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 |
| 1201 | 2016.08.25 03:54 | sell | 601 | 4.56 | 100.479 | 100.879 | 0.000 | ||
| 1202 | 2016.08.25 05:23 | close | 601 | 4.56 | 100.451 | 100.879 | 0.000 | 127.11 | 45692.63 |
| 1203 | 2016.08.26 03:54 | sell | 602 | 4.57 | 100.437 | 100.837 | 0.000 | ||
| 1204 | 2016.08.26 05:15 | close | 602 | 4.57 | 100.457 | 100.837 | 0.000 | -90.98 | 45601.65 |
| 1205 | 2016.08.29 03:54 | sell | 603 | 4.56 | 101.929 | 102.329 | 0.000 | ||
| 1206 | 2016.08.29 05:20 | close | 603 | 4.56 | 102.040 | 102.329 | 0.000 | -496.04 | 45105.61 |
| 1207 | 2016.08.30 03:54 | sell | 604 | 4.51 | 101.928 | 102.328 | 0.000 | ||
| 1208 | 2016.08.30 05:21 | close | 604 | 4.51 | 102.148 | 102.328 | 0.000 | -971.34 | 44134.27 |
| 1209 | 2016.08.31 03:54 | sell | 605 | 4.41 | 103.218 | 103.618 | 0.000 | ||
| 1210 | 2016.08.31 05:15 | close | 605 | 4.41 | 102.989 | 103.618 | 0.000 | 980.58 | 45114.85 |
| 1211 | 2016.09.02 03:54 | sell | 606 | 4.51 | 103.294 | 103.694 | 0.000 | ||
| 1212 | 2016.09.02 05:15 | close | 606 | 4.51 | 103.350 | 103.694 | 0.000 | -244.37 | 44870.48 |
| 1213 | 2016.09.08 03:54 | sell | 607 | 4.49 | 101.673 | 102.073 | 0.000 | ||
| 1214 | 2016.09.08 05:37 | close | 607 | 4.49 | 101.683 | 102.073 | 0.000 | -44.16 | 44826.32 |
| 1215 | 2016.09.09 03:54 | sell | 608 | 4.48 | 102.270 | 102.670 | 0.000 | ||
| 1216 | 2016.09.09 05:19 | close | 608 | 4.48 | 102.141 | 102.670 | 0.000 | 565.81 | 45392.13 |
| 1217 | 2016.09.12 03:54 | sell | 609 | 4.54 | 102.600 | 103.000 | 0.000 | ||
| 1218 | 2016.09.12 06:02 | close | 609 | 4.54 | 102.564 | 103.000 | 0.000 | 159.35 | 45551.48 |
| 1219 | 2016.09.14 03:54 | sell | 610 | 4.56 | 102.846 | 103.246 | 0.000 | ||
| 1220 | 2016.09.14 05:15 | close | 610 | 4.56 | 103.016 | 103.246 | 0.000 | -752.50 | 44798.98 |
| 1221 | 2016.09.15 03:54 | sell | 611 | 4.48 | 102.446 | 102.846 | 0.000 | ||
| 1222 | 2016.09.15 05:15 | close | 611 | 4.48 | 102.008 | 102.846 | 0.000 | 1923.61 | 46722.59 |
| 1223 | 2016.09.16 03:54 | sell | 612 | 4.67 | 101.956 | 102.356 | 0.000 | ||
| 1224 | 2016.09.16 05:39 | close | 612 | 4.67 | 102.052 | 102.356 | 0.000 | -439.31 | 46283.28 |
| 1225 | 2016.09.19 03:54 | sell | 613 | 4.63 | 102.276 | 102.676 | 0.000 | ||
| 1226 | 2016.09.19 05:15 | close | 613 | 4.63 | 102.126 | 102.676 | 0.000 | 680.04 | 46963.32 |
| 1227 | 2016.09.21 03:54 | sell | 614 | 4.70 | 101.747 | 102.147 | 0.000 | ||
| 1228 | 2016.09.21 05:15 | close | 614 | 4.70 | 101.566 | 102.147 | 0.000 | 837.58 | 47800.90 |
| 1229 | 2016.09.28 03:54 | sell | 615 | 4.78 | 100.546 | 100.946 | 0.000 | ||
| 1230 | 2016.09.28 05:15 | close | 615 | 4.78 | 100.584 | 100.946 | 0.000 | -180.59 | 47620.31 |
| 1231 | 2016.10.03 03:54 | sell | 616 | 4.76 | 101.362 | 101.762 | 0.000 | ||
| 1232 | 2016.10.03 05:55 | close | 616 | 4.76 | 101.447 | 101.762 | 0.000 | -398.83 | 47221.48 |
| 1233 | 2016.10.04 03:54 | sell | 617 | 4.72 | 102.033 | 102.433 | 0.000 | ||
| 1234 | 2016.10.04 05:50 | close | 617 | 4.72 | 102.306 | 102.433 | 0.000 | -1259.52 | 45961.96 |
| 1235 | 2016.10.07 03:54 | sell | 618 | 4.60 | 103.709 | 104.109 | 0.000 | ||
| 1236 | 2016.10.07 06:27 | close | 618 | 4.60 | 103.754 | 104.109 | 0.000 | -199.51 | 45762.45 |
| 1237 | 2016.10.11 03:54 | sell | 619 | 4.58 | 103.929 | 104.329 | 0.000 | ||
| 1238 | 2016.10.11 05:15 | close | 619 | 4.58 | 103.898 | 104.329 | 0.000 | 136.65 | 45899.10 |
| 1239 | 2016.10.12 03:54 | sell | 620 | 4.59 | 103.647 | 104.047 | 0.000 | ||
| 1240 | 2016.10.12 05:21 | close | 620 | 4.59 | 103.512 | 104.047 | 0.000 | 598.63 | 46497.73 |
| 1241 | 2016.10.13 03:54 | sell | 621 | 4.65 | 104.601 | 105.001 | 0.000 | ||
| 1242 | 2016.10.13 05:15 | close | 621 | 4.65 | 103.898 | 105.001 | 0.000 | 3146.31 | 49644.04 |
| 1243 | 2016.10.19 03:54 | sell | 622 | 4.96 | 103.782 | 104.182 | 0.000 | ||
| 1244 | 2016.10.19 05:44 | close | 622 | 4.96 | 103.793 | 104.182 | 0.000 | -52.57 | 49591.47 |
| 1245 | 2016.10.20 03:54 | sell | 623 | 4.96 | 103.615 | 104.015 | 0.000 | ||
| 1246 | 2016.10.20 05:15 | close | 623 | 4.96 | 103.579 | 104.015 | 0.000 | 172.39 | 49763.86 |
| 1247 | 2016.10.21 03:54 | sell | 624 | 4.98 | 104.147 | 104.547 | 0.000 | ||
| 1248 | 2016.10.21 05:51 | close | 624 | 4.98 | 104.137 | 104.547 | 0.000 | 47.82 | 49811.68 |
| 1249 | 2016.10.24 03:54 | sell | 625 | 4.98 | 103.886 | 104.286 | 0.000 | ||
| 1250 | 2016.10.24 05:29 | close | 625 | 4.98 | 103.935 | 104.286 | 0.000 | -234.78 | 49576.90 |
| 1251 | 2016.10.25 03:54 | sell | 626 | 4.96 | 104.462 | 104.862 | 0.000 | ||
| 1252 | 2016.10.25 05:26 | close | 626 | 4.96 | 104.436 | 104.862 | 0.000 | 123.48 | 49700.38 |
| 1253 | 2016.10.26 03:54 | sell | 627 | 4.97 | 104.169 | 104.569 | 0.000 | ||
| 1254 | 2016.10.26 05:15 | close | 627 | 4.97 | 104.294 | 104.569 | 0.000 | -595.67 | 49104.71 |
| 1255 | 2016.10.27 03:54 | sell | 628 | 4.91 | 104.585 | 104.985 | 0.000 | ||
| 1256 | 2016.10.27 05:15 | close | 628 | 4.91 | 104.390 | 104.985 | 0.000 | 917.19 | 50021.90 |
| 1257 | 2016.10.28 03:54 | sell | 629 | 5.00 | 105.185 | 105.585 | 0.000 | ||
| 1258 | 2016.10.28 05:15 | close | 629 | 5.00 | 105.170 | 105.585 | 0.000 | 71.31 | 50093.21 |
| 1259 | 2016.11.01 03:54 | sell | 630 | 5.01 | 104.732 | 105.132 | 0.000 | ||
| 1260 | 2016.11.01 05:15 | close | 630 | 5.01 | 104.794 | 105.132 | 0.000 | -296.41 | 49796.80 |
| 1261 | 2016.11.02 03:54 | sell | 631 | 4.98 | 104.141 | 104.541 | 0.000 | ||
| 1262 | 2016.11.02 05:21 | close | 631 | 4.98 | 103.803 | 104.541 | 0.000 | 1621.57 | 51418.37 |
| 1263 | 2016.11.03 03:54 | sell | 632 | 5.14 | 103.165 | 103.565 | 0.000 | ||
| 1264 | 2016.11.03 05:15 | close | 632 | 5.14 | 103.191 | 103.565 | 0.000 | -129.51 | 51288.86 |
| 1265 | 2016.11.04 03:54 | sell | 633 | 5.13 | 103.059 | 103.459 | 0.000 | ||
| 1266 | 2016.11.04 06:04 | close | 633 | 5.13 | 103.063 | 103.459 | 0.000 | -19.91 | 51268.95 |
| 1267 | 2016.11.07 02:54 | sell | 634 | 5.13 | 103.970 | 104.370 | 0.000 | ||
| 1268 | 2016.11.07 05:10 | close | 634 | 5.13 | 104.211 | 104.370 | 0.000 | -1186.37 | 50082.58 |
| 1269 | 2016.11.09 02:54 | sell | 635 | 5.01 | 105.136 | 105.536 | 0.000 | ||
| 1270 | 2016.11.09 04:15 | close | 635 | 5.01 | 103.064 | 105.536 | 0.000 | 10072.11 | 60154.69 |
| 1271 | 2016.11.10 02:54 | sell | 636 | 6.02 | 105.576 | 105.976 | 0.000 | ||
| 1272 | 2016.11.10 04:15 | close | 636 | 6.02 | 105.190 | 105.976 | 0.000 | 2209.07 | 62363.76 |
| 1273 | 2016.11.11 02:54 | sell | 637 | 6.24 | 106.724 | 107.124 | 0.000 | ||
| 1274 | 2016.11.11 04:17 | close | 637 | 6.24 | 106.593 | 107.124 | 0.000 | 766.88 | 63130.64 |
| 1275 | 2016.11.14 02:54 | sell | 638 | 6.31 | 107.396 | 107.796 | 0.000 | ||
| 1276 | 2016.11.14 04:15 | close | 638 | 6.31 | 107.379 | 107.796 | 0.000 | 99.90 | 63230.54 |
| 1277 | 2016.11.15 02:54 | sell | 639 | 6.32 | 107.899 | 108.299 | 0.000 | ||
| 1278 | 2016.11.15 04:57 | s/l | 639 | 6.32 | 108.299 | 108.299 | 0.000 | -2334.24 | 60896.30 |
| 1279 | 2016.11.16 02:54 | sell | 640 | 6.09 | 109.027 | 109.427 | 0.000 | ||
| 1280 | 2016.11.16 05:37 | close | 640 | 6.09 | 109.088 | 109.427 | 0.000 | -340.54 | 60555.76 |
| 1281 | 2016.11.18 02:54 | sell | 641 | 6.06 | 110.117 | 110.517 | 0.000 | ||
| 1282 | 2016.11.18 03:30 | s/l | 641 | 6.06 | 110.517 | 110.517 | 0.000 | -2193.01 | 58362.75 |
| 1283 | 2016.11.21 02:54 | sell | 642 | 5.84 | 110.930 | 111.330 | 0.000 | ||
| 1284 | 2016.11.21 04:32 | close | 642 | 5.84 | 110.815 | 111.330 | 0.000 | 606.06 | 58968.81 |
| 1285 | 2016.11.22 02:54 | sell | 643 | 5.90 | 110.607 | 111.007 | 0.000 | ||
| 1286 | 2016.11.22 05:34 | close | 643 | 5.90 | 110.782 | 111.007 | 0.000 | -932.01 | 58036.80 |
| 1287 | 2016.11.23 02:54 | sell | 644 | 5.80 | 111.120 | 111.520 | 0.000 | ||
| 1288 | 2016.11.23 04:17 | close | 644 | 5.80 | 111.072 | 111.520 | 0.000 | 250.65 | 58287.45 |
| 1289 | 2016.11.24 02:54 | sell | 645 | 5.83 | 112.511 | 112.911 | 0.000 | ||
| 1290 | 2016.11.24 04:24 | close | 645 | 5.83 | 112.646 | 112.911 | 0.000 | -698.69 | 57588.76 |
| 1291 | 2016.11.25 02:54 | sell | 646 | 5.76 | 113.699 | 114.099 | 0.000 | ||
| 1292 | 2016.11.25 04:16 | close | 646 | 5.76 | 113.775 | 114.099 | 0.000 | -384.76 | 57204.00 |
| 1293 | 2016.11.28 02:54 | sell | 647 | 5.72 | 112.226 | 112.626 | 0.000 | ||
| 1294 | 2016.11.28 04:17 | close | 647 | 5.72 | 111.620 | 112.626 | 0.000 | 3105.46 | 60309.46 |
| 1295 | 2016.11.29 02:54 | sell | 648 | 6.03 | 111.880 | 112.280 | 0.000 | ||
| 1296 | 2016.11.29 04:19 | close | 648 | 6.03 | 111.988 | 112.280 | 0.000 | -581.53 | 59727.93 |
| 1297 | 2016.12.05 02:54 | sell | 649 | 5.97 | 113.712 | 114.112 | 0.000 | ||
| 1298 | 2016.12.05 04:16 | close | 649 | 5.97 | 113.771 | 114.112 | 0.000 | -309.60 | 59418.33 |
| 1299 | 2016.12.06 02:54 | sell | 650 | 5.94 | 113.614 | 114.014 | 0.000 | ||
| 1300 | 2016.12.06 04:32 | close | 650 | 5.94 | 113.635 | 114.014 | 0.000 | -109.77 | 59308.56 |
| 1301 | 2016.12.08 02:54 | sell | 651 | 5.93 | 113.751 | 114.151 | 0.000 | ||
| 1302 | 2016.12.08 04:15 | close | 651 | 5.93 | 113.537 | 114.151 | 0.000 | 1117.71 | 60426.27 |
| 1303 | 2016.12.09 02:54 | sell | 652 | 6.04 | 114.243 | 114.643 | 0.000 | ||
| 1304 | 2016.12.09 04:18 | close | 652 | 6.04 | 114.453 | 114.643 | 0.000 | -1108.23 | 59318.04 |
| 1305 | 2016.12.13 02:54 | sell | 653 | 5.93 | 115.017 | 115.417 | 0.000 | ||
| 1306 | 2016.12.13 04:17 | close | 653 | 5.93 | 115.136 | 115.417 | 0.000 | -612.90 | 58705.14 |
| 1307 | 2016.12.14 02:54 | sell | 654 | 5.87 | 115.113 | 115.513 | 0.000 | ||
| 1308 | 2016.12.14 04:15 | close | 654 | 5.87 | 115.177 | 115.513 | 0.000 | -326.18 | 58378.96 |
| 1309 | 2016.12.15 02:54 | sell | 655 | 5.84 | 117.637 | 118.037 | 0.000 | ||
| 1310 | 2016.12.15 04:18 | close | 655 | 5.84 | 117.395 | 118.037 | 0.000 | 1203.87 | 59582.83 |
| 1311 | 2016.12.16 02:54 | sell | 656 | 5.96 | 118.089 | 118.489 | 0.000 | ||
| 1312 | 2016.12.16 04:49 | close | 656 | 5.96 | 118.215 | 118.489 | 0.000 | -635.25 | 58947.58 |
| 1313 | 2016.12.20 02:54 | sell | 657 | 5.89 | 117.131 | 117.531 | 0.000 | ||
| 1314 | 2016.12.20 04:17 | close | 657 | 5.89 | 117.190 | 117.531 | 0.000 | -296.54 | 58651.04 |
| 1315 | 2016.12.21 02:54 | sell | 658 | 5.87 | 117.892 | 118.292 | 0.000 | ||
| 1316 | 2016.12.21 04:16 | close | 658 | 5.87 | 117.700 | 118.292 | 0.000 | 957.55 | 59608.59 |
| 1317 | 2016.12.23 02:54 | sell | 659 | 5.96 | 117.509 | 117.909 | 0.000 | ||
| 1318 | 2016.12.23 04:16 | close | 659 | 5.96 | 117.483 | 117.909 | 0.000 | 131.90 | 59740.49 |
| 1319 | 2016.12.26 02:54 | sell | 660 | 5.97 | 117.094 | 117.494 | 0.000 | ||
| 1320 | 2016.12.26 04:17 | close | 660 | 5.97 | 117.151 | 117.494 | 0.000 | -290.47 | 59450.02 |
| 1321 | 2016.12.28 02:54 | sell | 661 | 5.95 | 117.496 | 117.896 | 0.000 | ||
| 1322 | 2016.12.28 04:30 | close | 661 | 5.95 | 117.647 | 117.896 | 0.000 | -763.68 | 58686.34 |
| 1323 | 2016.12.29 02:54 | sell | 662 | 5.87 | 116.982 | 117.382 | 0.000 | ||
| 1324 | 2016.12.29 05:04 | close | 662 | 5.87 | 116.827 | 117.382 | 0.000 | 778.80 | 59465.14 |
| 1325 | 2017.01.04 02:54 | sell | 663 | 5.95 | 117.902 | 118.302 | 0.000 | ||
| 1326 | 2017.01.04 04:30 | close | 663 | 5.95 | 118.064 | 118.302 | 0.000 | -816.42 | 58648.72 |
| 1327 | 2017.01.05 02:54 | sell | 664 | 5.86 | 116.650 | 117.050 | 0.000 | ||
| 1328 | 2017.01.05 04:15 | close | 664 | 5.86 | 116.450 | 117.050 | 0.000 | 1006.44 | 59655.16 |
| 1329 | 2017.01.06 02:54 | sell | 665 | 5.97 | 115.701 | 116.101 | 0.000 | ||
| 1330 | 2017.01.06 03:44 | s/l | 665 | 5.97 | 116.101 | 116.101 | 0.000 | -2056.81 | 57598.35 |
| 1331 | 2017.01.11 02:54 | sell | 666 | 5.76 | 115.906 | 116.306 | 0.000 | ||
| 1332 | 2017.01.11 04:55 | close | 666 | 5.76 | 116.098 | 116.306 | 0.000 | -952.57 | 56645.78 |
| 1333 | 2017.01.13 02:54 | sell | 667 | 5.66 | 114.958 | 115.358 | 0.000 | ||
| 1334 | 2017.01.13 04:22 | close | 667 | 5.66 | 114.885 | 115.358 | 0.000 | 359.65 | 57005.43 |
| 1335 | 2017.01.17 02:54 | sell | 668 | 5.70 | 114.042 | 114.442 | 0.000 | ||
| 1336 | 2017.01.17 04:17 | close | 668 | 5.70 | 114.175 | 114.442 | 0.000 | -663.98 | 56341.45 |
| 1337 | 2017.01.18 02:54 | sell | 669 | 5.63 | 112.898 | 113.298 | 0.000 | ||
| 1338 | 2017.01.18 04:47 | close | 669 | 5.63 | 113.034 | 113.298 | 0.000 | -677.39 | 55664.06 |
| 1339 | 2017.01.19 02:54 | sell | 670 | 5.57 | 114.807 | 115.207 | 0.000 | ||
| 1340 | 2017.01.19 04:15 | close | 670 | 5.57 | 114.749 | 115.207 | 0.000 | 281.54 | 55945.60 |
| 1341 | 2017.01.20 02:54 | sell | 671 | 5.59 | 115.083 | 115.483 | 0.000 | ||
| 1342 | 2017.01.20 04:15 | close | 671 | 5.59 | 114.622 | 115.483 | 0.000 | 2248.25 | 58193.85 |
| 1343 | 2017.01.23 02:54 | sell | 672 | 5.82 | 113.932 | 114.332 | 0.000 | ||
| 1344 | 2017.01.23 04:15 | close | 672 | 5.82 | 113.527 | 114.332 | 0.000 | 2076.25 | 60270.10 |
| 1345 | 2017.01.24 02:54 | sell | 673 | 6.03 | 112.820 | 113.220 | 0.000 | ||
| 1346 | 2017.01.24 04:15 | close | 673 | 6.03 | 112.841 | 113.220 | 0.000 | -112.22 | 60157.88 |
| 1347 | 2017.01.25 02:54 | sell | 674 | 6.02 | 113.804 | 114.204 | 0.000 | ||
| 1348 | 2017.01.25 04:15 | close | 674 | 6.02 | 113.547 | 114.204 | 0.000 | 1362.55 | 61520.43 |
| 1349 | 2017.01.26 02:54 | sell | 675 | 6.15 | 113.205 | 113.605 | 0.000 | ||
| 1350 | 2017.01.26 04:56 | close | 675 | 6.15 | 113.372 | 113.605 | 0.000 | -905.91 | 60614.52 |