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 |
| 901 | 2015.09.07 03:54 | sell | 451 | 2.69 | 119.031 | 119.431 | 0.000 | ||
| 902 | 2015.09.07 04:34 | s/l | 451 | 2.69 | 119.431 | 119.431 | 0.000 | -900.93 | 25949.07 |
| 903 | 2015.09.08 03:54 | sell | 452 | 2.59 | 119.372 | 119.772 | 0.000 | ||
| 904 | 2015.09.08 05:16 | close | 452 | 2.59 | 119.252 | 119.772 | 0.000 | 260.62 | 26209.69 |
| 905 | 2015.09.11 03:54 | sell | 453 | 2.62 | 120.748 | 121.148 | 0.000 | ||
| 906 | 2015.09.11 05:28 | close | 453 | 2.62 | 120.787 | 121.148 | 0.000 | -84.60 | 26125.09 |
| 907 | 2015.09.14 03:54 | sell | 454 | 2.61 | 120.642 | 121.042 | 0.000 | ||
| 908 | 2015.09.14 05:15 | close | 454 | 2.61 | 120.541 | 121.042 | 0.000 | 218.69 | 26343.78 |
| 909 | 2015.09.15 03:54 | sell | 455 | 2.63 | 120.615 | 121.015 | 0.000 | ||
| 910 | 2015.09.15 05:17 | close | 455 | 2.63 | 120.462 | 121.015 | 0.000 | 334.04 | 26677.82 |
| 911 | 2015.09.16 03:54 | sell | 456 | 2.67 | 120.329 | 120.729 | 0.000 | ||
| 912 | 2015.09.16 05:21 | close | 456 | 2.67 | 120.294 | 120.729 | 0.000 | 77.68 | 26755.50 |
| 913 | 2015.09.18 03:54 | sell | 457 | 2.68 | 119.765 | 120.165 | 0.000 | ||
| 914 | 2015.09.18 04:20 | s/l | 457 | 2.68 | 120.165 | 120.165 | 0.000 | -892.09 | 25863.41 |
| 915 | 2015.09.22 03:54 | sell | 458 | 2.59 | 120.412 | 120.812 | 0.000 | ||
| 916 | 2015.09.22 05:16 | close | 458 | 2.59 | 120.353 | 120.812 | 0.000 | 126.97 | 25990.38 |
| 917 | 2015.09.24 03:54 | sell | 459 | 2.60 | 120.188 | 120.588 | 0.000 | ||
| 918 | 2015.09.24 05:15 | close | 459 | 2.60 | 120.009 | 120.588 | 0.000 | 387.80 | 26378.18 |
| 919 | 2015.09.25 03:54 | sell | 460 | 2.64 | 120.324 | 120.724 | 0.000 | ||
| 920 | 2015.09.25 05:15 | close | 460 | 2.64 | 120.062 | 120.724 | 0.000 | 576.10 | 26954.28 |
| 921 | 2015.09.28 03:54 | sell | 461 | 2.70 | 120.379 | 120.779 | 0.000 | ||
| 922 | 2015.09.28 05:15 | close | 461 | 2.70 | 120.374 | 120.779 | 0.000 | 11.22 | 26965.50 |
| 923 | 2015.09.29 03:54 | sell | 462 | 2.70 | 119.763 | 120.163 | 0.000 | ||
| 924 | 2015.09.29 05:38 | close | 462 | 2.70 | 119.692 | 120.163 | 0.000 | 160.16 | 27125.66 |
| 925 | 2015.09.30 03:54 | sell | 463 | 2.71 | 119.960 | 120.360 | 0.000 | ||
| 926 | 2015.09.30 05:53 | close | 463 | 2.71 | 119.808 | 120.360 | 0.000 | 343.82 | 27469.48 |
| 927 | 2015.10.01 03:54 | sell | 464 | 2.75 | 119.858 | 120.258 | 0.000 | ||
| 928 | 2015.10.01 05:33 | s/l | 464 | 2.75 | 120.258 | 120.258 | 0.000 | -914.69 | 26554.79 |
| 929 | 2015.10.06 03:54 | sell | 465 | 2.66 | 120.462 | 120.862 | 0.000 | ||
| 930 | 2015.10.06 05:20 | close | 465 | 2.66 | 120.439 | 120.862 | 0.000 | 50.80 | 26605.59 |
| 931 | 2015.10.07 03:54 | sell | 466 | 2.66 | 120.350 | 120.750 | 0.000 | ||
| 932 | 2015.10.07 05:17 | close | 466 | 2.66 | 120.270 | 120.750 | 0.000 | 176.94 | 26782.53 |
| 933 | 2015.10.08 03:54 | sell | 467 | 2.68 | 119.990 | 120.390 | 0.000 | ||
| 934 | 2015.10.08 05:20 | close | 467 | 2.68 | 119.915 | 120.390 | 0.000 | 167.62 | 26950.15 |
| 935 | 2015.10.09 03:54 | sell | 468 | 2.70 | 119.950 | 120.350 | 0.000 | ||
| 936 | 2015.10.09 05:23 | close | 468 | 2.70 | 119.962 | 120.350 | 0.000 | -27.01 | 26923.14 |
| 937 | 2015.10.12 03:54 | sell | 469 | 2.69 | 120.107 | 120.507 | 0.000 | ||
| 938 | 2015.10.12 06:03 | close | 469 | 2.69 | 120.188 | 120.507 | 0.000 | -181.29 | 26741.85 |
| 939 | 2015.10.13 03:54 | sell | 470 | 2.67 | 119.966 | 120.366 | 0.000 | ||
| 940 | 2015.10.13 05:15 | close | 470 | 2.67 | 119.882 | 120.366 | 0.000 | 187.08 | 26928.93 |
| 941 | 2015.10.14 03:54 | sell | 471 | 2.69 | 119.549 | 119.949 | 0.000 | ||
| 942 | 2015.10.14 05:33 | close | 471 | 2.69 | 119.589 | 119.949 | 0.000 | -89.97 | 26838.96 |
| 943 | 2015.10.16 03:54 | sell | 472 | 2.68 | 119.007 | 119.407 | 0.000 | ||
| 944 | 2015.10.16 05:15 | close | 472 | 2.68 | 119.184 | 119.407 | 0.000 | -398.01 | 26440.95 |
| 945 | 2015.10.19 03:54 | sell | 473 | 2.64 | 119.286 | 119.686 | 0.000 | ||
| 946 | 2015.10.19 06:40 | close | 473 | 2.64 | 119.511 | 119.686 | 0.000 | -497.03 | 25943.92 |
| 947 | 2015.10.20 03:54 | sell | 474 | 2.59 | 119.516 | 119.916 | 0.000 | ||
| 948 | 2015.10.20 05:19 | close | 474 | 2.59 | 119.498 | 119.916 | 0.000 | 39.01 | 25982.93 |
| 949 | 2015.10.23 03:54 | sell | 475 | 2.60 | 120.911 | 121.311 | 0.000 | ||
| 950 | 2015.10.23 05:15 | close | 475 | 2.60 | 120.703 | 121.311 | 0.000 | 448.04 | 26430.97 |
| 951 | 2015.10.27 03:54 | sell | 476 | 2.64 | 120.788 | 121.188 | 0.000 | ||
| 952 | 2015.10.27 05:15 | close | 476 | 2.64 | 120.723 | 121.188 | 0.000 | 142.14 | 26573.11 |
| 953 | 2015.10.28 03:54 | sell | 477 | 2.66 | 120.416 | 120.816 | 0.000 | ||
| 954 | 2015.10.28 05:19 | close | 477 | 2.66 | 120.421 | 120.816 | 0.000 | -11.04 | 26562.07 |
| 955 | 2015.10.30 03:54 | sell | 478 | 2.66 | 120.855 | 121.255 | 0.000 | ||
| 956 | 2015.10.30 05:16 | close | 478 | 2.66 | 120.920 | 121.255 | 0.000 | -142.99 | 26419.08 |
| 957 | 2015.11.02 02:54 | sell | 479 | 2.64 | 120.483 | 120.883 | 0.000 | ||
| 958 | 2015.11.02 04:16 | close | 479 | 2.64 | 120.418 | 120.883 | 0.000 | 142.50 | 26561.58 |
| 959 | 2015.11.04 02:54 | sell | 480 | 2.66 | 121.124 | 121.524 | 0.000 | ||
| 960 | 2015.11.04 04:18 | close | 480 | 2.66 | 121.299 | 121.524 | 0.000 | -383.76 | 26177.82 |
| 961 | 2015.11.05 02:54 | sell | 481 | 2.62 | 121.516 | 121.916 | 0.000 | ||
| 962 | 2015.11.05 04:31 | close | 481 | 2.62 | 121.460 | 121.916 | 0.000 | 120.80 | 26298.62 |
| 963 | 2015.11.06 02:54 | sell | 482 | 2.63 | 121.702 | 122.102 | 0.000 | ||
| 964 | 2015.11.06 04:15 | close | 482 | 2.63 | 121.672 | 122.102 | 0.000 | 64.85 | 26363.47 |
| 965 | 2015.11.11 02:54 | sell | 483 | 2.64 | 123.085 | 123.485 | 0.000 | ||
| 966 | 2015.11.11 04:18 | close | 483 | 2.64 | 122.820 | 123.485 | 0.000 | 569.61 | 26933.08 |
| 967 | 2015.11.16 02:54 | sell | 484 | 2.69 | 122.473 | 122.873 | 0.000 | ||
| 968 | 2015.11.16 04:15 | close | 484 | 2.69 | 122.477 | 122.873 | 0.000 | -8.79 | 26924.29 |
| 969 | 2015.11.18 02:54 | sell | 485 | 2.69 | 123.390 | 123.790 | 0.000 | ||
| 970 | 2015.11.18 04:15 | close | 485 | 2.69 | 123.427 | 123.790 | 0.000 | -80.64 | 26843.65 |
| 971 | 2015.11.20 02:54 | sell | 486 | 2.68 | 122.898 | 123.298 | 0.000 | ||
| 972 | 2015.11.20 04:16 | close | 486 | 2.68 | 122.956 | 123.298 | 0.000 | -126.42 | 26717.23 |
| 973 | 2015.11.23 02:54 | sell | 487 | 2.67 | 122.990 | 123.390 | 0.000 | ||
| 974 | 2015.11.23 05:09 | close | 487 | 2.67 | 123.199 | 123.390 | 0.000 | -452.95 | 26264.28 |
| 975 | 2015.11.24 02:54 | sell | 488 | 2.63 | 122.928 | 123.328 | 0.000 | ||
| 976 | 2015.11.24 05:36 | close | 488 | 2.63 | 122.761 | 123.328 | 0.000 | 357.78 | 26622.06 |
| 977 | 2015.11.27 02:54 | sell | 489 | 2.66 | 122.650 | 123.050 | 0.000 | ||
| 978 | 2015.11.27 04:22 | close | 489 | 2.66 | 122.597 | 123.050 | 0.000 | 114.99 | 26737.05 |
| 979 | 2015.11.30 02:54 | sell | 490 | 2.67 | 122.807 | 123.207 | 0.000 | ||
| 980 | 2015.11.30 04:23 | close | 490 | 2.67 | 122.762 | 123.207 | 0.000 | 97.87 | 26834.92 |
| 981 | 2015.12.02 02:54 | sell | 491 | 2.68 | 122.882 | 123.282 | 0.000 | ||
| 982 | 2015.12.02 05:40 | close | 491 | 2.68 | 123.039 | 123.282 | 0.000 | -341.97 | 26492.95 |
| 983 | 2015.12.03 02:54 | sell | 492 | 2.65 | 123.297 | 123.697 | 0.000 | ||
| 984 | 2015.12.03 05:11 | close | 492 | 2.65 | 123.300 | 123.697 | 0.000 | -6.45 | 26486.50 |
| 985 | 2015.12.07 02:54 | sell | 493 | 2.65 | 123.204 | 123.604 | 0.000 | ||
| 986 | 2015.12.07 04:48 | close | 493 | 2.65 | 123.274 | 123.604 | 0.000 | -150.48 | 26336.02 |
| 987 | 2015.12.08 02:54 | sell | 494 | 2.63 | 123.316 | 123.716 | 0.000 | ||
| 988 | 2015.12.08 04:19 | close | 494 | 2.63 | 123.160 | 123.716 | 0.000 | 333.13 | 26669.15 |
| 989 | 2015.12.10 02:54 | sell | 495 | 2.67 | 121.553 | 121.953 | 0.000 | ||
| 990 | 2015.12.10 04:15 | close | 495 | 2.67 | 121.498 | 121.953 | 0.000 | 120.87 | 26790.02 |
| 991 | 2015.12.14 02:54 | sell | 496 | 2.68 | 120.864 | 121.264 | 0.000 | ||
| 992 | 2015.12.14 05:40 | close | 496 | 2.68 | 121.092 | 121.264 | 0.000 | -504.61 | 26285.41 |
| 993 | 2015.12.15 02:54 | sell | 497 | 2.63 | 121.117 | 121.517 | 0.000 | ||
| 994 | 2015.12.15 04:42 | close | 497 | 2.63 | 120.995 | 121.517 | 0.000 | 265.18 | 26550.59 |
| 995 | 2015.12.16 02:54 | sell | 498 | 2.66 | 121.789 | 122.189 | 0.000 | ||
| 996 | 2015.12.16 04:15 | close | 498 | 2.66 | 121.662 | 122.189 | 0.000 | 277.67 | 26828.26 |
| 997 | 2015.12.22 02:54 | sell | 499 | 2.68 | 121.158 | 121.558 | 0.000 | ||
| 998 | 2015.12.22 04:35 | close | 499 | 2.68 | 121.213 | 121.558 | 0.000 | -121.60 | 26706.66 |
| 999 | 2015.12.23 02:54 | sell | 500 | 2.67 | 120.982 | 121.382 | 0.000 | ||
| 1000 | 2015.12.23 04:59 | close | 500 | 2.67 | 121.017 | 121.382 | 0.000 | -77.22 | 26629.44 |
| 1001 | 2015.12.24 02:54 | sell | 501 | 2.66 | 120.894 | 121.294 | 0.000 | ||
| 1002 | 2015.12.24 04:21 | close | 501 | 2.66 | 120.760 | 121.294 | 0.000 | 295.16 | 26924.60 |
| 1003 | 2015.12.28 02:54 | sell | 502 | 2.69 | 120.408 | 120.808 | 0.000 | ||
| 1004 | 2015.12.28 04:15 | close | 502 | 2.69 | 120.406 | 120.808 | 0.000 | 4.47 | 26929.07 |
| 1005 | 2015.12.29 02:54 | sell | 503 | 2.69 | 120.283 | 120.683 | 0.000 | ||
| 1006 | 2015.12.29 04:17 | close | 503 | 2.69 | 120.320 | 120.683 | 0.000 | -82.72 | 26846.35 |
| 1007 | 2015.12.30 02:54 | sell | 504 | 2.68 | 120.539 | 120.939 | 0.000 | ||
| 1008 | 2015.12.30 04:15 | close | 504 | 2.68 | 120.505 | 120.939 | 0.000 | 75.62 | 26921.97 |
| 1009 | 2015.12.31 02:54 | sell | 505 | 2.69 | 120.457 | 120.857 | 0.000 | ||
| 1010 | 2015.12.31 04:54 | close | 505 | 2.69 | 120.459 | 120.857 | 0.000 | -4.47 | 26917.50 |
| 1011 | 2016.01.04 02:54 | sell | 506 | 2.69 | 120.387 | 120.787 | 0.000 | ||
| 1012 | 2016.01.04 04:24 | close | 506 | 2.69 | 119.752 | 120.787 | 0.000 | 1426.41 | 28343.91 |
| 1013 | 2016.01.05 02:54 | sell | 507 | 2.83 | 119.212 | 119.612 | 0.000 | ||
| 1014 | 2016.01.05 04:30 | s/l | 507 | 2.83 | 119.612 | 119.612 | 0.000 | -946.34 | 27397.57 |
| 1015 | 2016.01.06 02:54 | sell | 508 | 2.74 | 119.052 | 119.452 | 0.000 | ||
| 1016 | 2016.01.06 04:20 | close | 508 | 2.74 | 118.573 | 119.452 | 0.000 | 1106.88 | 28504.45 |
| 1017 | 2016.01.07 02:54 | sell | 509 | 2.85 | 118.655 | 119.055 | 0.000 | ||
| 1018 | 2016.01.07 05:01 | close | 509 | 2.85 | 117.969 | 119.055 | 0.000 | 1657.30 | 30161.75 |
| 1019 | 2016.01.11 02:54 | sell | 510 | 3.02 | 117.102 | 117.502 | 0.000 | ||
| 1020 | 2016.01.11 04:43 | close | 510 | 3.02 | 117.262 | 117.502 | 0.000 | -412.07 | 29749.68 |
| 1021 | 2016.01.12 02:54 | sell | 511 | 2.97 | 117.754 | 118.154 | 0.000 | ||
| 1022 | 2016.01.12 04:16 | close | 511 | 2.97 | 117.694 | 118.154 | 0.000 | 151.41 | 29901.09 |
| 1023 | 2016.01.13 02:54 | sell | 512 | 2.99 | 117.885 | 118.285 | 0.000 | ||
| 1024 | 2016.01.13 04:06 | s/l | 512 | 2.99 | 118.285 | 118.285 | 0.000 | -1011.06 | 28890.03 |
| 1025 | 2016.01.14 02:54 | sell | 513 | 2.89 | 117.561 | 117.961 | 0.000 | ||
| 1026 | 2016.01.14 04:17 | close | 513 | 2.89 | 117.426 | 117.961 | 0.000 | 332.25 | 29222.28 |
| 1027 | 2016.01.15 02:54 | sell | 514 | 2.92 | 118.109 | 118.509 | 0.000 | ||
| 1028 | 2016.01.15 04:15 | close | 514 | 2.92 | 117.939 | 118.509 | 0.000 | 420.90 | 29643.18 |
| 1029 | 2016.01.18 02:54 | sell | 515 | 2.96 | 117.114 | 117.514 | 0.000 | ||
| 1030 | 2016.01.18 04:18 | close | 515 | 2.96 | 117.242 | 117.514 | 0.000 | -323.16 | 29320.02 |
| 1031 | 2016.01.19 02:54 | sell | 516 | 2.93 | 117.587 | 117.987 | 0.000 | ||
| 1032 | 2016.01.19 04:16 | close | 516 | 2.93 | 117.519 | 117.987 | 0.000 | 169.54 | 29489.56 |
| 1033 | 2016.01.25 02:54 | sell | 517 | 2.95 | 118.545 | 118.945 | 0.000 | ||
| 1034 | 2016.01.25 04:48 | close | 517 | 2.95 | 118.737 | 118.945 | 0.000 | -477.02 | 29012.54 |
| 1035 | 2016.01.26 02:54 | sell | 518 | 2.90 | 118.101 | 118.501 | 0.000 | ||
| 1036 | 2016.01.26 04:38 | close | 518 | 2.90 | 118.194 | 118.501 | 0.000 | -228.18 | 28784.36 |
| 1037 | 2016.01.29 02:54 | sell | 519 | 2.88 | 118.799 | 119.199 | 0.000 | ||
| 1038 | 2016.01.29 04:21 | close | 519 | 2.88 | 118.609 | 119.199 | 0.000 | 461.35 | 29245.71 |
| 1039 | 2016.02.04 02:54 | sell | 520 | 2.92 | 117.862 | 118.262 | 0.000 | ||
| 1040 | 2016.02.04 04:18 | close | 520 | 2.92 | 117.968 | 118.262 | 0.000 | -262.38 | 28983.33 |
| 1041 | 2016.02.05 02:54 | sell | 521 | 2.90 | 116.966 | 117.366 | 0.000 | ||
| 1042 | 2016.02.05 04:15 | close | 521 | 2.90 | 116.889 | 117.366 | 0.000 | 191.04 | 29174.37 |
| 1043 | 2016.02.09 02:54 | sell | 522 | 2.92 | 115.235 | 115.635 | 0.000 | ||
| 1044 | 2016.02.09 04:15 | close | 522 | 2.92 | 115.154 | 115.635 | 0.000 | 205.39 | 29379.76 |
| 1045 | 2016.02.10 02:54 | sell | 523 | 2.94 | 114.834 | 115.234 | 0.000 | ||
| 1046 | 2016.02.10 04:58 | close | 523 | 2.94 | 114.556 | 115.234 | 0.000 | 713.47 | 30093.23 |
| 1047 | 2016.02.11 02:54 | sell | 524 | 3.01 | 112.741 | 113.141 | 0.000 | ||
| 1048 | 2016.02.11 04:26 | close | 524 | 3.01 | 112.855 | 113.141 | 0.000 | -304.05 | 29789.18 |
| 1049 | 2016.02.18 02:54 | sell | 525 | 2.98 | 113.978 | 114.378 | 0.000 | ||
| 1050 | 2016.02.18 04:19 | close | 525 | 2.98 | 113.860 | 114.378 | 0.000 | 308.84 | 30098.02 |