Strategy Tester Report
TimeOrder_USDJPY_B210
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 1分足(M1) 2013.01.02 01:40 - 2021.05.31 23:57 (2013.01.01 - 2021.06.01) | ||||
| 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 | Trade_Currency="USDJPY"; EA_Comment="30046:TimeOrder_USDJPY_B210"; Magic_Number=99992210; Slippage=10; Spread_Pips=0.5; Trade_Leverage_B=10; System_Min_Lots=0.01; System_Max_Lots=100; Lot_Fixed=false; User_Max_Lots=0.01; | ||||
| テストバー数 | 3113726 | モデルティック数 | 73149677 | モデリング品質 | 25.00% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 10000.00 | スプレッド | 5 | ||
| 純益 | 319880.04 | 総利益 | 720927.21 | 総損失 | -401047.17 |
| プロフィットファクタ | 1.80 | 期待利得 | 234.52 | ||
| 絶対ドローダウン | 238.18 | 最大ドローダウン | 43394.96 (12.71%) | 相対ドローダウン | 14.05% (9008.72) |
| 総取引数 | 1364 | 売りポジション(勝率%） | 1364 (56.74%) | 買いポジション(勝率%） | 0 (0.00%) |
| 勝率(%) | 774 (56.74%) | 負率 (%) | 590 (43.26%) | ||
| 最大 | 勝トレード | 36359.61 | 敗トレード | -9889.37 | |
| 平均 | 勝トレード | 931.43 | 敗トレード | -679.74 | |
| 最大 | 連勝(金額) | 13 (6429.36) | 連敗(金額) | 9 (-17316.66) | |
| 最大 | 連勝(トレード数) | 71134.60 (7) | 連敗(トレード数) | -17316.66 (9) | |
| 平均 | 連勝 | 2 | 連敗 | 2 | |
1ページ目次へ
| # | 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 |
| 1 | 2013.01.04 02:54 | sell | 1 | 1.00 | 87.628 | 88.028 | 0.000 | ||
| 2 | 2013.01.04 04:30 | close | 1 | 1.00 | 87.652 | 88.028 | 0.000 | -27.38 | 9972.62 |
| 3 | 2013.01.07 02:54 | sell | 2 | 1.00 | 88.048 | 88.448 | 0.000 | ||
| 4 | 2013.01.07 04:24 | close | 2 | 1.00 | 88.011 | 88.448 | 0.000 | 42.04 | 10014.66 |
| 5 | 2013.01.08 02:54 | sell | 3 | 1.00 | 87.536 | 87.936 | 0.000 | ||
| 6 | 2013.01.08 04:15 | close | 3 | 1.00 | 87.420 | 87.936 | 0.000 | 132.69 | 10147.35 |
| 7 | 2013.01.11 02:54 | sell | 4 | 1.01 | 89.184 | 89.584 | 0.000 | ||
| 8 | 2013.01.11 05:03 | close | 4 | 1.01 | 88.935 | 89.584 | 0.000 | 282.78 | 10430.13 |
| 9 | 2013.01.14 02:54 | sell | 5 | 1.04 | 89.489 | 89.889 | 0.000 | ||
| 10 | 2013.01.14 05:40 | close | 5 | 1.04 | 89.544 | 89.889 | 0.000 | -63.88 | 10366.25 |
| 11 | 2013.01.15 02:54 | sell | 6 | 1.04 | 89.568 | 89.968 | 0.000 | ||
| 12 | 2013.01.15 04:19 | close | 6 | 1.04 | 89.576 | 89.968 | 0.000 | -9.29 | 10356.96 |
| 13 | 2013.01.16 02:54 | sell | 7 | 1.04 | 88.512 | 88.912 | 0.000 | ||
| 14 | 2013.01.16 04:18 | close | 7 | 1.04 | 88.216 | 88.912 | 0.000 | 348.96 | 10705.92 |
| 15 | 2013.01.17 02:54 | sell | 8 | 1.07 | 88.643 | 89.043 | 0.000 | ||
| 16 | 2013.01.17 04:15 | close | 8 | 1.07 | 88.551 | 89.043 | 0.000 | 111.17 | 10817.09 |
| 17 | 2013.01.22 02:54 | sell | 9 | 1.08 | 89.724 | 90.124 | 0.000 | ||
| 18 | 2013.01.22 04:18 | close | 9 | 1.08 | 89.490 | 90.124 | 0.000 | 282.40 | 11099.49 |
| 19 | 2013.01.23 02:54 | sell | 10 | 1.11 | 88.689 | 89.089 | 0.000 | ||
| 20 | 2013.01.23 04:21 | close | 10 | 1.11 | 88.647 | 89.089 | 0.000 | 52.59 | 11152.08 |
| 21 | 2013.01.25 02:54 | sell | 11 | 1.12 | 90.546 | 90.946 | 0.000 | ||
| 22 | 2013.01.25 04:15 | close | 11 | 1.12 | 90.400 | 90.946 | 0.000 | 180.88 | 11332.96 |
| 23 | 2013.01.31 02:54 | sell | 12 | 1.13 | 91.143 | 91.543 | 0.000 | ||
| 24 | 2013.01.31 04:25 | close | 12 | 1.13 | 90.916 | 91.543 | 0.000 | 282.14 | 11615.10 |
| 25 | 2013.02.06 02:54 | sell | 13 | 1.16 | 93.632 | 94.032 | 0.000 | ||
| 26 | 2013.02.06 04:15 | close | 13 | 1.16 | 93.792 | 94.032 | 0.000 | -197.88 | 11417.22 |
| 27 | 2013.02.07 02:54 | sell | 14 | 1.14 | 93.555 | 93.955 | 0.000 | ||
| 28 | 2013.02.07 04:46 | close | 14 | 1.14 | 93.446 | 93.955 | 0.000 | 132.98 | 11550.20 |
| 29 | 2013.02.08 02:54 | sell | 15 | 1.16 | 93.682 | 94.082 | 0.000 | ||
| 30 | 2013.02.08 04:22 | close | 15 | 1.16 | 93.550 | 94.082 | 0.000 | 163.68 | 11713.88 |
| 31 | 2013.02.11 02:54 | sell | 16 | 1.17 | 92.684 | 93.084 | 0.000 | ||
| 32 | 2013.02.11 04:15 | close | 16 | 1.17 | 92.478 | 93.084 | 0.000 | 260.62 | 11974.50 |
| 33 | 2013.02.12 02:54 | sell | 17 | 1.20 | 94.248 | 94.648 | 0.000 | ||
| 34 | 2013.02.12 04:25 | close | 17 | 1.20 | 94.216 | 94.648 | 0.000 | 40.76 | 12015.26 |
| 35 | 2013.02.13 02:54 | sell | 18 | 1.20 | 93.352 | 93.752 | 0.000 | ||
| 36 | 2013.02.13 04:29 | close | 18 | 1.20 | 93.317 | 93.752 | 0.000 | 45.01 | 12060.27 |
| 37 | 2013.02.14 02:54 | sell | 19 | 1.21 | 93.277 | 93.677 | 0.000 | ||
| 38 | 2013.02.14 04:17 | close | 19 | 1.21 | 93.459 | 93.677 | 0.000 | -235.63 | 11824.64 |
| 39 | 2013.02.15 02:54 | sell | 20 | 1.18 | 92.912 | 93.312 | 0.000 | ||
| 40 | 2013.02.15 04:53 | close | 20 | 1.18 | 92.857 | 93.312 | 0.000 | 69.89 | 11894.53 |
| 41 | 2013.02.19 02:54 | sell | 21 | 1.19 | 93.795 | 94.195 | 0.000 | ||
| 42 | 2013.02.19 04:26 | close | 21 | 1.19 | 93.854 | 94.195 | 0.000 | -74.81 | 11819.72 |
| 43 | 2013.02.20 02:54 | sell | 22 | 1.18 | 93.641 | 94.041 | 0.000 | ||
| 44 | 2013.02.20 04:17 | close | 22 | 1.18 | 93.643 | 94.041 | 0.000 | -2.52 | 11817.20 |
| 45 | 2013.02.21 02:54 | sell | 23 | 1.18 | 93.831 | 94.231 | 0.000 | ||
| 46 | 2013.02.21 04:17 | close | 23 | 1.18 | 93.590 | 94.231 | 0.000 | 303.86 | 12121.06 |
| 47 | 2013.02.22 02:54 | sell | 24 | 1.21 | 93.279 | 93.679 | 0.000 | ||
| 48 | 2013.02.22 04:57 | close | 24 | 1.21 | 93.120 | 93.679 | 0.000 | 206.60 | 12327.66 |
| 49 | 2013.02.25 02:54 | sell | 25 | 1.23 | 94.054 | 94.454 | 0.000 | ||
| 50 | 2013.02.25 04:29 | close | 25 | 1.23 | 94.095 | 94.454 | 0.000 | -53.59 | 12274.07 |
| 51 | 2013.02.26 02:54 | sell | 26 | 1.23 | 92.728 | 93.128 | 0.000 | ||
| 52 | 2013.02.26 04:39 | close | 26 | 1.23 | 92.524 | 93.128 | 0.000 | 271.19 | 12545.26 |
| 53 | 2013.02.27 02:54 | sell | 27 | 1.25 | 92.043 | 92.443 | 0.000 | ||
| 54 | 2013.02.27 05:37 | close | 27 | 1.25 | 91.940 | 92.443 | 0.000 | 140.04 | 12685.30 |
| 55 | 2013.02.28 02:54 | sell | 28 | 1.27 | 92.458 | 92.858 | 0.000 | ||
| 56 | 2013.02.28 04:15 | close | 28 | 1.27 | 92.355 | 92.858 | 0.000 | 141.64 | 12826.94 |
| 57 | 2013.03.01 02:54 | sell | 29 | 1.28 | 92.630 | 93.030 | 0.000 | ||
| 58 | 2013.03.01 05:18 | close | 29 | 1.28 | 92.638 | 93.030 | 0.000 | -11.05 | 12815.89 |
| 59 | 2013.03.05 02:54 | sell | 30 | 1.28 | 93.412 | 93.812 | 0.000 | ||
| 60 | 2013.03.05 04:15 | close | 30 | 1.28 | 93.422 | 93.812 | 0.000 | -13.70 | 12802.19 |
| 61 | 2013.03.06 02:54 | sell | 31 | 1.28 | 93.192 | 93.592 | 0.000 | ||
| 62 | 2013.03.06 04:23 | close | 31 | 1.28 | 93.094 | 93.592 | 0.000 | 134.75 | 12936.94 |
| 63 | 2013.03.07 02:54 | sell | 32 | 1.29 | 94.094 | 94.494 | 0.000 | ||
| 64 | 2013.03.07 04:15 | close | 32 | 1.29 | 93.972 | 94.494 | 0.000 | 167.48 | 13104.42 |
| 65 | 2013.03.08 02:54 | sell | 33 | 1.31 | 94.931 | 95.331 | 0.000 | ||
| 66 | 2013.03.08 04:59 | s/l | 33 | 1.31 | 95.331 | 95.331 | 0.000 | -549.66 | 12554.76 |
| 67 | 2013.03.12 03:54 | sell | 34 | 1.26 | 96.460 | 96.860 | 0.000 | ||
| 68 | 2013.03.12 05:15 | close | 34 | 1.26 | 96.562 | 96.860 | 0.000 | -133.10 | 12421.66 |
| 69 | 2013.03.13 03:54 | sell | 35 | 1.24 | 96.058 | 96.458 | 0.000 | ||
| 70 | 2013.03.13 05:15 | close | 35 | 1.24 | 95.864 | 96.458 | 0.000 | 250.94 | 12672.60 |
| 71 | 2013.03.18 03:54 | sell | 36 | 1.27 | 94.940 | 95.340 | 0.000 | ||
| 72 | 2013.03.18 05:15 | close | 36 | 1.27 | 94.693 | 95.340 | 0.000 | 331.27 | 13003.87 |
| 73 | 2013.03.19 03:54 | sell | 37 | 1.30 | 95.524 | 95.924 | 0.000 | ||
| 74 | 2013.03.19 05:41 | close | 37 | 1.30 | 95.677 | 95.924 | 0.000 | -207.89 | 12795.98 |
| 75 | 2013.03.20 03:54 | sell | 38 | 1.28 | 94.934 | 95.334 | 0.000 | ||
| 76 | 2013.03.20 05:44 | close | 38 | 1.28 | 94.969 | 95.334 | 0.000 | -47.17 | 12748.81 |
| 77 | 2013.03.21 03:54 | sell | 39 | 1.27 | 95.873 | 96.273 | 0.000 | ||
| 78 | 2013.03.21 05:49 | close | 39 | 1.27 | 95.969 | 96.273 | 0.000 | -127.04 | 12621.77 |
| 79 | 2013.03.22 03:54 | sell | 40 | 1.26 | 95.040 | 95.440 | 0.000 | ||
| 80 | 2013.03.22 05:48 | close | 40 | 1.26 | 94.936 | 95.440 | 0.000 | 138.03 | 12759.80 |
| 81 | 2013.03.25 03:54 | sell | 41 | 1.28 | 94.821 | 95.221 | 0.000 | ||
| 82 | 2013.03.25 05:15 | close | 41 | 1.28 | 94.832 | 95.221 | 0.000 | -14.85 | 12744.95 |
| 83 | 2013.03.27 03:54 | sell | 42 | 1.27 | 94.583 | 94.983 | 0.000 | ||
| 84 | 2013.03.27 05:15 | close | 42 | 1.27 | 94.649 | 94.983 | 0.000 | -88.56 | 12656.39 |
| 85 | 2013.03.29 03:54 | sell | 43 | 1.27 | 94.030 | 94.430 | 0.000 | ||
| 86 | 2013.03.29 05:28 | close | 43 | 1.27 | 94.131 | 94.430 | 0.000 | -136.27 | 12520.12 |
| 87 | 2013.04.01 03:54 | sell | 44 | 1.25 | 94.302 | 94.702 | 0.000 | ||
| 88 | 2013.04.01 05:22 | close | 44 | 1.25 | 93.920 | 94.702 | 0.000 | 508.41 | 13028.53 |
| 89 | 2013.04.02 03:54 | sell | 45 | 1.30 | 93.092 | 93.492 | 0.000 | ||
| 90 | 2013.04.02 05:21 | close | 45 | 1.30 | 93.053 | 93.492 | 0.000 | 54.49 | 13083.02 |
| 91 | 2013.04.03 03:54 | sell | 46 | 1.31 | 93.628 | 94.028 | 0.000 | ||
| 92 | 2013.04.03 05:29 | close | 46 | 1.31 | 93.613 | 94.028 | 0.000 | 20.99 | 13104.01 |
| 93 | 2013.04.04 03:54 | sell | 47 | 1.31 | 92.900 | 93.300 | 0.000 | ||
| 94 | 2013.04.04 05:22 | close | 47 | 1.31 | 92.969 | 93.300 | 0.000 | -97.23 | 13006.78 |
| 95 | 2013.04.05 03:54 | sell | 48 | 1.30 | 96.897 | 97.297 | 0.000 | ||
| 96 | 2013.04.05 06:07 | close | 48 | 1.30 | 97.045 | 97.297 | 0.000 | -198.26 | 12808.52 |
| 97 | 2013.04.08 03:54 | sell | 49 | 1.28 | 98.473 | 98.873 | 0.000 | ||
| 98 | 2013.04.08 05:25 | close | 49 | 1.28 | 98.372 | 98.873 | 0.000 | 131.42 | 12939.94 |
| 99 | 2013.04.09 03:54 | sell | 50 | 1.29 | 99.392 | 99.792 | 0.000 | ||
| 100 | 2013.04.09 05:31 | close | 50 | 1.29 | 99.383 | 99.792 | 0.000 | 11.68 | 12951.62 |
| 101 | 2013.04.10 03:54 | sell | 51 | 1.30 | 99.178 | 99.578 | 0.000 | ||
| 102 | 2013.04.10 05:26 | close | 51 | 1.30 | 98.995 | 99.578 | 0.000 | 240.32 | 13191.94 |
| 103 | 2013.04.16 03:54 | sell | 52 | 1.32 | 96.851 | 97.251 | 0.000 | ||
| 104 | 2013.04.16 06:20 | s/l | 52 | 1.32 | 97.251 | 97.251 | 0.000 | -542.93 | 12649.01 |
| 105 | 2013.04.19 03:54 | sell | 53 | 1.26 | 98.264 | 98.664 | 0.000 | ||
| 106 | 2013.04.19 05:42 | s/l | 53 | 1.26 | 98.664 | 98.664 | 0.000 | -510.77 | 12138.24 |
| 107 | 2013.04.24 03:54 | sell | 54 | 1.21 | 99.619 | 100.019 | 0.000 | ||
| 108 | 2013.04.24 05:19 | close | 54 | 1.21 | 99.292 | 100.019 | 0.000 | 398.49 | 12536.73 |
| 109 | 2013.04.26 03:54 | sell | 55 | 1.25 | 99.128 | 99.528 | 0.000 | ||
| 110 | 2013.04.26 05:15 | close | 55 | 1.25 | 98.896 | 99.528 | 0.000 | 293.24 | 12829.97 |
| 111 | 2013.04.29 03:54 | sell | 56 | 1.28 | 97.868 | 98.268 | 0.000 | ||
| 112 | 2013.04.29 05:15 | close | 56 | 1.28 | 97.575 | 98.268 | 0.000 | 384.36 | 13214.33 |
| 113 | 2013.04.30 03:54 | sell | 57 | 1.32 | 97.893 | 98.293 | 0.000 | ||
| 114 | 2013.04.30 05:15 | close | 57 | 1.32 | 97.965 | 98.293 | 0.000 | -97.01 | 13117.32 |
| 115 | 2013.05.03 03:54 | sell | 58 | 1.31 | 97.991 | 98.391 | 0.000 | ||
| 116 | 2013.05.03 05:22 | close | 58 | 1.31 | 97.975 | 98.391 | 0.000 | 21.39 | 13138.71 |
| 117 | 2013.05.06 03:54 | sell | 59 | 1.31 | 99.090 | 99.490 | 0.000 | ||
| 118 | 2013.05.06 05:15 | close | 59 | 1.31 | 99.087 | 99.490 | 0.000 | 3.97 | 13142.68 |
| 119 | 2013.05.07 03:54 | sell | 60 | 1.31 | 99.154 | 99.554 | 0.000 | ||
| 120 | 2013.05.07 05:47 | close | 60 | 1.31 | 98.974 | 99.554 | 0.000 | 238.24 | 13380.92 |
| 121 | 2013.05.09 03:54 | sell | 61 | 1.34 | 98.871 | 99.271 | 0.000 | ||
| 122 | 2013.05.09 05:15 | close | 61 | 1.34 | 98.806 | 99.271 | 0.000 | 88.15 | 13469.07 |
| 123 | 2013.05.10 03:54 | sell | 62 | 1.35 | 100.926 | 101.326 | 0.000 | ||
| 124 | 2013.05.10 05:15 | close | 62 | 1.35 | 100.948 | 101.326 | 0.000 | -29.42 | 13439.65 |
| 125 | 2013.05.13 03:54 | sell | 63 | 1.34 | 101.885 | 102.285 | 0.000 | ||
| 126 | 2013.05.13 05:15 | close | 63 | 1.34 | 101.853 | 102.285 | 0.000 | 42.10 | 13481.75 |
| 127 | 2013.05.14 03:54 | sell | 64 | 1.35 | 101.436 | 101.836 | 0.000 | ||
| 128 | 2013.05.14 06:37 | close | 64 | 1.35 | 101.623 | 101.836 | 0.000 | -248.42 | 13233.33 |
| 129 | 2013.05.15 03:54 | sell | 65 | 1.32 | 102.115 | 102.515 | 0.000 | ||
| 130 | 2013.05.15 05:15 | close | 65 | 1.32 | 102.191 | 102.515 | 0.000 | -98.17 | 13135.16 |
| 131 | 2013.05.17 03:54 | sell | 66 | 1.31 | 102.290 | 102.690 | 0.000 | ||
| 132 | 2013.05.17 05:15 | close | 66 | 1.31 | 102.292 | 102.690 | 0.000 | -2.56 | 13132.60 |
| 133 | 2013.05.20 03:54 | sell | 67 | 1.31 | 102.844 | 103.244 | 0.000 | ||
| 134 | 2013.05.20 05:16 | close | 67 | 1.31 | 102.761 | 103.244 | 0.000 | 105.81 | 13238.41 |
| 135 | 2013.05.21 03:54 | sell | 68 | 1.32 | 102.458 | 102.858 | 0.000 | ||
| 136 | 2013.05.21 05:15 | close | 68 | 1.32 | 102.574 | 102.858 | 0.000 | -149.28 | 13089.13 |
| 137 | 2013.05.23 03:54 | sell | 69 | 1.31 | 103.500 | 103.900 | 0.000 | ||
| 138 | 2013.05.23 05:15 | close | 69 | 1.31 | 103.263 | 103.900 | 0.000 | 300.66 | 13389.79 |
| 139 | 2013.05.24 03:54 | sell | 70 | 1.34 | 102.302 | 102.702 | 0.000 | ||
| 140 | 2013.05.24 05:16 | close | 70 | 1.34 | 102.271 | 102.702 | 0.000 | 40.62 | 13430.41 |
| 141 | 2013.05.27 03:54 | sell | 71 | 1.34 | 100.887 | 101.287 | 0.000 | ||
| 142 | 2013.05.27 05:19 | close | 71 | 1.34 | 100.975 | 101.287 | 0.000 | -116.78 | 13313.63 |
| 143 | 2013.05.29 03:54 | sell | 72 | 1.33 | 102.230 | 102.630 | 0.000 | ||
| 144 | 2013.05.29 05:21 | close | 72 | 1.33 | 102.141 | 102.630 | 0.000 | 115.89 | 13429.52 |
| 145 | 2013.05.30 03:54 | sell | 73 | 1.34 | 101.200 | 101.600 | 0.000 | ||
| 146 | 2013.05.30 05:15 | close | 73 | 1.34 | 101.240 | 101.600 | 0.000 | -52.94 | 13376.58 |
| 147 | 2013.05.31 03:54 | sell | 74 | 1.34 | 101.094 | 101.494 | 0.000 | ||
| 148 | 2013.05.31 05:16 | close | 74 | 1.34 | 100.948 | 101.494 | 0.000 | 193.80 | 13570.38 |
| 149 | 2013.06.04 03:54 | sell | 75 | 1.36 | 99.496 | 99.896 | 0.000 | ||
| 150 | 2013.06.04 05:15 | close | 75 | 1.36 | 99.568 | 99.896 | 0.000 | -98.34 | 13472.04 |
1ページ目次へ