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 |
| 451 | 2014.04.08 03:54 | sell | 226 | 2.43 | 102.907 | 103.307 | 0.000 | ||
| 452 | 2014.04.08 05:39 | close | 226 | 2.43 | 102.858 | 103.307 | 0.000 | 115.76 | 24389.59 |
| 453 | 2014.04.09 03:54 | sell | 227 | 2.44 | 101.985 | 102.385 | 0.000 | ||
| 454 | 2014.04.09 05:33 | close | 227 | 2.44 | 101.915 | 102.385 | 0.000 | 167.59 | 24557.18 |
| 455 | 2014.04.10 03:54 | sell | 228 | 2.46 | 102.058 | 102.458 | 0.000 | ||
| 456 | 2014.04.10 05:16 | close | 228 | 2.46 | 101.886 | 102.458 | 0.000 | 415.29 | 24972.47 |
| 457 | 2014.04.11 03:54 | sell | 229 | 2.50 | 101.533 | 101.933 | 0.000 | ||
| 458 | 2014.04.11 05:17 | close | 229 | 2.50 | 101.605 | 101.933 | 0.000 | -177.16 | 24795.31 |
| 459 | 2014.04.15 03:54 | sell | 230 | 2.48 | 101.860 | 102.260 | 0.000 | ||
| 460 | 2014.04.15 05:15 | close | 230 | 2.48 | 101.854 | 102.260 | 0.000 | 14.61 | 24809.92 |
| 461 | 2014.04.16 03:54 | sell | 231 | 2.48 | 102.120 | 102.520 | 0.000 | ||
| 462 | 2014.04.16 06:08 | close | 231 | 2.48 | 102.217 | 102.520 | 0.000 | -235.34 | 24574.58 |
| 463 | 2014.04.18 03:54 | sell | 232 | 2.46 | 102.509 | 102.909 | 0.000 | ||
| 464 | 2014.04.18 05:15 | close | 232 | 2.46 | 102.442 | 102.909 | 0.000 | 160.89 | 24735.47 |
| 465 | 2014.04.24 03:54 | sell | 233 | 2.47 | 102.475 | 102.875 | 0.000 | ||
| 466 | 2014.04.24 05:18 | close | 233 | 2.47 | 102.463 | 102.875 | 0.000 | 28.93 | 24764.40 |
| 467 | 2014.04.25 03:54 | sell | 234 | 2.48 | 102.361 | 102.761 | 0.000 | ||
| 468 | 2014.04.25 05:26 | close | 234 | 2.48 | 102.419 | 102.761 | 0.000 | -140.44 | 24623.96 |
| 469 | 2014.04.29 03:55 | sell | 235 | 2.46 | 102.494 | 102.894 | 0.000 | ||
| 470 | 2014.04.29 05:16 | close | 235 | 2.46 | 102.487 | 102.894 | 0.000 | 16.80 | 24640.76 |
| 471 | 2014.04.30 03:54 | sell | 236 | 2.46 | 102.576 | 102.976 | 0.000 | ||
| 472 | 2014.04.30 05:15 | close | 236 | 2.46 | 102.404 | 102.976 | 0.000 | 413.19 | 25053.95 |
| 473 | 2014.05.02 03:54 | sell | 237 | 2.51 | 102.332 | 102.732 | 0.000 | ||
| 474 | 2014.05.02 05:37 | close | 237 | 2.51 | 102.359 | 102.732 | 0.000 | -66.21 | 24987.74 |
| 475 | 2014.05.05 03:54 | sell | 238 | 2.50 | 102.099 | 102.499 | 0.000 | ||
| 476 | 2014.05.05 05:16 | close | 238 | 2.50 | 101.887 | 102.499 | 0.000 | 520.18 | 25507.92 |
| 477 | 2014.05.06 03:54 | sell | 239 | 2.55 | 102.118 | 102.518 | 0.000 | ||
| 478 | 2014.05.06 05:15 | close | 239 | 2.55 | 102.085 | 102.518 | 0.000 | 82.43 | 25590.35 |
| 479 | 2014.05.07 03:54 | sell | 240 | 2.56 | 101.619 | 102.019 | 0.000 | ||
| 480 | 2014.05.07 05:45 | close | 240 | 2.56 | 101.607 | 102.019 | 0.000 | 30.23 | 25620.58 |
| 481 | 2014.05.09 03:54 | sell | 241 | 2.56 | 101.654 | 102.054 | 0.000 | ||
| 482 | 2014.05.09 05:27 | close | 241 | 2.56 | 101.719 | 102.054 | 0.000 | -163.59 | 25456.99 |
| 483 | 2014.05.12 03:54 | sell | 242 | 2.55 | 102.006 | 102.406 | 0.000 | ||
| 484 | 2014.05.12 05:24 | close | 242 | 2.55 | 101.941 | 102.406 | 0.000 | 162.59 | 25619.58 |
| 485 | 2014.05.14 03:54 | sell | 243 | 2.56 | 102.167 | 102.567 | 0.000 | ||
| 486 | 2014.05.14 05:15 | close | 243 | 2.56 | 102.187 | 102.567 | 0.000 | -50.10 | 25569.48 |
| 487 | 2014.05.16 03:54 | sell | 244 | 2.56 | 101.625 | 102.025 | 0.000 | ||
| 488 | 2014.05.16 05:17 | close | 244 | 2.56 | 101.534 | 102.025 | 0.000 | 229.44 | 25798.92 |
| 489 | 2014.05.19 03:54 | sell | 245 | 2.58 | 101.546 | 101.946 | 0.000 | ||
| 490 | 2014.05.19 05:26 | close | 245 | 2.58 | 101.551 | 101.946 | 0.000 | -12.70 | 25786.22 |
| 491 | 2014.05.22 03:54 | sell | 246 | 2.58 | 101.403 | 101.803 | 0.000 | ||
| 492 | 2014.05.22 06:06 | close | 246 | 2.58 | 101.541 | 101.803 | 0.000 | -350.64 | 25435.58 |
| 493 | 2014.05.23 03:54 | sell | 247 | 2.54 | 101.843 | 102.243 | 0.000 | ||
| 494 | 2014.05.23 05:21 | close | 247 | 2.54 | 101.769 | 102.243 | 0.000 | 184.69 | 25620.27 |
| 495 | 2014.05.28 03:54 | sell | 248 | 2.56 | 101.947 | 102.347 | 0.000 | ||
| 496 | 2014.05.28 05:19 | close | 248 | 2.56 | 101.897 | 102.347 | 0.000 | 125.62 | 25745.89 |
| 497 | 2014.06.02 03:54 | sell | 249 | 2.57 | 101.974 | 102.374 | 0.000 | ||
| 498 | 2014.06.02 05:59 | close | 249 | 2.57 | 102.033 | 102.374 | 0.000 | -148.61 | 25597.28 |
| 499 | 2014.06.04 03:54 | sell | 250 | 2.56 | 102.622 | 103.022 | 0.000 | ||
| 500 | 2014.06.04 05:17 | close | 250 | 2.56 | 102.613 | 103.022 | 0.000 | 22.45 | 25619.73 |
| 501 | 2014.06.09 03:54 | sell | 251 | 2.56 | 102.552 | 102.952 | 0.000 | ||
| 502 | 2014.06.09 05:32 | close | 251 | 2.56 | 102.568 | 102.952 | 0.000 | -39.93 | 25579.80 |
| 503 | 2014.06.10 03:54 | sell | 252 | 2.56 | 102.454 | 102.854 | 0.000 | ||
| 504 | 2014.06.10 05:24 | close | 252 | 2.56 | 102.360 | 102.854 | 0.000 | 235.09 | 25814.89 |
| 505 | 2014.06.12 03:54 | sell | 253 | 2.58 | 102.024 | 102.424 | 0.000 | ||
| 506 | 2014.06.12 05:45 | close | 253 | 2.58 | 102.082 | 102.424 | 0.000 | -146.59 | 25668.30 |
| 507 | 2014.06.13 03:54 | sell | 254 | 2.57 | 101.799 | 102.199 | 0.000 | ||
| 508 | 2014.06.13 05:40 | close | 254 | 2.57 | 101.800 | 102.199 | 0.000 | -2.52 | 25665.78 |
| 509 | 2014.06.16 03:54 | sell | 255 | 2.57 | 101.933 | 102.333 | 0.000 | ||
| 510 | 2014.06.16 05:17 | close | 255 | 2.57 | 101.862 | 102.333 | 0.000 | 179.13 | 25844.91 |
| 511 | 2014.06.17 03:54 | sell | 256 | 2.58 | 101.922 | 102.322 | 0.000 | ||
| 512 | 2014.06.17 05:25 | close | 256 | 2.58 | 102.009 | 102.322 | 0.000 | -220.04 | 25624.87 |
| 513 | 2014.06.18 03:54 | sell | 257 | 2.56 | 102.146 | 102.546 | 0.000 | ||
| 514 | 2014.06.18 05:15 | close | 257 | 2.56 | 102.152 | 102.546 | 0.000 | -15.04 | 25609.83 |
| 515 | 2014.06.19 03:54 | sell | 258 | 2.56 | 101.993 | 102.393 | 0.000 | ||
| 516 | 2014.06.19 05:53 | close | 258 | 2.56 | 101.951 | 102.393 | 0.000 | 105.46 | 25715.29 |
| 517 | 2014.06.23 03:54 | sell | 259 | 2.57 | 102.093 | 102.493 | 0.000 | ||
| 518 | 2014.06.23 05:24 | close | 259 | 2.57 | 102.032 | 102.493 | 0.000 | 153.65 | 25868.94 |
| 519 | 2014.06.25 03:54 | sell | 260 | 2.59 | 101.942 | 102.342 | 0.000 | ||
| 520 | 2014.06.25 05:15 | close | 260 | 2.59 | 101.908 | 102.342 | 0.000 | 86.41 | 25955.35 |
| 521 | 2014.06.26 03:54 | sell | 261 | 2.60 | 101.697 | 102.097 | 0.000 | ||
| 522 | 2014.06.26 05:32 | close | 261 | 2.60 | 101.759 | 102.097 | 0.000 | -158.41 | 25796.94 |
| 523 | 2014.06.27 03:54 | sell | 262 | 2.58 | 101.519 | 101.919 | 0.000 | ||
| 524 | 2014.06.27 05:15 | close | 262 | 2.58 | 101.544 | 101.919 | 0.000 | -63.52 | 25733.42 |
| 525 | 2014.07.01 03:54 | sell | 263 | 2.57 | 101.420 | 101.820 | 0.000 | ||
| 526 | 2014.07.01 06:04 | close | 263 | 2.57 | 101.499 | 101.820 | 0.000 | -200.03 | 25533.39 |
| 527 | 2014.07.03 03:54 | sell | 264 | 2.55 | 101.848 | 102.248 | 0.000 | ||
| 528 | 2014.07.03 05:16 | close | 264 | 2.55 | 101.893 | 102.248 | 0.000 | -112.62 | 25420.77 |
| 529 | 2014.07.07 03:54 | sell | 265 | 2.54 | 102.184 | 102.584 | 0.000 | ||
| 530 | 2014.07.07 05:15 | close | 265 | 2.54 | 102.163 | 102.584 | 0.000 | 52.21 | 25472.98 |
| 531 | 2014.07.08 03:54 | sell | 266 | 2.55 | 101.728 | 102.128 | 0.000 | ||
| 532 | 2014.07.08 05:15 | close | 266 | 2.55 | 101.782 | 102.128 | 0.000 | -135.29 | 25337.69 |
| 533 | 2014.07.09 03:54 | sell | 267 | 2.53 | 101.550 | 101.950 | 0.000 | ||
| 534 | 2014.07.09 05:18 | close | 267 | 2.53 | 101.552 | 101.950 | 0.000 | -4.98 | 25332.71 |
| 535 | 2014.07.15 03:54 | sell | 268 | 2.53 | 101.628 | 102.028 | 0.000 | ||
| 536 | 2014.07.15 05:22 | close | 268 | 2.53 | 101.591 | 102.028 | 0.000 | 92.14 | 25424.85 |
| 537 | 2014.07.16 03:54 | sell | 269 | 2.54 | 101.715 | 102.115 | 0.000 | ||
| 538 | 2014.07.16 05:53 | close | 269 | 2.54 | 101.739 | 102.115 | 0.000 | -59.92 | 25364.93 |
| 539 | 2014.07.17 03:54 | sell | 270 | 2.54 | 101.645 | 102.045 | 0.000 | ||
| 540 | 2014.07.17 05:15 | close | 270 | 2.54 | 101.531 | 102.045 | 0.000 | 285.19 | 25650.12 |
| 541 | 2014.07.21 03:54 | sell | 271 | 2.57 | 101.307 | 101.707 | 0.000 | ||
| 542 | 2014.07.21 05:26 | close | 271 | 2.57 | 101.290 | 101.707 | 0.000 | 43.13 | 25693.25 |
| 543 | 2014.07.23 03:54 | sell | 272 | 2.57 | 101.509 | 101.909 | 0.000 | ||
| 544 | 2014.07.23 05:16 | close | 272 | 2.57 | 101.410 | 101.909 | 0.000 | 250.89 | 25944.14 |
| 545 | 2014.07.24 03:54 | sell | 273 | 2.59 | 101.531 | 101.931 | 0.000 | ||
| 546 | 2014.07.24 05:22 | close | 273 | 2.59 | 101.544 | 101.931 | 0.000 | -33.16 | 25910.98 |
| 547 | 2014.07.25 03:54 | sell | 274 | 2.59 | 101.743 | 102.143 | 0.000 | ||
| 548 | 2014.07.25 06:27 | close | 274 | 2.59 | 101.786 | 102.143 | 0.000 | -109.42 | 25801.56 |
| 549 | 2014.07.29 03:54 | sell | 275 | 2.58 | 101.859 | 102.259 | 0.000 | ||
| 550 | 2014.07.29 05:25 | close | 275 | 2.58 | 101.891 | 102.259 | 0.000 | -81.03 | 25720.53 |
| 551 | 2014.07.30 03:54 | sell | 276 | 2.57 | 102.081 | 102.481 | 0.000 | ||
| 552 | 2014.07.30 05:26 | close | 276 | 2.57 | 102.099 | 102.481 | 0.000 | -45.31 | 25675.22 |
| 553 | 2014.08.01 03:54 | sell | 277 | 2.57 | 102.828 | 103.228 | 0.000 | ||
| 554 | 2014.08.01 05:17 | close | 277 | 2.57 | 102.866 | 103.228 | 0.000 | -94.94 | 25580.28 |
| 555 | 2014.08.04 03:54 | sell | 278 | 2.56 | 102.525 | 102.925 | 0.000 | ||
| 556 | 2014.08.04 05:18 | close | 278 | 2.56 | 102.644 | 102.925 | 0.000 | -296.79 | 25283.49 |
| 557 | 2014.08.05 03:54 | sell | 279 | 2.53 | 102.596 | 102.996 | 0.000 | ||
| 558 | 2014.08.05 05:18 | close | 279 | 2.53 | 102.598 | 102.996 | 0.000 | -4.93 | 25278.56 |
| 559 | 2014.08.06 03:54 | sell | 280 | 2.53 | 102.604 | 103.004 | 0.000 | ||
| 560 | 2014.08.06 05:16 | close | 280 | 2.53 | 102.578 | 103.004 | 0.000 | 64.13 | 25342.69 |
| 561 | 2014.08.08 03:54 | sell | 281 | 2.53 | 102.102 | 102.502 | 0.000 | ||
| 562 | 2014.08.08 05:15 | close | 281 | 2.53 | 101.674 | 102.502 | 0.000 | 1065.01 | 26407.70 |
| 563 | 2014.08.11 03:54 | sell | 282 | 2.64 | 102.138 | 102.538 | 0.000 | ||
| 564 | 2014.08.11 05:44 | close | 282 | 2.64 | 102.157 | 102.538 | 0.000 | -49.10 | 26358.60 |
| 565 | 2014.08.12 03:54 | sell | 283 | 2.64 | 102.296 | 102.696 | 0.000 | ||
| 566 | 2014.08.12 05:20 | close | 283 | 2.64 | 102.302 | 102.696 | 0.000 | -15.48 | 26343.12 |
| 567 | 2014.08.13 03:54 | sell | 284 | 2.63 | 102.264 | 102.664 | 0.000 | ||
| 568 | 2014.08.13 05:55 | close | 284 | 2.63 | 102.292 | 102.664 | 0.000 | -71.99 | 26271.13 |
| 569 | 2014.08.14 03:54 | sell | 285 | 2.63 | 102.484 | 102.884 | 0.000 | ||
| 570 | 2014.08.14 05:16 | close | 285 | 2.63 | 102.572 | 102.884 | 0.000 | -225.64 | 26045.49 |
| 571 | 2014.08.15 03:54 | sell | 286 | 2.60 | 102.478 | 102.878 | 0.000 | ||
| 572 | 2014.08.15 05:27 | close | 286 | 2.60 | 102.503 | 102.878 | 0.000 | -63.41 | 25982.08 |
| 573 | 2014.08.18 03:54 | sell | 287 | 2.60 | 102.387 | 102.787 | 0.000 | ||
| 574 | 2014.08.18 05:15 | close | 287 | 2.60 | 102.321 | 102.787 | 0.000 | 167.71 | 26149.79 |
| 575 | 2014.08.19 03:54 | sell | 288 | 2.61 | 102.621 | 103.021 | 0.000 | ||
| 576 | 2014.08.19 06:00 | close | 288 | 2.61 | 102.621 | 103.021 | 0.000 | 0.00 | 26149.79 |
| 577 | 2014.08.20 03:54 | sell | 289 | 2.61 | 102.968 | 103.368 | 0.000 | ||
| 578 | 2014.08.20 05:15 | close | 289 | 2.61 | 102.919 | 103.368 | 0.000 | 124.26 | 26274.05 |
| 579 | 2014.08.21 03:54 | sell | 290 | 2.63 | 103.792 | 104.192 | 0.000 | ||
| 580 | 2014.08.21 05:15 | close | 290 | 2.63 | 103.894 | 104.192 | 0.000 | -258.21 | 26015.84 |
| 581 | 2014.08.22 03:54 | sell | 291 | 2.60 | 103.947 | 104.347 | 0.000 | ||
| 582 | 2014.08.22 05:15 | close | 291 | 2.60 | 103.903 | 104.347 | 0.000 | 110.10 | 26125.94 |
| 583 | 2014.08.28 03:54 | sell | 292 | 2.61 | 103.743 | 104.143 | 0.000 | ||
| 584 | 2014.08.28 05:15 | close | 292 | 2.61 | 103.774 | 104.143 | 0.000 | -77.97 | 26047.97 |
| 585 | 2014.09.02 03:54 | sell | 293 | 2.60 | 104.388 | 104.788 | 0.000 | ||
| 586 | 2014.09.02 05:54 | s/l | 293 | 2.60 | 104.788 | 104.788 | 0.000 | -992.47 | 25055.50 |
| 587 | 2014.09.05 03:54 | sell | 294 | 2.51 | 105.557 | 105.957 | 0.000 | ||
| 588 | 2014.09.05 05:16 | close | 294 | 2.51 | 105.323 | 105.957 | 0.000 | 557.66 | 25613.16 |
| 589 | 2014.09.10 03:54 | sell | 295 | 2.56 | 106.119 | 106.519 | 0.000 | ||
| 590 | 2014.09.10 05:48 | close | 295 | 2.56 | 106.292 | 106.519 | 0.000 | -416.66 | 25196.50 |
| 591 | 2014.09.11 03:54 | sell | 296 | 2.52 | 106.778 | 107.178 | 0.000 | ||
| 592 | 2014.09.11 05:43 | close | 296 | 2.52 | 106.746 | 107.178 | 0.000 | 75.54 | 25272.04 |
| 593 | 2014.09.12 03:54 | sell | 297 | 2.53 | 107.201 | 107.601 | 0.000 | ||
| 594 | 2014.09.12 05:39 | close | 297 | 2.53 | 107.252 | 107.601 | 0.000 | -120.31 | 25151.73 |
| 595 | 2014.09.16 03:54 | sell | 298 | 2.52 | 107.157 | 107.557 | 0.000 | ||
| 596 | 2014.09.16 05:37 | close | 298 | 2.52 | 107.023 | 107.557 | 0.000 | 315.52 | 25467.25 |
| 597 | 2014.09.17 03:54 | sell | 299 | 2.55 | 107.252 | 107.652 | 0.000 | ||
| 598 | 2014.09.17 05:15 | close | 299 | 2.55 | 107.208 | 107.652 | 0.000 | 104.66 | 25571.91 |
| 599 | 2014.09.18 03:54 | sell | 300 | 2.56 | 108.511 | 108.911 | 0.000 | ||
| 600 | 2014.09.18 05:40 | close | 300 | 2.56 | 108.541 | 108.911 | 0.000 | -70.76 | 25501.15 |