | 2015.01.30 07:00 | buy | 222 | 0.05 | 133.691 | 0.000 | 0.000 | ||
| 444 | 2015.01.30 11:49 | buy | 223 | 0.05 | 133.099 | 0.000 | 0.000 | ||
| 445 | 2015.01.30 18:00 | buy | 224 | 0.05 | 132.500 | 0.000 | 0.000 | ||
| 446 | 2015.02.02 04:00 | close | 224 | 0.05 | 133.101 | 0.000 | 0.000 | 2981.50 | 359661.50 |
| 447 | 2015.02.02 04:00 | close | 223 | 0.05 | 133.101 | 0.000 | 0.000 | -13.50 | 359648.00 |
| 448 | 2015.02.02 04:00 | close | 222 | 0.05 | 133.101 | 0.000 | 0.000 | -2973.50 | 356674.50 |
| 449 | 2015.02.02 06:45 | sell | 225 | 0.05 | 133.134 | 0.000 | 0.000 | ||
| 450 | 2015.02.02 18:14 | close | 225 | 0.05 | 132.960 | 0.000 | 0.000 | 870.00 | 357544.50 |