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 |
| 601 | 2014.09.19 03:54 | sell | 301 | 2.55 | 108.845 | 109.245 | 0.000 | ||
| 602 | 2014.09.19 04:31 | s/l | 301 | 2.55 | 109.245 | 109.245 | 0.000 | -933.66 | 24567.49 |
| 603 | 2014.09.22 03:54 | sell | 302 | 2.46 | 108.959 | 109.359 | 0.000 | ||
| 604 | 2014.09.22 05:15 | close | 302 | 2.46 | 108.849 | 109.359 | 0.000 | 248.60 | 24816.09 |
| 605 | 2014.09.23 03:54 | sell | 303 | 2.48 | 108.757 | 109.157 | 0.000 | ||
| 606 | 2014.09.23 05:44 | close | 303 | 2.48 | 108.746 | 109.157 | 0.000 | 25.09 | 24841.18 |
| 607 | 2014.09.25 03:54 | sell | 304 | 2.48 | 109.249 | 109.649 | 0.000 | ||
| 608 | 2014.09.25 05:43 | close | 304 | 2.48 | 109.195 | 109.649 | 0.000 | 122.64 | 24963.82 |
| 609 | 2014.09.26 03:54 | sell | 305 | 2.50 | 108.510 | 108.910 | 0.000 | ||
| 610 | 2014.09.26 05:27 | s/l | 305 | 2.50 | 108.910 | 108.910 | 0.000 | -918.19 | 24045.63 |
| 611 | 2014.09.29 03:54 | sell | 306 | 2.40 | 109.320 | 109.720 | 0.000 | ||
| 612 | 2014.09.29 05:16 | close | 306 | 2.40 | 109.449 | 109.720 | 0.000 | -282.87 | 23762.76 |
| 613 | 2014.09.30 03:54 | sell | 307 | 2.38 | 109.433 | 109.833 | 0.000 | ||
| 614 | 2014.09.30 05:15 | close | 307 | 2.38 | 109.379 | 109.833 | 0.000 | 117.50 | 23880.26 |
| 615 | 2014.10.02 03:54 | sell | 308 | 2.39 | 109.065 | 109.465 | 0.000 | ||
| 616 | 2014.10.02 05:15 | close | 308 | 2.39 | 108.935 | 109.465 | 0.000 | 285.22 | 24165.48 |
| 617 | 2014.10.03 03:54 | sell | 309 | 2.42 | 108.747 | 109.147 | 0.000 | ||
| 618 | 2014.10.03 05:20 | close | 309 | 2.42 | 108.845 | 109.147 | 0.000 | -217.89 | 23947.59 |
| 619 | 2014.10.06 03:54 | sell | 310 | 2.39 | 109.668 | 110.068 | 0.000 | ||
| 620 | 2014.10.06 05:40 | close | 310 | 2.39 | 109.623 | 110.068 | 0.000 | 98.11 | 24045.70 |
| 621 | 2014.10.07 03:54 | sell | 311 | 2.40 | 108.932 | 109.332 | 0.000 | ||
| 622 | 2014.10.07 05:55 | close | 311 | 2.40 | 109.155 | 109.332 | 0.000 | -490.31 | 23555.39 |
| 623 | 2014.10.08 03:54 | sell | 312 | 2.36 | 108.227 | 108.627 | 0.000 | ||
| 624 | 2014.10.08 05:15 | close | 312 | 2.36 | 108.251 | 108.627 | 0.000 | -52.32 | 23503.07 |
| 625 | 2014.10.09 03:54 | sell | 313 | 2.35 | 108.275 | 108.675 | 0.000 | ||
| 626 | 2014.10.09 05:26 | close | 313 | 2.35 | 108.060 | 108.675 | 0.000 | 467.56 | 23970.63 |
| 627 | 2014.10.13 03:54 | sell | 314 | 2.40 | 107.247 | 107.647 | 0.000 | ||
| 628 | 2014.10.13 05:17 | close | 314 | 2.40 | 107.122 | 107.647 | 0.000 | 280.05 | 24250.68 |
| 629 | 2014.10.15 03:54 | sell | 315 | 2.43 | 107.276 | 107.676 | 0.000 | ||
| 630 | 2014.10.15 05:22 | close | 315 | 2.43 | 107.108 | 107.676 | 0.000 | 381.15 | 24631.83 |
| 631 | 2014.10.16 03:54 | sell | 316 | 2.46 | 105.879 | 106.279 | 0.000 | ||
| 632 | 2014.10.16 05:32 | close | 316 | 2.46 | 106.050 | 106.279 | 0.000 | -396.66 | 24235.17 |
| 633 | 2014.10.20 03:54 | sell | 317 | 2.42 | 107.124 | 107.524 | 0.000 | ||
| 634 | 2014.10.20 05:16 | close | 317 | 2.42 | 107.146 | 107.524 | 0.000 | -49.69 | 24185.48 |
| 635 | 2014.10.22 03:54 | sell | 318 | 2.42 | 107.002 | 107.402 | 0.000 | ||
| 636 | 2014.10.22 05:38 | close | 318 | 2.42 | 106.881 | 107.402 | 0.000 | 273.97 | 24459.45 |
| 637 | 2014.10.23 03:54 | sell | 319 | 2.45 | 107.200 | 107.600 | 0.000 | ||
| 638 | 2014.10.23 06:04 | close | 319 | 2.45 | 107.277 | 107.600 | 0.000 | -175.85 | 24283.60 |
| 639 | 2014.10.24 03:54 | sell | 320 | 2.43 | 107.997 | 108.397 | 0.000 | ||
| 640 | 2014.10.24 05:19 | close | 320 | 2.43 | 107.995 | 108.397 | 0.000 | 4.50 | 24288.10 |
| 641 | 2014.10.27 03:54 | sell | 321 | 2.43 | 107.970 | 108.370 | 0.000 | ||
| 642 | 2014.10.27 05:17 | close | 321 | 2.43 | 107.987 | 108.370 | 0.000 | -38.25 | 24249.85 |
| 643 | 2014.10.28 03:54 | sell | 322 | 2.42 | 107.948 | 108.348 | 0.000 | ||
| 644 | 2014.10.28 05:15 | close | 322 | 2.42 | 107.843 | 108.348 | 0.000 | 235.62 | 24485.47 |
| 645 | 2014.10.30 03:54 | sell | 323 | 2.45 | 108.988 | 109.388 | 0.000 | ||
| 646 | 2014.10.30 05:16 | close | 323 | 2.45 | 109.035 | 109.388 | 0.000 | -105.61 | 24379.86 |
| 647 | 2014.10.31 03:54 | sell | 324 | 2.44 | 109.324 | 109.724 | 0.000 | ||
| 648 | 2014.10.31 05:35 | close | 324 | 2.44 | 109.366 | 109.724 | 0.000 | -93.70 | 24286.16 |
| 649 | 2014.11.04 02:54 | sell | 325 | 2.43 | 113.768 | 114.168 | 0.000 | ||
| 650 | 2014.11.04 04:37 | close | 325 | 2.43 | 113.605 | 114.168 | 0.000 | 348.66 | 24634.82 |
| 651 | 2014.11.07 02:54 | sell | 326 | 2.46 | 115.133 | 115.533 | 0.000 | ||
| 652 | 2014.11.07 04:21 | close | 326 | 2.46 | 115.182 | 115.533 | 0.000 | -104.65 | 24530.17 |
| 653 | 2014.11.11 02:54 | sell | 327 | 2.45 | 114.791 | 115.191 | 0.000 | ||
| 654 | 2014.11.11 04:29 | close | 327 | 2.45 | 114.723 | 115.191 | 0.000 | 145.22 | 24675.39 |
| 655 | 2014.11.13 02:54 | sell | 328 | 2.47 | 115.559 | 115.959 | 0.000 | ||
| 656 | 2014.11.13 04:24 | close | 328 | 2.47 | 115.542 | 115.959 | 0.000 | 36.34 | 24711.73 |
| 657 | 2014.11.14 02:54 | sell | 329 | 2.47 | 116.135 | 116.535 | 0.000 | ||
| 658 | 2014.11.14 04:29 | close | 329 | 2.47 | 115.856 | 116.535 | 0.000 | 594.82 | 25306.55 |
| 659 | 2014.11.18 02:54 | sell | 330 | 2.53 | 116.581 | 116.981 | 0.000 | ||
| 660 | 2014.11.18 04:15 | close | 330 | 2.53 | 116.457 | 116.981 | 0.000 | 269.39 | 25575.94 |
| 661 | 2014.11.20 02:54 | sell | 331 | 2.56 | 118.188 | 118.588 | 0.000 | ||
| 662 | 2014.11.20 04:15 | close | 331 | 2.56 | 118.138 | 118.588 | 0.000 | 108.35 | 25684.29 |
| 663 | 2014.11.21 02:54 | sell | 332 | 2.57 | 118.092 | 118.492 | 0.000 | ||
| 664 | 2014.11.21 04:16 | close | 332 | 2.57 | 117.480 | 118.492 | 0.000 | 1338.82 | 27023.11 |
| 665 | 2014.11.24 02:54 | sell | 333 | 2.70 | 117.628 | 118.028 | 0.000 | ||
| 666 | 2014.11.24 05:07 | close | 333 | 2.70 | 117.755 | 118.028 | 0.000 | -291.20 | 26731.91 |
| 667 | 2014.11.25 02:54 | sell | 334 | 2.67 | 118.133 | 118.533 | 0.000 | ||
| 668 | 2014.11.25 04:26 | close | 334 | 2.67 | 118.104 | 118.533 | 0.000 | 65.56 | 26797.47 |
| 669 | 2014.11.28 02:54 | sell | 335 | 2.68 | 118.177 | 118.577 | 0.000 | ||
| 670 | 2014.11.28 04:18 | close | 335 | 2.68 | 118.173 | 118.577 | 0.000 | 9.07 | 26806.54 |
| 671 | 2014.12.01 02:54 | sell | 336 | 2.68 | 118.892 | 119.292 | 0.000 | ||
| 672 | 2014.12.01 04:21 | close | 336 | 2.68 | 118.868 | 119.292 | 0.000 | 54.11 | 26860.65 |
| 673 | 2014.12.04 02:54 | sell | 337 | 2.69 | 119.810 | 120.210 | 0.000 | ||
| 674 | 2014.12.04 05:40 | close | 337 | 2.69 | 119.941 | 120.210 | 0.000 | -293.80 | 26566.85 |
| 675 | 2014.12.05 02:54 | sell | 338 | 2.66 | 119.806 | 120.206 | 0.000 | ||
| 676 | 2014.12.05 04:21 | close | 338 | 2.66 | 119.902 | 120.206 | 0.000 | -212.97 | 26353.88 |
| 677 | 2014.12.08 02:54 | sell | 339 | 2.64 | 121.559 | 121.959 | 0.000 | ||
| 678 | 2014.12.08 04:24 | close | 339 | 2.64 | 121.494 | 121.959 | 0.000 | 141.24 | 26495.12 |
| 679 | 2014.12.09 02:54 | sell | 340 | 2.65 | 120.970 | 121.370 | 0.000 | ||
| 680 | 2014.12.09 04:19 | close | 340 | 2.65 | 120.775 | 121.370 | 0.000 | 427.86 | 26922.98 |
| 681 | 2014.12.10 02:54 | sell | 341 | 2.69 | 119.505 | 119.905 | 0.000 | ||
| 682 | 2014.12.10 03:44 | s/l | 341 | 2.69 | 119.905 | 119.905 | 0.000 | -897.37 | 26025.61 |
| 683 | 2014.12.12 02:54 | sell | 342 | 2.60 | 118.840 | 119.240 | 0.000 | ||
| 684 | 2014.12.12 04:25 | close | 342 | 2.60 | 118.913 | 119.240 | 0.000 | -159.61 | 25866.00 |
| 685 | 2014.12.15 02:54 | sell | 343 | 2.59 | 118.508 | 118.908 | 0.000 | ||
| 686 | 2014.12.15 03:23 | s/l | 343 | 2.59 | 118.908 | 118.908 | 0.000 | -871.26 | 24994.74 |
| 687 | 2014.12.17 02:54 | sell | 344 | 2.50 | 116.878 | 117.278 | 0.000 | ||
| 688 | 2014.12.17 04:15 | close | 344 | 2.50 | 116.571 | 117.278 | 0.000 | 658.40 | 25653.14 |
| 689 | 2014.12.18 02:54 | sell | 345 | 2.57 | 118.773 | 119.173 | 0.000 | ||
| 690 | 2014.12.18 04:15 | close | 345 | 2.57 | 118.640 | 119.173 | 0.000 | 288.11 | 25941.25 |
| 691 | 2014.12.19 02:54 | sell | 346 | 2.59 | 118.953 | 119.353 | 0.000 | ||
| 692 | 2014.12.19 04:40 | close | 346 | 2.59 | 118.959 | 119.353 | 0.000 | -13.06 | 25928.19 |
| 693 | 2014.12.22 02:54 | sell | 347 | 2.59 | 119.429 | 119.829 | 0.000 | ||
| 694 | 2014.12.22 04:24 | close | 347 | 2.59 | 119.430 | 119.829 | 0.000 | -2.17 | 25926.02 |
| 695 | 2014.12.24 02:54 | sell | 348 | 2.59 | 120.582 | 120.982 | 0.000 | ||
| 696 | 2014.12.24 04:15 | close | 348 | 2.59 | 120.289 | 120.982 | 0.000 | 630.87 | 26556.89 |
| 697 | 2014.12.26 02:54 | sell | 349 | 2.66 | 120.235 | 120.635 | 0.000 | ||
| 698 | 2014.12.26 04:18 | close | 349 | 2.66 | 120.228 | 120.635 | 0.000 | 15.49 | 26572.38 |
| 699 | 2014.12.29 02:54 | sell | 350 | 2.66 | 120.445 | 120.845 | 0.000 | ||
| 700 | 2014.12.29 04:21 | close | 350 | 2.66 | 120.550 | 120.845 | 0.000 | -231.69 | 26340.69 |
| 701 | 2014.12.31 02:54 | sell | 351 | 2.63 | 119.521 | 119.921 | 0.000 | ||
| 702 | 2014.12.31 04:22 | close | 351 | 2.63 | 119.315 | 119.921 | 0.000 | 454.08 | 26794.77 |
| 703 | 2015.01.05 02:54 | sell | 352 | 2.68 | 120.219 | 120.619 | 0.000 | ||
| 704 | 2015.01.05 04:15 | close | 352 | 2.68 | 120.316 | 120.619 | 0.000 | -216.06 | 26578.71 |
| 705 | 2015.01.06 02:54 | sell | 353 | 2.66 | 119.350 | 119.750 | 0.000 | ||
| 706 | 2015.01.06 04:15 | close | 353 | 2.66 | 119.322 | 119.750 | 0.000 | 62.42 | 26641.13 |
| 707 | 2015.01.07 02:54 | sell | 354 | 2.66 | 118.845 | 119.245 | 0.000 | ||
| 708 | 2015.01.07 04:52 | close | 354 | 2.66 | 119.067 | 119.245 | 0.000 | -495.96 | 26145.17 |
| 709 | 2015.01.08 02:54 | sell | 355 | 2.61 | 119.441 | 119.841 | 0.000 | ||
| 710 | 2015.01.08 05:31 | close | 355 | 2.61 | 119.724 | 119.841 | 0.000 | -616.94 | 25528.23 |
| 711 | 2015.01.09 02:54 | sell | 356 | 2.55 | 119.837 | 120.237 | 0.000 | ||
| 712 | 2015.01.09 04:23 | close | 356 | 2.55 | 119.563 | 120.237 | 0.000 | 584.38 | 26112.61 |
| 713 | 2015.01.13 02:54 | sell | 357 | 2.61 | 117.978 | 118.378 | 0.000 | ||
| 714 | 2015.01.13 04:25 | close | 357 | 2.61 | 117.918 | 118.378 | 0.000 | 132.80 | 26245.41 |
| 715 | 2015.01.15 02:54 | sell | 358 | 2.62 | 117.600 | 118.000 | 0.000 | ||
| 716 | 2015.01.15 04:51 | close | 358 | 2.62 | 117.745 | 118.000 | 0.000 | -322.65 | 25922.76 |
| 717 | 2015.01.21 02:54 | sell | 359 | 2.59 | 118.656 | 119.056 | 0.000 | ||
| 718 | 2015.01.21 04:32 | close | 359 | 2.59 | 118.409 | 119.056 | 0.000 | 540.27 | 26463.03 |
| 719 | 2015.01.22 02:54 | sell | 360 | 2.65 | 118.100 | 118.500 | 0.000 | ||
| 720 | 2015.01.22 05:40 | close | 360 | 2.65 | 118.264 | 118.500 | 0.000 | -367.48 | 26095.55 |
| 721 | 2015.01.23 02:54 | sell | 361 | 2.61 | 118.503 | 118.903 | 0.000 | ||
| 722 | 2015.01.23 04:24 | close | 361 | 2.61 | 118.427 | 118.903 | 0.000 | 167.50 | 26263.05 |
| 723 | 2015.01.30 02:54 | sell | 362 | 2.63 | 118.205 | 118.605 | 0.000 | ||
| 724 | 2015.01.30 04:24 | close | 362 | 2.63 | 117.952 | 118.605 | 0.000 | 564.12 | 26827.17 |
| 725 | 2015.02.02 02:54 | sell | 363 | 2.68 | 117.418 | 117.818 | 0.000 | ||
| 726 | 2015.02.02 04:24 | close | 363 | 2.68 | 117.526 | 117.818 | 0.000 | -246.28 | 26580.89 |
| 727 | 2015.02.03 02:54 | sell | 364 | 2.66 | 117.335 | 117.735 | 0.000 | ||
| 728 | 2015.02.03 04:22 | close | 364 | 2.66 | 117.233 | 117.735 | 0.000 | 231.44 | 26812.33 |
| 729 | 2015.02.06 02:54 | sell | 365 | 2.68 | 117.481 | 117.881 | 0.000 | ||
| 730 | 2015.02.06 04:17 | close | 365 | 2.68 | 117.356 | 117.881 | 0.000 | 285.46 | 27097.79 |
| 731 | 2015.02.09 02:54 | sell | 366 | 2.71 | 118.898 | 119.298 | 0.000 | ||
| 732 | 2015.02.09 04:15 | close | 366 | 2.71 | 118.800 | 119.298 | 0.000 | 223.55 | 27321.34 |
| 733 | 2015.02.10 02:54 | sell | 367 | 2.73 | 118.470 | 118.870 | 0.000 | ||
| 734 | 2015.02.10 04:54 | close | 367 | 2.73 | 118.462 | 118.870 | 0.000 | 18.44 | 27339.78 |
| 735 | 2015.02.11 02:54 | sell | 368 | 2.73 | 119.412 | 119.812 | 0.000 | ||
| 736 | 2015.02.11 04:33 | close | 368 | 2.73 | 119.436 | 119.812 | 0.000 | -54.86 | 27284.92 |
| 737 | 2015.02.13 02:54 | sell | 369 | 2.73 | 118.955 | 119.355 | 0.000 | ||
| 738 | 2015.02.13 04:35 | close | 369 | 2.73 | 118.942 | 119.355 | 0.000 | 29.84 | 27314.76 |
| 739 | 2015.02.17 02:54 | sell | 370 | 2.73 | 118.310 | 118.710 | 0.000 | ||
| 740 | 2015.02.17 04:19 | close | 370 | 2.73 | 118.394 | 118.710 | 0.000 | -193.69 | 27121.07 |
| 741 | 2015.02.20 02:54 | sell | 371 | 2.71 | 119.070 | 119.470 | 0.000 | ||
| 742 | 2015.02.20 04:25 | close | 371 | 2.71 | 118.915 | 119.470 | 0.000 | 353.24 | 27474.31 |
| 743 | 2015.02.23 02:54 | sell | 372 | 2.75 | 119.086 | 119.486 | 0.000 | ||
| 744 | 2015.02.23 04:15 | close | 372 | 2.75 | 119.079 | 119.486 | 0.000 | 16.17 | 27490.48 |
| 745 | 2015.02.27 02:54 | sell | 373 | 2.75 | 119.247 | 119.647 | 0.000 | ||
| 746 | 2015.02.27 04:15 | close | 373 | 2.75 | 119.258 | 119.647 | 0.000 | -25.37 | 27465.11 |
| 747 | 2015.03.03 02:54 | sell | 374 | 2.75 | 120.091 | 120.491 | 0.000 | ||
| 748 | 2015.03.03 04:16 | close | 374 | 2.75 | 119.916 | 120.491 | 0.000 | 401.32 | 27866.43 |
| 749 | 2015.03.04 02:54 | sell | 375 | 2.79 | 119.576 | 119.976 | 0.000 | ||
| 750 | 2015.03.04 04:49 | close | 375 | 2.79 | 119.596 | 119.976 | 0.000 | -46.66 | 27819.77 |