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 |
| 1201 | 2016.11.28 05:15 | buy | 601 | 0.05 | 119.229 | 0.000 | 0.000 | ||
| 1202 | 2016.11.28 12:35 | close | 601 | 0.05 | 119.444 | 0.000 | 0.000 | 1075.00 | 807396.50 |
| 1203 | 2016.11.29 01:02 | buy | 602 | 0.05 | 118.705 | 0.000 | 0.000 | ||
| 1204 | 2016.11.29 09:37 | close | 602 | 0.05 | 118.944 | 0.000 | 0.000 | 1195.00 | 808591.50 |
| 1205 | 2016.11.29 12:45 | sell | 603 | 0.05 | 119.256 | 0.000 | 0.000 | ||
| 1206 | 2016.11.29 15:46 | sell | 604 | 0.05 | 119.849 | 0.000 | 0.000 | ||
| 1207 | 2016.11.29 21:56 | close | 604 | 0.05 | 119.548 | 0.000 | 0.000 | 1505.00 | 810096.50 |
| 1208 | 2016.11.29 21:56 | close | 603 | 0.05 | 119.548 | 0.000 | 0.000 | -1460.00 | 808636.50 |
| 1209 | 2016.11.30 09:05 | sell | 605 | 0.05 | 119.822 | 0.000 | 0.000 | ||
| 1210 | 2016.11.30 11:20 | sell | 606 | 0.05 | 120.416 | 0.000 | 0.000 | ||
| 1211 | 2016.11.30 19:31 | sell | 607 | 0.05 | 121.013 | 0.000 | 0.000 | ||
| 1212 | 2016.12.01 18:49 | sell | 608 | 0.05 | 121.609 | 0.000 | 0.000 | ||
| 1213 | 2016.12.05 00:00 | close | 608 | 0.05 | 120.343 | 0.000 | 0.000 | 6310.00 | 814946.50 |
| 1214 | 2016.12.05 00:00 | close | 607 | 0.05 | 120.343 | 0.000 | 0.000 | 3300.00 | 818246.50 |
| 1215 | 2016.12.05 00:00 | close | 606 | 0.05 | 120.343 | 0.000 | 0.000 | 315.00 | 818561.50 |
| 1216 | 2016.12.05 00:00 | close | 605 | 0.05 | 120.343 | 0.000 | 0.000 | -2655.00 | 815906.50 |
| 1217 | 2016.12.05 06:05 | buy | 609 | 0.05 | 119.716 | 0.000 | 0.000 | ||
| 1218 | 2016.12.05 13:23 | close | 609 | 0.05 | 122.456 | 0.000 | 0.000 | 13700.00 | 829606.50 |
| 1219 | 2016.12.05 14:45 | sell | 610 | 0.05 | 122.190 | 0.000 | 0.000 | ||
| 1220 | 2016.12.05 17:31 | sell | 611 | 0.05 | 123.121 | 0.000 | 0.000 | ||
| 1221 | 2016.12.06 00:00 | close | 611 | 0.05 | 122.574 | 0.000 | 0.000 | 2725.00 | 832331.50 |
| 1222 | 2016.12.06 00:00 | close | 610 | 0.05 | 122.574 | 0.000 | 0.000 | -1930.00 | 830401.50 |
| 1223 | 2016.12.06 13:17 | sell | 612 | 0.05 | 122.781 | 0.000 | 0.000 | ||
| 1224 | 2016.12.06 20:03 | close | 612 | 0.05 | 122.055 | 0.000 | 0.000 | 3630.00 | 834031.50 |
| 1225 | 2016.12.06 20:03 | buy | 613 | 0.05 | 122.055 | 0.000 | 0.000 | ||
| 1226 | 2016.12.07 04:00 | close | 613 | 0.05 | 122.298 | 0.000 | 0.000 | 1191.50 | 835223.00 |
| 1227 | 2016.12.08 12:45 | sell | 614 | 0.05 | 122.394 | 0.000 | 0.000 | ||
| 1228 | 2016.12.08 20:02 | close | 614 | 0.05 | 121.096 | 0.000 | 0.000 | 6490.00 | 841713.00 |
| 1229 | 2016.12.08 20:15 | buy | 615 | 0.05 | 121.144 | 0.000 | 0.000 | ||
| 1230 | 2016.12.09 06:32 | close | 615 | 0.05 | 121.354 | 0.000 | 0.000 | 1026.50 | 842739.50 |
| 1231 | 2016.12.12 07:18 | sell | 616 | 0.05 | 121.908 | 0.000 | 0.000 | ||
| 1232 | 2016.12.12 10:06 | sell | 617 | 0.05 | 122.502 | 0.000 | 0.000 | ||
| 1233 | 2016.12.13 00:35 | close | 617 | 0.05 | 122.204 | 0.000 | 0.000 | 1480.00 | 844219.50 |
| 1234 | 2016.12.13 00:35 | close | 616 | 0.05 | 122.204 | 0.000 | 0.000 | -1490.00 | 842729.50 |
| 1235 | 2016.12.13 09:45 | sell | 618 | 0.05 | 122.572 | 0.000 | 0.000 | ||
| 1236 | 2016.12.13 16:20 | close | 618 | 0.05 | 122.251 | 0.000 | 0.000 | 1605.00 | 844334.50 |
| 1237 | 2016.12.15 00:45 | sell | 619 | 0.05 | 123.305 | 0.000 | 0.000 | ||
| 1238 | 2016.12.15 12:14 | sell | 620 | 0.05 | 123.898 | 0.000 | 0.000 | ||
| 1239 | 2016.12.15 20:00 | close | 620 | 0.05 | 122.781 | 0.000 | 0.000 | 5585.00 | 849919.50 |
| 1240 | 2016.12.15 20:00 | close | 619 | 0.05 | 122.781 | 0.000 | 0.000 | 2620.00 | 852539.50 |
| 1241 | 2016.12.15 20:00 | buy | 621 | 0.05 | 122.781 | 0.000 | 0.000 | ||
| 1242 | 2016.12.16 05:11 | close | 621 | 0.05 | 123.250 | 0.000 | 0.000 | 2321.50 | 854861.00 |
| 1243 | 2016.12.16 11:15 | sell | 622 | 0.05 | 123.421 | 0.000 | 0.000 | ||
| 1244 | 2016.12.16 16:07 | close | 622 | 0.05 | 123.260 | 0.000 | 0.000 | 805.00 | 855666.00 |
| 1245 | 2016.12.16 19:15 | buy | 623 | 0.05 | 123.151 | 0.000 | 0.000 | ||
| 1246 | 2016.12.19 09:07 | buy | 624 | 0.05 | 122.560 | 0.000 | 0.000 | ||
| 1247 | 2016.12.19 15:28 | buy | 625 | 0.05 | 121.965 | 0.000 | 0.000 | ||
| 1248 | 2016.12.20 10:02 | close | 625 | 0.05 | 122.560 | 0.000 | 0.000 | 2951.50 | 858617.50 |
| 1249 | 2016.12.20 10:02 | close | 624 | 0.05 | 122.560 | 0.000 | 0.000 | -23.50 | 858594.00 |
| 1250 | 2016.12.20 10:02 | close | 623 | 0.05 | 122.560 | 0.000 | 0.000 | -3002.00 | 855592.00 |
| 1251 | 2016.12.20 10:02 | sell | 626 | 0.05 | 122.560 | 0.000 | 0.000 | ||
| 1252 | 2016.12.20 22:10 | close | 626 | 0.05 | 122.398 | 0.000 | 0.000 | 810.00 | 856402.00 |
| 1253 | 2016.12.21 19:45 | sell | 627 | 0.05 | 122.736 | 0.000 | 0.000 | ||
| 1254 | 2016.12.22 01:20 | close | 627 | 0.05 | 122.553 | 0.000 | 0.000 | 885.00 | 857287.00 |
| 1255 | 2016.12.22 23:25 | buy | 628 | 0.05 | 122.711 | 0.000 | 0.000 | ||
| 1256 | 2016.12.27 18:14 | close | 628 | 0.05 | 122.948 | 0.000 | 0.000 | 1114.50 | 858401.50 |
| 1257 | 2016.12.27 18:14 | sell | 629 | 0.05 | 122.948 | 0.000 | 0.000 | ||
| 1258 | 2016.12.28 11:45 | close | 629 | 0.05 | 122.787 | 0.000 | 0.000 | 795.00 | 859196.50 |
| 1259 | 2016.12.28 13:59 | buy | 630 | 0.05 | 122.669 | 0.000 | 0.000 | ||
| 1260 | 2016.12.28 19:28 | buy | 631 | 0.05 | 122.070 | 0.000 | 0.000 | ||
| 1261 | 2016.12.29 21:24 | close | 631 | 0.05 | 122.371 | 0.000 | 0.000 | 1434.50 | 860631.00 |
| 1262 | 2016.12.29 21:24 | close | 630 | 0.05 | 122.371 | 0.000 | 0.000 | -1560.50 | 859070.50 |
| 1263 | 2016.12.29 21:55 | sell | 632 | 0.05 | 122.285 | 0.000 | 0.000 | ||
| 1264 | 2016.12.30 01:39 | sell | 633 | 0.05 | 122.884 | 0.000 | 0.000 | ||
| 1265 | 2016.12.30 01:40 | sell | 634 | 0.05 | 123.483 | 0.000 | 0.000 | ||
| 1266 | 2016.12.30 08:09 | close | 634 | 0.05 | 122.883 | 0.000 | 0.000 | 3000.00 | 862070.50 |
| 1267 | 2016.12.30 08:09 | close | 633 | 0.05 | 122.883 | 0.000 | 0.000 | 5.00 | 862075.50 |
| 1268 | 2016.12.30 08:09 | close | 632 | 0.05 | 122.883 | 0.000 | 0.000 | -3000.00 | 859075.50 |
| 1269 | 2016.12.30 08:55 | sell | 635 | 0.05 | 122.951 | 0.000 | 0.000 | ||
| 1270 | 2016.12.30 11:19 | sell | 636 | 0.05 | 123.544 | 0.000 | 0.000 | ||
| 1271 | 2016.12.30 16:00 | close | 636 | 0.05 | 123.246 | 0.000 | 0.000 | 1490.00 | 860565.50 |
| 1272 | 2016.12.30 16:00 | close | 635 | 0.05 | 123.246 | 0.000 | 0.000 | -1475.00 | 859090.50 |
| 1273 | 2016.12.30 22:40 | buy | 637 | 0.05 | 123.042 | 0.000 | 0.000 | ||
| 1274 | 2017.01.02 10:51 | close | 637 | 0.05 | 123.313 | 0.000 | 0.000 | 1331.50 | 860422.00 |
| 1275 | 2017.01.03 16:00 | buy | 638 | 0.05 | 122.831 | 0.000 | 0.000 | ||
| 1276 | 2017.01.04 22:31 | close | 638 | 0.05 | 123.042 | 0.000 | 0.000 | 1031.50 | 861453.50 |
| 1277 | 2017.01.04 22:31 | sell | 639 | 0.05 | 123.042 | 0.000 | 0.000 | ||
| 1278 | 2017.01.05 04:16 | close | 639 | 0.05 | 122.630 | 0.000 | 0.000 | 2030.00 | 863483.50 |
| 1279 | 2017.01.05 06:00 | buy | 640 | 0.05 | 122.562 | 0.000 | 0.000 | ||
| 1280 | 2017.01.06 10:33 | close | 640 | 0.05 | 123.056 | 0.000 | 0.000 | 2446.50 | 865930.00 |
| 1281 | 2017.01.06 10:33 | sell | 641 | 0.05 | 123.056 | 0.000 | 0.000 | ||
| 1282 | 2017.01.06 16:39 | close | 641 | 0.05 | 122.894 | 0.000 | 0.000 | 810.00 | 866740.00 |
| 1283 | 2017.01.06 20:03 | sell | 642 | 0.05 | 123.281 | 0.000 | 0.000 | ||
| 1284 | 2017.01.09 12:47 | close | 642 | 0.05 | 123.121 | 0.000 | 0.000 | 790.00 | 867530.00 |
| 1285 | 2017.01.09 15:45 | buy | 643 | 0.05 | 122.817 | 0.000 | 0.000 | ||
| 1286 | 2017.01.10 20:59 | buy | 644 | 0.05 | 122.221 | 0.000 | 0.000 | ||
| 1287 | 2017.01.11 04:05 | close | 644 | 0.05 | 122.520 | 0.000 | 0.000 | 1471.50 | 869001.50 |
| 1288 | 2017.01.11 04:05 | close | 643 | 0.05 | 122.520 | 0.000 | 0.000 | -1532.00 | 867469.50 |
| 1289 | 2017.01.11 16:15 | buy | 645 | 0.05 | 122.189 | 0.000 | 0.000 | ||
| 1290 | 2017.01.11 20:08 | buy | 646 | 0.05 | 121.587 | 0.000 | 0.000 | ||
| 1291 | 2017.01.12 15:48 | close | 646 | 0.05 | 121.889 | 0.000 | 0.000 | 1439.50 | 868909.00 |
| 1292 | 2017.01.12 15:48 | close | 645 | 0.05 | 121.889 | 0.000 | 0.000 | -1570.50 | 867338.50 |
| 1293 | 2017.01.13 04:45 | sell | 647 | 0.05 | 122.012 | 0.000 | 0.000 | ||
| 1294 | 2017.01.13 21:30 | close | 647 | 0.05 | 121.813 | 0.000 | 0.000 | 995.00 | 868333.50 |
| 1295 | 2017.01.16 00:55 | buy | 648 | 0.05 | 121.554 | 0.000 | 0.000 | ||
| 1296 | 2017.01.16 08:38 | buy | 649 | 0.05 | 120.962 | 0.000 | 0.000 | ||
| 1297 | 2017.01.17 14:24 | close | 649 | 0.05 | 121.259 | 0.000 | 0.000 | 1461.50 | 869795.00 |
| 1298 | 2017.01.17 14:24 | close | 648 | 0.05 | 121.259 | 0.000 | 0.000 | -1498.50 | 868296.50 |
| 1299 | 2017.01.17 23:39 | buy | 650 | 0.05 | 120.744 | 0.000 | 0.000 | ||
| 1300 | 2017.01.18 08:01 | close | 650 | 0.05 | 121.022 | 0.000 | 0.000 | 1366.50 | 869663.00 |
| 1301 | 2017.01.19 01:15 | sell | 651 | 0.05 | 121.771 | 0.000 | 0.000 | ||
| 1302 | 2017.01.19 15:30 | sell | 652 | 0.05 | 122.364 | 0.000 | 0.000 | ||
| 1303 | 2017.01.23 01:23 | close | 652 | 0.05 | 122.050 | 0.000 | 0.000 | 1550.00 | 871213.00 |
| 1304 | 2017.01.23 01:23 | close | 651 | 0.05 | 122.050 | 0.000 | 0.000 | -1415.00 | 869798.00 |
| 1305 | 2017.01.23 03:15 | buy | 653 | 0.05 | 122.104 | 0.000 | 0.000 | ||
| 1306 | 2017.01.23 20:16 | buy | 654 | 0.05 | 121.342 | 0.000 | 0.000 | ||
| 1307 | 2017.01.24 09:56 | close | 654 | 0.05 | 121.724 | 0.000 | 0.000 | 1886.50 | 871684.50 |
| 1308 | 2017.01.24 09:56 | close | 653 | 0.05 | 121.724 | 0.000 | 0.000 | -1923.50 | 869761.00 |
| 1309 | 2017.01.24 11:45 | sell | 655 | 0.05 | 121.636 | 0.000 | 0.000 | ||
| 1310 | 2017.01.25 01:15 | sell | 656 | 0.05 | 122.229 | 0.000 | 0.000 | ||
| 1311 | 2017.01.25 08:00 | close | 656 | 0.05 | 121.873 | 0.000 | 0.000 | 1780.00 | 871541.00 |
| 1312 | 2017.01.25 08:00 | close | 655 | 0.05 | 121.873 | 0.000 | 0.000 | -1195.00 | 870346.00 |
| 1313 | 2017.01.26 12:41 | sell | 657 | 0.05 | 122.413 | 0.000 | 0.000 | ||
| 1314 | 2017.01.26 23:13 | close | 657 | 0.05 | 122.252 | 0.000 | 0.000 | 805.00 | 871151.00 |
| 1315 | 2017.01.27 05:46 | sell | 658 | 0.05 | 122.700 | 0.000 | 0.000 | ||
| 1316 | 2017.01.27 17:06 | sell | 659 | 0.05 | 123.299 | 0.000 | 0.000 | ||
| 1317 | 2017.01.30 00:03 | close | 659 | 0.05 | 122.998 | 0.000 | 0.000 | 1495.00 | 872646.00 |
| 1318 | 2017.01.30 00:03 | close | 658 | 0.05 | 122.998 | 0.000 | 0.000 | -1500.00 | 871146.00 |
| 1319 | 2017.01.30 16:52 | buy | 660 | 0.05 | 121.757 | 0.000 | 0.000 | ||
| 1320 | 2017.01.31 14:12 | close | 660 | 0.05 | 121.967 | 0.000 | 0.000 | 1026.50 | 872172.50 |
| 1321 | 2017.01.31 14:12 | sell | 661 | 0.05 | 121.967 | 0.000 | 0.000 | ||
| 1322 | 2017.01.31 20:04 | close | 661 | 0.05 | 121.806 | 0.000 | 0.000 | 805.00 | 872977.50 |
| 1323 | 2017.02.01 10:25 | sell | 662 | 0.05 | 122.365 | 0.000 | 0.000 | ||
| 1324 | 2017.02.01 16:02 | close | 662 | 0.05 | 122.202 | 0.000 | 0.000 | 815.00 | 873792.50 |
| 1325 | 2017.02.01 20:45 | buy | 663 | 0.05 | 121.950 | 0.000 | 0.000 | ||
| 1326 | 2017.02.02 15:40 | buy | 664 | 0.05 | 121.354 | 0.000 | 0.000 | ||
| 1327 | 2017.02.03 03:10 | close | 664 | 0.05 | 121.653 | 0.000 | 0.000 | 1471.50 | 875264.00 |
| 1328 | 2017.02.03 03:10 | close | 663 | 0.05 | 121.653 | 0.000 | 0.000 | -1579.00 | 873685.00 |
| 1329 | 2017.02.03 10:43 | sell | 665 | 0.05 | 121.663 | 0.000 | 0.000 | ||
| 1330 | 2017.02.03 16:00 | close | 665 | 0.05 | 121.341 | 0.000 | 0.000 | 1610.00 | 875295.00 |
| 1331 | 2017.02.06 04:45 | buy | 666 | 0.05 | 121.213 | 0.000 | 0.000 | ||
| 1332 | 2017.02.06 16:35 | buy | 667 | 0.05 | 120.521 | 0.000 | 0.000 | ||
| 1333 | 2017.02.07 02:34 | buy | 668 | 0.05 | 119.926 | 0.000 | 0.000 | ||
| 1334 | 2017.02.09 17:23 | close | 668 | 0.05 | 120.556 | 0.000 | 0.000 | 3056.00 | 878351.00 |
| 1335 | 2017.02.09 17:23 | close | 667 | 0.05 | 120.556 | 0.000 | 0.000 | 57.50 | 878408.50 |
| 1336 | 2017.02.09 17:23 | close | 666 | 0.05 | 120.556 | 0.000 | 0.000 | -3402.50 | 875006.00 |
| 1337 | 2017.02.09 18:00 | sell | 669 | 0.05 | 120.489 | 0.000 | 0.000 | ||
| 1338 | 2017.02.10 02:42 | sell | 670 | 0.05 | 121.085 | 0.000 | 0.000 | ||
| 1339 | 2017.02.10 13:08 | close | 670 | 0.05 | 120.787 | 0.000 | 0.000 | 1490.00 | 876496.00 |
| 1340 | 2017.02.10 13:08 | close | 669 | 0.05 | 120.787 | 0.000 | 0.000 | -1500.00 | 874996.00 |
| 1341 | 2017.02.10 15:45 | buy | 671 | 0.05 | 120.745 | 0.000 | 0.000 | ||
| 1342 | 2017.02.13 02:36 | close | 671 | 0.05 | 121.079 | 0.000 | 0.000 | 1646.50 | 876642.50 |
| 1343 | 2017.02.13 03:45 | sell | 672 | 0.05 | 121.000 | 0.000 | 0.000 | ||
| 1344 | 2017.02.13 09:10 | close | 672 | 0.05 | 120.840 | 0.000 | 0.000 | 800.00 | 877442.50 |
| 1345 | 2017.02.13 23:00 | buy | 673 | 0.05 | 120.448 | 0.000 | 0.000 | ||
| 1346 | 2017.02.14 10:51 | close | 673 | 0.05 | 120.658 | 0.000 | 0.000 | 1026.50 | 878469.00 |
| 1347 | 2017.02.14 20:15 | sell | 674 | 0.05 | 120.917 | 0.000 | 0.000 | ||
| 1348 | 2017.02.16 14:54 | close | 674 | 0.05 | 120.757 | 0.000 | 0.000 | 760.00 | 879229.00 |
| 1349 | 2017.02.17 13:30 | buy | 675 | 0.05 | 120.135 | 0.000 | 0.000 | ||
| 1350 | 2017.02.22 13:45 | buy | 676 | 0.05 | 118.742 | 0.000 | 0.000 | ||