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 |
| 301 | 2013.11.05 02:54 | sell | 151 | 1.95 | 98.551 | 98.951 | 0.000 | ||
| 302 | 2013.11.05 04:15 | close | 151 | 1.95 | 98.256 | 98.951 | 0.000 | 585.46 | 20078.01 |
| 303 | 2013.11.06 02:54 | sell | 152 | 2.01 | 98.541 | 98.941 | 0.000 | ||
| 304 | 2013.11.06 04:15 | close | 152 | 2.01 | 98.444 | 98.941 | 0.000 | 198.05 | 20276.06 |
| 305 | 2013.11.07 02:54 | sell | 153 | 2.03 | 98.719 | 99.119 | 0.000 | ||
| 306 | 2013.11.07 04:24 | close | 153 | 2.03 | 98.604 | 99.119 | 0.000 | 236.76 | 20512.82 |
| 307 | 2013.11.11 02:54 | sell | 154 | 2.05 | 99.002 | 99.402 | 0.000 | ||
| 308 | 2013.11.11 04:20 | close | 154 | 2.05 | 99.012 | 99.402 | 0.000 | -20.70 | 20492.12 |
| 309 | 2013.11.14 02:54 | sell | 155 | 2.05 | 99.276 | 99.676 | 0.000 | ||
| 310 | 2013.11.14 04:44 | close | 155 | 2.05 | 99.435 | 99.676 | 0.000 | -327.80 | 20164.32 |
| 311 | 2013.11.15 02:54 | sell | 156 | 2.02 | 100.214 | 100.614 | 0.000 | ||
| 312 | 2013.11.15 04:40 | close | 156 | 2.02 | 100.247 | 100.614 | 0.000 | -66.50 | 20097.82 |
| 313 | 2013.11.18 02:54 | sell | 157 | 2.01 | 100.274 | 100.674 | 0.000 | ||
| 314 | 2013.11.18 04:15 | close | 157 | 2.01 | 100.274 | 100.674 | 0.000 | 0.00 | 20097.82 |
| 315 | 2013.11.19 02:54 | sell | 158 | 2.01 | 99.836 | 100.236 | 0.000 | ||
| 316 | 2013.11.19 04:58 | close | 158 | 2.01 | 99.670 | 100.236 | 0.000 | 334.76 | 20432.58 |
| 317 | 2013.11.20 02:54 | sell | 159 | 2.04 | 100.151 | 100.551 | 0.000 | ||
| 318 | 2013.11.20 04:15 | close | 159 | 2.04 | 99.986 | 100.551 | 0.000 | 336.65 | 20769.23 |
| 319 | 2013.11.21 02:54 | sell | 160 | 2.08 | 100.453 | 100.853 | 0.000 | ||
| 320 | 2013.11.21 04:15 | close | 160 | 2.08 | 100.354 | 100.853 | 0.000 | 205.19 | 20974.42 |
| 321 | 2013.11.22 02:54 | sell | 161 | 2.10 | 101.231 | 101.631 | 0.000 | ||
| 322 | 2013.11.22 04:16 | close | 161 | 2.10 | 101.200 | 101.631 | 0.000 | 64.33 | 21038.75 |
| 323 | 2013.11.25 02:54 | sell | 162 | 2.10 | 101.401 | 101.801 | 0.000 | ||
| 324 | 2013.11.25 03:57 | s/l | 162 | 2.10 | 101.801 | 101.801 | 0.000 | -825.12 | 20213.63 |
| 325 | 2013.11.28 02:54 | sell | 163 | 2.02 | 101.992 | 102.392 | 0.000 | ||
| 326 | 2013.11.28 04:26 | close | 163 | 2.02 | 102.066 | 102.392 | 0.000 | -146.45 | 20067.18 |
| 327 | 2013.11.29 02:54 | sell | 164 | 2.01 | 102.399 | 102.799 | 0.000 | ||
| 328 | 2013.11.29 04:31 | close | 164 | 2.01 | 102.520 | 102.799 | 0.000 | -237.23 | 19829.95 |
| 329 | 2013.12.03 02:54 | sell | 165 | 1.98 | 102.892 | 103.292 | 0.000 | ||
| 330 | 2013.12.03 04:43 | close | 165 | 1.98 | 103.088 | 103.292 | 0.000 | -376.46 | 19453.49 |
| 331 | 2013.12.04 02:54 | sell | 166 | 1.95 | 102.579 | 102.979 | 0.000 | ||
| 332 | 2013.12.04 05:18 | close | 166 | 1.95 | 102.485 | 102.979 | 0.000 | 178.86 | 19632.35 |
| 333 | 2013.12.06 02:54 | sell | 167 | 1.96 | 101.978 | 102.378 | 0.000 | ||
| 334 | 2013.12.06 04:20 | close | 167 | 1.96 | 101.843 | 102.378 | 0.000 | 259.81 | 19892.16 |
| 335 | 2013.12.09 02:54 | sell | 168 | 1.99 | 103.081 | 103.481 | 0.000 | ||
| 336 | 2013.12.09 04:22 | close | 168 | 1.99 | 102.981 | 103.481 | 0.000 | 193.24 | 20085.40 |
| 337 | 2013.12.10 02:54 | sell | 169 | 2.01 | 103.361 | 103.761 | 0.000 | ||
| 338 | 2013.12.10 04:15 | close | 169 | 2.01 | 103.206 | 103.761 | 0.000 | 301.87 | 20387.27 |
| 339 | 2013.12.11 02:54 | sell | 170 | 2.04 | 102.893 | 103.293 | 0.000 | ||
| 340 | 2013.12.11 04:22 | close | 170 | 2.04 | 102.820 | 103.293 | 0.000 | 144.84 | 20532.11 |
| 341 | 2013.12.12 02:54 | sell | 171 | 2.05 | 102.659 | 103.059 | 0.000 | ||
| 342 | 2013.12.12 04:15 | close | 171 | 2.05 | 102.639 | 103.059 | 0.000 | 39.95 | 20572.06 |
| 343 | 2013.12.13 02:54 | sell | 172 | 2.06 | 103.579 | 103.979 | 0.000 | ||
| 344 | 2013.12.13 04:28 | close | 172 | 2.06 | 103.549 | 103.979 | 0.000 | 59.68 | 20631.74 |
| 345 | 2013.12.17 02:54 | sell | 173 | 2.06 | 103.101 | 103.501 | 0.000 | ||
| 346 | 2013.12.17 04:15 | close | 173 | 2.06 | 103.051 | 103.501 | 0.000 | 99.95 | 20731.69 |
| 347 | 2013.12.19 02:54 | sell | 174 | 2.07 | 104.136 | 104.536 | 0.000 | ||
| 348 | 2013.12.19 04:15 | close | 174 | 2.07 | 103.881 | 104.536 | 0.000 | 508.13 | 21239.82 |
| 349 | 2013.12.24 02:54 | sell | 175 | 2.12 | 104.210 | 104.610 | 0.000 | ||
| 350 | 2013.12.24 04:17 | close | 175 | 2.12 | 104.324 | 104.610 | 0.000 | -231.66 | 21008.16 |
| 351 | 2013.12.26 02:54 | sell | 176 | 2.10 | 104.814 | 105.214 | 0.000 | ||
| 352 | 2013.12.26 04:15 | close | 176 | 2.10 | 104.713 | 105.214 | 0.000 | 202.55 | 21210.71 |
| 353 | 2013.12.27 02:54 | sell | 177 | 2.12 | 104.979 | 105.379 | 0.000 | ||
| 354 | 2013.12.27 04:35 | close | 177 | 2.12 | 104.856 | 105.379 | 0.000 | 248.68 | 21459.39 |
| 355 | 2013.12.30 02:54 | sell | 178 | 2.15 | 105.344 | 105.744 | 0.000 | ||
| 356 | 2013.12.30 04:19 | close | 178 | 2.15 | 105.371 | 105.744 | 0.000 | -55.09 | 21404.30 |
| 357 | 2013.12.31 02:54 | sell | 179 | 2.14 | 104.923 | 105.323 | 0.000 | ||
| 358 | 2013.12.31 04:54 | close | 179 | 2.14 | 104.921 | 105.323 | 0.000 | 4.08 | 21408.38 |
| 359 | 2014.01.02 02:54 | sell | 180 | 2.14 | 105.302 | 105.702 | 0.000 | ||
| 360 | 2014.01.02 04:15 | close | 180 | 2.14 | 105.283 | 105.702 | 0.000 | 38.62 | 21447.00 |
| 361 | 2014.01.06 02:54 | sell | 181 | 2.14 | 104.637 | 105.037 | 0.000 | ||
| 362 | 2014.01.06 04:16 | close | 181 | 2.14 | 104.245 | 105.037 | 0.000 | 804.72 | 22251.72 |
| 363 | 2014.01.07 02:54 | sell | 182 | 2.23 | 104.456 | 104.856 | 0.000 | ||
| 364 | 2014.01.07 04:16 | close | 182 | 2.23 | 104.297 | 104.856 | 0.000 | 339.96 | 22591.68 |
| 365 | 2014.01.08 02:54 | sell | 183 | 2.26 | 104.749 | 105.149 | 0.000 | ||
| 366 | 2014.01.08 04:25 | close | 183 | 2.26 | 104.804 | 105.149 | 0.000 | -118.60 | 22473.08 |
| 367 | 2014.01.10 02:54 | sell | 184 | 2.25 | 104.927 | 105.327 | 0.000 | ||
| 368 | 2014.01.10 04:15 | close | 184 | 2.25 | 104.838 | 105.327 | 0.000 | 191.01 | 22664.09 |
| 369 | 2014.01.13 02:54 | sell | 185 | 2.27 | 103.991 | 104.391 | 0.000 | ||
| 370 | 2014.01.13 04:21 | close | 185 | 2.27 | 103.318 | 104.391 | 0.000 | 1478.65 | 24142.74 |
| 371 | 2014.01.15 02:54 | sell | 186 | 2.41 | 104.134 | 104.534 | 0.000 | ||
| 372 | 2014.01.15 05:04 | close | 186 | 2.41 | 104.397 | 104.534 | 0.000 | -607.13 | 23535.61 |
| 373 | 2014.01.16 02:54 | sell | 187 | 2.35 | 104.804 | 105.204 | 0.000 | ||
| 374 | 2014.01.16 05:40 | close | 187 | 2.35 | 104.884 | 105.204 | 0.000 | -179.25 | 23356.36 |
| 375 | 2014.01.17 02:54 | sell | 188 | 2.34 | 104.357 | 104.757 | 0.000 | ||
| 376 | 2014.01.17 04:27 | close | 188 | 2.34 | 104.298 | 104.757 | 0.000 | 132.37 | 23488.73 |
| 377 | 2014.01.21 02:54 | sell | 189 | 2.35 | 104.457 | 104.857 | 0.000 | ||
| 378 | 2014.01.21 04:46 | close | 189 | 2.35 | 104.574 | 104.857 | 0.000 | -262.92 | 23225.81 |
| 379 | 2014.01.22 02:54 | sell | 190 | 2.32 | 104.221 | 104.621 | 0.000 | ||
| 380 | 2014.01.22 04:15 | close | 190 | 2.32 | 104.298 | 104.621 | 0.000 | -171.28 | 23054.53 |
| 381 | 2014.01.29 02:54 | sell | 191 | 2.31 | 103.131 | 103.531 | 0.000 | ||
| 382 | 2014.01.29 04:15 | close | 191 | 2.31 | 103.220 | 103.531 | 0.000 | -199.18 | 22855.35 |
| 383 | 2014.02.03 02:54 | sell | 192 | 2.29 | 102.278 | 102.678 | 0.000 | ||
| 384 | 2014.02.03 05:15 | close | 192 | 2.29 | 102.360 | 102.678 | 0.000 | -183.45 | 22671.90 |
| 385 | 2014.02.05 02:54 | sell | 193 | 2.27 | 101.571 | 101.971 | 0.000 | ||
| 386 | 2014.02.05 04:15 | close | 193 | 2.27 | 101.458 | 101.971 | 0.000 | 252.82 | 22924.72 |
| 387 | 2014.02.07 02:54 | sell | 194 | 2.29 | 102.031 | 102.431 | 0.000 | ||
| 388 | 2014.02.07 05:03 | close | 194 | 2.29 | 101.988 | 102.431 | 0.000 | 96.55 | 23021.27 |
| 389 | 2014.02.10 02:54 | sell | 195 | 2.30 | 102.478 | 102.878 | 0.000 | ||
| 390 | 2014.02.10 04:18 | close | 195 | 2.30 | 102.351 | 102.878 | 0.000 | 285.39 | 23306.66 |
| 391 | 2014.02.11 02:54 | sell | 196 | 2.33 | 102.186 | 102.586 | 0.000 | ||
| 392 | 2014.02.11 04:58 | close | 196 | 2.33 | 102.150 | 102.586 | 0.000 | 82.11 | 23388.77 |
| 393 | 2014.02.13 02:54 | sell | 197 | 2.34 | 102.499 | 102.899 | 0.000 | ||
| 394 | 2014.02.13 04:16 | close | 197 | 2.34 | 102.340 | 102.899 | 0.000 | 363.55 | 23752.32 |
| 395 | 2014.02.14 02:54 | sell | 198 | 2.38 | 102.255 | 102.655 | 0.000 | ||
| 396 | 2014.02.14 04:15 | close | 198 | 2.38 | 102.095 | 102.655 | 0.000 | 372.99 | 24125.31 |
| 397 | 2014.02.18 02:54 | sell | 199 | 2.41 | 102.156 | 102.556 | 0.000 | ||
| 398 | 2014.02.18 04:18 | close | 199 | 2.41 | 101.972 | 102.556 | 0.000 | 434.86 | 24560.17 |
| 399 | 2014.02.19 02:54 | sell | 200 | 2.46 | 102.321 | 102.721 | 0.000 | ||
| 400 | 2014.02.19 04:21 | close | 200 | 2.46 | 102.217 | 102.721 | 0.000 | 250.29 | 24810.46 |
| 401 | 2014.02.20 02:54 | sell | 201 | 2.48 | 102.254 | 102.654 | 0.000 | ||
| 402 | 2014.02.20 04:15 | close | 201 | 2.48 | 101.949 | 102.654 | 0.000 | 741.94 | 25552.40 |
| 403 | 2014.02.21 02:54 | sell | 202 | 2.56 | 102.507 | 102.907 | 0.000 | ||
| 404 | 2014.02.21 04:21 | close | 202 | 2.56 | 102.413 | 102.907 | 0.000 | 234.97 | 25787.37 |
| 405 | 2014.02.24 02:54 | sell | 203 | 2.58 | 102.584 | 102.984 | 0.000 | ||
| 406 | 2014.02.24 04:21 | close | 203 | 2.58 | 102.539 | 102.984 | 0.000 | 113.23 | 25900.60 |
| 407 | 2014.02.25 02:54 | sell | 204 | 2.59 | 102.546 | 102.946 | 0.000 | ||
| 408 | 2014.02.25 04:37 | close | 204 | 2.59 | 102.503 | 102.946 | 0.000 | 108.65 | 26009.25 |
| 409 | 2014.02.26 02:54 | sell | 205 | 2.60 | 102.185 | 102.585 | 0.000 | ||
| 410 | 2014.02.26 04:28 | close | 205 | 2.60 | 102.331 | 102.585 | 0.000 | -370.95 | 25638.30 |
| 411 | 2014.02.28 02:54 | sell | 206 | 2.56 | 101.942 | 102.342 | 0.000 | ||
| 412 | 2014.02.28 04:23 | close | 206 | 2.56 | 101.910 | 102.342 | 0.000 | 80.38 | 25718.68 |
| 413 | 2014.03.03 02:54 | sell | 207 | 2.57 | 101.316 | 101.716 | 0.000 | ||
| 414 | 2014.03.03 04:47 | close | 207 | 2.57 | 101.428 | 101.716 | 0.000 | -283.79 | 25434.89 |
| 415 | 2014.03.04 02:54 | sell | 208 | 2.54 | 101.526 | 101.926 | 0.000 | ||
| 416 | 2014.03.04 04:19 | close | 208 | 2.54 | 101.643 | 101.926 | 0.000 | -292.38 | 25142.51 |
| 417 | 2014.03.05 02:54 | sell | 209 | 2.51 | 102.222 | 102.622 | 0.000 | ||
| 418 | 2014.03.05 04:15 | close | 209 | 2.51 | 102.135 | 102.622 | 0.000 | 213.81 | 25356.32 |
| 419 | 2014.03.06 02:54 | sell | 210 | 2.54 | 102.363 | 102.763 | 0.000 | ||
| 420 | 2014.03.06 04:39 | close | 210 | 2.54 | 102.500 | 102.763 | 0.000 | -339.49 | 25016.83 |
| 421 | 2014.03.07 02:54 | sell | 211 | 2.50 | 103.050 | 103.450 | 0.000 | ||
| 422 | 2014.03.07 04:17 | close | 211 | 2.50 | 102.982 | 103.450 | 0.000 | 165.08 | 25181.91 |
| 423 | 2014.03.10 03:54 | sell | 212 | 2.52 | 103.184 | 103.584 | 0.000 | ||
| 424 | 2014.03.10 05:15 | close | 212 | 2.52 | 103.001 | 103.584 | 0.000 | 447.72 | 25629.63 |
| 425 | 2014.03.14 03:54 | sell | 213 | 2.56 | 101.825 | 102.225 | 0.000 | ||
| 426 | 2014.03.14 05:19 | close | 213 | 2.56 | 101.811 | 102.225 | 0.000 | 35.20 | 25664.83 |
| 427 | 2014.03.17 03:54 | sell | 214 | 2.57 | 101.413 | 101.813 | 0.000 | ||
| 428 | 2014.03.17 06:14 | close | 214 | 2.57 | 101.516 | 101.813 | 0.000 | -260.76 | 25404.07 |
| 429 | 2014.03.18 03:54 | sell | 215 | 2.54 | 101.820 | 102.220 | 0.000 | ||
| 430 | 2014.03.18 05:42 | close | 215 | 2.54 | 101.757 | 102.220 | 0.000 | 157.26 | 25561.33 |
| 431 | 2014.03.19 03:54 | sell | 216 | 2.56 | 101.427 | 101.827 | 0.000 | ||
| 432 | 2014.03.19 05:19 | close | 216 | 2.56 | 101.331 | 101.827 | 0.000 | 242.53 | 25803.86 |
| 433 | 2014.03.20 03:54 | sell | 217 | 2.58 | 102.303 | 102.703 | 0.000 | ||
| 434 | 2014.03.20 05:34 | close | 217 | 2.58 | 102.428 | 102.703 | 0.000 | -314.86 | 25489.00 |
| 435 | 2014.03.24 03:54 | sell | 218 | 2.55 | 102.341 | 102.741 | 0.000 | ||
| 436 | 2014.03.24 05:54 | close | 218 | 2.55 | 102.516 | 102.741 | 0.000 | -435.30 | 25053.70 |
| 437 | 2014.03.25 03:54 | sell | 219 | 2.51 | 102.173 | 102.573 | 0.000 | ||
| 438 | 2014.03.25 05:15 | close | 219 | 2.51 | 102.218 | 102.573 | 0.000 | -110.50 | 24943.20 |
| 439 | 2014.03.27 03:54 | sell | 220 | 2.49 | 101.822 | 102.222 | 0.000 | ||
| 440 | 2014.03.27 05:34 | close | 220 | 2.49 | 101.880 | 102.222 | 0.000 | -141.76 | 24801.44 |
| 441 | 2014.03.31 03:54 | sell | 221 | 2.48 | 102.902 | 103.302 | 0.000 | ||
| 442 | 2014.03.31 05:15 | close | 221 | 2.48 | 102.842 | 103.302 | 0.000 | 144.69 | 24946.13 |
| 443 | 2014.04.01 03:54 | sell | 222 | 2.49 | 103.157 | 103.557 | 0.000 | ||
| 444 | 2014.04.01 05:21 | close | 222 | 2.49 | 103.240 | 103.557 | 0.000 | -200.18 | 24745.95 |
| 445 | 2014.04.02 03:54 | sell | 223 | 2.47 | 103.707 | 104.107 | 0.000 | ||
| 446 | 2014.04.02 05:20 | close | 223 | 2.47 | 103.837 | 104.107 | 0.000 | -309.23 | 24436.72 |
| 447 | 2014.04.03 03:54 | sell | 224 | 2.44 | 103.870 | 104.270 | 0.000 | ||
| 448 | 2014.04.03 05:17 | close | 224 | 2.44 | 103.878 | 104.270 | 0.000 | -18.79 | 24417.93 |
| 449 | 2014.04.07 03:54 | sell | 225 | 2.44 | 103.226 | 103.626 | 0.000 | ||
| 450 | 2014.04.07 05:24 | close | 225 | 2.44 | 103.287 | 103.626 | 0.000 | -144.10 | 24273.83 |