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 |
| 751 | 2015.03.05 02:54 | sell | 376 | 2.78 | 119.775 | 120.175 | 0.000 | ||
| 752 | 2015.03.05 04:15 | close | 376 | 2.78 | 119.788 | 120.175 | 0.000 | -30.17 | 27789.60 |
| 753 | 2015.03.11 03:54 | sell | 377 | 2.78 | 121.226 | 121.626 | 0.000 | ||
| 754 | 2015.03.11 05:15 | close | 377 | 2.78 | 121.300 | 121.626 | 0.000 | -169.60 | 27620.00 |
| 755 | 2015.03.12 03:54 | sell | 378 | 2.76 | 121.543 | 121.943 | 0.000 | ||
| 756 | 2015.03.12 05:25 | close | 378 | 2.76 | 121.578 | 121.943 | 0.000 | -79.46 | 27540.54 |
| 757 | 2015.03.13 03:54 | sell | 379 | 2.75 | 121.429 | 121.829 | 0.000 | ||
| 758 | 2015.03.13 05:15 | close | 379 | 2.75 | 121.342 | 121.829 | 0.000 | 197.17 | 27737.71 |
| 759 | 2015.03.16 03:54 | sell | 380 | 2.77 | 121.395 | 121.795 | 0.000 | ||
| 760 | 2015.03.16 05:15 | close | 380 | 2.77 | 121.280 | 121.795 | 0.000 | 262.66 | 28000.37 |
| 761 | 2015.03.18 03:54 | sell | 381 | 2.80 | 121.332 | 121.732 | 0.000 | ||
| 762 | 2015.03.18 05:53 | close | 381 | 2.80 | 121.330 | 121.732 | 0.000 | 4.62 | 28004.99 |
| 763 | 2015.03.20 03:54 | sell | 382 | 2.80 | 120.755 | 121.155 | 0.000 | ||
| 764 | 2015.03.20 05:54 | close | 382 | 2.80 | 120.752 | 121.155 | 0.000 | 6.96 | 28011.95 |
| 765 | 2015.03.24 03:54 | sell | 383 | 2.80 | 119.842 | 120.242 | 0.000 | ||
| 766 | 2015.03.24 05:46 | close | 383 | 2.80 | 119.783 | 120.242 | 0.000 | 137.92 | 28149.87 |
| 767 | 2015.03.27 03:54 | sell | 384 | 2.81 | 119.168 | 119.568 | 0.000 | ||
| 768 | 2015.03.27 05:34 | close | 384 | 2.81 | 119.319 | 119.568 | 0.000 | -355.61 | 27794.26 |
| 769 | 2015.03.30 03:54 | sell | 385 | 2.78 | 119.243 | 119.643 | 0.000 | ||
| 770 | 2015.03.30 05:15 | close | 385 | 2.78 | 119.231 | 119.643 | 0.000 | 27.98 | 27822.24 |
| 771 | 2015.03.31 03:54 | sell | 386 | 2.78 | 120.091 | 120.491 | 0.000 | ||
| 772 | 2015.03.31 05:15 | close | 386 | 2.78 | 120.152 | 120.491 | 0.000 | -141.14 | 27681.10 |
| 773 | 2015.04.01 03:54 | sell | 387 | 2.77 | 119.961 | 120.361 | 0.000 | ||
| 774 | 2015.04.01 05:15 | close | 387 | 2.77 | 119.575 | 120.361 | 0.000 | 894.18 | 28575.28 |
| 775 | 2015.04.03 03:54 | sell | 388 | 2.86 | 119.734 | 120.134 | 0.000 | ||
| 776 | 2015.04.03 05:40 | close | 388 | 2.86 | 119.705 | 120.134 | 0.000 | 69.29 | 28644.57 |
| 777 | 2015.04.06 03:54 | sell | 389 | 2.86 | 119.023 | 119.423 | 0.000 | ||
| 778 | 2015.04.06 05:29 | close | 389 | 2.86 | 119.128 | 119.423 | 0.000 | -252.08 | 28392.49 |
| 779 | 2015.04.07 03:54 | sell | 390 | 2.84 | 119.503 | 119.903 | 0.000 | ||
| 780 | 2015.04.07 05:20 | close | 390 | 2.84 | 119.561 | 119.903 | 0.000 | -137.77 | 28254.72 |
| 781 | 2015.04.10 03:54 | sell | 391 | 2.83 | 120.513 | 120.913 | 0.000 | ||
| 782 | 2015.04.10 05:23 | close | 391 | 2.83 | 120.548 | 120.913 | 0.000 | -82.17 | 28172.55 |
| 783 | 2015.04.13 03:54 | sell | 392 | 2.82 | 120.191 | 120.591 | 0.000 | ||
| 784 | 2015.04.13 05:41 | close | 392 | 2.82 | 120.305 | 120.591 | 0.000 | -267.22 | 27905.33 |
| 785 | 2015.04.14 03:54 | sell | 393 | 2.79 | 119.836 | 120.236 | 0.000 | ||
| 786 | 2015.04.14 05:15 | close | 393 | 2.79 | 119.817 | 120.236 | 0.000 | 44.24 | 27949.57 |
| 787 | 2015.04.15 03:54 | sell | 394 | 2.79 | 119.574 | 119.974 | 0.000 | ||
| 788 | 2015.04.15 05:15 | close | 394 | 2.79 | 119.626 | 119.974 | 0.000 | -121.28 | 27828.29 |
| 789 | 2015.04.21 03:54 | sell | 395 | 2.78 | 119.409 | 119.809 | 0.000 | ||
| 790 | 2015.04.21 05:15 | close | 395 | 2.78 | 119.426 | 119.809 | 0.000 | -39.57 | 27788.72 |
| 791 | 2015.04.28 03:54 | sell | 396 | 2.78 | 119.127 | 119.527 | 0.000 | ||
| 792 | 2015.04.28 05:16 | close | 396 | 2.78 | 119.080 | 119.527 | 0.000 | 109.72 | 27898.44 |
| 793 | 2015.04.29 03:54 | sell | 397 | 2.79 | 118.803 | 119.203 | 0.000 | ||
| 794 | 2015.04.29 05:22 | close | 397 | 2.79 | 118.826 | 119.203 | 0.000 | -54.00 | 27844.44 |
| 795 | 2015.04.30 03:54 | sell | 398 | 2.78 | 118.980 | 119.380 | 0.000 | ||
| 796 | 2015.04.30 05:15 | close | 398 | 2.78 | 118.904 | 119.380 | 0.000 | 177.69 | 28022.13 |
| 797 | 2015.05.04 03:54 | sell | 399 | 2.80 | 120.147 | 120.547 | 0.000 | ||
| 798 | 2015.05.04 05:15 | close | 399 | 2.80 | 120.118 | 120.547 | 0.000 | 67.60 | 28089.73 |
| 799 | 2015.05.08 03:54 | sell | 400 | 2.81 | 119.862 | 120.262 | 0.000 | ||
| 800 | 2015.05.08 05:16 | close | 400 | 2.81 | 119.914 | 120.262 | 0.000 | -121.85 | 27967.88 |
| 801 | 2015.05.11 03:54 | sell | 401 | 2.80 | 119.763 | 120.163 | 0.000 | ||
| 802 | 2015.05.11 06:40 | close | 401 | 2.80 | 119.899 | 120.163 | 0.000 | -317.60 | 27650.28 |
| 803 | 2015.05.12 03:54 | sell | 402 | 2.77 | 120.133 | 120.533 | 0.000 | ||
| 804 | 2015.05.12 05:19 | close | 402 | 2.77 | 120.167 | 120.533 | 0.000 | -78.37 | 27571.91 |
| 805 | 2015.05.15 03:54 | sell | 403 | 2.76 | 119.327 | 119.727 | 0.000 | ||
| 806 | 2015.05.15 05:15 | close | 403 | 2.76 | 119.387 | 119.727 | 0.000 | -138.71 | 27433.20 |
| 807 | 2015.05.18 03:54 | sell | 404 | 2.74 | 119.554 | 119.954 | 0.000 | ||
| 808 | 2015.05.18 05:18 | close | 404 | 2.74 | 119.664 | 119.954 | 0.000 | -251.87 | 27181.33 |
| 809 | 2015.05.19 03:54 | sell | 405 | 2.72 | 119.925 | 120.325 | 0.000 | ||
| 810 | 2015.05.19 05:52 | close | 405 | 2.72 | 119.982 | 120.325 | 0.000 | -129.22 | 27052.11 |
| 811 | 2015.05.20 03:54 | sell | 406 | 2.71 | 120.911 | 121.311 | 0.000 | ||
| 812 | 2015.05.20 05:15 | close | 406 | 2.71 | 120.810 | 121.311 | 0.000 | 226.56 | 27278.67 |
| 813 | 2015.05.21 03:54 | sell | 407 | 2.73 | 121.085 | 121.485 | 0.000 | ||
| 814 | 2015.05.21 05:33 | close | 407 | 2.73 | 121.128 | 121.485 | 0.000 | -96.91 | 27181.76 |
| 815 | 2015.05.22 03:54 | sell | 408 | 2.72 | 121.029 | 121.429 | 0.000 | ||
| 816 | 2015.05.22 05:53 | close | 408 | 2.72 | 120.904 | 121.429 | 0.000 | 281.21 | 27462.97 |
| 817 | 2015.05.27 03:54 | sell | 409 | 2.75 | 123.011 | 123.411 | 0.000 | ||
| 818 | 2015.05.27 05:41 | close | 409 | 2.75 | 123.150 | 123.411 | 0.000 | -310.39 | 27152.58 |
| 819 | 2015.05.28 03:54 | sell | 410 | 2.72 | 123.657 | 124.057 | 0.000 | ||
| 820 | 2015.05.28 05:48 | s/l | 410 | 2.72 | 124.057 | 124.057 | 0.000 | -877.02 | 26275.56 |
| 821 | 2015.06.04 03:54 | sell | 411 | 2.63 | 124.313 | 124.713 | 0.000 | ||
| 822 | 2015.06.04 05:16 | close | 411 | 2.63 | 124.501 | 124.713 | 0.000 | -397.14 | 25878.42 |
| 823 | 2015.06.05 03:54 | sell | 412 | 2.59 | 124.513 | 124.913 | 0.000 | ||
| 824 | 2015.06.05 05:15 | close | 412 | 2.59 | 124.448 | 124.913 | 0.000 | 135.28 | 26013.70 |
| 825 | 2015.06.10 03:54 | sell | 413 | 2.60 | 124.457 | 124.857 | 0.000 | ||
| 826 | 2015.06.10 05:18 | close | 413 | 2.60 | 124.379 | 124.857 | 0.000 | 163.05 | 26176.75 |
| 827 | 2015.06.11 03:54 | sell | 414 | 2.62 | 122.975 | 123.375 | 0.000 | ||
| 828 | 2015.06.11 05:15 | close | 414 | 2.62 | 123.012 | 123.375 | 0.000 | -78.81 | 26097.94 |
| 829 | 2015.06.12 03:54 | sell | 415 | 2.61 | 123.510 | 123.910 | 0.000 | ||
| 830 | 2015.06.12 05:21 | close | 415 | 2.61 | 123.504 | 123.910 | 0.000 | 12.68 | 26110.62 |
| 831 | 2015.06.15 03:54 | sell | 416 | 2.61 | 123.479 | 123.879 | 0.000 | ||
| 832 | 2015.06.15 05:18 | close | 416 | 2.61 | 123.469 | 123.879 | 0.000 | 21.14 | 26131.76 |
| 833 | 2015.06.17 03:54 | sell | 417 | 2.61 | 123.449 | 123.849 | 0.000 | ||
| 834 | 2015.06.17 05:51 | close | 417 | 2.61 | 123.408 | 123.849 | 0.000 | 86.71 | 26218.47 |
| 835 | 2015.06.18 03:54 | sell | 418 | 2.62 | 123.407 | 123.807 | 0.000 | ||
| 836 | 2015.06.18 05:38 | close | 418 | 2.62 | 123.182 | 123.807 | 0.000 | 478.56 | 26697.03 |
| 837 | 2015.06.19 03:54 | sell | 419 | 2.67 | 122.945 | 123.345 | 0.000 | ||
| 838 | 2015.06.19 05:15 | close | 419 | 2.67 | 122.929 | 123.345 | 0.000 | 34.75 | 26731.78 |
| 839 | 2015.06.22 03:54 | sell | 420 | 2.67 | 122.741 | 123.141 | 0.000 | ||
| 840 | 2015.06.22 05:21 | close | 420 | 2.67 | 122.699 | 123.141 | 0.000 | 91.39 | 26823.17 |
| 841 | 2015.06.24 03:54 | sell | 421 | 2.68 | 123.900 | 124.300 | 0.000 | ||
| 842 | 2015.06.24 05:15 | close | 421 | 2.68 | 123.862 | 124.300 | 0.000 | 82.22 | 26905.39 |
| 843 | 2015.06.25 03:54 | sell | 422 | 2.69 | 123.883 | 124.283 | 0.000 | ||
| 844 | 2015.06.25 05:17 | close | 422 | 2.69 | 123.871 | 124.283 | 0.000 | 26.06 | 26931.45 |
| 845 | 2015.06.30 03:54 | sell | 423 | 2.69 | 122.459 | 122.859 | 0.000 | ||
| 846 | 2015.06.30 05:26 | close | 423 | 2.69 | 122.398 | 122.859 | 0.000 | 134.06 | 27065.51 |
| 847 | 2015.07.01 03:54 | sell | 424 | 2.71 | 122.578 | 122.978 | 0.000 | ||
| 848 | 2015.07.01 05:15 | close | 424 | 2.71 | 122.502 | 122.978 | 0.000 | 168.13 | 27233.64 |
| 849 | 2015.07.03 03:54 | sell | 425 | 2.72 | 122.929 | 123.329 | 0.000 | ||
| 850 | 2015.07.03 05:24 | close | 425 | 2.72 | 122.959 | 123.329 | 0.000 | -66.36 | 27167.28 |
| 851 | 2015.07.08 03:54 | sell | 426 | 2.72 | 122.400 | 122.800 | 0.000 | ||
| 852 | 2015.07.08 05:40 | close | 426 | 2.72 | 122.154 | 122.800 | 0.000 | 547.77 | 27715.05 |
| 853 | 2015.07.09 03:54 | sell | 427 | 2.77 | 120.770 | 121.170 | 0.000 | ||
| 854 | 2015.07.09 05:09 | s/l | 427 | 2.77 | 121.170 | 121.170 | 0.000 | -914.41 | 26800.64 |
| 855 | 2015.07.13 03:54 | sell | 428 | 2.68 | 122.545 | 122.945 | 0.000 | ||
| 856 | 2015.07.13 05:16 | close | 428 | 2.68 | 122.499 | 122.945 | 0.000 | 100.64 | 26901.28 |
| 857 | 2015.07.15 03:54 | sell | 429 | 2.69 | 123.359 | 123.759 | 0.000 | ||
| 858 | 2015.07.15 05:31 | close | 429 | 2.69 | 123.427 | 123.759 | 0.000 | -148.20 | 26753.08 |
| 859 | 2015.07.16 03:54 | sell | 430 | 2.68 | 123.870 | 124.270 | 0.000 | ||
| 860 | 2015.07.16 05:21 | close | 430 | 2.68 | 123.844 | 124.270 | 0.000 | 56.26 | 26809.34 |
| 861 | 2015.07.20 03:54 | sell | 431 | 2.68 | 124.105 | 124.505 | 0.000 | ||
| 862 | 2015.07.20 05:31 | close | 431 | 2.68 | 124.156 | 124.505 | 0.000 | -110.09 | 26699.25 |
| 863 | 2015.07.21 03:54 | sell | 432 | 2.67 | 124.365 | 124.765 | 0.000 | ||
| 864 | 2015.07.21 05:15 | close | 432 | 2.67 | 124.337 | 124.765 | 0.000 | 60.13 | 26759.38 |
| 865 | 2015.07.22 03:54 | sell | 433 | 2.68 | 123.783 | 124.183 | 0.000 | ||
| 866 | 2015.07.22 05:15 | close | 433 | 2.68 | 123.670 | 124.183 | 0.000 | 244.88 | 27004.26 |
| 867 | 2015.07.28 03:54 | sell | 434 | 2.70 | 123.184 | 123.584 | 0.000 | ||
| 868 | 2015.07.28 05:16 | close | 434 | 2.70 | 123.121 | 123.584 | 0.000 | 138.16 | 27142.42 |
| 869 | 2015.07.29 03:54 | sell | 435 | 2.71 | 123.582 | 123.982 | 0.000 | ||
| 870 | 2015.07.29 05:31 | close | 435 | 2.71 | 123.392 | 123.982 | 0.000 | 417.29 | 27559.71 |
| 871 | 2015.07.31 03:54 | sell | 436 | 2.76 | 123.973 | 124.373 | 0.000 | ||
| 872 | 2015.07.31 05:15 | close | 436 | 2.76 | 124.025 | 124.373 | 0.000 | -115.72 | 27443.99 |
| 873 | 2015.08.05 03:54 | sell | 437 | 2.74 | 124.292 | 124.692 | 0.000 | ||
| 874 | 2015.08.05 05:33 | close | 437 | 2.74 | 124.426 | 124.692 | 0.000 | -295.08 | 27148.91 |
| 875 | 2015.08.06 03:54 | sell | 438 | 2.71 | 124.815 | 125.215 | 0.000 | ||
| 876 | 2015.08.06 05:15 | close | 438 | 2.71 | 124.769 | 125.215 | 0.000 | 99.91 | 27248.82 |
| 877 | 2015.08.10 03:54 | sell | 439 | 2.72 | 124.384 | 124.784 | 0.000 | ||
| 878 | 2015.08.10 05:48 | close | 439 | 2.72 | 124.341 | 124.784 | 0.000 | 94.06 | 27342.88 |
| 879 | 2015.08.11 03:54 | sell | 440 | 2.73 | 124.622 | 125.022 | 0.000 | ||
| 880 | 2015.08.11 05:18 | close | 440 | 2.73 | 124.763 | 125.022 | 0.000 | -308.53 | 27034.35 |
| 881 | 2015.08.12 03:54 | sell | 441 | 2.70 | 125.096 | 125.496 | 0.000 | ||
| 882 | 2015.08.12 06:16 | close | 441 | 2.70 | 125.208 | 125.496 | 0.000 | -241.52 | 26792.83 |
| 883 | 2015.08.13 03:54 | sell | 442 | 2.68 | 124.300 | 124.700 | 0.000 | ||
| 884 | 2015.08.13 05:15 | close | 442 | 2.68 | 124.292 | 124.700 | 0.000 | 17.25 | 26810.08 |
| 885 | 2015.08.14 03:54 | sell | 443 | 2.68 | 124.396 | 124.796 | 0.000 | ||
| 886 | 2015.08.14 05:29 | close | 443 | 2.68 | 124.446 | 124.796 | 0.000 | -107.68 | 26702.40 |
| 887 | 2015.08.18 03:54 | sell | 444 | 2.67 | 124.443 | 124.843 | 0.000 | ||
| 888 | 2015.08.18 05:31 | close | 444 | 2.67 | 124.438 | 124.843 | 0.000 | 10.73 | 26713.13 |
| 889 | 2015.08.20 03:54 | sell | 445 | 2.67 | 123.865 | 124.265 | 0.000 | ||
| 890 | 2015.08.20 05:15 | close | 445 | 2.67 | 123.896 | 124.265 | 0.000 | -66.81 | 26646.32 |
| 891 | 2015.08.25 03:54 | sell | 446 | 2.66 | 118.854 | 119.254 | 0.000 | ||
| 892 | 2015.08.25 04:08 | s/l | 446 | 2.66 | 119.254 | 119.254 | 0.000 | -892.21 | 25754.11 |
| 893 | 2015.08.28 03:54 | sell | 447 | 2.58 | 121.116 | 121.516 | 0.000 | ||
| 894 | 2015.08.28 05:28 | close | 447 | 2.58 | 121.078 | 121.516 | 0.000 | 80.97 | 25835.08 |
| 895 | 2015.08.31 03:54 | sell | 448 | 2.58 | 121.088 | 121.488 | 0.000 | ||
| 896 | 2015.08.31 05:19 | close | 448 | 2.58 | 121.160 | 121.488 | 0.000 | -153.32 | 25681.76 |
| 897 | 2015.09.01 03:54 | sell | 449 | 2.57 | 120.979 | 121.379 | 0.000 | ||
| 898 | 2015.09.01 05:16 | close | 449 | 2.57 | 120.599 | 121.379 | 0.000 | 809.79 | 26491.55 |
| 899 | 2015.09.04 03:54 | sell | 450 | 2.65 | 119.929 | 120.329 | 0.000 | ||
| 900 | 2015.09.04 05:19 | close | 450 | 2.65 | 119.767 | 120.329 | 0.000 | 358.45 | 26850.00 |