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 |
| 901 | 2016.05.31 18:01 | close | 451 | 0.05 | 123.384 | 0.000 | 0.000 | 1470.00 | 611157.00 |
| 902 | 2016.05.31 18:01 | close | 450 | 0.05 | 123.384 | 0.000 | 0.000 | -1485.00 | 609672.00 |
| 903 | 2016.05.31 21:00 | buy | 452 | 0.05 | 123.314 | 0.000 | 0.000 | ||
| 904 | 2016.06.01 08:02 | buy | 453 | 0.05 | 122.715 | 0.000 | 0.000 | ||
| 905 | 2016.06.01 08:26 | buy | 454 | 0.05 | 122.116 | 0.000 | 0.000 | ||
| 906 | 2016.06.02 16:56 | buy | 455 | 0.05 | 121.186 | 0.000 | 0.000 | ||
| 907 | 2016.06.07 05:26 | close | 455 | 0.05 | 122.336 | 0.000 | 0.000 | 5679.50 | 615351.50 |
| 908 | 2016.06.07 05:26 | close | 454 | 0.05 | 122.336 | 0.000 | 0.000 | 959.00 | 616310.50 |
| 909 | 2016.06.07 05:26 | close | 453 | 0.05 | 122.336 | 0.000 | 0.000 | -2036.00 | 614274.50 |
| 910 | 2016.06.07 05:26 | close | 452 | 0.05 | 122.336 | 0.000 | 0.000 | -5054.50 | 609220.00 |
| 911 | 2016.06.07 11:45 | sell | 456 | 0.05 | 122.502 | 0.000 | 0.000 | ||
| 912 | 2016.06.07 16:00 | close | 456 | 0.05 | 122.200 | 0.000 | 0.000 | 1510.00 | 610730.00 |
| 913 | 2016.06.07 19:30 | buy | 457 | 0.05 | 121.784 | 0.000 | 0.000 | ||
| 914 | 2016.06.09 10:50 | buy | 458 | 0.05 | 121.096 | 0.000 | 0.000 | ||
| 915 | 2016.06.09 17:05 | buy | 459 | 0.05 | 120.497 | 0.000 | 0.000 | ||
| 916 | 2016.06.10 00:00 | close | 459 | 0.05 | 121.206 | 0.000 | 0.000 | 3521.50 | 614251.50 |
| 917 | 2016.06.10 00:00 | close | 458 | 0.05 | 121.206 | 0.000 | 0.000 | 526.50 | 614778.00 |
| 918 | 2016.06.10 00:00 | close | 457 | 0.05 | 121.206 | 0.000 | 0.000 | -3007.50 | 611770.50 |
| 919 | 2016.06.13 03:10 | buy | 460 | 0.05 | 119.843 | 0.000 | 0.000 | ||
| 920 | 2016.06.13 04:55 | buy | 461 | 0.05 | 119.245 | 0.000 | 0.000 | ||
| 921 | 2016.06.13 13:47 | close | 461 | 0.05 | 119.545 | 0.000 | 0.000 | 1500.00 | 613270.50 |
| 922 | 2016.06.13 13:47 | close | 460 | 0.05 | 119.545 | 0.000 | 0.000 | -1490.00 | 611780.50 |
| 923 | 2016.06.14 13:16 | buy | 462 | 0.05 | 118.842 | 0.000 | 0.000 | ||
| 924 | 2016.06.15 06:49 | close | 462 | 0.05 | 119.052 | 0.000 | 0.000 | 1026.50 | 612807.00 |
| 925 | 2016.06.15 11:15 | sell | 463 | 0.05 | 119.206 | 0.000 | 0.000 | ||
| 926 | 2016.06.15 16:09 | close | 463 | 0.05 | 119.045 | 0.000 | 0.000 | 805.00 | 613612.00 |
| 927 | 2016.06.15 19:01 | buy | 464 | 0.05 | 119.025 | 0.000 | 0.000 | ||
| 928 | 2016.06.16 00:00 | close | 464 | 0.05 | 119.353 | 0.000 | 0.000 | 1569.50 | 615181.50 |
| 929 | 2016.06.16 00:51 | sell | 465 | 0.05 | 119.342 | 0.000 | 0.000 | ||
| 930 | 2016.06.16 08:00 | close | 465 | 0.05 | 117.563 | 0.000 | 0.000 | 8895.00 | 624076.50 |
| 931 | 2016.06.16 09:30 | buy | 466 | 0.05 | 117.459 | 0.000 | 0.000 | ||
| 932 | 2016.06.16 13:45 | buy | 467 | 0.05 | 116.862 | 0.000 | 0.000 | ||
| 933 | 2016.06.16 16:08 | buy | 468 | 0.05 | 116.265 | 0.000 | 0.000 | ||
| 934 | 2016.06.16 17:02 | buy | 469 | 0.05 | 115.672 | 0.000 | 0.000 | ||
| 935 | 2016.06.17 00:00 | close | 469 | 0.05 | 117.002 | 0.000 | 0.000 | 6626.50 | 630703.00 |
| 936 | 2016.06.17 00:00 | close | 468 | 0.05 | 117.002 | 0.000 | 0.000 | 3661.50 | 634364.50 |
| 937 | 2016.06.17 00:00 | close | 467 | 0.05 | 117.002 | 0.000 | 0.000 | 676.50 | 635041.00 |
| 938 | 2016.06.17 00:00 | close | 466 | 0.05 | 117.002 | 0.000 | 0.000 | -2308.50 | 632732.50 |
| 939 | 2016.06.17 03:40 | sell | 470 | 0.05 | 117.802 | 0.000 | 0.000 | ||
| 940 | 2016.06.17 08:00 | close | 470 | 0.05 | 117.246 | 0.000 | 0.000 | 2780.00 | 635512.50 |
| 941 | 2016.06.17 10:30 | buy | 471 | 0.05 | 117.441 | 0.000 | 0.000 | ||
| 942 | 2016.06.20 00:00 | close | 471 | 0.05 | 118.635 | 0.000 | 0.000 | 5946.50 | 641459.00 |
| 943 | 2016.06.20 04:30 | sell | 472 | 0.05 | 118.930 | 0.000 | 0.000 | ||
| 944 | 2016.06.20 12:00 | close | 472 | 0.05 | 118.630 | 0.000 | 0.000 | 1500.00 | 642959.00 |
| 945 | 2016.06.20 14:30 | buy | 473 | 0.05 | 118.459 | 0.000 | 0.000 | ||
| 946 | 2016.06.20 19:15 | buy | 474 | 0.05 | 117.863 | 0.000 | 0.000 | ||
| 947 | 2016.06.21 08:11 | close | 474 | 0.05 | 118.163 | 0.000 | 0.000 | 1476.50 | 644435.50 |
| 948 | 2016.06.21 08:11 | close | 473 | 0.05 | 118.163 | 0.000 | 0.000 | -1503.50 | 642932.00 |
| 949 | 2016.06.21 09:00 | sell | 475 | 0.05 | 118.225 | 0.000 | 0.000 | ||
| 950 | 2016.06.21 16:00 | close | 475 | 0.05 | 117.918 | 0.000 | 0.000 | 1535.00 | 644467.00 |
| 951 | 2016.06.21 19:45 | buy | 476 | 0.05 | 117.726 | 0.000 | 0.000 | ||
| 952 | 2016.06.22 14:25 | close | 476 | 0.05 | 118.083 | 0.000 | 0.000 | 1761.50 | 646228.50 |
| 953 | 2016.06.22 15:00 | sell | 477 | 0.05 | 117.949 | 0.000 | 0.000 | ||
| 954 | 2016.06.22 17:04 | sell | 478 | 0.05 | 118.541 | 0.000 | 0.000 | ||
| 955 | 2016.06.23 00:00 | close | 478 | 0.05 | 117.997 | 0.000 | 0.000 | 2690.00 | 648918.50 |
| 956 | 2016.06.23 00:00 | close | 477 | 0.05 | 117.997 | 0.000 | 0.000 | -270.00 | 648648.50 |
| 957 | 2016.06.23 02:45 | sell | 479 | 0.05 | 118.622 | 0.000 | 0.000 | ||
| 958 | 2016.06.23 09:10 | close | 479 | 0.05 | 118.458 | 0.000 | 0.000 | 820.00 | 649468.50 |
| 959 | 2016.06.23 15:46 | sell | 480 | 0.05 | 120.500 | 0.000 | 0.000 | ||
| 960 | 2016.06.23 20:00 | close | 480 | 0.05 | 120.047 | 0.000 | 0.000 | 2265.00 | 651733.50 |
| 961 | 2016.06.24 00:45 | sell | 481 | 0.05 | 121.445 | 0.000 | 0.000 | ||
| 962 | 2016.06.24 08:00 | close | 481 | 0.05 | 110.904 | 0.000 | 0.000 | 52705.00 | 704438.50 |
| 963 | 2016.06.24 08:04 | buy | 482 | 0.05 | 111.128 | 0.000 | 0.000 | ||
| 964 | 2016.06.24 16:00 | close | 482 | 0.05 | 112.955 | 0.000 | 0.000 | 9135.00 | 713573.50 |
| 965 | 2016.06.24 21:32 | sell | 483 | 0.05 | 113.791 | 0.000 | 0.000 | ||
| 966 | 2016.06.27 04:00 | close | 483 | 0.05 | 112.597 | 0.000 | 0.000 | 5960.00 | 719533.50 |
| 967 | 2016.06.27 05:10 | buy | 484 | 0.05 | 112.098 | 0.000 | 0.000 | ||
| 968 | 2016.06.27 12:00 | close | 484 | 0.05 | 112.711 | 0.000 | 0.000 | 3065.00 | 722598.50 |
| 969 | 2016.06.27 22:25 | sell | 485 | 0.05 | 112.229 | 0.000 | 0.000 | ||
| 970 | 2016.06.28 04:00 | close | 485 | 0.05 | 112.028 | 0.000 | 0.000 | 995.00 | 723593.50 |
| 971 | 2016.06.28 08:30 | sell | 486 | 0.05 | 112.766 | 0.000 | 0.000 | ||
| 972 | 2016.06.28 13:15 | sell | 487 | 0.05 | 113.522 | 0.000 | 0.000 | ||
| 973 | 2016.06.29 04:12 | close | 487 | 0.05 | 113.142 | 0.000 | 0.000 | 1890.00 | 725483.50 |
| 974 | 2016.06.29 04:12 | close | 486 | 0.05 | 113.142 | 0.000 | 0.000 | -1890.00 | 723593.50 |
| 975 | 2016.06.29 05:45 | buy | 488 | 0.05 | 113.373 | 0.000 | 0.000 | ||
| 976 | 2016.06.29 13:45 | close | 488 | 0.05 | 113.831 | 0.000 | 0.000 | 2290.00 | 725883.50 |
| 977 | 2016.06.29 15:24 | sell | 489 | 0.05 | 113.797 | 0.000 | 0.000 | ||
| 978 | 2016.06.29 23:21 | sell | 490 | 0.05 | 114.395 | 0.000 | 0.000 | ||
| 979 | 2016.06.30 04:05 | close | 490 | 0.05 | 114.086 | 0.000 | 0.000 | 1515.00 | 727398.50 |
| 980 | 2016.06.30 04:05 | close | 489 | 0.05 | 114.086 | 0.000 | 0.000 | -1475.00 | 725923.50 |
| 981 | 2016.06.30 10:30 | buy | 491 | 0.05 | 113.909 | 0.000 | 0.000 | ||
| 982 | 2016.06.30 17:28 | close | 491 | 0.05 | 114.120 | 0.000 | 0.000 | 1055.00 | 726978.50 |
| 983 | 2016.07.01 01:08 | sell | 492 | 0.05 | 114.585 | 0.000 | 0.000 | ||
| 984 | 2016.07.01 08:00 | close | 492 | 0.05 | 114.200 | 0.000 | 0.000 | 1925.00 | 728903.50 |
| 985 | 2016.07.01 08:00 | buy | 493 | 0.05 | 114.200 | 0.000 | 0.000 | ||
| 986 | 2016.07.01 17:04 | close | 493 | 0.05 | 114.413 | 0.000 | 0.000 | 1065.00 | 729968.50 |
| 987 | 2016.07.04 07:45 | sell | 494 | 0.05 | 114.353 | 0.000 | 0.000 | ||
| 988 | 2016.07.04 12:03 | close | 494 | 0.05 | 114.071 | 0.000 | 0.000 | 1410.00 | 731378.50 |
| 989 | 2016.07.05 06:30 | buy | 495 | 0.05 | 113.726 | 0.000 | 0.000 | ||
| 990 | 2016.07.05 17:04 | buy | 496 | 0.05 | 113.126 | 0.000 | 0.000 | ||
| 991 | 2016.07.05 18:50 | buy | 497 | 0.05 | 112.531 | 0.000 | 0.000 | ||
| 992 | 2016.07.06 02:22 | buy | 498 | 0.05 | 111.933 | 0.000 | 0.000 | ||
| 993 | 2016.07.06 04:27 | buy | 499 | 0.05 | 111.339 | 0.000 | 0.000 | ||
| 994 | 2016.07.06 20:03 | close | 499 | 0.05 | 112.532 | 0.000 | 0.000 | 5965.00 | 737343.50 |
| 995 | 2016.07.06 20:03 | close | 498 | 0.05 | 112.532 | 0.000 | 0.000 | 2995.00 | 740338.50 |
| 996 | 2016.07.06 20:03 | close | 497 | 0.05 | 112.532 | 0.000 | 0.000 | -18.50 | 740320.00 |
| 997 | 2016.07.06 20:03 | close | 496 | 0.05 | 112.532 | 0.000 | 0.000 | -2993.50 | 737326.50 |
| 998 | 2016.07.06 20:03 | close | 495 | 0.05 | 112.532 | 0.000 | 0.000 | -5993.50 | 731333.00 |
| 999 | 2016.07.06 21:02 | sell | 500 | 0.05 | 112.237 | 0.000 | 0.000 | ||
| 1000 | 2016.07.07 04:19 | close | 500 | 0.05 | 112.076 | 0.000 | 0.000 | 775.00 | 732108.00 |
| 1001 | 2016.07.07 06:03 | buy | 501 | 0.05 | 111.977 | 0.000 | 0.000 | ||
| 1002 | 2016.07.07 21:32 | buy | 502 | 0.05 | 111.383 | 0.000 | 0.000 | ||
| 1003 | 2016.07.08 04:00 | close | 502 | 0.05 | 111.709 | 0.000 | 0.000 | 1606.50 | 733714.50 |
| 1004 | 2016.07.08 04:00 | close | 501 | 0.05 | 111.709 | 0.000 | 0.000 | -1363.50 | 732351.00 |
| 1005 | 2016.07.08 09:35 | buy | 503 | 0.05 | 111.354 | 0.000 | 0.000 | ||
| 1006 | 2016.07.11 09:38 | close | 503 | 0.05 | 112.398 | 0.000 | 0.000 | 5196.50 | 737547.50 |
| 1007 | 2016.07.11 11:00 | sell | 504 | 0.05 | 112.343 | 0.000 | 0.000 | ||
| 1008 | 2016.07.11 13:33 | sell | 505 | 0.05 | 112.936 | 0.000 | 0.000 | ||
| 1009 | 2016.07.11 16:10 | sell | 506 | 0.05 | 113.530 | 0.000 | 0.000 | ||
| 1010 | 2016.07.12 09:49 | sell | 507 | 0.05 | 114.569 | 0.000 | 0.000 | ||
| 1011 | 2016.07.12 10:23 | sell | 508 | 0.05 | 115.170 | 0.000 | 0.000 | ||
| 1012 | 2016.07.12 16:19 | sell | 509 | 0.05 | 115.764 | 0.000 | 0.000 | ||
| 1013 | 2016.07.29 06:50 | close | 509 | 0.05 | 114.051 | 0.000 | 0.000 | 8375.00 | 745922.50 |
| 1014 | 2016.07.29 06:50 | close | 508 | 0.05 | 114.051 | 0.000 | 0.000 | 5405.00 | 751327.50 |
| 1015 | 2016.07.29 06:50 | close | 507 | 0.05 | 114.051 | 0.000 | 0.000 | 2400.00 | 753727.50 |
| 1016 | 2016.07.29 06:50 | close | 506 | 0.05 | 114.051 | 0.000 | 0.000 | -2805.00 | 750922.50 |
| 1017 | 2016.07.29 06:50 | close | 505 | 0.05 | 114.051 | 0.000 | 0.000 | -5775.00 | 745147.50 |
| 1018 | 2016.07.29 06:50 | close | 504 | 0.05 | 114.051 | 0.000 | 0.000 | -8740.00 | 736407.50 |
| 1019 | 2016.07.29 08:30 | buy | 510 | 0.05 | 114.675 | 0.000 | 0.000 | ||
| 1020 | 2016.07.29 19:16 | buy | 511 | 0.05 | 114.081 | 0.000 | 0.000 | ||
| 1021 | 2016.08.01 01:11 | close | 511 | 0.05 | 114.379 | 0.000 | 0.000 | 1466.50 | 737874.00 |
| 1022 | 2016.08.01 01:11 | close | 510 | 0.05 | 114.379 | 0.000 | 0.000 | -1503.50 | 736370.50 |
| 1023 | 2016.08.01 06:15 | sell | 512 | 0.05 | 114.506 | 0.000 | 0.000 | ||
| 1024 | 2016.08.01 12:00 | close | 512 | 0.05 | 114.104 | 0.000 | 0.000 | 2010.00 | 738380.50 |
| 1025 | 2016.08.01 14:33 | buy | 513 | 0.05 | 114.170 | 0.000 | 0.000 | ||
| 1026 | 2016.08.02 04:50 | close | 513 | 0.05 | 114.381 | 0.000 | 0.000 | 1031.50 | 739412.00 |
| 1027 | 2016.08.02 06:45 | sell | 514 | 0.05 | 114.503 | 0.000 | 0.000 | ||
| 1028 | 2016.08.02 12:00 | close | 514 | 0.05 | 113.968 | 0.000 | 0.000 | 2675.00 | 742087.00 |
| 1029 | 2016.08.02 13:15 | buy | 515 | 0.05 | 113.881 | 0.000 | 0.000 | ||
| 1030 | 2016.08.02 17:36 | buy | 516 | 0.05 | 113.287 | 0.000 | 0.000 | ||
| 1031 | 2016.08.03 04:32 | close | 516 | 0.05 | 113.586 | 0.000 | 0.000 | 1471.50 | 743558.50 |
| 1032 | 2016.08.03 04:32 | close | 515 | 0.05 | 113.586 | 0.000 | 0.000 | -1498.50 | 742060.00 |
| 1033 | 2016.08.03 05:30 | sell | 517 | 0.05 | 113.475 | 0.000 | 0.000 | ||
| 1034 | 2016.08.03 12:06 | close | 517 | 0.05 | 113.296 | 0.000 | 0.000 | 895.00 | 742955.00 |
| 1035 | 2016.08.03 23:00 | buy | 518 | 0.05 | 112.815 | 0.000 | 0.000 | ||
| 1036 | 2016.08.04 09:26 | close | 518 | 0.05 | 113.083 | 0.000 | 0.000 | 1269.50 | 744224.50 |
| 1037 | 2016.08.04 16:20 | buy | 519 | 0.05 | 112.745 | 0.000 | 0.000 | ||
| 1038 | 2016.08.08 00:59 | close | 519 | 0.05 | 112.999 | 0.000 | 0.000 | 1223.00 | 745447.50 |
| 1039 | 2016.08.08 02:35 | sell | 520 | 0.05 | 113.296 | 0.000 | 0.000 | ||
| 1040 | 2016.08.09 15:38 | close | 520 | 0.05 | 113.081 | 0.000 | 0.000 | 1065.00 | 746512.50 |
| 1041 | 2016.08.10 06:25 | buy | 521 | 0.05 | 113.000 | 0.000 | 0.000 | ||
| 1042 | 2016.08.10 12:54 | close | 521 | 0.05 | 113.211 | 0.000 | 0.000 | 1055.00 | 747567.50 |
| 1043 | 2016.08.11 22:30 | sell | 522 | 0.05 | 113.570 | 0.000 | 0.000 | ||
| 1044 | 2016.08.12 15:47 | close | 522 | 0.05 | 113.408 | 0.000 | 0.000 | 800.00 | 748367.50 |
| 1045 | 2016.08.12 19:15 | buy | 523 | 0.05 | 112.970 | 0.000 | 0.000 | ||
| 1046 | 2016.08.15 17:52 | close | 523 | 0.05 | 113.180 | 0.000 | 0.000 | 1026.50 | 749394.00 |
| 1047 | 2016.08.15 18:47 | sell | 524 | 0.05 | 113.145 | 0.000 | 0.000 | ||
| 1048 | 2016.08.16 04:30 | close | 524 | 0.05 | 112.973 | 0.000 | 0.000 | 850.00 | 750244.00 |
| 1049 | 2016.08.16 07:50 | buy | 525 | 0.05 | 112.610 | 0.000 | 0.000 | ||
| 1050 | 2016.08.16 12:00 | close | 525 | 0.05 | 112.885 | 0.000 | 0.000 | 1375.00 | 751619.00 |