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 | |
| # | 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 |
| 2401 | 2020.06.08 03:54 | sell | 1201 | 27.27 | 109.479 | 109.879 | 0.000 | ||
| 2402 | 2020.06.08 06:08 | close | 1201 | 27.27 | 109.494 | 109.879 | 0.000 | -373.58 | 272323.47 |
| 2403 | 2020.06.09 03:54 | sell | 1202 | 27.23 | 108.110 | 108.510 | 0.000 | ||
| 2404 | 2020.06.09 05:31 | close | 1202 | 27.23 | 108.152 | 108.510 | 0.000 | -1057.46 | 271266.01 |
| 2405 | 2020.06.12 03:54 | sell | 1203 | 27.13 | 106.637 | 107.037 | 0.000 | ||
| 2406 | 2020.06.12 05:56 | close | 1203 | 27.13 | 106.837 | 107.037 | 0.000 | -5078.76 | 266187.25 |
| 2407 | 2020.06.15 03:54 | sell | 1204 | 26.62 | 107.178 | 107.578 | 0.000 | ||
| 2408 | 2020.06.15 05:24 | close | 1204 | 26.62 | 107.250 | 107.578 | 0.000 | -1787.08 | 264400.17 |
| 2409 | 2020.06.16 03:54 | sell | 1205 | 26.44 | 107.269 | 107.669 | 0.000 | ||
| 2410 | 2020.06.16 05:26 | close | 1205 | 26.44 | 107.316 | 107.669 | 0.000 | -1157.96 | 263242.21 |
| 2411 | 2020.06.19 03:54 | sell | 1206 | 26.32 | 106.927 | 107.327 | 0.000 | ||
| 2412 | 2020.06.19 05:21 | close | 1206 | 26.32 | 106.918 | 107.327 | 0.000 | 221.55 | 263463.76 |
| 2413 | 2020.06.23 03:54 | sell | 1207 | 26.35 | 106.948 | 107.348 | 0.000 | ||
| 2414 | 2020.06.23 06:36 | close | 1207 | 26.35 | 107.143 | 107.348 | 0.000 | -4795.69 | 258668.07 |
| 2415 | 2020.06.24 03:54 | sell | 1208 | 25.87 | 106.595 | 106.995 | 0.000 | ||
| 2416 | 2020.06.24 06:31 | close | 1208 | 25.87 | 106.536 | 106.995 | 0.000 | 1432.69 | 260100.76 |
| 2417 | 2020.06.29 03:54 | sell | 1209 | 26.01 | 107.199 | 107.599 | 0.000 | ||
| 2418 | 2020.06.29 05:16 | close | 1209 | 26.01 | 107.250 | 107.599 | 0.000 | -1236.84 | 258863.92 |
| 2419 | 2020.06.30 03:54 | sell | 1210 | 25.89 | 107.684 | 108.084 | 0.000 | ||
| 2420 | 2020.06.30 05:15 | close | 1210 | 25.89 | 107.690 | 108.084 | 0.000 | -144.25 | 258719.67 |
| 2421 | 2020.07.01 03:54 | sell | 1211 | 25.87 | 108.101 | 108.501 | 0.000 | ||
| 2422 | 2020.07.01 05:19 | close | 1211 | 25.87 | 107.734 | 108.501 | 0.000 | 8812.71 | 267532.38 |
| 2423 | 2020.07.02 03:54 | sell | 1212 | 26.75 | 107.461 | 107.861 | 0.000 | ||
| 2424 | 2020.07.02 06:12 | close | 1212 | 26.75 | 107.521 | 107.861 | 0.000 | -1492.73 | 266039.65 |
| 2425 | 2020.07.07 03:54 | sell | 1213 | 26.60 | 107.315 | 107.715 | 0.000 | ||
| 2426 | 2020.07.07 06:05 | close | 1213 | 26.60 | 107.376 | 107.715 | 0.000 | -1511.14 | 264528.51 |
| 2427 | 2020.07.08 03:54 | sell | 1214 | 26.45 | 107.648 | 108.048 | 0.000 | ||
| 2428 | 2020.07.08 05:15 | close | 1214 | 26.45 | 107.650 | 108.048 | 0.000 | -49.14 | 264479.37 |
| 2429 | 2020.07.09 03:54 | sell | 1215 | 26.45 | 107.282 | 107.682 | 0.000 | ||
| 2430 | 2020.07.09 05:15 | close | 1215 | 26.45 | 107.323 | 107.682 | 0.000 | -1010.45 | 263468.92 |
| 2431 | 2020.07.10 03:54 | sell | 1216 | 26.35 | 107.084 | 107.484 | 0.000 | ||
| 2432 | 2020.07.10 05:52 | close | 1216 | 26.35 | 107.060 | 107.484 | 0.000 | 590.70 | 264059.62 |
| 2433 | 2020.07.13 03:54 | sell | 1217 | 26.41 | 106.912 | 107.312 | 0.000 | ||
| 2434 | 2020.07.13 05:15 | close | 1217 | 26.41 | 106.803 | 107.312 | 0.000 | 2695.33 | 266754.95 |
| 2435 | 2020.07.14 03:54 | sell | 1218 | 26.68 | 107.244 | 107.644 | 0.000 | ||
| 2436 | 2020.07.14 05:39 | close | 1218 | 26.68 | 107.180 | 107.644 | 0.000 | 1593.13 | 268348.08 |
| 2437 | 2020.07.15 03:54 | sell | 1219 | 26.83 | 107.247 | 107.647 | 0.000 | ||
| 2438 | 2020.07.15 05:30 | close | 1219 | 26.83 | 107.251 | 107.647 | 0.000 | -100.06 | 268248.02 |
| 2439 | 2020.07.16 03:54 | sell | 1220 | 26.82 | 106.982 | 107.382 | 0.000 | ||
| 2440 | 2020.07.16 05:15 | close | 1220 | 26.82 | 106.940 | 107.382 | 0.000 | 1053.34 | 269301.36 |
| 2441 | 2020.07.20 03:54 | sell | 1221 | 26.93 | 107.408 | 107.808 | 0.000 | ||
| 2442 | 2020.07.20 05:17 | close | 1221 | 26.93 | 107.349 | 107.808 | 0.000 | 1480.10 | 270781.46 |
| 2443 | 2020.07.21 03:54 | sell | 1222 | 27.08 | 107.220 | 107.620 | 0.000 | ||
| 2444 | 2020.07.21 06:04 | close | 1222 | 27.08 | 107.187 | 107.620 | 0.000 | 833.72 | 271615.18 |
| 2445 | 2020.07.23 03:54 | sell | 1223 | 27.16 | 107.163 | 107.563 | 0.000 | ||
| 2446 | 2020.07.23 05:34 | close | 1223 | 27.16 | 107.137 | 107.563 | 0.000 | 659.12 | 272274.30 |
| 2447 | 2020.07.24 03:54 | sell | 1224 | 27.23 | 106.523 | 106.923 | 0.000 | ||
| 2448 | 2020.07.24 05:37 | close | 1224 | 27.23 | 106.529 | 106.923 | 0.000 | -153.37 | 272120.93 |
| 2449 | 2020.07.27 03:54 | sell | 1225 | 27.21 | 105.872 | 106.272 | 0.000 | ||
| 2450 | 2020.07.27 05:15 | close | 1225 | 27.21 | 105.609 | 106.272 | 0.000 | 6776.16 | 278897.09 |
| 2451 | 2020.07.31 03:54 | sell | 1226 | 27.89 | 104.548 | 104.948 | 0.000 | ||
| 2452 | 2020.07.31 05:28 | close | 1226 | 27.89 | 104.235 | 104.948 | 0.000 | 8374.89 | 287271.98 |
| 2453 | 2020.08.04 03:54 | sell | 1227 | 28.73 | 106.105 | 106.505 | 0.000 | ||
| 2454 | 2020.08.04 05:15 | close | 1227 | 28.73 | 106.153 | 106.505 | 0.000 | -1299.11 | 285972.87 |
| 2455 | 2020.08.06 03:54 | sell | 1228 | 28.60 | 105.539 | 105.939 | 0.000 | ||
| 2456 | 2020.08.06 05:35 | close | 1228 | 28.60 | 105.560 | 105.939 | 0.000 | -568.97 | 285403.90 |
| 2457 | 2020.08.07 03:54 | sell | 1229 | 28.54 | 105.556 | 105.956 | 0.000 | ||
| 2458 | 2020.08.07 06:05 | close | 1229 | 28.54 | 105.567 | 105.956 | 0.000 | -297.38 | 285106.52 |
| 2459 | 2020.08.11 03:54 | sell | 1230 | 28.51 | 106.148 | 106.548 | 0.000 | ||
| 2460 | 2020.08.11 05:18 | close | 1230 | 28.51 | 106.012 | 106.548 | 0.000 | 3657.47 | 288763.99 |
| 2461 | 2020.08.14 03:54 | sell | 1231 | 28.88 | 106.956 | 107.356 | 0.000 | ||
| 2462 | 2020.08.14 05:15 | close | 1231 | 28.88 | 106.962 | 107.356 | 0.000 | -162.00 | 288601.99 |
| 2463 | 2020.08.18 03:54 | sell | 1232 | 28.86 | 105.796 | 106.196 | 0.000 | ||
| 2464 | 2020.08.18 05:15 | close | 1232 | 28.86 | 105.677 | 106.196 | 0.000 | 3249.85 | 291851.84 |
| 2465 | 2020.08.20 03:54 | sell | 1233 | 29.19 | 106.087 | 106.487 | 0.000 | ||
| 2466 | 2020.08.20 05:39 | close | 1233 | 29.19 | 106.083 | 106.487 | 0.000 | 110.06 | 291961.90 |
| 2467 | 2020.08.24 03:54 | sell | 1234 | 29.20 | 105.797 | 106.197 | 0.000 | ||
| 2468 | 2020.08.24 05:16 | close | 1234 | 29.20 | 105.750 | 106.197 | 0.000 | 1297.78 | 293259.68 |
| 2469 | 2020.08.25 03:54 | sell | 1235 | 29.33 | 105.986 | 106.386 | 0.000 | ||
| 2470 | 2020.08.25 05:15 | close | 1235 | 29.33 | 105.892 | 106.386 | 0.000 | 2603.62 | 295863.30 |
| 2471 | 2020.08.27 03:54 | sell | 1236 | 29.59 | 105.890 | 106.290 | 0.000 | ||
| 2472 | 2020.08.27 05:30 | close | 1236 | 29.59 | 106.026 | 106.290 | 0.000 | -3795.52 | 292067.78 |
| 2473 | 2020.08.28 03:54 | sell | 1237 | 29.21 | 106.664 | 107.064 | 0.000 | ||
| 2474 | 2020.08.28 05:22 | close | 1237 | 29.21 | 106.759 | 107.064 | 0.000 | -2599.27 | 289468.51 |
| 2475 | 2020.09.01 03:54 | sell | 1238 | 28.95 | 105.902 | 106.302 | 0.000 | ||
| 2476 | 2020.09.01 05:17 | close | 1238 | 28.95 | 105.668 | 106.302 | 0.000 | 6410.93 | 295879.44 |
| 2477 | 2020.09.04 03:54 | sell | 1239 | 29.59 | 106.130 | 106.530 | 0.000 | ||
| 2478 | 2020.09.04 05:15 | close | 1239 | 29.59 | 106.152 | 106.530 | 0.000 | -613.25 | 295266.19 |
| 2479 | 2020.09.07 03:54 | sell | 1240 | 29.53 | 106.374 | 106.774 | 0.000 | ||
| 2480 | 2020.09.07 05:15 | close | 1240 | 29.53 | 106.231 | 106.774 | 0.000 | 3975.10 | 299241.29 |
| 2481 | 2020.09.08 03:54 | sell | 1241 | 29.92 | 106.302 | 106.702 | 0.000 | ||
| 2482 | 2020.09.08 05:15 | close | 1241 | 29.92 | 106.283 | 106.702 | 0.000 | 534.87 | 299776.16 |
| 2483 | 2020.09.10 03:54 | sell | 1242 | 29.98 | 106.224 | 106.624 | 0.000 | ||
| 2484 | 2020.09.10 05:31 | close | 1242 | 29.98 | 106.179 | 106.624 | 0.000 | 1270.59 | 301046.75 |
| 2485 | 2020.09.11 03:54 | sell | 1243 | 30.10 | 106.133 | 106.533 | 0.000 | ||
| 2486 | 2020.09.11 05:15 | close | 1243 | 30.10 | 106.149 | 106.533 | 0.000 | -453.70 | 300593.05 |
| 2487 | 2020.09.18 03:54 | sell | 1244 | 30.06 | 104.809 | 105.209 | 0.000 | ||
| 2488 | 2020.09.18 06:04 | close | 1244 | 30.06 | 104.840 | 105.209 | 0.000 | -888.84 | 299704.21 |
| 2489 | 2020.09.21 03:54 | sell | 1245 | 29.97 | 104.464 | 104.864 | 0.000 | ||
| 2490 | 2020.09.21 05:16 | close | 1245 | 29.97 | 104.352 | 104.864 | 0.000 | 3216.65 | 302920.86 |
| 2491 | 2020.09.22 03:54 | sell | 1246 | 30.29 | 104.659 | 105.059 | 0.000 | ||
| 2492 | 2020.09.22 06:02 | close | 1246 | 30.29 | 104.532 | 105.059 | 0.000 | 3680.05 | 306600.91 |
| 2493 | 2020.09.24 03:54 | sell | 1247 | 30.66 | 105.439 | 105.839 | 0.000 | ||
| 2494 | 2020.09.24 05:37 | close | 1247 | 30.66 | 105.430 | 105.839 | 0.000 | 261.73 | 306862.64 |
| 2495 | 2020.09.25 03:54 | sell | 1248 | 30.69 | 105.520 | 105.920 | 0.000 | ||
| 2496 | 2020.09.25 05:15 | close | 1248 | 30.69 | 105.484 | 105.920 | 0.000 | 1047.40 | 307910.04 |
| 2497 | 2020.09.28 03:54 | sell | 1249 | 30.79 | 105.365 | 105.765 | 0.000 | ||
| 2498 | 2020.09.28 05:15 | close | 1249 | 30.79 | 105.438 | 105.765 | 0.000 | -2131.75 | 305778.29 |
| 2499 | 2020.09.30 03:54 | sell | 1250 | 30.58 | 105.770 | 106.170 | 0.000 | ||
| 2500 | 2020.09.30 05:27 | close | 1250 | 30.58 | 105.702 | 106.170 | 0.000 | 1967.27 | 307745.56 |
| 2501 | 2020.10.01 03:54 | sell | 1251 | 30.77 | 105.526 | 105.926 | 0.000 | ||
| 2502 | 2020.10.01 05:21 | close | 1251 | 30.77 | 105.508 | 105.926 | 0.000 | 524.95 | 308270.51 |
| 2503 | 2020.10.02 03:54 | sell | 1252 | 30.83 | 105.557 | 105.957 | 0.000 | ||
| 2504 | 2020.10.02 06:21 | close | 1252 | 30.83 | 105.623 | 105.957 | 0.000 | -1926.46 | 306344.05 |
| 2505 | 2020.10.05 03:54 | sell | 1253 | 30.63 | 105.580 | 105.980 | 0.000 | ||
| 2506 | 2020.10.05 05:57 | close | 1253 | 30.63 | 105.548 | 105.980 | 0.000 | 928.64 | 307272.69 |
| 2507 | 2020.10.06 03:54 | sell | 1254 | 30.73 | 105.646 | 106.046 | 0.000 | ||
| 2508 | 2020.10.06 05:17 | close | 1254 | 30.73 | 105.693 | 106.046 | 0.000 | -1366.51 | 305906.18 |
| 2509 | 2020.10.07 03:54 | sell | 1255 | 30.59 | 105.682 | 106.082 | 0.000 | ||
| 2510 | 2020.10.07 05:47 | close | 1255 | 30.59 | 105.672 | 106.082 | 0.000 | 289.48 | 306195.66 |
| 2511 | 2020.10.08 03:54 | sell | 1256 | 30.62 | 106.069 | 106.469 | 0.000 | ||
| 2512 | 2020.10.08 05:23 | close | 1256 | 30.62 | 106.019 | 106.469 | 0.000 | 1444.08 | 307639.74 |
| 2513 | 2020.10.09 03:54 | sell | 1257 | 30.76 | 105.960 | 106.360 | 0.000 | ||
| 2514 | 2020.10.09 05:40 | close | 1257 | 30.76 | 105.850 | 106.360 | 0.000 | 3196.60 | 310836.34 |
| 2515 | 2020.10.12 03:54 | sell | 1258 | 31.08 | 105.638 | 106.038 | 0.000 | ||
| 2516 | 2020.10.12 05:15 | close | 1258 | 31.08 | 105.572 | 106.038 | 0.000 | 1943.02 | 312779.36 |
| 2517 | 2020.10.13 03:54 | sell | 1259 | 31.28 | 105.364 | 105.764 | 0.000 | ||
| 2518 | 2020.10.13 05:42 | close | 1259 | 31.28 | 105.337 | 105.764 | 0.000 | 801.77 | 313581.13 |
| 2519 | 2020.10.14 03:54 | sell | 1260 | 31.36 | 105.455 | 105.855 | 0.000 | ||
| 2520 | 2020.10.14 06:40 | close | 1260 | 31.36 | 105.423 | 105.855 | 0.000 | 951.90 | 314533.03 |
| 2521 | 2020.10.15 03:54 | sell | 1261 | 31.45 | 105.257 | 105.657 | 0.000 | ||
| 2522 | 2020.10.15 05:15 | close | 1261 | 31.45 | 105.219 | 105.657 | 0.000 | 1135.82 | 315668.85 |
| 2523 | 2020.10.23 03:54 | sell | 1262 | 31.57 | 104.741 | 105.141 | 0.000 | ||
| 2524 | 2020.10.23 05:23 | close | 1262 | 31.57 | 104.714 | 105.141 | 0.000 | 814.02 | 316482.87 |
| 2525 | 2020.10.29 03:54 | sell | 1263 | 31.65 | 104.386 | 104.786 | 0.000 | ||
| 2526 | 2020.10.29 05:24 | close | 1263 | 31.65 | 104.440 | 104.786 | 0.000 | -1636.44 | 314846.43 |
| 2527 | 2020.10.30 03:54 | sell | 1264 | 31.48 | 104.607 | 105.007 | 0.000 | ||
| 2528 | 2020.10.30 05:15 | close | 1264 | 31.48 | 104.453 | 105.007 | 0.000 | 4641.25 | 319487.68 |
| 2529 | 2020.11.02 02:54 | sell | 1265 | 31.95 | 104.750 | 105.150 | 0.000 | ||
| 2530 | 2020.11.02 04:15 | close | 1265 | 31.95 | 104.669 | 105.150 | 0.000 | 2472.51 | 321960.19 |
| 2531 | 2020.11.04 02:54 | sell | 1266 | 32.20 | 104.548 | 104.948 | 0.000 | ||
| 2532 | 2020.11.04 04:15 | close | 1266 | 32.20 | 104.550 | 104.948 | 0.000 | -61.60 | 321898.59 |
| 2533 | 2020.11.06 02:54 | sell | 1267 | 32.19 | 103.669 | 104.069 | 0.000 | ||
| 2534 | 2020.11.06 04:15 | close | 1267 | 32.19 | 103.630 | 104.069 | 0.000 | 1211.43 | 323110.02 |
| 2535 | 2020.11.09 02:54 | sell | 1268 | 32.31 | 103.349 | 103.749 | 0.000 | ||
| 2536 | 2020.11.09 04:15 | close | 1268 | 32.31 | 103.300 | 103.749 | 0.000 | 1532.61 | 324642.63 |
| 2537 | 2020.11.10 02:54 | sell | 1269 | 32.46 | 105.202 | 105.602 | 0.000 | ||
| 2538 | 2020.11.10 04:15 | close | 1269 | 32.46 | 104.849 | 105.602 | 0.000 | 10928.46 | 335571.09 |
| 2539 | 2020.11.11 02:54 | sell | 1270 | 33.56 | 105.153 | 105.553 | 0.000 | ||
| 2540 | 2020.11.11 05:12 | close | 1270 | 33.56 | 105.099 | 105.553 | 0.000 | 1724.32 | 337295.41 |
| 2541 | 2020.11.13 02:54 | sell | 1271 | 33.73 | 104.986 | 105.386 | 0.000 | ||
| 2542 | 2020.11.13 04:26 | close | 1271 | 33.73 | 104.905 | 105.386 | 0.000 | 2604.38 | 339899.79 |
| 2543 | 2020.11.17 02:54 | sell | 1272 | 33.99 | 104.482 | 104.882 | 0.000 | ||
| 2544 | 2020.11.17 04:20 | close | 1272 | 33.99 | 104.518 | 104.882 | 0.000 | -1170.75 | 338729.04 |
| 2545 | 2020.11.19 02:54 | sell | 1273 | 33.87 | 103.837 | 104.237 | 0.000 | ||
| 2546 | 2020.11.19 04:24 | close | 1273 | 33.87 | 103.825 | 104.237 | 0.000 | 391.47 | 339120.51 |
| 2547 | 2020.11.20 02:54 | sell | 1274 | 33.91 | 103.883 | 104.283 | 0.000 | ||
| 2548 | 2020.11.20 04:34 | close | 1274 | 33.91 | 103.872 | 104.283 | 0.000 | 359.11 | 339479.62 |
| 2549 | 2020.11.25 02:54 | sell | 1275 | 33.95 | 104.497 | 104.897 | 0.000 | ||
| 2550 | 2020.11.25 04:33 | close | 1275 | 33.95 | 104.554 | 104.897 | 0.000 | -1850.86 | 337628.76 |