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 |
| 151 | 2013.06.07 03:54 | sell | 76 | 1.35 | 97.366 | 97.766 | 0.000 | ||
| 152 | 2013.06.07 05:15 | close | 76 | 1.35 | 96.449 | 97.766 | 0.000 | 1283.53 | 14755.57 |
| 153 | 2013.06.10 03:54 | sell | 77 | 1.48 | 97.793 | 98.193 | 0.000 | ||
| 154 | 2013.06.10 05:38 | close | 77 | 1.48 | 97.931 | 98.193 | 0.000 | -208.56 | 14547.01 |
| 155 | 2013.06.11 03:54 | sell | 78 | 1.45 | 98.774 | 99.174 | 0.000 | ||
| 156 | 2013.06.11 05:21 | close | 78 | 1.45 | 98.840 | 99.174 | 0.000 | -96.82 | 14450.19 |
| 157 | 2013.06.12 03:54 | sell | 79 | 1.45 | 96.405 | 96.805 | 0.000 | ||
| 158 | 2013.06.12 05:21 | close | 79 | 1.45 | 96.493 | 96.805 | 0.000 | -132.24 | 14317.95 |
| 159 | 2013.06.13 03:54 | sell | 80 | 1.43 | 95.257 | 95.657 | 0.000 | ||
| 160 | 2013.06.13 06:01 | close | 80 | 1.43 | 94.764 | 95.657 | 0.000 | 743.94 | 15061.89 |
| 161 | 2013.06.14 03:54 | sell | 81 | 1.51 | 94.717 | 95.117 | 0.000 | ||
| 162 | 2013.06.14 05:21 | s/l | 81 | 1.51 | 95.117 | 95.117 | 0.000 | -634.69 | 14427.20 |
| 163 | 2013.06.17 03:54 | sell | 82 | 1.44 | 94.646 | 95.046 | 0.000 | ||
| 164 | 2013.06.17 05:15 | close | 82 | 1.44 | 94.568 | 95.046 | 0.000 | 118.77 | 14545.97 |
| 165 | 2013.06.18 03:54 | sell | 83 | 1.45 | 94.796 | 95.196 | 0.000 | ||
| 166 | 2013.06.18 05:19 | close | 83 | 1.45 | 94.737 | 95.196 | 0.000 | 90.30 | 14636.27 |
| 167 | 2013.06.19 03:54 | sell | 84 | 1.46 | 95.513 | 95.913 | 0.000 | ||
| 168 | 2013.06.19 05:15 | close | 84 | 1.46 | 95.444 | 95.913 | 0.000 | 105.55 | 14741.82 |
| 169 | 2013.06.21 03:54 | sell | 85 | 1.47 | 97.219 | 97.619 | 0.000 | ||
| 170 | 2013.06.21 05:15 | close | 85 | 1.47 | 97.063 | 97.619 | 0.000 | 236.26 | 14978.08 |
| 171 | 2013.06.25 03:54 | sell | 86 | 1.50 | 97.735 | 98.135 | 0.000 | ||
| 172 | 2013.06.25 05:15 | close | 86 | 1.50 | 97.811 | 98.135 | 0.000 | -116.55 | 14861.53 |
| 173 | 2013.06.26 03:54 | sell | 87 | 1.49 | 98.126 | 98.526 | 0.000 | ||
| 174 | 2013.06.26 05:15 | close | 87 | 1.49 | 97.739 | 98.526 | 0.000 | 589.97 | 15451.50 |
| 175 | 2013.06.28 03:54 | sell | 88 | 1.55 | 98.624 | 99.024 | 0.000 | ||
| 176 | 2013.06.28 05:51 | close | 88 | 1.55 | 98.780 | 99.024 | 0.000 | -244.79 | 15206.71 |
| 177 | 2013.07.01 03:54 | sell | 89 | 1.52 | 99.348 | 99.748 | 0.000 | ||
| 178 | 2013.07.01 05:16 | close | 89 | 1.52 | 99.306 | 99.748 | 0.000 | 64.29 | 15271.00 |
| 179 | 2013.07.02 03:54 | sell | 90 | 1.53 | 99.617 | 100.017 | 0.000 | ||
| 180 | 2013.07.02 05:15 | close | 90 | 1.53 | 99.547 | 100.017 | 0.000 | 107.59 | 15378.59 |
| 181 | 2013.07.04 03:54 | sell | 91 | 1.54 | 99.968 | 100.368 | 0.000 | ||
| 182 | 2013.07.04 05:16 | close | 91 | 1.54 | 99.838 | 100.368 | 0.000 | 200.52 | 15579.11 |
| 183 | 2013.07.05 03:54 | sell | 92 | 1.56 | 100.303 | 100.703 | 0.000 | ||
| 184 | 2013.07.05 05:15 | close | 92 | 1.56 | 100.391 | 100.703 | 0.000 | -136.75 | 15442.36 |
| 185 | 2013.07.08 03:54 | sell | 93 | 1.54 | 101.348 | 101.748 | 0.000 | ||
| 186 | 2013.07.08 05:15 | close | 93 | 1.54 | 101.191 | 101.748 | 0.000 | 238.93 | 15681.29 |
| 187 | 2013.07.09 03:54 | sell | 94 | 1.57 | 101.070 | 101.470 | 0.000 | ||
| 188 | 2013.07.09 05:18 | close | 94 | 1.57 | 101.137 | 101.470 | 0.000 | -104.01 | 15577.28 |
| 189 | 2013.07.11 03:54 | sell | 95 | 1.56 | 99.602 | 100.002 | 0.000 | ||
| 190 | 2013.07.11 05:15 | close | 95 | 1.56 | 99.367 | 100.002 | 0.000 | 368.94 | 15946.22 |
| 191 | 2013.07.12 03:54 | sell | 96 | 1.59 | 99.018 | 99.418 | 0.000 | ||
| 192 | 2013.07.12 05:16 | close | 96 | 1.59 | 99.047 | 99.418 | 0.000 | -46.55 | 15899.67 |
| 193 | 2013.07.15 03:54 | sell | 97 | 1.59 | 99.320 | 99.720 | 0.000 | ||
| 194 | 2013.07.15 05:20 | close | 97 | 1.59 | 99.214 | 99.720 | 0.000 | 169.88 | 16069.55 |
| 195 | 2013.07.16 03:54 | sell | 98 | 1.61 | 100.006 | 100.406 | 0.000 | ||
| 196 | 2013.07.16 05:15 | close | 98 | 1.61 | 99.779 | 100.406 | 0.000 | 366.28 | 16435.83 |
| 197 | 2013.07.17 03:54 | sell | 99 | 1.64 | 99.351 | 99.751 | 0.000 | ||
| 198 | 2013.07.17 05:25 | close | 99 | 1.64 | 99.439 | 99.751 | 0.000 | -145.13 | 16290.70 |
| 199 | 2013.07.18 03:54 | sell | 100 | 1.63 | 99.681 | 100.081 | 0.000 | ||
| 200 | 2013.07.18 05:24 | close | 100 | 1.63 | 99.766 | 100.081 | 0.000 | -138.87 | 16151.83 |
| 201 | 2013.07.19 03:54 | sell | 101 | 1.62 | 100.849 | 101.249 | 0.000 | ||
| 202 | 2013.07.19 05:24 | close | 101 | 1.62 | 100.412 | 101.249 | 0.000 | 705.04 | 16856.87 |
| 203 | 2013.07.22 03:54 | sell | 102 | 1.69 | 100.009 | 100.409 | 0.000 | ||
| 204 | 2013.07.22 05:15 | close | 102 | 1.69 | 99.909 | 100.409 | 0.000 | 169.15 | 17026.02 |
| 205 | 2013.07.25 03:54 | sell | 103 | 1.70 | 100.297 | 100.697 | 0.000 | ||
| 206 | 2013.07.25 05:26 | close | 103 | 1.70 | 100.081 | 100.697 | 0.000 | 366.90 | 17392.92 |
| 207 | 2013.07.30 03:54 | sell | 104 | 1.74 | 98.036 | 98.436 | 0.000 | ||
| 208 | 2013.07.30 05:23 | close | 104 | 1.74 | 98.094 | 98.436 | 0.000 | -102.88 | 17290.04 |
| 209 | 2013.08.01 03:54 | sell | 105 | 1.73 | 97.799 | 98.199 | 0.000 | ||
| 210 | 2013.08.01 05:17 | s/l | 105 | 1.73 | 98.199 | 98.199 | 0.000 | -704.66 | 16585.38 |
| 211 | 2013.08.05 03:54 | sell | 106 | 1.66 | 99.143 | 99.543 | 0.000 | ||
| 212 | 2013.08.05 05:23 | close | 106 | 1.66 | 98.930 | 99.543 | 0.000 | 357.40 | 16942.78 |
| 213 | 2013.08.06 03:54 | sell | 107 | 1.69 | 98.011 | 98.411 | 0.000 | ||
| 214 | 2013.08.06 05:15 | close | 107 | 1.69 | 97.976 | 98.411 | 0.000 | 60.37 | 17003.15 |
| 215 | 2013.08.07 03:54 | sell | 108 | 1.70 | 97.436 | 97.836 | 0.000 | ||
| 216 | 2013.08.07 05:30 | close | 108 | 1.70 | 97.358 | 97.836 | 0.000 | 136.20 | 17139.35 |
| 217 | 2013.08.08 03:54 | sell | 109 | 1.71 | 96.689 | 97.089 | 0.000 | ||
| 218 | 2013.08.08 05:16 | close | 109 | 1.71 | 96.626 | 97.089 | 0.000 | 111.49 | 17250.84 |
| 219 | 2013.08.12 03:54 | sell | 110 | 1.73 | 96.199 | 96.599 | 0.000 | ||
| 220 | 2013.08.12 05:25 | s/l | 110 | 1.73 | 96.599 | 96.599 | 0.000 | -716.27 | 16534.57 |
| 221 | 2013.08.13 03:54 | sell | 111 | 1.65 | 97.423 | 97.823 | 0.000 | ||
| 222 | 2013.08.13 05:28 | close | 111 | 1.65 | 97.214 | 97.823 | 0.000 | 354.73 | 16889.30 |
| 223 | 2013.08.14 03:54 | sell | 112 | 1.69 | 98.296 | 98.696 | 0.000 | ||
| 224 | 2013.08.14 05:15 | close | 112 | 1.69 | 98.035 | 98.696 | 0.000 | 449.93 | 17339.23 |
| 225 | 2013.08.15 03:54 | sell | 113 | 1.73 | 97.939 | 98.339 | 0.000 | ||
| 226 | 2013.08.15 05:15 | close | 113 | 1.73 | 97.784 | 98.339 | 0.000 | 274.23 | 17613.46 |
| 227 | 2013.08.19 03:54 | sell | 114 | 1.76 | 97.679 | 98.079 | 0.000 | ||
| 228 | 2013.08.19 05:44 | close | 114 | 1.76 | 97.484 | 98.079 | 0.000 | 352.06 | 17965.52 |
| 229 | 2013.08.26 03:54 | sell | 115 | 1.80 | 98.654 | 99.054 | 0.000 | ||
| 230 | 2013.08.26 05:18 | close | 115 | 1.80 | 98.670 | 99.054 | 0.000 | -29.19 | 17936.33 |
| 231 | 2013.08.28 03:54 | sell | 116 | 1.79 | 97.173 | 97.573 | 0.000 | ||
| 232 | 2013.08.28 05:17 | close | 116 | 1.79 | 97.074 | 97.573 | 0.000 | 182.55 | 18118.88 |
| 233 | 2013.08.29 03:54 | sell | 117 | 1.81 | 97.839 | 98.239 | 0.000 | ||
| 234 | 2013.08.29 05:29 | close | 117 | 1.81 | 97.619 | 98.239 | 0.000 | 407.91 | 18526.79 |
| 235 | 2013.08.30 03:54 | sell | 118 | 1.85 | 98.309 | 98.709 | 0.000 | ||
| 236 | 2013.08.30 05:15 | close | 118 | 1.85 | 98.147 | 98.709 | 0.000 | 305.36 | 18832.15 |
| 237 | 2013.09.03 03:54 | sell | 119 | 1.88 | 99.636 | 100.036 | 0.000 | ||
| 238 | 2013.09.03 05:18 | close | 119 | 1.88 | 99.500 | 100.036 | 0.000 | 256.96 | 19089.11 |
| 239 | 2013.09.04 03:54 | sell | 120 | 1.91 | 99.565 | 99.965 | 0.000 | ||
| 240 | 2013.09.04 05:15 | close | 120 | 1.91 | 99.458 | 99.965 | 0.000 | 205.48 | 19294.59 |
| 241 | 2013.09.05 03:54 | sell | 121 | 1.93 | 99.676 | 100.076 | 0.000 | ||
| 242 | 2013.09.05 05:43 | close | 121 | 1.93 | 99.751 | 100.076 | 0.000 | -145.11 | 19149.48 |
| 243 | 2013.09.06 03:54 | sell | 122 | 1.91 | 99.961 | 100.361 | 0.000 | ||
| 244 | 2013.09.06 05:19 | close | 122 | 1.91 | 99.768 | 100.361 | 0.000 | 369.49 | 19518.97 |
| 245 | 2013.09.09 03:54 | sell | 123 | 1.95 | 99.698 | 100.098 | 0.000 | ||
| 246 | 2013.09.09 05:17 | close | 123 | 1.95 | 99.501 | 100.098 | 0.000 | 386.08 | 19905.05 |
| 247 | 2013.09.11 03:54 | sell | 124 | 1.99 | 100.293 | 100.693 | 0.000 | ||
| 248 | 2013.09.11 06:11 | close | 124 | 1.99 | 100.392 | 100.693 | 0.000 | -196.24 | 19708.81 |
| 249 | 2013.09.12 03:54 | sell | 125 | 1.97 | 99.658 | 100.058 | 0.000 | ||
| 250 | 2013.09.12 05:28 | close | 125 | 1.97 | 99.476 | 100.058 | 0.000 | 360.43 | 20069.24 |
| 251 | 2013.09.13 03:54 | sell | 126 | 2.01 | 99.682 | 100.082 | 0.000 | ||
| 252 | 2013.09.13 05:15 | close | 126 | 2.01 | 99.767 | 100.082 | 0.000 | -171.25 | 19897.99 |
| 253 | 2013.09.16 03:54 | sell | 127 | 1.99 | 98.830 | 99.230 | 0.000 | ||
| 254 | 2013.09.16 05:15 | close | 127 | 1.99 | 98.833 | 99.230 | 0.000 | -6.04 | 19891.95 |
| 255 | 2013.09.18 03:54 | sell | 128 | 1.99 | 99.222 | 99.622 | 0.000 | ||
| 256 | 2013.09.18 05:22 | close | 128 | 1.99 | 99.270 | 99.622 | 0.000 | -96.22 | 19795.73 |
| 257 | 2013.09.19 03:54 | sell | 129 | 1.98 | 98.183 | 98.583 | 0.000 | ||
| 258 | 2013.09.19 06:40 | close | 129 | 1.98 | 98.429 | 98.583 | 0.000 | -494.85 | 19300.88 |
| 259 | 2013.09.20 03:54 | sell | 130 | 1.93 | 99.521 | 99.921 | 0.000 | ||
| 260 | 2013.09.20 05:15 | close | 130 | 1.93 | 99.328 | 99.921 | 0.000 | 375.01 | 19675.89 |
| 261 | 2013.09.23 03:54 | sell | 131 | 1.97 | 99.143 | 99.543 | 0.000 | ||
| 262 | 2013.09.23 05:17 | close | 131 | 1.97 | 99.134 | 99.543 | 0.000 | 17.88 | 19693.77 |
| 263 | 2013.09.25 03:54 | sell | 132 | 1.97 | 98.761 | 99.161 | 0.000 | ||
| 264 | 2013.09.25 05:15 | close | 132 | 1.97 | 98.631 | 99.161 | 0.000 | 259.65 | 19953.42 |
| 265 | 2013.09.26 03:54 | sell | 133 | 2.00 | 98.288 | 98.688 | 0.000 | ||
| 266 | 2013.09.26 05:11 | s/l | 133 | 2.00 | 98.688 | 98.688 | 0.000 | -810.57 | 19142.85 |
| 267 | 2013.09.27 03:54 | sell | 134 | 1.91 | 98.913 | 99.313 | 0.000 | ||
| 268 | 2013.09.27 05:15 | close | 134 | 1.91 | 98.797 | 99.313 | 0.000 | 224.26 | 19367.11 |
| 269 | 2013.10.01 03:54 | sell | 135 | 1.94 | 98.374 | 98.774 | 0.000 | ||
| 270 | 2013.10.01 05:32 | close | 135 | 1.94 | 98.574 | 98.774 | 0.000 | -393.61 | 18973.50 |
| 271 | 2013.10.02 03:54 | sell | 136 | 1.90 | 98.041 | 98.441 | 0.000 | ||
| 272 | 2013.10.02 05:15 | close | 136 | 1.90 | 97.856 | 98.441 | 0.000 | 359.20 | 19332.70 |
| 273 | 2013.10.03 03:54 | sell | 137 | 1.93 | 97.381 | 97.781 | 0.000 | ||
| 274 | 2013.10.03 05:26 | close | 137 | 1.93 | 97.581 | 97.781 | 0.000 | -395.57 | 18937.13 |
| 275 | 2013.10.04 03:54 | sell | 138 | 1.89 | 97.286 | 97.686 | 0.000 | ||
| 276 | 2013.10.04 05:32 | close | 138 | 1.89 | 97.230 | 97.686 | 0.000 | 108.86 | 19045.99 |
| 277 | 2013.10.07 03:54 | sell | 139 | 1.90 | 97.232 | 97.632 | 0.000 | ||
| 278 | 2013.10.07 05:15 | close | 139 | 1.90 | 97.061 | 97.632 | 0.000 | 334.74 | 19380.73 |
| 279 | 2013.10.08 03:54 | sell | 140 | 1.94 | 96.764 | 97.164 | 0.000 | ||
| 280 | 2013.10.08 05:28 | close | 140 | 1.94 | 96.786 | 97.164 | 0.000 | -44.10 | 19336.63 |
| 281 | 2013.10.09 03:54 | sell | 141 | 1.93 | 97.145 | 97.545 | 0.000 | ||
| 282 | 2013.10.09 05:48 | close | 141 | 1.93 | 97.255 | 97.545 | 0.000 | -218.29 | 19118.34 |
| 283 | 2013.10.10 03:54 | sell | 142 | 1.91 | 97.585 | 97.985 | 0.000 | ||
| 284 | 2013.10.10 05:43 | close | 142 | 1.91 | 97.668 | 97.985 | 0.000 | -162.32 | 18956.02 |
| 285 | 2013.10.11 03:54 | sell | 143 | 1.90 | 98.260 | 98.660 | 0.000 | ||
| 286 | 2013.10.11 05:15 | close | 143 | 1.90 | 98.420 | 98.660 | 0.000 | -308.88 | 18647.14 |
| 287 | 2013.10.16 03:54 | sell | 144 | 1.86 | 98.490 | 98.890 | 0.000 | ||
| 288 | 2013.10.16 05:27 | close | 144 | 1.86 | 98.394 | 98.890 | 0.000 | 181.47 | 18828.61 |
| 289 | 2013.10.17 03:54 | sell | 145 | 1.88 | 98.798 | 99.198 | 0.000 | ||
| 290 | 2013.10.17 05:15 | close | 145 | 1.88 | 98.642 | 99.198 | 0.000 | 297.32 | 19125.93 |
| 291 | 2013.10.21 03:54 | sell | 146 | 1.91 | 98.081 | 98.481 | 0.000 | ||
| 292 | 2013.10.21 05:29 | close | 146 | 1.91 | 97.964 | 98.481 | 0.000 | 228.11 | 19354.04 |
| 293 | 2013.10.23 03:54 | sell | 147 | 1.94 | 98.074 | 98.474 | 0.000 | ||
| 294 | 2013.10.23 05:15 | close | 147 | 1.94 | 98.033 | 98.474 | 0.000 | 81.14 | 19435.18 |
| 295 | 2013.10.24 03:54 | sell | 148 | 1.94 | 97.462 | 97.862 | 0.000 | ||
| 296 | 2013.10.24 05:36 | close | 148 | 1.94 | 97.380 | 97.862 | 0.000 | 163.36 | 19598.54 |
| 297 | 2013.10.25 03:54 | sell | 149 | 1.96 | 97.250 | 97.650 | 0.000 | ||
| 298 | 2013.10.25 05:28 | close | 149 | 1.96 | 97.271 | 97.650 | 0.000 | -42.31 | 19556.23 |
| 299 | 2013.10.31 03:54 | sell | 150 | 1.96 | 98.466 | 98.866 | 0.000 | ||
| 300 | 2013.10.31 06:40 | close | 150 | 1.96 | 98.498 | 98.866 | 0.000 | -63.68 | 19492.55 |