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 |
| 451 | 2015.02.03 02:00 | sell | 226 | 0.05 | 133.332 | 0.000 | 0.000 | ||
| 452 | 2015.02.03 08:00 | close | 226 | 0.05 | 132.582 | 0.000 | 0.000 | 3750.00 | 361294.50 |
| 453 | 2015.02.03 08:34 | buy | 227 | 0.05 | 132.581 | 0.000 | 0.000 | ||
| 454 | 2015.02.03 16:00 | close | 227 | 0.05 | 134.683 | 0.000 | 0.000 | 10510.00 | 371804.50 |
| 455 | 2015.02.03 16:27 | sell | 228 | 0.05 | 134.358 | 0.000 | 0.000 | ||
| 456 | 2015.02.03 18:30 | sell | 229 | 0.05 | 134.960 | 0.000 | 0.000 | ||
| 457 | 2015.02.04 10:14 | close | 229 | 0.05 | 134.655 | 0.000 | 0.000 | 1515.00 | 373319.50 |
| 458 | 2015.02.04 10:14 | close | 228 | 0.05 | 134.655 | 0.000 | 0.000 | -1495.00 | 371824.50 |
| 459 | 2015.02.04 13:18 | buy | 230 | 0.05 | 134.420 | 0.000 | 0.000 | ||
| 460 | 2015.02.04 23:39 | buy | 231 | 0.05 | 132.774 | 0.000 | 0.000 | ||
| 461 | 2015.02.05 09:53 | close | 231 | 0.05 | 133.599 | 0.000 | 0.000 | 4054.50 | 375879.00 |
| 462 | 2015.02.05 09:53 | close | 230 | 0.05 | 133.599 | 0.000 | 0.000 | -4175.50 | 371703.50 |
| 463 | 2015.02.05 14:32 | sell | 232 | 0.05 | 134.047 | 0.000 | 0.000 | ||
| 464 | 2015.02.05 20:35 | sell | 233 | 0.05 | 134.934 | 0.000 | 0.000 | ||
| 465 | 2015.02.06 05:20 | close | 233 | 0.05 | 134.485 | 0.000 | 0.000 | 2235.00 | 373938.50 |
| 466 | 2015.02.06 05:20 | close | 232 | 0.05 | 134.485 | 0.000 | 0.000 | -2200.00 | 371738.50 |
| 467 | 2015.02.06 13:27 | buy | 234 | 0.05 | 134.214 | 0.000 | 0.000 | ||
| 468 | 2015.02.06 20:00 | close | 234 | 0.05 | 134.928 | 0.000 | 0.000 | 3570.00 | 375308.50 |
| 469 | 2015.02.09 16:00 | buy | 235 | 0.05 | 133.969 | 0.000 | 0.000 | ||
| 470 | 2015.02.10 00:29 | close | 235 | 0.05 | 134.243 | 0.000 | 0.000 | 1346.50 | 376655.00 |
| 471 | 2015.02.10 17:30 | sell | 236 | 0.05 | 134.943 | 0.000 | 0.000 | ||
| 472 | 2015.02.11 10:11 | sell | 237 | 0.05 | 135.531 | 0.000 | 0.000 | ||
| 473 | 2015.02.11 17:59 | sell | 238 | 0.05 | 136.129 | 0.000 | 0.000 | ||
| 474 | 2015.02.12 10:26 | close | 238 | 0.05 | 135.533 | 0.000 | 0.000 | 2950.00 | 379605.00 |
| 475 | 2015.02.12 10:26 | close | 237 | 0.05 | 135.533 | 0.000 | 0.000 | -40.00 | 379565.00 |
| 476 | 2015.02.12 10:26 | close | 236 | 0.05 | 135.533 | 0.000 | 0.000 | -2990.00 | 376575.00 |
| 477 | 2015.02.12 12:22 | buy | 239 | 0.05 | 135.784 | 0.000 | 0.000 | ||
| 478 | 2015.02.13 20:32 | buy | 240 | 0.05 | 135.195 | 0.000 | 0.000 | ||
| 479 | 2015.02.16 09:58 | close | 240 | 0.05 | 135.496 | 0.000 | 0.000 | 1481.50 | 378056.50 |
| 480 | 2015.02.16 09:58 | close | 239 | 0.05 | 135.496 | 0.000 | 0.000 | -1487.00 | 376569.50 |
| 481 | 2015.02.16 21:45 | buy | 241 | 0.05 | 134.345 | 0.000 | 0.000 | ||
| 482 | 2015.02.17 06:31 | close | 241 | 0.05 | 134.679 | 0.000 | 0.000 | 1646.50 | 378216.00 |
| 483 | 2015.02.17 12:05 | sell | 242 | 0.05 | 135.206 | 0.000 | 0.000 | ||
| 484 | 2015.02.17 13:49 | sell | 243 | 0.05 | 135.800 | 0.000 | 0.000 | ||
| 485 | 2015.02.18 13:36 | close | 243 | 0.05 | 135.488 | 0.000 | 0.000 | 1550.00 | 379766.00 |
| 486 | 2015.02.18 13:36 | close | 242 | 0.05 | 135.488 | 0.000 | 0.000 | -1420.00 | 378346.00 |
| 487 | 2015.02.18 17:46 | buy | 244 | 0.05 | 135.455 | 0.000 | 0.000 | ||
| 488 | 2015.02.19 11:36 | close | 244 | 0.05 | 135.718 | 0.000 | 0.000 | 1244.50 | 379590.50 |
| 489 | 2015.02.19 21:00 | buy | 245 | 0.05 | 135.294 | 0.000 | 0.000 | ||
| 490 | 2015.02.20 12:15 | buy | 246 | 0.05 | 134.629 | 0.000 | 0.000 | ||
| 491 | 2015.02.20 15:07 | buy | 247 | 0.05 | 134.032 | 0.000 | 0.000 | ||
| 492 | 2015.02.20 20:00 | close | 247 | 0.05 | 135.307 | 0.000 | 0.000 | 6375.00 | 385965.50 |
| 493 | 2015.02.20 20:00 | close | 246 | 0.05 | 135.307 | 0.000 | 0.000 | 3390.00 | 389355.50 |
| 494 | 2015.02.20 20:00 | close | 245 | 0.05 | 135.307 | 0.000 | 0.000 | 41.50 | 389397.00 |
| 495 | 2015.02.20 22:16 | sell | 248 | 0.05 | 135.576 | 0.000 | 0.000 | ||
| 496 | 2015.02.23 06:26 | close | 248 | 0.05 | 135.415 | 0.000 | 0.000 | 795.00 | 390192.00 |
| 497 | 2015.02.23 14:15 | buy | 249 | 0.05 | 134.723 | 0.000 | 0.000 | ||
| 498 | 2015.02.24 05:11 | close | 249 | 0.05 | 134.935 | 0.000 | 0.000 | 1036.50 | 391228.50 |
| 499 | 2015.02.24 14:01 | sell | 250 | 0.05 | 135.305 | 0.000 | 0.000 | ||
| 500 | 2015.02.24 20:00 | close | 250 | 0.05 | 134.781 | 0.000 | 0.000 | 2620.00 | 393848.50 |
| 501 | 2015.02.24 21:00 | buy | 251 | 0.05 | 134.774 | 0.000 | 0.000 | ||
| 502 | 2015.02.25 10:13 | close | 251 | 0.05 | 135.032 | 0.000 | 0.000 | 1266.50 | 395115.00 |
| 503 | 2015.02.26 04:45 | sell | 252 | 0.05 | 135.189 | 0.000 | 0.000 | ||
| 504 | 2015.02.26 12:00 | close | 252 | 0.05 | 135.026 | 0.000 | 0.000 | 815.00 | 395930.00 |
| 505 | 2015.02.26 15:11 | buy | 253 | 0.05 | 134.588 | 0.000 | 0.000 | ||
| 506 | 2015.02.26 16:03 | buy | 254 | 0.05 | 133.992 | 0.000 | 0.000 | ||
| 507 | 2015.03.02 11:11 | close | 254 | 0.05 | 134.291 | 0.000 | 0.000 | 1448.00 | 397378.00 |
| 508 | 2015.03.02 11:11 | close | 253 | 0.05 | 134.291 | 0.000 | 0.000 | -1532.00 | 395846.00 |
| 509 | 2015.03.02 14:30 | sell | 255 | 0.05 | 134.495 | 0.000 | 0.000 | ||
| 510 | 2015.03.02 20:00 | close | 255 | 0.05 | 134.298 | 0.000 | 0.000 | 985.00 | 396831.00 |
| 511 | 2015.03.03 08:20 | buy | 256 | 0.05 | 134.006 | 0.000 | 0.000 | ||
| 512 | 2015.03.04 13:30 | buy | 257 | 0.05 | 133.104 | 0.000 | 0.000 | ||
| 513 | 2015.03.04 17:17 | buy | 258 | 0.05 | 132.507 | 0.000 | 0.000 | ||
| 514 | 2015.03.05 15:16 | close | 258 | 0.05 | 133.207 | 0.000 | 0.000 | 3429.50 | 400260.50 |
| 515 | 2015.03.05 15:16 | close | 257 | 0.05 | 133.207 | 0.000 | 0.000 | 444.50 | 400705.00 |
| 516 | 2015.03.05 15:16 | close | 256 | 0.05 | 133.207 | 0.000 | 0.000 | -4089.00 | 396616.00 |
| 517 | 2015.03.05 20:30 | buy | 259 | 0.05 | 132.455 | 0.000 | 0.000 | ||
| 518 | 2015.03.06 14:53 | buy | 260 | 0.05 | 131.596 | 0.000 | 0.000 | ||
| 519 | 2015.03.06 20:34 | buy | 261 | 0.05 | 130.998 | 0.000 | 0.000 | ||
| 520 | 2015.03.09 13:11 | close | 261 | 0.05 | 131.686 | 0.000 | 0.000 | 3416.50 | 400032.50 |
| 521 | 2015.03.09 13:11 | close | 260 | 0.05 | 131.686 | 0.000 | 0.000 | 426.50 | 400459.00 |
| 522 | 2015.03.09 13:11 | close | 259 | 0.05 | 131.686 | 0.000 | 0.000 | -3892.00 | 396567.00 |
| 523 | 2015.03.09 13:11 | sell | 262 | 0.05 | 131.686 | 0.000 | 0.000 | ||
| 524 | 2015.03.09 23:47 | close | 262 | 0.05 | 131.507 | 0.000 | 0.000 | 895.00 | 397462.00 |
| 525 | 2015.03.10 16:35 | buy | 263 | 0.05 | 130.367 | 0.000 | 0.000 | ||
| 526 | 2015.03.10 18:59 | buy | 264 | 0.05 | 129.774 | 0.000 | 0.000 | ||
| 527 | 2015.03.11 14:45 | buy | 265 | 0.05 | 128.781 | 0.000 | 0.000 | ||
| 528 | 2015.03.11 20:25 | buy | 266 | 0.05 | 128.185 | 0.000 | 0.000 | ||
| 529 | 2015.03.13 19:30 | buy | 267 | 0.05 | 127.593 | 0.000 | 0.000 | ||
| 530 | 2015.03.13 20:27 | buy | 268 | 0.05 | 126.990 | 0.000 | 0.000 | ||
| 531 | 2015.03.16 17:00 | close | 268 | 0.05 | 128.616 | 0.000 | 0.000 | 8106.50 | 405568.50 |
| 532 | 2015.03.16 17:00 | close | 267 | 0.05 | 128.616 | 0.000 | 0.000 | 5091.50 | 410660.00 |
| 533 | 2015.03.16 17:00 | close | 266 | 0.05 | 128.616 | 0.000 | 0.000 | 2037.50 | 412697.50 |
| 534 | 2015.03.16 17:00 | close | 265 | 0.05 | 128.616 | 0.000 | 0.000 | -942.50 | 411755.00 |
| 535 | 2015.03.16 17:00 | close | 264 | 0.05 | 128.616 | 0.000 | 0.000 | -5931.00 | 405824.00 |
| 536 | 2015.03.16 17:00 | close | 263 | 0.05 | 128.616 | 0.000 | 0.000 | -8896.00 | 396928.00 |
| 537 | 2015.03.16 17:25 | sell | 269 | 0.05 | 128.330 | 0.000 | 0.000 | ||
| 538 | 2015.03.17 06:53 | close | 269 | 0.05 | 128.170 | 0.000 | 0.000 | 790.00 | 397718.00 |
| 539 | 2015.03.17 12:15 | sell | 270 | 0.05 | 128.440 | 0.000 | 0.000 | ||
| 540 | 2015.03.17 17:04 | sell | 271 | 0.05 | 129.037 | 0.000 | 0.000 | ||
| 541 | 2015.03.18 00:00 | close | 271 | 0.05 | 128.630 | 0.000 | 0.000 | 2025.00 | 399743.00 |
| 542 | 2015.03.18 00:00 | close | 270 | 0.05 | 128.630 | 0.000 | 0.000 | -960.00 | 398783.00 |
| 543 | 2015.03.19 00:30 | sell | 272 | 0.05 | 130.451 | 0.000 | 0.000 | ||
| 544 | 2015.03.19 08:16 | close | 272 | 0.05 | 129.815 | 0.000 | 0.000 | 3180.00 | 401963.00 |
| 545 | 2015.03.19 11:45 | buy | 273 | 0.05 | 128.815 | 0.000 | 0.000 | ||
| 546 | 2015.03.20 05:35 | close | 273 | 0.05 | 129.026 | 0.000 | 0.000 | 1031.50 | 402994.50 |
| 547 | 2015.03.20 07:15 | sell | 274 | 0.05 | 128.946 | 0.000 | 0.000 | ||
| 548 | 2015.03.20 14:41 | sell | 275 | 0.05 | 129.540 | 0.000 | 0.000 | ||
| 549 | 2015.03.20 15:49 | sell | 276 | 0.05 | 130.137 | 0.000 | 0.000 | ||
| 550 | 2015.03.23 05:14 | close | 276 | 0.05 | 129.540 | 0.000 | 0.000 | 2975.00 | 405969.50 |
| 551 | 2015.03.23 05:14 | close | 275 | 0.05 | 129.540 | 0.000 | 0.000 | -10.00 | 405959.50 |
| 552 | 2015.03.23 05:14 | close | 274 | 0.05 | 129.540 | 0.000 | 0.000 | -2980.00 | 402979.50 |
| 553 | 2015.03.23 06:30 | buy | 277 | 0.05 | 129.617 | 0.000 | 0.000 | ||
| 554 | 2015.03.23 13:50 | close | 277 | 0.05 | 130.212 | 0.000 | 0.000 | 2975.00 | 405954.50 |
| 555 | 2015.03.23 17:45 | sell | 278 | 0.05 | 130.810 | 0.000 | 0.000 | ||
| 556 | 2015.03.24 09:54 | close | 278 | 0.05 | 130.648 | 0.000 | 0.000 | 800.00 | 406754.50 |
| 557 | 2015.03.24 13:45 | sell | 279 | 0.05 | 131.119 | 0.000 | 0.000 | ||
| 558 | 2015.03.24 20:10 | close | 279 | 0.05 | 130.854 | 0.000 | 0.000 | 1325.00 | 408079.50 |
| 559 | 2015.03.25 13:00 | sell | 280 | 0.05 | 131.010 | 0.000 | 0.000 | ||
| 560 | 2015.03.26 07:08 | close | 280 | 0.05 | 130.763 | 0.000 | 0.000 | 1205.00 | 409284.50 |
| 561 | 2015.03.26 18:30 | buy | 281 | 0.05 | 130.285 | 0.000 | 0.000 | ||
| 562 | 2015.03.26 20:25 | buy | 282 | 0.05 | 129.686 | 0.000 | 0.000 | ||
| 563 | 2015.03.27 13:20 | buy | 283 | 0.05 | 129.092 | 0.000 | 0.000 | ||
| 564 | 2015.03.27 20:00 | close | 283 | 0.05 | 130.099 | 0.000 | 0.000 | 5035.00 | 414319.50 |
| 565 | 2015.03.27 20:00 | close | 282 | 0.05 | 130.099 | 0.000 | 0.000 | 2041.50 | 416361.00 |
| 566 | 2015.03.27 20:00 | close | 281 | 0.05 | 130.099 | 0.000 | 0.000 | -953.50 | 415407.50 |
| 567 | 2015.03.27 21:00 | sell | 284 | 0.05 | 129.917 | 0.000 | 0.000 | ||
| 568 | 2015.03.30 04:00 | close | 284 | 0.05 | 129.606 | 0.000 | 0.000 | 1545.00 | 416952.50 |
| 569 | 2015.03.30 13:46 | sell | 285 | 0.05 | 129.918 | 0.000 | 0.000 | ||
| 570 | 2015.03.31 07:11 | close | 285 | 0.05 | 129.750 | 0.000 | 0.000 | 830.00 | 417782.50 |
| 571 | 2015.03.31 13:45 | buy | 286 | 0.05 | 128.761 | 0.000 | 0.000 | ||
| 572 | 2015.03.31 23:31 | close | 286 | 0.05 | 128.973 | 0.000 | 0.000 | 1060.00 | 418842.50 |
| 573 | 2015.04.01 09:47 | sell | 287 | 0.05 | 129.135 | 0.000 | 0.000 | ||
| 574 | 2015.04.01 16:38 | close | 287 | 0.05 | 128.973 | 0.000 | 0.000 | 810.00 | 419652.50 |
| 575 | 2015.04.01 19:30 | buy | 288 | 0.05 | 128.844 | 0.000 | 0.000 | ||
| 576 | 2015.04.02 10:30 | close | 288 | 0.05 | 129.401 | 0.000 | 0.000 | 2714.50 | 422367.00 |
| 577 | 2015.04.02 12:07 | sell | 289 | 0.05 | 129.381 | 0.000 | 0.000 | ||
| 578 | 2015.04.02 15:51 | sell | 290 | 0.05 | 129.977 | 0.000 | 0.000 | ||
| 579 | 2015.04.03 19:07 | sell | 291 | 0.05 | 130.642 | 0.000 | 0.000 | ||
| 580 | 2015.04.08 07:26 | close | 291 | 0.05 | 129.998 | 0.000 | 0.000 | 3190.00 | 425557.00 |
| 581 | 2015.04.08 07:26 | close | 290 | 0.05 | 129.998 | 0.000 | 0.000 | -145.00 | 425412.00 |
| 582 | 2015.04.08 07:26 | close | 289 | 0.05 | 129.998 | 0.000 | 0.000 | -3125.00 | 422287.00 |
| 583 | 2015.04.08 08:20 | buy | 292 | 0.05 | 129.984 | 0.000 | 0.000 | ||
| 584 | 2015.04.09 13:45 | buy | 293 | 0.05 | 129.149 | 0.000 | 0.000 | ||
| 585 | 2015.04.09 17:33 | buy | 294 | 0.05 | 128.554 | 0.000 | 0.000 | ||
| 586 | 2015.04.10 14:15 | buy | 295 | 0.05 | 127.396 | 0.000 | 0.000 | ||
| 587 | 2015.04.14 04:44 | buy | 296 | 0.05 | 126.798 | 0.000 | 0.000 | ||
| 588 | 2015.04.14 09:36 | buy | 297 | 0.05 | 126.205 | 0.000 | 0.000 | ||
| 589 | 2015.04.16 15:30 | close | 297 | 0.05 | 128.021 | 0.000 | 0.000 | 8986.00 | 431273.00 |
| 590 | 2015.04.16 15:30 | close | 296 | 0.05 | 128.021 | 0.000 | 0.000 | 6021.00 | 437294.00 |
| 591 | 2015.04.16 15:30 | close | 295 | 0.05 | 128.021 | 0.000 | 0.000 | 2984.00 | 440278.00 |
| 592 | 2015.04.16 15:30 | close | 294 | 0.05 | 128.021 | 0.000 | 0.000 | -2829.50 | 437448.50 |
| 593 | 2015.04.16 15:30 | close | 293 | 0.05 | 128.021 | 0.000 | 0.000 | -5804.50 | 431644.00 |
| 594 | 2015.04.16 15:30 | close | 292 | 0.05 | 128.021 | 0.000 | 0.000 | -10050.00 | 421594.00 |
| 595 | 2015.04.16 19:21 | sell | 298 | 0.05 | 127.935 | 0.000 | 0.000 | ||
| 596 | 2015.04.16 21:35 | sell | 299 | 0.05 | 128.537 | 0.000 | 0.000 | ||
| 597 | 2015.04.17 04:00 | close | 299 | 0.05 | 128.235 | 0.000 | 0.000 | 1500.00 | 423094.00 |
| 598 | 2015.04.17 04:00 | close | 298 | 0.05 | 128.235 | 0.000 | 0.000 | -1510.00 | 421584.00 |
| 599 | 2015.04.20 09:44 | buy | 300 | 0.05 | 128.205 | 0.000 | 0.000 | ||
| 600 | 2015.04.21 12:35 | buy | 301 | 0.05 | 127.612 | 0.000 | 0.000 | ||